| Metric | EEM | EMEQ |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 32.18% | 96.33% |
| CAGR﹪ | 32.48% | 97.39% |
| Sharpe | 1.08 | 1.74 |
| Prob. Sharpe Ratio | 85.51% | 95.37% |
| Smart Sharpe | 0.93 | 1.54 |
| Sortino | 1.54 | 2.54 |
| Smart Sortino | 1.32 | 2.26 |
| Sortino/√2 | 1.09 | 1.8 |
| Smart Sortino/√2 | 0.94 | 1.6 |
| Omega | 1.24 | 1.37 |
| 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 | 2026-09-22 | 2026-09-22 |
| Longest DD Days | 92 | 92 |
| Volatility (ann.) | 25.36% | 41.99% |
| R^2 | 0.91 | 0.91 |
| Information Ratio | 0.15 | 0.15 |
| Calmar | 2.28 | 3.71 |
| Skew | -0.41 | -0.47 |
| Kurtosis | 2.21 | 2.36 |
| Ulcer Performance Index | 6.13 | 9.91 |
| Risk-Adjusted Return | 32.48% | 97.39% |
| Risk-Return Ratio | 0.08 | 0.12 |
| Avg. Return | 0.12% | 0.31% |
| Avg. Win | 1.23% | 2.11% |
| Avg. Loss | -1.31% | -2.08% |
| Win/Loss Ratio | 0.94 | 1.01 |
| Profit Ratio | 0.84 | 0.72 |
| Expected Daily | 0.11% | 0.27% |
| Expected Monthly | 2.17% | 5.33% |
| Expected Yearly | 14.97% | 40.12% |
| Kelly Criterion | 6.94% | 16.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.5% | -4.05% |
| Expected Shortfall (cVaR) | -3.73% | -5.94% |
| Max Consecutive Wins | 6 | 8 |
| Max Consecutive Losses | 5 | 6 |
| Gain/Pain Ratio | 0.24 | 0.37 |
| Gain/Pain (1M) | 1.84 | 2.42 |
| Payoff Ratio | 0.94 | 1.01 |
| Profit Factor | 1.24 | 1.37 |
| Common Sense Ratio | 1.27 | 1.41 |
| CPC Index | 0.64 | 0.81 |
| Tail Ratio | 1.02 | 1.03 |
| Outlier Win Ratio | 3.41 | 3.12 |
| Outlier Loss Ratio | 3.83 | 3.78 |
| MTD | 3.1% | 6.21% |
| 3M | -2.39% | -9.1% |
| 6M | 24.84% | 50.25% |
| YTD | 26.96% | 70.6% |
| 1Y | 32.18% | 96.33% |
| 3Y (ann.) | 32.48% | 97.39% |
| 5Y (ann.) | 32.48% | 97.39% |
| 10Y (ann.) | 32.48% | 97.39% |
| All-time (ann.) | 32.48% | 97.39% |
| 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 | 26.96% | 70.6% |
| Worst Year | 4.11% | 15.08% |
| Avg. Drawdown | -3.13% | -4.37% |
| Avg. Drawdown Days | 13 | 11 |
| Recovery Factor | 2.18 | 2.91 |
| Ulcer Index | 0.05 | 0.1 |
| Serenity Index | 0.84 | 1.02 |
| Avg. Up Month | 5.27% | 12.18% |
| Avg. Down Month | -5.78% | -10.32% |
| Win Days | 54.8% | 58.0% |
| Win Month | 76.92% | 69.23% |
| Win Quarter | 100.0% | 60.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 1.58 |
| Alpha | - | 0.27 |
| Correlation | - | 95.28% |
| Treynor Ratio | - | 61.05% |
| Year | EEM | EMEQ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 4.11 | 15.08 | 3.67 | + |
| 2026 | 26.96 | 70.60 | 2.62 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-23 | 2026-09-22 | -26.25 | 92 |
| 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 |
| 2026-04-20 | 2026-04-21 | -2.49 | 2 |
| 2025-09-24 | 2025-09-30 | -2.43 | 7 |
| 2026-01-20 | 2026-01-20 | -2.16 | 1 |