| Metric | EEM | EMEQ |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 51.57% | 147.04% |
| CAGR﹪ | 21.29% | 52.15% |
| Sharpe | 0.79 | 1.28 |
| Prob. Sharpe Ratio | 87.52% | 96.79% |
| Smart Sharpe | 0.72 | 1.15 |
| Sortino | 1.13 | 1.88 |
| Smart Sortino | 1.03 | 1.69 |
| Sortino/√2 | 0.8 | 1.33 |
| Smart Sortino/√2 | 0.73 | 1.2 |
| Omega | 1.19 | 1.29 |
| Max Drawdown | -17.29% | -26.3% |
| Max DD Date | 2025-04-08 | 2026-10-22 |
| Max DD Period Start | 2024-10-08 | 2026-06-23 |
| Max DD Period End | 2025-06-04 | 2026-11-04 |
| Longest DD Days | 240 | 228 |
| Volatility (ann.) | 21.94% | 33.95% |
| R^2 | 0.89 | 0.89 |
| Information Ratio | 0.11 | 0.11 |
| Calmar | 1.23 | 1.98 |
| Skew | -0.17 | -0.24 |
| Kurtosis | 3.63 | 3.83 |
| Ulcer Performance Index | 8.92 | 16.09 |
| Risk-Adjusted Return | 21.29% | 52.15% |
| Risk-Return Ratio | 0.06 | 0.09 |
| Avg. Return | 0.09% | 0.19% |
| Avg. Win | 1.05% | 1.66% |
| Avg. Loss | -1.1% | -1.64% |
| Win/Loss Ratio | 0.96 | 1.02 |
| Profit Ratio | 0.87 | 0.78 |
| Expected Daily | 0.08% | 0.17% |
| Expected Monthly | 1.55% | 3.41% |
| Expected Yearly | 14.87% | 35.18% |
| Kelly Criterion | 5.8% | 12.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.19% | -3.33% |
| Expected Shortfall (cVaR) | -3.39% | -5.19% |
| Max Consecutive Wins | 9 | 15 |
| Max Consecutive Losses | 5 | 6 |
| Gain/Pain Ratio | 0.19 | 0.29 |
| Gain/Pain (1M) | 1.41 | 2.01 |
| Payoff Ratio | 0.96 | 1.02 |
| Profit Factor | 1.19 | 1.29 |
| Common Sense Ratio | 1.23 | 1.46 |
| CPC Index | 0.62 | 0.73 |
| Tail Ratio | 1.03 | 1.14 |
| Outlier Win Ratio | 3.77 | 3.82 |
| Outlier Loss Ratio | 3.79 | 3.87 |
| MTD | 0.95% | 0.58% |
| 3M | -4.2% | -6.37% |
| 6M | -3.41% | 3.64% |
| YTD | 13.22% | 45.84% |
| 1Y | 12.9% | 48.92% |
| 3Y (ann.) | 21.29% | 52.15% |
| 5Y (ann.) | 21.29% | 52.15% |
| 10Y (ann.) | 21.29% | 52.15% |
| All-time (ann.) | 21.29% | 52.15% |
| Best Day | 6.93% | 9.07% |
| Worst Day | -6.53% | -11.57% |
| Best Month | 12.68% | 24.41% |
| Worst Month | -9.25% | -15.17% |
| Best Year | 33.98% | 69.78% |
| Worst Year | -0.08% | -0.23% |
| Avg. Drawdown | -2.74% | -3.99% |
| Avg. Drawdown Days | 17 | 18 |
| Recovery Factor | 2.71 | 3.91 |
| Ulcer Index | 0.06 | 0.09 |
| Serenity Index | 0.9 | 1.14 |
| Avg. Up Month | 4.6% | 9.09% |
| Avg. Down Month | -4.77% | -7.2% |
| Win Days | 53.87% | 56.17% |
| Win Month | 70.37% | 66.67% |
| Win Quarter | 70.0% | 70.0% |
| Win Year | 66.67% | 66.67% |
| Beta | - | 1.46 |
| Alpha | - | 0.16 |
| Correlation | - | 94.1% |
| Treynor Ratio | - | 100.97% |
| Year | EEM | EMEQ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -0.08 | -0.23 | 2.94 | - |
| 2025 | 33.98 | 69.78 | 2.05 | + |
| 2026 | 13.22 | 45.84 | 3.47 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-23 | 2026-11-04 | -26.30 | 135 |
| 2024-09-27 | 2025-05-12 | -19.24 | 228 |
| 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 |
| 2025-07-11 | 2025-08-12 | -3.83 | 33 |
| 2026-01-29 | 2026-02-06 | -3.20 | 9 |
| 2025-08-14 | 2025-09-04 | -3.19 | 22 |