Performance Report for Sunshore

6 May, 2026 - 18 Sep, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	20.0%
Cumulative Return	14.28%
CAGR﹪	28.29%
Sharpe	1.7
Prob. Sharpe Ratio	98.4%
Smart Sharpe	1.68
Sortino	10.31
Smart Sortino	10.19
Sortino/√2	7.29
Smart Sortino/√2	7.2
Omega	4.29
Max Drawdown	-4.17%
Longest DD Days	116
Volatility (ann.)	15.23%
Calmar	6.79
Skew	8.22
Kurtosis	75.96
Expected Daily	0.1%
Expected Monthly	2.71%
Expected Yearly	14.28%
Kelly Criterion	11.36%
Risk of Ruin	0.0%
Daily Value-at-Risk	-1.48%
Expected Shortfall (cVaR)	-1.48%
Max Consecutive Wins	1
Max Consecutive Losses	3
Gain/Pain Ratio	3.29
Gain/Pain (1M)	3.3
Payoff Ratio	24.64
Profit Factor	4.29
Common Sense Ratio	0.0
CPC Index	15.65
Tail Ratio	0.0
Outlier Win Ratio	23.77
Outlier Loss Ratio	3.22
MTD	0.0%
3M	-2.68%
6M	14.28%
YTD	14.28%
1Y	14.28%
3Y (ann.)	28.29%
5Y (ann.)	28.29%
10Y (ann.)	28.29%
All-time (ann.)	28.29%
Best Day	9.6%
Worst Day	-1.45%
Best Month	19.24%
Worst Month	-3.21%
Best Year	14.28%
Worst Year	14.28%
Avg. Drawdown	-2.09%
Avg. Drawdown Days	61
Recovery Factor	3.34
Ulcer Index	0.03
Serenity Index	0.84
Avg. Up Month	19.24%
Avg. Down Month	-1.4%
Win Days	14.81%
Win Month	25.0%
Win Quarter	50.0%
Win Year	100.0%