| Metric | EEM | Strategy |
|---|---|---|
| Risk-Free Rate | 0.0% | 0.0% |
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 25.04% | 21.14% |
| CAGR﹪ | 41.87% | 35.0% |
| Sharpe | 1.36 | 1.2 |
| Prob. Sharpe Ratio | 85.61% | 82.7% |
| Smart Sharpe | 1.17 | 1.04 |
| Sortino | 1.96 | 1.73 |
| Smart Sortino | 1.69 | 1.5 |
| Sortino/√2 | 1.38 | 1.23 |
| Smart Sortino/√2 | 1.2 | 1.06 |
| Omega | 1.26 | 1.23 |
| Max Drawdown | -14.24% | -14.73% |
| Max DD Date | 2026-07-29 | 2026-07-29 |
| Max DD Period Start | 2026-06-23 | 2026-06-03 |
| Max DD Period End | 2026-08-11 | 2026-08-11 |
| Longest DD Days | 50 | 70 |
| Volatility (ann.) | 28.83% | 28.36% |
| R^2 | 0.93 | 0.93 |
| Information Ratio | -0.04 | -0.04 |
| Calmar | 2.94 | 2.38 |
| Skew | -0.4 | -0.38 |
| Kurtosis | 1.56 | 1.51 |
| Ulcer Performance Index | 4.28 | 3.66 |
| Risk-Adjusted Return | 41.87% | 35.0% |
| Risk-Return Ratio | 0.09 | 0.08 |
| Avg. Return | 0.16% | 0.14% |
| Avg. Win | 1.47% | 1.44% |
| Avg. Loss | -1.46% | -1.39% |
| Win/Loss Ratio | 1.01 | 1.03 |
| Profit Ratio | 0.75 | 0.98 |
| Expected Daily | 0.14% | 0.12% |
| Expected Monthly | 2.51% | 2.15% |
| Expected Yearly | 11.82% | 10.06% |
| Kelly Criterion | 13.37% | 7.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.83% | -2.8% |
| Expected Shortfall (cVaR) | -4.14% | -3.86% |
| Max Consecutive Wins | 6 | 7 |
| Max Consecutive Losses | 4 | 4 |
| Gain/Pain Ratio | 0.26 | 0.23 |
| Gain/Pain (1M) | 1.64 | 1.39 |
| Payoff Ratio | 1.01 | 1.03 |
| Profit Factor | 1.26 | 1.23 |
| Common Sense Ratio | 1.24 | 1.2 |
| CPC Index | 0.72 | 0.67 |
| Tail Ratio | 0.98 | 0.97 |
| Outlier Win Ratio | 3.19 | 3.19 |
| Outlier Loss Ratio | 3.86 | 3.98 |
| MTD | 2.09% | 2.96% |
| 3M | -3.19% | -5.92% |
| 6M | 8.53% | 6.2% |
| YTD | 20.22% | 17.67% |
| 1Y | 25.04% | 21.14% |
| 3Y (ann.) | 41.87% | 35.0% |
| 5Y (ann.) | 41.87% | 35.0% |
| 10Y (ann.) | 41.87% | 35.0% |
| All-time (ann.) | 41.87% | 35.0% |
| Best Day | 5.46% | 4.83% |
| Worst Day | -6.53% | -6.29% |
| Best Month | 12.68% | 13.96% |
| Worst Month | -9.25% | -8.45% |
| Best Year | 20.22% | 17.67% |
| Worst Year | 4.01% | 2.94% |
| Avg. Drawdown | -3.14% | -3.08% |
| Avg. Drawdown Days | 10 | 11 |
| Recovery Factor | 1.76 | 1.48 |
| Ulcer Index | 0.06 | 0.06 |
| Serenity Index | 0.62 | 0.56 |
| Avg. Up Month | 6.65% | 6.34% |
| Avg. Down Month | -7.78% | -7.25% |
| Win Days | 56.52% | 52.8% |
| Win Month | 77.78% | 66.67% |
| Win Quarter | 75.0% | 75.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.95 |
| Alpha | - | -0.03 |
| Correlation | - | 96.38% |
| Treynor Ratio | - | 22.29% |
| Year | EEM | Strategy | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 4.01 | 2.94 | 0.73 | - |
| 2026 | 20.22 | 17.67 | 0.87 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-03 | 2026-08-11 | -14.73 | 70 |
| 2026-02-26 | 2026-04-16 | -13.12 | 50 |
| 2026-05-12 | 2026-05-26 | -6.51 | 15 |
| 2026-01-29 | 2026-02-10 | -3.53 | 13 |
| 2026-04-20 | 2026-04-23 | -2.22 | 4 |
| 2026-01-16 | 2026-01-21 | -1.47 | 6 |
| 2026-04-27 | 2026-04-29 | -1.37 | 3 |
| 2026-02-23 | 2026-02-23 | -1.01 | 1 |
| 2026-05-28 | 2026-05-29 | -1.00 | 2 |
| 2026-05-07 | 2026-05-07 | -0.99 | 1 |