Performance Report for Seafield

17 Apr, 2024 - 11 Feb, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	50.0%
Cumulative Return	4.64%
CAGR﹪	1.73%
Sharpe	1.26
Prob. Sharpe Ratio	98.31%
Smart Sharpe	1.24
Sortino	2.03
Smart Sortino	2.0
Sortino/√2	1.43
Smart Sortino/√2	1.42
Omega	1.44
Max Drawdown	-0.9%
Longest DD Days	223
Volatility (ann.)	1.37%
Calmar	1.93
Skew	1.34
Kurtosis	23.11
Expected Daily	0.01%
Expected Monthly	0.2%
Expected Yearly	1.52%
Kelly Criterion	19.55%
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	0.44
Gain/Pain (1M)	2.76
Payoff Ratio	0.8
Profit Factor	1.44
Common Sense Ratio	1.95
CPC Index	0.74
Tail Ratio	1.36
Outlier Win Ratio	9.69
Outlier Loss Ratio	3.05
MTD	1.19%
3M	2.05%
6M	3.52%
YTD	1.48%
1Y	3.92%
3Y (ann.)	1.73%
5Y (ann.)	1.73%
10Y (ann.)	1.73%
All-time (ann.)	1.73%
Best Day	0.81%
Worst Day	-0.53%
Best Month	1.19%
Worst Month	-0.43%
Best Year	2.73%
Worst Year	0.37%
Avg. Drawdown	-0.33%
Avg. Drawdown Days	32
Recovery Factor	5.07
Ulcer Index	0.0
Serenity Index	1.5
Avg. Up Month	0.44%
Avg. Down Month	-0.18%
Win Days	64.33%
Win Month	60.87%
Win Quarter	87.5%
Win Year	100.0%