| Metric | EFA | Strategy |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 19.53% | 53.08% |
| CAGR﹪ | 19.53% | 53.08% |
| Sharpe | 1.22 | 2.28 |
| Prob. Sharpe Ratio | 89.0% | 98.82% |
| Smart Sharpe | 1.08 | 2.02 |
| Sortino | 1.84 | 3.59 |
| Smart Sortino | 1.63 | 3.17 |
| Sortino/√2 | 1.3 | 2.54 |
| Smart Sortino/√2 | 1.15 | 2.24 |
| Omega | 1.23 | 1.46 |
| Max Drawdown | -11.64% | -9.72% |
| Max DD Date | 2026-03-20 | 2026-03-30 |
| Max DD Period Start | 2026-02-26 | 2026-03-02 |
| Max DD Period End | 2026-06-22 | 2026-05-05 |
| Longest DD Days | 117 | 65 |
| Volatility (ann.) | 15.56% | 19.5% |
| R^2 | 0.47 | 0.47 |
| Information Ratio | 0.11 | 0.11 |
| Calmar | 1.68 | 5.46 |
| Skew | 0.11 | -0.08 |
| Kurtosis | 1.89 | 1.09 |
| Ulcer Performance Index | 6.01 | 18.32 |
| Risk-Adjusted Return | 19.53% | 53.08% |
| Risk-Return Ratio | 0.08 | 0.14 |
| Avg. Return | 0.08% | 0.18% |
| Avg. Win | 0.85% | 1.11% |
| Avg. Loss | -0.83% | -0.97% |
| Win/Loss Ratio | 1.02 | 1.15 |
| Profit Ratio | 0.9 | 0.85 |
| Expected Daily | 0.07% | 0.17% |
| Expected Monthly | 1.38% | 3.33% |
| Expected Yearly | 9.33% | 23.72% |
| Kelly Criterion | 8.64% | 19.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -1.84% |
| Expected Shortfall (cVaR) | -2.13% | -2.93% |
| Max Consecutive Wins | 7 | 6 |
| Max Consecutive Losses | 7 | 4 |
| Gain/Pain Ratio | 0.23 | 0.46 |
| Gain/Pain (1M) | 1.81 | 5.16 |
| Payoff Ratio | 1.02 | 1.15 |
| Profit Factor | 1.23 | 1.46 |
| Common Sense Ratio | 1.18 | 1.79 |
| CPC Index | 0.67 | 0.96 |
| Tail Ratio | 0.96 | 1.22 |
| Outlier Win Ratio | 3.9 | 3.22 |
| Outlier Loss Ratio | 3.38 | 3.65 |
| MTD | 1.17% | 3.21% |
| 3M | 12.52% | 13.94% |
| 6M | 9.37% | 22.82% |
| YTD | 8.81% | 22.04% |
| 1Y | 20.64% | 53.59% |
| 3Y (ann.) | 19.53% | 53.08% |
| 5Y (ann.) | 19.53% | 53.08% |
| 10Y (ann.) | 19.53% | 53.08% |
| All-time (ann.) | 19.53% | 53.08% |
| Best Day | 3.9% | 4.19% |
| Worst Day | -3.12% | -3.81% |
| Best Month | 5.04% | 11.26% |
| Worst Month | -8.1% | -7.82% |
| Best Year | 9.85% | 25.43% |
| Worst Year | 8.81% | 22.04% |
| Avg. Drawdown | -2.08% | -1.88% |
| Avg. Drawdown Days | 14 | 9 |
| Recovery Factor | 1.64 | 4.58 |
| Ulcer Index | 0.03 | 0.03 |
| Serenity Index | 0.69 | 2.69 |
| Avg. Up Month | 2.84% | 4.64% |
| Avg. Down Month | -8.1% | -7.82% |
| Win Days | 53.97% | 56.75% |
| Win Month | 84.62% | 84.62% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.86 |
| Alpha | - | 0.28 |
| Correlation | - | 68.45% |
| Treynor Ratio | - | 61.87% |
| Year | EFA | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 9.85 | 25.43 | 2.58 | + |
| 2026 | 8.81 | 22.04 | 2.50 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-03-02 | 2026-05-05 | -9.72 | 65 |
| 2026-06-02 | 2026-06-16 | -5.29 | 15 |
| 2025-08-13 | 2025-09-10 | -4.89 | 29 |
| 2025-10-28 | 2025-11-11 | -4.26 | 15 |
| 2025-09-24 | 2025-10-24 | -3.79 | 31 |
| 2026-05-15 | 2026-05-29 | -3.67 | 15 |
| 2025-12-01 | 2025-12-18 | -3.19 | 18 |
| 2025-12-30 | 2026-01-08 | -2.66 | 10 |
| 2025-07-10 | 2025-07-16 | -2.38 | 7 |
| 2025-11-18 | 2025-11-24 | -2.35 | 7 |