Performance Report for Sunshore

6 May, 2026 - 11 Sep, 2026

Key Performance Metrics

Metric	Strategy
Risk-Free Rate	0.0%
Time in Market	21.0%
Cumulative Return	14.28%
CAGR﹪	30.05%
Sharpe	1.74
Prob. Sharpe Ratio	98.4%
Smart Sharpe	1.72
Sortino	10.58
Smart Sortino	10.45
Sortino/√2	7.48
Smart Sortino/√2	7.39
Omega	4.29
Max Drawdown	-4.17%
Longest DD Days	109
Volatility (ann.)	15.64%
Calmar	7.21
Skew	8.0
Kurtosis	71.95
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	-1.51%
Expected Shortfall (cVaR)	-1.51%
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	23.41
Outlier Loss Ratio	3.23
MTD	0.0%
3M	-2.74%
6M	14.28%
YTD	14.28%
1Y	14.28%
3Y (ann.)	30.05%
5Y (ann.)	30.05%
10Y (ann.)	30.05%
All-time (ann.)	30.05%
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	58
Recovery Factor	3.34
Ulcer Index	0.03
Serenity Index	0.89
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%