Performance Report for Seafield

17 Apr, 2024 - 9 Jun, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	47.0%
Cumulative Return	6.43%
CAGR﹪	2.03%
Sharpe	1.34
Prob. Sharpe Ratio	99.31%
Smart Sharpe	1.33
Sortino	2.2
Smart Sortino	2.18
Sortino/√2	1.56
Smart Sortino/√2	1.54
Omega	1.48
Max Drawdown	-0.9%
Longest DD Days	223
Volatility (ann.)	1.51%
Calmar	2.25
Skew	1.35
Kurtosis	17.46
Expected Daily	0.01%
Expected Monthly	0.23%
Expected Yearly	2.1%
Kelly Criterion	20.98%
Risk of Ruin	0.0%
Daily Value-at-Risk	-0.15%
Expected Shortfall (cVaR)	-0.15%
Max Consecutive Wins	4
Max Consecutive Losses	4
Gain/Pain Ratio	0.48
Gain/Pain (1M)	3.22
Payoff Ratio	0.82
Profit Factor	1.48
Common Sense Ratio	2.0
CPC Index	0.78
Tail Ratio	1.35
Outlier Win Ratio	10.18
Outlier Loss Ratio	3.01
MTD	0.26%
3M	0.41%
6M	3.43%
YTD	3.22%
1Y	4.77%
3Y (ann.)	2.03%
5Y (ann.)	2.03%
10Y (ann.)	2.03%
All-time (ann.)	2.03%
Best Day	0.81%
Worst Day	-0.53%
Best Month	2.12%
Worst Month	-0.43%
Best Year	3.22%
Worst Year	0.37%
Avg. Drawdown	-0.32%
Avg. Drawdown Days	27
Recovery Factor	6.97
Ulcer Index	0.0
Serenity Index	2.28
Avg. Up Month	0.48%
Avg. Down Month	-0.2%
Win Days	64.48%
Win Month	62.96%
Win Quarter	88.89%
Win Year	100.0%