Monkey's Audio (APE) supports several levels of compression, including insane. Here is a quote from Monkey's Audio author Matt Ashland (Matt is also J. River's CTO).
Insane mode is called that for a reason.
Using insane compression slows down compression and decompression a lot. This can have unexpected side effects, such as when converting on the fly. Transferring an APE file to a UPnP device normally requires conversion to MP3 or some other supported format (there are currently no known devices that natively support APE). This conversion may be very slow, and may be exasperated by devices, such as the DSM-320 which access a file multiple times instead of a single request.