Performance Report for Seafield

17 Apr, 2024 - 11 Sep, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	45.0%
Cumulative Return	5.27%
CAGR﹪	1.49%
Sharpe	0.97
Prob. Sharpe Ratio	96.6%
Smart Sharpe	0.93
Sortino	1.48
Smart Sortino	1.42
Sortino/√2	1.04
Smart Sortino/√2	1.0
Omega	1.34
Max Drawdown	-1.65%
Longest DD Days	223
Volatility (ann.)	1.54%
Calmar	0.9
Skew	0.58
Kurtosis	18.31
Expected Daily	0.01%
Expected Monthly	0.17%
Expected Yearly	1.73%
Kelly Criterion	16.2%
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	0.34
Gain/Pain (1M)	1.82
Payoff Ratio	0.74
Profit Factor	1.34
Common Sense Ratio	1.76
CPC Index	0.64
Tail Ratio	1.32
Outlier Win Ratio	10.37
Outlier Loss Ratio	2.85
MTD	-0.05%
3M	-0.36%
6M	-0.67%
YTD	2.1%
1Y	3.8%
3Y (ann.)	1.49%
5Y (ann.)	1.49%
10Y (ann.)	1.49%
All-time (ann.)	1.49%
Best Day	0.81%
Worst Day	-0.72%
Best Month	2.12%
Worst Month	-0.85%
Best Year	2.73%
Worst Year	0.37%
Avg. Drawdown	-0.38%
Avg. Drawdown Days	31
Recovery Factor	3.14
Ulcer Index	0.01
Serenity Index	0.8
Avg. Up Month	0.47%
Avg. Down Month	-0.24%
Win Days	64.27%
Win Month	58.62%
Win Quarter	80.0%
Win Year	100.0%