| Metric | EEM | EMEQ |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 69.96% | 188.97% |
| CAGR﹪ | 29.83% | 68.59% |
| Sharpe | 1.09 | 1.57 |
| Prob. Sharpe Ratio | 93.86% | 98.61% |
| Smart Sharpe | 0.98 | 1.4 |
| Sortino | 1.59 | 2.34 |
| Smart Sortino | 1.43 | 2.09 |
| Sortino/√2 | 1.12 | 1.65 |
| Smart Sortino/√2 | 1.01 | 1.48 |
| Omega | 1.27 | 1.36 |
| Max Drawdown | -17.29% | -26.25% |
| Max DD Date | 2025-04-08 | 2026-07-29 |
| Max DD Period Start | 2024-10-08 | 2026-06-23 |
| Max DD Period End | 2025-06-04 | 2026-09-22 |
| Longest DD Days | 240 | 228 |
| Volatility (ann.) | 22.0% | 34.1% |
| R^2 | 0.89 | 0.89 |
| Information Ratio | 0.12 | 0.12 |
| Calmar | 1.73 | 2.61 |
| Skew | -0.18 | -0.27 |
| Kurtosis | 3.83 | 4.04 |
| Ulcer Performance Index | 12.83 | 23.86 |
| Risk-Adjusted Return | 29.83% | 68.59% |
| Risk-Return Ratio | 0.08 | 0.11 |
| Avg. Return | 0.11% | 0.23% |
| Avg. Win | 1.07% | 1.67% |
| Avg. Loss | -1.08% | -1.61% |
| Win/Loss Ratio | 0.99 | 1.04 |
| Profit Ratio | 0.88 | 0.77 |
| Expected Daily | 0.1% | 0.21% |
| Expected Monthly | 2.14% | 4.34% |
| Expected Yearly | 19.34% | 42.43% |
| Kelly Criterion | 8.31% | 15.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.17% | -3.3% |
| Expected Shortfall (cVaR) | -3.44% | -5.32% |
| Max Consecutive Wins | 9 | 15 |
| Max Consecutive Losses | 5 | 6 |
| Gain/Pain Ratio | 0.27 | 0.36 |
| Gain/Pain (1M) | 2.4 | 2.96 |
| Payoff Ratio | 0.99 | 1.04 |
| Profit Factor | 1.27 | 1.36 |
| Common Sense Ratio | 1.32 | 1.65 |
| CPC Index | 0.68 | 0.81 |
| Tail Ratio | 1.05 | 1.21 |
| Outlier Win Ratio | 3.75 | 3.82 |
| Outlier Loss Ratio | 3.92 | 4.02 |
| MTD | 3.1% | 6.21% |
| 3M | -2.39% | -9.1% |
| 6M | 24.84% | 50.25% |
| YTD | 26.96% | 70.6% |
| 1Y | 32.91% | 98.05% |
| 3Y (ann.) | 29.83% | 68.59% |
| 5Y (ann.) | 29.83% | 68.59% |
| 10Y (ann.) | 29.83% | 68.59% |
| All-time (ann.) | 29.83% | 68.59% |
| 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% | 70.6% |
| Worst Year | -0.08% | -0.23% |
| Avg. Drawdown | -2.74% | -3.99% |
| Avg. Drawdown Days | 16 | 16 |
| Recovery Factor | 3.35 | 4.5 |
| Ulcer Index | 0.05 | 0.08 |
| Serenity Index | 1.25 | 1.77 |
| Avg. Up Month | 4.73% | 9.42% |
| Avg. Down Month | -4.13% | -6.52% |
| Win Days | 54.4% | 57.03% |
| Win Month | 76.0% | 68.0% |
| Win Quarter | 88.89% | 77.78% |
| Win Year | 66.67% | 66.67% |
| Beta | - | 1.46 |
| Alpha | - | 0.16 |
| Correlation | - | 94.15% |
| Treynor Ratio | - | 129.5% |
| Year | EEM | EMEQ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -0.08 | -0.23 | 2.94 | - |
| 2025 | 33.98 | 69.78 | 2.05 | + |
| 2026 | 26.96 | 70.60 | 2.62 | + |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-23 | 2026-09-22 | -26.25 | 92 |
| 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 |