Performance Report for Aurelion

18 Apr, 2024 - 5 Jun, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	36.0%
Cumulative Return	3.69%
CAGR﹪	1.18%
Sharpe	1.12
Prob. Sharpe Ratio	97.74%
Smart Sharpe	1.07
Sortino	1.7
Smart Sortino	1.63
Sortino/√2	1.2
Smart Sortino/√2	1.15
Omega	1.42
Max Drawdown	-1.27%
Longest DD Days	373
Volatility (ann.)	1.05%
Calmar	0.93
Skew	0.97
Kurtosis	23.61
Expected Daily	0.0%
Expected Monthly	0.13%
Expected Yearly	1.22%
Kelly Criterion	21.17%
Risk of Ruin	0.0%
Daily Value-at-Risk	-0.1%
Expected Shortfall (cVaR)	-0.1%
Max Consecutive Wins	5
Max Consecutive Losses	4
Gain/Pain Ratio	0.42
Gain/Pain (1M)	1.52
Payoff Ratio	0.56
Profit Factor	1.42
Common Sense Ratio	1.64
CPC Index	0.57
Tail Ratio	1.16
Outlier Win Ratio	10.98
Outlier Loss Ratio	1.96
MTD	0.43%
3M	0.14%
6M	2.11%
YTD	2.37%
1Y	3.7%
3Y (ann.)	1.18%
5Y (ann.)	1.18%
10Y (ann.)	1.18%
All-time (ann.)	1.18%
Best Day	0.62%
Worst Day	-0.46%
Best Month	1.97%
Worst Month	-0.87%
Best Year	2.37%
Worst Year	-0.1%
Avg. Drawdown	-0.42%
Avg. Drawdown Days	56
Recovery Factor	2.87
Ulcer Index	0.0
Serenity Index	0.66
Avg. Up Month	0.43%
Avg. Down Month	-0.18%
Win Days	71.79%
Win Month	51.85%
Win Quarter	77.78%
Win Year	66.67%