Performance Report for Seafield

17 Apr, 2024 - 12 Dec, 2025

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	51.0%
Cumulative Return	3.13%
CAGR﹪	1.29%
Sharpe	1.07
Prob. Sharpe Ratio	95.34%
Smart Sharpe	1.03
Sortino	1.64
Smart Sortino	1.59
Sortino/√2	1.16
Smart Sortino/√2	1.12
Omega	1.34
Max Drawdown	-0.9%
Longest DD Days	223
Volatility (ann.)	1.21%
Calmar	1.44
Skew	0.66
Kurtosis	18.45
Expected Daily	0.01%
Expected Monthly	0.15%
Expected Yearly	1.55%
Kelly Criterion	16.23%
Risk of Ruin	0.0%
Daily Value-at-Risk	-0.12%
Expected Shortfall (cVaR)	-0.12%
Max Consecutive Wins	4
Max Consecutive Losses	4
Gain/Pain Ratio	0.34
Gain/Pain (1M)	1.88
Payoff Ratio	0.76
Profit Factor	1.34
Common Sense Ratio	1.63
CPC Index	0.65
Tail Ratio	1.21
Outlier Win Ratio	9.82
Outlier Loss Ratio	3.2
MTD	0.28%
3M	1.68%
6M	1.52%
YTD	2.75%
1Y	2.57%
3Y (ann.)	1.29%
5Y (ann.)	1.29%
10Y (ann.)	1.29%
All-time (ann.)	1.29%
Best Day	0.69%
Worst Day	-0.52%
Best Month	1.19%
Worst Month	-0.43%
Best Year	2.75%
Worst Year	0.37%
Avg. Drawdown	-0.32%
Avg. Drawdown Days	31
Recovery Factor	3.44
Ulcer Index	0.0
Serenity Index	0.89
Avg. Up Month	0.4%
Avg. Down Month	-0.18%
Win Days	63.7%
Win Month	57.14%
Win Quarter	85.71%
Win Year	100.0%