| Metric | EEM | Strategy |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 33.69% | 105.57% |
| CAGR﹪ | 34.0% | 106.76% |
| Sharpe | 1.31 | 1.99 |
| Prob. Sharpe Ratio | 89.96% | 97.21% |
| Smart Sharpe | 1.17 | 1.78 |
| Sortino | 1.89 | 2.94 |
| Smart Sortino | 1.69 | 2.63 |
| Sortino/√2 | 1.34 | 2.08 |
| Smart Sortino/√2 | 1.2 | 1.86 |
| Omega | 1.26 | 1.41 |
| Max Drawdown | -14.24% | -26.25% |
| Max DD Date | 2026-07-29 | 2026-07-29 |
| Max DD Period Start | 2026-06-23 | 2026-06-23 |
| Max DD Period End | 2026-08-11 | 2026-08-11 |
| Longest DD Days | 63 | 51 |
| Volatility (ann.) | 24.67% | 40.79% |
| R^2 | 0.9 | 0.9 |
| Information Ratio | 0.16 | 0.16 |
| Calmar | 2.39 | 4.07 |
| Skew | -0.41 | -0.48 |
| Kurtosis | 2.65 | 2.84 |
| Ulcer Performance Index | 6.94 | 13.32 |
| Risk-Adjusted Return | 34.0% | 106.76% |
| Risk-Return Ratio | 0.08 | 0.13 |
| Avg. Return | 0.13% | 0.32% |
| Avg. Win | 1.2% | 2.08% |
| Avg. Loss | -1.24% | -1.96% |
| Win/Loss Ratio | 0.97 | 1.06 |
| Profit Ratio | 0.89 | 0.77 |
| Expected Daily | 0.12% | 0.29% |
| Expected Monthly | 2.26% | 5.7% |
| Expected Yearly | 15.62% | 43.38% |
| Kelly Criterion | 7.5% | 17.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.43% | -3.9% |
| Expected Shortfall (cVaR) | -3.88% | -6.11% |
| Max Consecutive Wins | 6 | 15 |
| Max Consecutive Losses | 5 | 6 |
| Gain/Pain Ratio | 0.26 | 0.41 |
| Gain/Pain (1M) | 1.89 | 2.65 |
| Payoff Ratio | 0.97 | 1.06 |
| Profit Factor | 1.26 | 1.41 |
| Common Sense Ratio | 1.52 | 1.56 |
| CPC Index | 0.67 | 0.86 |
| Tail Ratio | 1.2 | 1.1 |
| Outlier Win Ratio | 3.51 | 3.18 |
| Outlier Loss Ratio | 4.07 | 4.05 |
| MTD | 2.09% | 0.94% |
| 3M | -3.19% | -4.47% |
| 6M | 8.53% | 30.09% |
| YTD | 20.22% | 55.2% |
| 1Y | 33.69% | 105.57% |
| 3Y (ann.) | 34.0% | 106.76% |
| 5Y (ann.) | 34.0% | 106.76% |
| 10Y (ann.) | 34.0% | 106.76% |
| All-time (ann.) | 34.0% | 106.76% |
| Best Day | 5.46% | 8.82% |
| Worst Day | -6.53% | -11.57% |
| Best Month | 12.68% | 24.41% |
| Worst Month | -9.25% | -15.17% |
| Best Year | 20.22% | 55.2% |
| Worst Year | 11.21% | 32.45% |
| Avg. Drawdown | -2.8% | -4.33% |
| Avg. Drawdown Days | 11 | 10 |
| Recovery Factor | 2.25 | 3.06 |
| Ulcer Index | 0.05 | 0.08 |
| Serenity Index | 0.96 | 1.37 |
| Avg. Up Month | 5.44% | 12.57% |
| Avg. Down Month | -5.78% | -10.32% |
| Win Days | 54.4% | 57.6% |
| Win Month | 69.23% | 76.92% |
| Win Quarter | 80.0% | 80.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 1.57 |
| Alpha | - | 0.3 |
| Correlation | - | 95.01% |
| Treynor Ratio | - | 67.2% |
| Year | EEM | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 11.21 | 32.45 | 2.89 | + |
| 2026 | 20.22 | 55.20 | 2.73 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-23 | 2026-08-11 | -26.25 | 50 |
| 2026-02-26 | 2026-04-16 | -17.91 | 50 |
| 2026-06-03 | 2026-06-17 | -14.27 | 15 |
| 2026-05-12 | 2026-05-22 | -8.74 | 11 |
| 2025-11-04 | 2025-12-24 | -7.09 | 51 |
| 2025-10-07 | 2025-10-16 | -5.68 | 10 |
| 2026-01-29 | 2026-02-06 | -3.20 | 9 |
| 2025-08-14 | 2025-09-04 | -3.19 | 22 |
| 2026-04-20 | 2026-04-21 | -2.49 | 2 |
| 2025-09-24 | 2025-09-30 | -2.43 | 7 |