Performance Report for Seafield

17 Apr, 2024 - 2 Apr, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	48.0%
Cumulative Return	6.36%
CAGR﹪	2.2%
Sharpe	1.51
Prob. Sharpe Ratio	99.64%
Smart Sharpe	1.5
Sortino	2.56
Smart Sortino	2.55
Sortino/√2	1.81
Smart Sortino/√2	1.8
Omega	1.56
Max Drawdown	-0.9%
Longest DD Days	223
Volatility (ann.)	1.45%
Calmar	2.44
Skew	1.58
Kurtosis	20.09
Expected Daily	0.01%
Expected Monthly	0.25%
Expected Yearly	2.08%
Kelly Criterion	23.13%
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	0.56
Gain/Pain (1M)	3.75
Payoff Ratio	0.86
Profit Factor	1.56
Common Sense Ratio	2.29
CPC Index	0.87
Tail Ratio	1.47
Outlier Win Ratio	9.84
Outlier Loss Ratio	3.09
MTD	0.34%
3M	3.15%
6M	4.0%
YTD	3.15%
1Y	5.72%
3Y (ann.)	2.2%
5Y (ann.)	2.2%
10Y (ann.)	2.2%
All-time (ann.)	2.2%
Best Day	0.81%
Worst Day	-0.53%
Best Month	2.12%
Worst Month	-0.43%
Best Year	3.15%
Worst Year	0.37%
Avg. Drawdown	-0.3%
Avg. Drawdown Days	26
Recovery Factor	6.89
Ulcer Index	0.0
Serenity Index	2.28
Avg. Up Month	0.49%
Avg. Down Month	-0.18%
Win Days	64.41%
Win Month	64.0%
Win Quarter	88.89%
Win Year	100.0%