SILA[Strategy] vs INav[Benchmark]

14 Nov, 2025 - 21 Jul, 2026

Key Performance Metrics

Metric	Strategy	Benchmark
Risk-Free Rate	7.0%	7.0%
Time in Market	96.0%	96.0%
Cumulative Return	9.11%	9.23%
CAGR﹪	13.64%	13.81%
Sharpe	8.63	7.3
Prob. Sharpe Ratio	-	100.0%
Smart Sharpe	6.09	5.15
Sortino	30.28	65.73
Smart Sortino	21.38	46.41
Sortino/√2	21.41	46.48
Smart Sortino/√2	15.12	32.82
Omega	5.67	5.67
Max Drawdown	-0.03%	-
Longest DD Days	-	-
Volatility (ann.)	0.72%	0.88%
R^2	0.0	0.0
Information Ratio	-0.01	-0.01
Calmar	478.1	-
Skew	1.15	4.99
Kurtosis	1.77	40.48
Expected Daily	0.05%	0.05%
Expected Monthly	0.97%	0.99%
Expected Yearly	4.46%	4.51%
Kelly Criterion	-	-
Risk of Ruin	0.0%	0.0%
Daily Value-at-Risk	-0.02%	-0.04%
Expected Shortfall (cVaR)	-0.02%	-0.04%
Max Consecutive Wins	53	48
Max Consecutive Losses	1	0
Gain/Pain Ratio	53.1	-
Gain/Pain (1M)	-	-
Payoff Ratio	-	-
Profit Factor	54.1	-
Common Sense Ratio	803.21	-
CPC Index	-	-
Tail Ratio	14.85	9.63
Outlier Win Ratio	2.85	3.09
Outlier Loss Ratio	0.72	-
MTD	0.75%	0.75%
3M	3.24%	3.33%
6M	6.56%	6.52%
YTD	7.17%	7.41%
1Y	9.11%	9.23%
3Y (ann.)	13.64%	13.81%
5Y (ann.)	13.64%	13.81%
10Y (ann.)	13.64%	13.81%
All-time (ann.)	13.64%	13.81%
Best Day	0.25%	0.56%
Worst Day	-0.03%	0.0%
Best Month	1.3%	1.16%
Worst Month	0.51%	0.53%
Best Year	7.17%	7.41%
Worst Year	1.81%	1.7%
Avg. Drawdown	-0.01%	-
Avg. Drawdown Days	-	-
Recovery Factor	319.48	-
Ulcer Index	0.0	0.0
Serenity Index	3259.63	-
Avg. Up Month	0.97%	0.99%
Avg. Down Month	-	-
Win Days	92.59%	100.0%
Win Month	100.0%	100.0%
Win Quarter	100.0%	100.0%
Win Year	100.0%	100.0%
Beta	-0.04	-
Alpha	0.14	-
Correlation	-4.62%	-
Treynor Ratio	-55.33%	-