Performance Report for Seafield

17 Apr, 2024 - 19 Oct, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	45.0%
Cumulative Return	7.82%
CAGR﹪	2.1%
Sharpe	1.19
Prob. Sharpe Ratio	99.46%
Smart Sharpe	1.15
Sortino	2.09
Smart Sortino	2.03
Sortino/√2	1.48
Smart Sortino/√2	1.43
Omega	1.48
Max Drawdown	-1.65%
Longest DD Days	223
Volatility (ann.)	1.76%
Calmar	1.27
Skew	4.11
Kurtosis	66.17
Expected Daily	0.01%
Expected Monthly	0.24%
Expected Yearly	2.54%
Kelly Criterion	21.06%
Risk of Ruin	0.0%
Daily Value-at-Risk	-0.17%
Expected Shortfall (cVaR)	-0.17%
Max Consecutive Wins	5
Max Consecutive Losses	4
Gain/Pain Ratio	0.48
Gain/Pain (1M)	2.71
Payoff Ratio	0.8
Profit Factor	1.48
Common Sense Ratio	2.11
CPC Index	0.77
Tail Ratio	1.42
Outlier Win Ratio	9.74
Outlier Loss Ratio	2.77
MTD	1.61%
3M	2.45%
6M	1.64%
YTD	4.57%
1Y	5.17%
3Y (ann.)	2.1%
5Y (ann.)	2.1%
10Y (ann.)	2.1%
All-time (ann.)	2.1%
Best Day	1.69%
Worst Day	-0.72%
Best Month	2.12%
Worst Month	-0.85%
Best Year	4.57%
Worst Year	0.37%
Avg. Drawdown	-0.38%
Avg. Drawdown Days	31
Recovery Factor	4.6
Ulcer Index	0.01
Serenity Index	1.33
Avg. Up Month	0.55%
Avg. Down Month	-0.26%
Win Days	65.02%
Win Month	63.33%
Win Quarter	81.82%
Win Year	100.0%