SILA[Strategy] vs INav[Benchmark]

11 Nov, 2025 - 27 Mar, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	95.0%	94.0%
Cumulative Return	5.07%	5.03%
CAGR﹪	14.2%	14.07%
Sharpe	8.32	6.37
Prob. Sharpe Ratio	100.0%	100.0%
Smart Sharpe	5.62	4.3
Sortino	27.2	58.28
Smart Sortino	18.38	39.38
Sortino/√2	19.23	41.21
Smart Sortino/√2	12.99	27.84
Omega	4.82	4.82
Max Drawdown	-0.03%	-
Longest DD Days	-	-
Volatility (ann.)	0.82%	1.05%
R^2	0.0	0.0
Information Ratio	0.01	0.01
Calmar	497.8	-
Skew	1.03	5.18
Kurtosis	1.45	36.77
Expected Daily	0.05%	0.05%
Expected Monthly	0.99%	0.99%
Expected Yearly	2.5%	2.48%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.03%	-0.06%
Expected Shortfall (cVaR)	-0.03%	-0.06%
Max Consecutive Wins	16	35
Max Consecutive Losses	1	0
Gain/Pain Ratio	34.02	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	35.02	-
Common Sense Ratio	528.11	-
CPC Index	-	-
Tail Ratio	15.08	-
Outlier Win Ratio	2.95	3.48
Outlier Loss Ratio	0.78	-
MTD	0.94%	0.96%
3M	3.27%	3.3%
6M	5.07%	5.03%
YTD	3.0%	3.16%
1Y	5.07%	5.03%
3Y (ann.)	14.2%	14.07%
5Y (ann.)	14.2%	14.07%
10Y (ann.)	14.2%	14.07%
All-time (ann.)	14.2%	14.07%
Best Day	0.25%	0.56%
Worst Day	-0.03%	0.0%
Best Month	1.3%	1.16%
Worst Month	0.7%	0.64%
Best Year	3.0%	3.16%
Worst Year	2.01%	1.81%
Avg. Drawdown	-0.01%	-
Avg. Drawdown Days	-	-
Recovery Factor	177.8	-
Ulcer Index	0.0	0.0
Serenity Index	-2053.66	-
Avg. Up Month	0.99%	0.99%
Avg. Down Month	-	-
Win Days	87.36%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	0.02	-
Alpha	0.13	-
Correlation	2.18%	-
Treynor Ratio	-113.82%	-