| Metric | EEM | EMEQ |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 13.98% | 52.07% |
| CAGR﹪ | 14.1% | 52.59% |
| Sharpe | 0.5 | 1.12 |
| Prob. Sharpe Ratio | 68.97% | 86.48% |
| Smart Sharpe | 0.44 | 1.02 |
| Sortino | 0.7 | 1.61 |
| Smart Sortino | 0.62 | 1.46 |
| Sortino/√2 | 0.5 | 1.14 |
| Smart Sortino/√2 | 0.44 | 1.03 |
| Omega | 1.12 | 1.23 |
| Max Drawdown | -14.28% | -26.3% |
| Max DD Date | 2026-10-30 | 2026-10-22 |
| Max DD Period Start | 2026-06-23 | 2026-06-23 |
| Max DD Period End | 2026-11-04 | 2026-11-04 |
| Longest DD Days | 135 | 135 |
| Volatility (ann.) | 25.58% | 42.34% |
| R^2 | 0.91 | 0.91 |
| Information Ratio | 0.11 | 0.11 |
| Calmar | 0.99 | 2.0 |
| Skew | -0.33 | -0.39 |
| Kurtosis | 1.94 | 2.14 |
| Ulcer Performance Index | 2.25 | 4.3 |
| Risk-Adjusted Return | 14.1% | 52.59% |
| Risk-Return Ratio | 0.04 | 0.08 |
| Avg. Return | 0.07% | 0.2% |
| Avg. Win | 1.24% | 2.12% |
| Avg. Loss | -1.37% | -2.16% |
| Win/Loss Ratio | 0.91 | 0.98 |
| Profit Ratio | 0.84 | 0.76 |
| Expected Daily | 0.05% | 0.17% |
| Expected Monthly | 1.01% | 3.28% |
| Expected Yearly | 6.76% | 23.32% |
| Kelly Criterion | 2.34% | 11.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.58% | -4.18% |
| Expected Shortfall (cVaR) | -3.61% | -6.22% |
| Max Consecutive Wins | 6 | 8 |
| Max Consecutive Losses | 5 | 6 |
| Gain/Pain Ratio | 0.12 | 0.23 |
| Gain/Pain (1M) | 0.64 | 1.21 |
| Payoff Ratio | 0.91 | 0.98 |
| Profit Factor | 1.12 | 1.23 |
| Common Sense Ratio | 1.12 | 1.26 |
| CPC Index | 0.54 | 0.67 |
| Tail Ratio | 1.0 | 1.03 |
| Outlier Win Ratio | 3.44 | 3.13 |
| Outlier Loss Ratio | 3.61 | 3.69 |
| MTD | 0.95% | 0.58% |
| 3M | -4.2% | -6.37% |
| 6M | -3.41% | 3.64% |
| YTD | 13.22% | 45.84% |
| 1Y | 13.98% | 52.07% |
| 3Y (ann.) | 14.1% | 52.59% |
| 5Y (ann.) | 14.1% | 52.59% |
| 10Y (ann.) | 14.1% | 52.59% |
| All-time (ann.) | 14.1% | 52.59% |
| 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 | 13.22% | 45.84% |
| Worst Year | 0.68% | 4.27% |
| Avg. Drawdown | -3.1% | -4.66% |
| Avg. Drawdown Days | 15 | 14 |
| Recovery Factor | 1.14 | 1.93 |
| Ulcer Index | 0.06 | 0.12 |
| Serenity Index | 0.32 | 0.46 |
| Avg. Up Month | 5.21% | 11.57% |
| Avg. Down Month | -6.41% | -10.6% |
| Win Days | 53.6% | 56.0% |
| Win Month | 61.54% | 69.23% |
| Win Quarter | 60.0% | 60.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 1.58 |
| Alpha | - | 0.25 |
| Correlation | - | 95.42% |
| Treynor Ratio | - | 32.96% |
| Year | EEM | EMEQ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 0.68 | 4.27 | 6.31 | + |
| 2026 | 13.22 | 45.84 | 3.47 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-23 | 2026-11-04 | -26.30 | 135 |
| 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 |
| 2025-11-13 | 2025-12-24 | -6.77 | 42 |
| 2026-01-29 | 2026-02-06 | -3.20 | 9 |
| 2026-04-20 | 2026-04-21 | -2.49 | 2 |
| 2026-01-20 | 2026-01-20 | -2.16 | 1 |
| 2026-04-23 | 2026-04-23 | -2.14 | 1 |
| 2026-05-07 | 2026-05-07 | -2.09 | 1 |