Performance Report for Seafield

17 Apr, 2024 - 29 Dec, 2025

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	50.0%
Cumulative Return	3.04%
CAGR﹪	1.22%
Sharpe	1.01
Prob. Sharpe Ratio	94.53%
Smart Sharpe	0.97
Sortino	1.54
Smart Sortino	1.48
Sortino/√2	1.09
Smart Sortino/√2	1.04
Omega	1.32
Max Drawdown	-0.9%
Longest DD Days	223
Volatility (ann.)	1.21%
Calmar	1.36
Skew	0.61
Kurtosis	17.82
Expected Daily	0.0%
Expected Monthly	0.14%
Expected Yearly	1.51%
Kelly Criterion	15.36%
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	0.32
Gain/Pain (1M)	1.82
Payoff Ratio	0.76
Profit Factor	1.32
Common Sense Ratio	1.57
CPC Index	0.63
Tail Ratio	1.19
Outlier Win Ratio	9.87
Outlier Loss Ratio	3.09
MTD	0.2%
3M	0.91%
6M	1.42%
YTD	2.66%
1Y	2.62%
3Y (ann.)	1.22%
5Y (ann.)	1.22%
10Y (ann.)	1.22%
All-time (ann.)	1.22%
Best Day	0.69%
Worst Day	-0.52%
Best Month	1.19%
Worst Month	-0.43%
Best Year	2.66%
Worst Year	0.37%
Avg. Drawdown	-0.32%
Avg. Drawdown Days	32
Recovery Factor	3.35
Ulcer Index	0.0
Serenity Index	0.88
Avg. Up Month	0.39%
Avg. Down Month	-0.18%
Win Days	63.52%
Win Month	57.14%
Win Quarter	85.71%
Win Year	100.0%