| Metric | EEM | MEMA |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 21.2% | 17.79% |
| CAGR﹪ | 46.89% | 38.74% |
| Sharpe | 1.32 | 1.14 |
| Prob. Sharpe Ratio | 82.05% | 78.66% |
| Smart Sharpe | 1.12 | 0.95 |
| Sortino | 1.93 | 1.68 |
| Smart Sortino | 1.64 | 1.39 |
| Sortino/√2 | 1.36 | 1.19 |
| Smart Sortino/√2 | 1.16 | 0.98 |
| Omega | 1.28 | 1.24 |
| 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 | 2026-09-22 | 2026-09-22 |
| Longest DD Days | 92 | 112 |
| Volatility (ann.) | 29.75% | 29.3% |
| R^2 | 0.89 | 0.89 |
| Information Ratio | -0.04 | -0.04 |
| Calmar | 3.29 | 2.63 |
| Skew | -0.33 | -0.31 |
| Kurtosis | 1.45 | 1.45 |
| Ulcer Performance Index | 3.73 | 3.05 |
| Risk-Adjusted Return | 46.89% | 38.74% |
| Risk-Return Ratio | 0.09 | 0.08 |
| Avg. Return | 0.17% | 0.15% |
| Avg. Win | 1.65% | 1.64% |
| Avg. Loss | -1.46% | -1.39% |
| Win/Loss Ratio | 1.13 | 1.18 |
| Profit Ratio | 0.93 | 1.24 |
| Expected Daily | 0.15% | 0.13% |
| Expected Monthly | 2.78% | 2.37% |
| Expected Yearly | 21.2% | 17.79% |
| Kelly Criterion | 13.29% | 7.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.91% | -2.89% |
| Expected Shortfall (cVaR) | -4.09% | -3.85% |
| Max Consecutive Wins | 4 | 7 |
| Max Consecutive Losses | 3 | 4 |
| Gain/Pain Ratio | 0.28 | 0.24 |
| Gain/Pain (1M) | 3.13 | 2.18 |
| Payoff Ratio | 1.13 | 1.18 |
| Profit Factor | 1.28 | 1.24 |
| Common Sense Ratio | 1.42 | 1.27 |
| CPC Index | 0.78 | 0.73 |
| Tail Ratio | 1.11 | 1.03 |
| Outlier Win Ratio | 3.0 | 2.95 |
| Outlier Loss Ratio | 3.9 | 4.37 |
| MTD | 3.1% | 2.78% |
| 3M | -2.39% | -2.06% |
| 6M | 21.2% | 17.79% |
| YTD | 21.2% | 17.79% |
| 1Y | 21.2% | 17.79% |
| 3Y (ann.) | 46.89% | 38.74% |
| 5Y (ann.) | 46.89% | 38.74% |
| 10Y (ann.) | 46.89% | 38.74% |
| All-time (ann.) | 46.89% | 38.74% |
| Best Day | 5.46% | 4.83% |
| Worst Day | -6.53% | -6.29% |
| Best Month | 12.68% | 13.96% |
| Worst Month | -6.31% | -6.05% |
| Best Year | 21.2% | 17.79% |
| Worst Year | 21.2% | 17.79% |
| Avg. Drawdown | -3.08% | -3.65% |
| Avg. Drawdown Days | 11 | 17 |
| Recovery Factor | 1.51 | 1.26 |
| Ulcer Index | 0.06 | 0.06 |
| Serenity Index | 0.61 | 0.5 |
| Avg. Up Month | 6.89% | 6.82% |
| Avg. Down Month | -3.61% | -3.63% |
| Win Days | 53.97% | 50.0% |
| Win Month | 71.43% | 57.14% |
| Win Quarter | 66.67% | 66.67% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.93 |
| Alpha | - | -0.03 |
| Correlation | - | 94.38% |
| Treynor Ratio | - | 19.13% |
| Year | EEM | MEMA | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 21.20 | 17.79 | 0.84 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-03 | 2026-09-22 | -14.73 | 112 |
| 2026-05-12 | 2026-05-26 | -6.51 | 15 |
| 2026-03-24 | 2026-04-07 | -5.25 | 15 |
| 2026-04-20 | 2026-04-23 | -2.22 | 4 |
| 2026-04-27 | 2026-04-29 | -1.37 | 3 |
| 2026-05-28 | 2026-05-29 | -1.00 | 2 |
| 2026-05-07 | 2026-05-07 | -0.99 | 1 |
| 2026-05-04 | 2026-05-04 | -0.51 | 1 |
| 2026-04-15 | 2026-04-15 | -0.23 | 1 |