Performance Report for Seafield

17 Apr, 2024 - 14 Aug, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	44.0%
Cumulative Return	5.44%
CAGR﹪	1.59%
Sharpe	1.03
Prob. Sharpe Ratio	97.26%
Smart Sharpe	1.0
Sortino	1.59
Smart Sortino	1.54
Sortino/√2	1.12
Smart Sortino/√2	1.09
Omega	1.37
Max Drawdown	-1.54%
Longest DD Days	223
Volatility (ann.)	1.53%
Calmar	1.03
Skew	0.63
Kurtosis	19.1
Expected Daily	0.01%
Expected Monthly	0.18%
Expected Yearly	1.78%
Kelly Criterion	17.33%
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)	1.91
Payoff Ratio	0.76
Profit Factor	1.37
Common Sense Ratio	1.81
CPC Index	0.67
Tail Ratio	1.32
Outlier Win Ratio	10.55
Outlier Loss Ratio	2.96
MTD	0.19%
3M	-0.29%
6M	0.22%
YTD	2.26%
1Y	4.49%
3Y (ann.)	1.59%
5Y (ann.)	1.59%
10Y (ann.)	1.59%
All-time (ann.)	1.59%
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	-0.37%
Avg. Drawdown Days	30
Recovery Factor	3.47
Ulcer Index	0.01
Serenity Index	0.96
Avg. Up Month	0.48%
Avg. Down Month	-0.26%
Win Days	64.17%
Win Month	60.71%
Win Quarter	80.0%
Win Year	100.0%