Performance Report for Seafield

17 Apr, 2024 - 5 Mar, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	49.0%
Cumulative Return	5.99%
CAGR﹪	2.16%
Sharpe	1.51
Prob. Sharpe Ratio	99.57%
Smart Sharpe	1.5
Sortino	2.54
Smart Sortino	2.53
Sortino/√2	1.8
Smart Sortino/√2	1.79
Omega	1.55
Max Drawdown	-0.9%
Longest DD Days	223
Volatility (ann.)	1.42%
Calmar	2.4
Skew	1.58
Kurtosis	21.45
Expected Daily	0.01%
Expected Monthly	0.24%
Expected Yearly	1.96%
Kelly Criterion	22.96%
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	0.55
Gain/Pain (1M)	3.54
Payoff Ratio	0.85
Profit Factor	1.55
Common Sense Ratio	2.23
CPC Index	0.85
Tail Ratio	1.43
Outlier Win Ratio	9.62
Outlier Loss Ratio	3.0
MTD	0.36%
3M	3.08%
6M	4.79%
YTD	2.79%
1Y	5.52%
3Y (ann.)	2.16%
5Y (ann.)	2.16%
10Y (ann.)	2.16%
All-time (ann.)	2.16%
Best Day	0.81%
Worst Day	-0.53%
Best Month	2.12%
Worst Month	-0.43%
Best Year	2.79%
Worst Year	0.37%
Avg. Drawdown	-0.31%
Avg. Drawdown Days	29
Recovery Factor	6.5
Ulcer Index	0.0
Serenity Index	2.04
Avg. Up Month	0.5%
Avg. Down Month	-0.18%
Win Days	64.58%
Win Month	62.5%
Win Quarter	87.5%
Win Year	100.0%