| Metric | EEM | EMEQ |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 21.2% | 43.7% |
| CAGR﹪ | 46.89% | 106.49% |
| Sharpe | 1.32 | 1.63 |
| Prob. Sharpe Ratio | 82.05% | 86.99% |
| Smart Sharpe | 1.12 | 1.47 |
| Sortino | 1.93 | 2.4 |
| Smart Sortino | 1.64 | 2.16 |
| Sortino/√2 | 1.36 | 1.7 |
| Smart Sortino/√2 | 1.16 | 1.53 |
| Omega | 1.28 | 1.33 |
| 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.) | 29.75% | 49.96% |
| R^2 | 0.93 | 0.93 |
| Information Ratio | 0.12 | 0.12 |
| Calmar | 3.29 | 4.06 |
| Skew | -0.33 | -0.38 |
| Kurtosis | 1.45 | 1.46 |
| Ulcer Performance Index | 3.73 | 3.52 |
| Risk-Adjusted Return | 46.89% | 106.49% |
| Risk-Return Ratio | 0.09 | 0.11 |
| Avg. Return | 0.17% | 0.34% |
| Avg. Win | 1.5% | 2.51% |
| Avg. Loss | -1.53% | -2.56% |
| Win/Loss Ratio | 0.98 | 0.98 |
| Profit Ratio | 0.93 | 0.66 |
| Expected Daily | 0.15% | 0.29% |
| Expected Monthly | 2.78% | 5.32% |
| Expected Yearly | 21.2% | 43.7% |
| Kelly Criterion | 6.91% | 16.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.91% | -4.84% |
| Expected Shortfall (cVaR) | -4.09% | -6.82% |
| Max Consecutive Wins | 4 | 6 |
| Max Consecutive Losses | 3 | 6 |
| Gain/Pain Ratio | 0.28 | 0.33 |
| Gain/Pain (1M) | 3.13 | 2.06 |
| Payoff Ratio | 0.98 | 0.98 |
| Profit Factor | 1.28 | 1.33 |
| Common Sense Ratio | 1.42 | 1.35 |
| CPC Index | 0.68 | 0.77 |
| Tail Ratio | 1.11 | 1.01 |
| Outlier Win Ratio | 3.0 | 3.41 |
| Outlier Loss Ratio | 3.9 | 3.24 |
| MTD | 3.1% | 6.21% |
| 3M | -2.39% | -9.1% |
| 6M | 21.2% | 43.7% |
| YTD | 21.2% | 43.7% |
| 1Y | 21.2% | 43.7% |
| 3Y (ann.) | 46.89% | 106.49% |
| 5Y (ann.) | 46.89% | 106.49% |
| 10Y (ann.) | 46.89% | 106.49% |
| All-time (ann.) | 46.89% | 106.49% |
| Best Day | 5.46% | 8.82% |
| Worst Day | -6.53% | -11.57% |
| Best Month | 12.68% | 24.41% |
| Worst Month | -6.31% | -15.17% |
| Best Year | 21.2% | 43.7% |
| Worst Year | 21.2% | 43.7% |
| Avg. Drawdown | -3.08% | -6.24% |
| Avg. Drawdown Days | 11 | 13 |
| Recovery Factor | 1.51 | 1.62 |
| Ulcer Index | 0.06 | 0.12 |
| Serenity Index | 0.61 | 0.43 |
| Avg. Up Month | 5.56% | 12.68% |
| Avg. Down Month | -3.61% | -10.33% |
| Win Days | 53.97% | 58.73% |
| Win Month | 71.43% | 71.43% |
| Win Quarter | 66.67% | 33.33% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 1.62 |
| Alpha | - | 0.16 |
| Correlation | - | 96.34% |
| Treynor Ratio | - | 27.01% |
| Year | EEM | EMEQ | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 21.20 | 43.70 | 2.06 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-23 | 2026-09-22 | -26.25 | 92 |
| 2026-06-03 | 2026-06-17 | -14.27 | 15 |
| 2026-03-24 | 2026-04-07 | -9.40 | 15 |
| 2026-05-12 | 2026-05-22 | -8.74 | 11 |
| 2026-04-20 | 2026-04-21 | -2.49 | 2 |
| 2026-04-23 | 2026-04-23 | -2.14 | 1 |
| 2026-05-07 | 2026-05-07 | -2.09 | 1 |
| 2026-04-28 | 2026-04-29 | -1.27 | 2 |
| 2026-04-09 | 2026-04-10 | -0.86 | 2 |
| 2026-05-29 | 2026-05-29 | -0.82 | 1 |