Performance Report for Sepheron

7 Aug, 2019 - 31 Oct, 2025

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	2.0%
Cumulative Return	17.5%
CAGR﹪	1.8%
Sharpe	0.59
Prob. Sharpe Ratio	98.37%
Smart Sharpe	0.58
Sortino	1.25
Smart Sortino	1.24
Sortino/√2	0.88
Smart Sortino/√2	0.88
Omega	2.05
Max Drawdown	-3.51%
Longest DD Days	259
Volatility (ann.)	3.12%
Calmar	0.51
Skew	10.88
Kurtosis	256.82
Expected Daily	0.01%
Expected Monthly	0.22%
Expected Yearly	2.33%
Kelly Criterion	31.05%
Risk of Ruin	0.0%
Daily Value-at-Risk	-0.32%
Expected Shortfall (cVaR)	-0.32%
Max Consecutive Wins	2
Max Consecutive Losses	1
Gain/Pain Ratio	1.05
Gain/Pain (1M)	1.3
Payoff Ratio	1.34
Profit Factor	2.05
Common Sense Ratio	-
CPC Index	1.66
Tail Ratio	-
Outlier Win Ratio	11.59
Outlier Loss Ratio	-0.0
MTD	-0.22%
3M	-0.22%
6M	-1.75%
YTD	0.11%
1Y	1.16%
3Y (ann.)	1.99%
5Y (ann.)	1.22%
10Y (ann.)	1.8%
All-time (ann.)	1.8%
Best Day	4.7%
Worst Day	-1.86%
Best Month	9.03%
Worst Month	-1.66%
Best Year	8.05%
Worst Year	-2.39%
Avg. Drawdown	-1.45%
Avg. Drawdown Days	100
Recovery Factor	4.72
Ulcer Index	0.01
Serenity Index	1.23
Avg. Up Month	1.85%
Avg. Down Month	-0.91%
Win Days	60.53%
Win Month	53.33%
Win Quarter	59.09%
Win Year	71.43%