| Metric | EEM | MEMA |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | -5.29% | -9.44% |
| CAGR﹪ | -10.22% | -17.87% |
| Sharpe | -0.37 | -0.63 |
| Prob. Sharpe Ratio | 39.7% | 32.64% |
| Smart Sharpe | -0.32 | -0.49 |
| Sortino | -0.49 | -0.83 |
| Smart Sortino | -0.43 | -0.65 |
| Sortino/√2 | -0.35 | -0.59 |
| Smart Sortino/√2 | -0.3 | -0.46 |
| Omega | 0.96 | 0.92 |
| Max Drawdown | -14.28% | -16.15% |
| Max DD Date | 2026-10-30 | 2026-10-30 |
| Max DD Period Start | 2026-06-23 | 2026-06-03 |
| Max DD Period End | 2026-11-04 | 2026-11-04 |
| Longest DD Days | 135 | 155 |
| Volatility (ann.) | 28.22% | 29.82% |
| R^2 | 0.83 | 0.83 |
| Information Ratio | -0.04 | -0.04 |
| Calmar | -0.72 | -1.11 |
| Skew | -0.42 | -0.43 |
| Kurtosis | 1.41 | 0.85 |
| Ulcer Performance Index | -0.72 | -1.24 |
| Risk-Adjusted Return | -10.22% | -17.87% |
| Risk-Return Ratio | -0.02 | -0.03 |
| Avg. Return | -0.03% | -0.06% |
| Avg. Win | 1.45% | 1.56% |
| Avg. Loss | -1.56% | -1.65% |
| Win/Loss Ratio | 0.93 | 0.94 |
| Profit Ratio | 0.82 | 1.08 |
| Expected Daily | -0.04% | -0.08% |
| Expected Monthly | -0.77% | -1.41% |
| Expected Yearly | -5.29% | -9.44% |
| Kelly Criterion | 0.13% | -7.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.95% | -3.15% |
| Expected Shortfall (cVaR) | -4.45% | -4.5% |
| Max Consecutive Wins | 4 | 4 |
| Max Consecutive Losses | 5 | 5 |
| Gain/Pain Ratio | -0.04 | -0.08 |
| Gain/Pain (1M) | -0.23 | -0.4 |
| Payoff Ratio | 0.93 | 0.94 |
| Profit Factor | 0.96 | 0.92 |
| Common Sense Ratio | 0.94 | 0.84 |
| CPC Index | 0.46 | 0.42 |
| Tail Ratio | 0.98 | 0.92 |
| Outlier Win Ratio | 3.26 | 2.59 |
| Outlier Loss Ratio | 3.66 | 3.89 |
| MTD | 0.95% | 1.79% |
| 3M | -4.2% | -4.83% |
| 6M | -5.29% | -9.44% |
| YTD | -5.29% | -9.44% |
| 1Y | -5.29% | -9.44% |
| 3Y (ann.) | -10.22% | -17.87% |
| 5Y (ann.) | -10.22% | -17.87% |
| 10Y (ann.) | -10.22% | -17.87% |
| All-time (ann.) | -10.22% | -17.87% |
| Best Day | 4.39% | 4.55% |
| Worst Day | -6.53% | -6.29% |
| Best Month | 4.89% | 6.35% |
| Worst Month | -8.61% | -10.86% |
| Best Year | -5.29% | -9.44% |
| Worst Year | -5.29% | -9.44% |
| Avg. Drawdown | -4.97% | -6.16% |
| Avg. Drawdown Days | 28 | 43 |
| Recovery Factor | 0.24 | 0.48 |
| Ulcer Index | 0.07 | 0.08 |
| Serenity Index | -0.06 | -0.13 |
| Avg. Up Month | 3.47% | 3.72% |
| Avg. Down Month | -5.09% | -5.92% |
| Win Days | 51.97% | 48.03% |
| Win Month | 57.14% | 42.86% |
| Win Quarter | 33.33% | 33.33% |
| Win Year | 0.0% | 0.0% |
| Beta | - | 0.97 |
| Alpha | - | -0.09 |
| Correlation | - | 91.36% |
| Treynor Ratio | - | -9.78% |
| Year | EEM | MEMA | Multiplier | Won |
|---|---|---|---|---|
| 2026 | -5.29 | -9.44 | 1.78 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-03 | 2026-11-04 | -16.15 | 155 |
| 2026-05-12 | 2026-05-26 | -6.51 | 15 |
| 2026-05-28 | 2026-05-29 | -1.00 | 2 |
| 2026-05-07 | 2026-05-07 | -0.99 | 1 |