Performance Report for Seafield

17 Apr, 2024 - 11 Jul, 2025

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	50.0%
Cumulative Return	1.83%
CAGR﹪	1.02%
Sharpe	1.06
Prob. Sharpe Ratio	94.1%
Smart Sharpe	0.98
Sortino	1.89
Smart Sortino	1.75
Sortino/√2	1.34
Smart Sortino/√2	1.24
Omega	1.35
Max Drawdown	-0.71%
Longest DD Days	223
Volatility (ann.)	0.96%
Calmar	1.45
Skew	3.43
Kurtosis	39.66
Expected Daily	0.0%
Expected Monthly	0.11%
Expected Yearly	0.91%
Kelly Criterion	16.1%
Risk of Ruin	0.0%
Daily Value-at-Risk	-0.1%
Expected Shortfall (cVaR)	-0.1%
Max Consecutive Wins	4
Max Consecutive Losses	4
Gain/Pain Ratio	0.35
Gain/Pain (1M)	1.69
Payoff Ratio	0.8
Profit Factor	1.35
Common Sense Ratio	1.44
CPC Index	0.68
Tail Ratio	1.07
Outlier Win Ratio	11.61
Outlier Loss Ratio	2.24
MTD	0.23%
3M	0.37%
6M	1.45%
YTD	1.46%
1Y	1.3%
3Y (ann.)	1.02%
5Y (ann.)	1.02%
10Y (ann.)	1.02%
All-time (ann.)	1.02%
Best Day	0.69%
Worst Day	-0.29%
Best Month	0.95%
Worst Month	-0.43%
Best Year	1.46%
Worst Year	0.37%
Avg. Drawdown	-0.24%
Avg. Drawdown Days	38
Recovery Factor	2.58
Ulcer Index	0.0
Serenity Index	0.45
Avg. Up Month	0.29%
Avg. Down Month	-0.18%
Win Days	62.67%
Win Month	62.5%
Win Quarter	83.33%
Win Year	100.0%