Performance Report for Seafield

17 Apr, 2024 - 1 May, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	48.0%
Cumulative Return	5.89%
CAGR﹪	1.96%
Sharpe	1.33
Prob. Sharpe Ratio	99.17%
Smart Sharpe	1.33
Sortino	2.19
Smart Sortino	2.18
Sortino/√2	1.55
Smart Sortino/√2	1.54
Omega	1.48
Max Drawdown	-0.9%
Longest DD Days	223
Volatility (ann.)	1.46%
Calmar	2.18
Skew	1.37
Kurtosis	19.2
Expected Daily	0.01%
Expected Monthly	0.22%
Expected Yearly	1.93%
Kelly Criterion	20.89%
Risk of Ruin	0.0%
Daily Value-at-Risk	-0.14%
Expected Shortfall (cVaR)	-0.14%
Max Consecutive Wins	4
Max Consecutive Losses	4
Gain/Pain Ratio	0.48
Gain/Pain (1M)	2.96
Payoff Ratio	0.82
Profit Factor	1.48
Common Sense Ratio	2.02
CPC Index	0.78
Tail Ratio	1.37
Outlier Win Ratio	9.9
Outlier Loss Ratio	3.1
MTD	0.19%
3M	2.39%
6M	3.59%
YTD	2.69%
1Y	4.26%
3Y (ann.)	1.96%
5Y (ann.)	1.96%
10Y (ann.)	1.96%
All-time (ann.)	1.96%
Best Day	0.81%
Worst Day	-0.53%
Best Month	2.12%
Worst Month	-0.43%
Best Year	2.73%
Worst Year	0.37%
Avg. Drawdown	-0.32%
Avg. Drawdown Days	26
Recovery Factor	6.4
Ulcer Index	0.0
Serenity Index	2.09
Avg. Up Month	0.48%
Avg. Down Month	-0.2%
Win Days	64.39%
Win Month	61.54%
Win Quarter	77.78%
Win Year	100.0%