| Metric | EEM | EMEQ |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | -5.29% | -2.76% |
| CAGR﹪ | -10.22% | -5.39% |
| Sharpe | -0.37 | 0.05 |
| Prob. Sharpe Ratio | 39.7% | 51.37% |
| Smart Sharpe | -0.32 | 0.04 |
| Sortino | -0.49 | 0.07 |
| Smart Sortino | -0.43 | 0.06 |
| Sortino/√2 | -0.35 | 0.05 |
| Smart Sortino/√2 | -0.3 | 0.04 |
| Omega | 0.96 | 1.02 |
| 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.) | 28.22% | 47.78% |
| R^2 | 0.93 | 0.93 |
| Information Ratio | 0.04 | 0.04 |
| Calmar | -0.72 | -0.21 |
| Skew | -0.42 | -0.35 |
| Kurtosis | 1.41 | 1.57 |
| Ulcer Performance Index | -0.72 | -0.17 |
| Risk-Adjusted Return | -10.22% | -5.39% |
| Risk-Return Ratio | -0.02 | 0.01 |
| Avg. Return | -0.03% | 0.02% |
| Avg. Win | 1.32% | 2.31% |
| Avg. Loss | -1.56% | -2.56% |
| Win/Loss Ratio | 0.84 | 0.9 |
| Profit Ratio | 0.82 | 0.77 |
| Expected Daily | -0.04% | -0.02% |
| Expected Monthly | -0.77% | -0.4% |
| Expected Yearly | -5.29% | -2.76% |
| Kelly Criterion | -5.06% | 1.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.95% | -4.93% |
| Expected Shortfall (cVaR) | -4.45% | -7.07% |
| Max Consecutive Wins | 4 | 6 |
| Max Consecutive Losses | 5 | 6 |
| Gain/Pain Ratio | -0.04 | 0.02 |
| Gain/Pain (1M) | -0.23 | 0.11 |
| Payoff Ratio | 0.84 | 0.9 |
| Profit Factor | 0.96 | 1.02 |
| Common Sense Ratio | 0.94 | 1.06 |
| CPC Index | 0.42 | 0.49 |
| Tail Ratio | 0.98 | 1.04 |
| Outlier Win Ratio | 3.26 | 2.88 |
| Outlier Loss Ratio | 3.66 | 3.31 |
| MTD | 0.95% | 0.58% |
| 3M | -4.2% | -6.37% |
| 6M | -5.29% | -2.76% |
| YTD | -5.29% | -2.76% |
| 1Y | -5.29% | -2.76% |
| 3Y (ann.) | -10.22% | -5.39% |
| 5Y (ann.) | -10.22% | -5.39% |
| 10Y (ann.) | -10.22% | -5.39% |
| All-time (ann.) | -10.22% | -5.39% |
| Best Day | 4.39% | 8.82% |
| Worst Day | -6.53% | -11.57% |
| Best Month | 4.89% | 12.46% |
| Worst Month | -8.61% | -15.17% |
| Best Year | -5.29% | -2.76% |
| Worst Year | -5.29% | -2.76% |
| Avg. Drawdown | -4.97% | -10.44% |
| Avg. Drawdown Days | 28 | 33 |
| Recovery Factor | 0.24 | 0.11 |
| Ulcer Index | 0.07 | 0.16 |
| Serenity Index | -0.06 | 0.02 |
| Avg. Up Month | 2.66% | 6.24% |
| Avg. Down Month | -7.46% | -13.21% |
| Win Days | 51.97% | 53.54% |
| Win Month | 57.14% | 71.43% |
| Win Quarter | 33.33% | 33.33% |
| Win Year | 0.0% | 0.0% |
| Beta | - | 1.63 |
| Alpha | - | 0.17 |
| Correlation | - | 96.3% |
| Treynor Ratio | - | -1.69% |
| Year | EEM | EMEQ | Multiplier | Won |
|---|---|---|---|---|
| 2026 | -5.29 | -2.76 | 0.52 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-23 | 2026-11-04 | -26.30 | 135 |
| 2026-06-03 | 2026-06-17 | -14.27 | 15 |
| 2026-05-12 | 2026-05-22 | -8.74 | 11 |
| 2026-05-07 | 2026-05-07 | -2.09 | 1 |
| 2026-05-29 | 2026-05-29 | -0.82 | 1 |