Performance Report for Seafield

17 Apr, 2024 - 17 Apr, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	48.0%
Cumulative Return	6.09%
CAGR﹪	2.06%
Sharpe	1.41
Prob. Sharpe Ratio	99.43%
Smart Sharpe	1.41
Sortino	2.36
Smart Sortino	2.35
Sortino/√2	1.67
Smart Sortino/√2	1.66
Omega	1.52
Max Drawdown	-0.9%
Longest DD Days	223
Volatility (ann.)	1.45%
Calmar	2.29
Skew	1.49
Kurtosis	19.78
Expected Daily	0.01%
Expected Monthly	0.24%
Expected Yearly	1.99%
Kelly Criterion	21.95%
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	0.52
Gain/Pain (1M)	3.6
Payoff Ratio	0.84
Profit Factor	1.52
Common Sense Ratio	2.13
CPC Index	0.82
Tail Ratio	1.4
Outlier Win Ratio	9.91
Outlier Loss Ratio	3.12
MTD	0.08%
3M	2.87%
6M	3.53%
YTD	2.89%
1Y	4.57%
3Y (ann.)	2.06%
5Y (ann.)	2.06%
10Y (ann.)	2.06%
All-time (ann.)	2.06%
Best Day	0.81%
Worst Day	-0.53%
Best Month	2.12%
Worst Month	-0.43%
Best Year	2.89%
Worst Year	0.37%
Avg. Drawdown	-0.3%
Avg. Drawdown Days	26
Recovery Factor	6.6
Ulcer Index	0.0
Serenity Index	2.21
Avg. Up Month	0.48%
Avg. Down Month	-0.18%
Win Days	64.45%
Win Month	64.0%
Win Quarter	88.89%
Win Year	100.0%