Performance Report for Seafield

17 Apr, 2024 - 4 Sep, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	45.0%
Cumulative Return	5.63%
CAGR﹪	1.6%
Sharpe	1.04
Prob. Sharpe Ratio	97.47%
Smart Sharpe	1.0
Sortino	1.6
Smart Sortino	1.54
Sortino/√2	1.13
Smart Sortino/√2	1.09
Omega	1.37
Max Drawdown	-1.65%
Longest DD Days	223
Volatility (ann.)	1.53%
Calmar	0.97
Skew	0.6
Kurtosis	18.49
Expected Daily	0.01%
Expected Monthly	0.18%
Expected Yearly	1.84%
Kelly Criterion	17.32%
Risk of Ruin	0.0%
Daily Value-at-Risk	-0.15%
Expected Shortfall (cVaR)	-0.15%
Max Consecutive Wins	4
Max Consecutive Losses	4
Gain/Pain Ratio	0.37
Gain/Pain (1M)	1.97
Payoff Ratio	0.75
Profit Factor	1.37
Common Sense Ratio	1.84
CPC Index	0.66
Tail Ratio	1.35
Outlier Win Ratio	10.33
Outlier Loss Ratio	2.88
MTD	0.29%
3M	-0.49%
6M	-0.34%
YTD	2.45%
1Y	4.43%
3Y (ann.)	1.6%
5Y (ann.)	1.6%
10Y (ann.)	1.6%
All-time (ann.)	1.6%
Best Day	0.81%
Worst Day	-0.72%
Best Month	2.12%
Worst Month	-0.85%
Best Year	2.73%
Worst Year	0.37%
Avg. Drawdown	-0.38%
Avg. Drawdown Days	31
Recovery Factor	3.34
Ulcer Index	0.01
Serenity Index	0.87
Avg. Up Month	0.46%
Avg. Down Month	-0.26%
Win Days	64.51%
Win Month	62.07%
Win Quarter	80.0%
Win Year	100.0%