Performance Report for Seafield

17 Apr, 2024 - 24 Apr, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	48.0%
Cumulative Return	5.71%
CAGR﹪	1.92%
Sharpe	1.31
Prob. Sharpe Ratio	99.02%
Smart Sharpe	1.3
Sortino	2.14
Smart Sortino	2.13
Sortino/√2	1.52
Smart Sortino/√2	1.51
Omega	1.47
Max Drawdown	-0.9%
Longest DD Days	223
Volatility (ann.)	1.46%
Calmar	2.13
Skew	1.38
Kurtosis	19.39
Expected Daily	0.01%
Expected Monthly	0.22%
Expected Yearly	1.87%
Kelly Criterion	20.57%
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	0.47
Gain/Pain (1M)	2.9
Payoff Ratio	0.82
Profit Factor	1.47
Common Sense Ratio	2.02
CPC Index	0.77
Tail Ratio	1.37
Outlier Win Ratio	9.99
Outlier Loss Ratio	3.11
MTD	-0.27%
3M	2.24%
6M	2.96%
YTD	2.52%
1Y	3.93%
3Y (ann.)	1.92%
5Y (ann.)	1.92%
10Y (ann.)	1.92%
All-time (ann.)	1.92%
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	6.21
Ulcer Index	0.0
Serenity Index	2.08
Avg. Up Month	0.5%
Avg. Down Month	-0.19%
Win Days	64.27%
Win Month	60.0%
Win Quarter	77.78%
Win Year	100.0%