Performance Report for Camdon

24 Jul, 2019 - 13 Nov, 2025

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	4.0%
Cumulative Return	15.48%
CAGR﹪	1.59%
Sharpe	0.64
Prob. Sharpe Ratio	97.03%
Smart Sharpe	0.62
Sortino	0.95
Smart Sortino	0.91
Sortino/√2	0.67
Smart Sortino/√2	0.64
Omega	1.72
Max Drawdown	-3.4%
Longest DD Days	730
Volatility (ann.)	2.5%
Calmar	0.47
Skew	-0.6
Kurtosis	84.48
Expected Daily	0.01%
Expected Monthly	0.19%
Expected Yearly	2.08%
Kelly Criterion	29.37%
Risk of Ruin	0.0%
Daily Value-at-Risk	-0.25%
Expected Shortfall (cVaR)	-0.25%
Max Consecutive Wins	2
Max Consecutive Losses	1
Gain/Pain Ratio	0.72
Gain/Pain (1M)	0.98
Payoff Ratio	0.74
Profit Factor	1.72
Common Sense Ratio	-
CPC Index	0.89
Tail Ratio	-
Outlier Win Ratio	41.1
Outlier Loss Ratio	-0.0
MTD	0.79%
3M	2.44%
6M	4.18%
YTD	3.54%
1Y	4.96%
3Y (ann.)	1.25%
5Y (ann.)	1.13%
10Y (ann.)	1.59%
All-time (ann.)	1.59%
Best Day	2.19%
Worst Day	-2.42%
Best Month	3.42%
Worst Month	-1.81%
Best Year	4.52%
Worst Year	-1.44%
Avg. Drawdown	-1.28%
Avg. Drawdown Days	179
Recovery Factor	4.32
Ulcer Index	0.01
Serenity Index	0.59
Avg. Up Month	1.14%
Avg. Down Month	-0.83%
Win Days	70.0%
Win Month	59.09%
Win Quarter	68.0%
Win Year	85.71%