| Metric | EEM | MEMA |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 32.05% | 28.6% |
| CAGR﹪ | 44.59% | 39.61% |
| Sharpe | 1.34 | 1.22 |
| Prob. Sharpe Ratio | 87.25% | 85.16% |
| Smart Sharpe | 1.16 | 1.02 |
| Sortino | 1.92 | 1.78 |
| Smart Sortino | 1.66 | 1.48 |
| Sortino/√2 | 1.36 | 1.26 |
| Smart Sortino/√2 | 1.17 | 1.05 |
| Omega | 1.29 | 1.26 |
| 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.) | 27.73% | 27.45% |
| R^2 | 0.9 | 0.9 |
| Information Ratio | -0.03 | -0.03 |
| Calmar | 3.13 | 2.69 |
| Skew | -0.43 | -0.36 |
| Kurtosis | 1.66 | 1.53 |
| Ulcer Performance Index | 5.47 | 4.98 |
| Risk-Adjusted Return | 44.59% | 39.61% |
| Risk-Return Ratio | 0.09 | 0.09 |
| Avg. Return | 0.16% | 0.15% |
| Avg. Win | 1.43% | 1.43% |
| Avg. Loss | -1.42% | -1.35% |
| Win/Loss Ratio | 1.01 | 1.06 |
| Profit Ratio | 0.74 | 1.02 |
| Expected Daily | 0.15% | 0.13% |
| Expected Monthly | 2.82% | 2.55% |
| Expected Yearly | 14.91% | 13.4% |
| Kelly Criterion | 14.17% | 7.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.71% | -2.7% |
| Expected Shortfall (cVaR) | -3.73% | -3.73% |
| Max Consecutive Wins | 6 | 7 |
| Max Consecutive Losses | 4 | 4 |
| Gain/Pain Ratio | 0.29 | 0.26 |
| Gain/Pain (1M) | 2.02 | 1.79 |
| Payoff Ratio | 1.01 | 1.06 |
| Profit Factor | 1.29 | 1.26 |
| Common Sense Ratio | 1.26 | 1.24 |
| CPC Index | 0.74 | 0.7 |
| Tail Ratio | 0.98 | 0.98 |
| Outlier Win Ratio | 3.25 | 3.16 |
| Outlier Loss Ratio | 3.88 | 3.76 |
| MTD | 3.1% | 2.78% |
| 3M | -2.39% | -2.06% |
| 6M | 24.84% | 22.23% |
| YTD | 26.96% | 24.93% |
| 1Y | 32.05% | 28.6% |
| 3Y (ann.) | 44.59% | 39.61% |
| 5Y (ann.) | 44.59% | 39.61% |
| 10Y (ann.) | 44.59% | 39.61% |
| All-time (ann.) | 44.59% | 39.61% |
| 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 | 26.96% | 24.93% |
| Worst Year | 4.01% | 2.94% |
| Avg. Drawdown | -3.14% | -3.08% |
| Avg. Drawdown Days | 12 | 14 |
| Recovery Factor | 2.16 | 1.9 |
| Ulcer Index | 0.06 | 0.06 |
| Serenity Index | 0.73 | 0.71 |
| Avg. Up Month | 6.5% | 6.32% |
| Avg. Down Month | -7.78% | -7.25% |
| Win Days | 56.84% | 52.63% |
| Win Month | 80.0% | 70.0% |
| Win Quarter | 100.0% | 100.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.94 |
| Alpha | - | -0.01 |
| Correlation | - | 94.72% |
| Treynor Ratio | - | 30.5% |
| Year | EEM | MEMA | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 4.01 | 2.94 | 0.73 | - |
| 2026 | 26.96 | 24.93 | 0.92 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-03 | 2026-09-22 | -14.73 | 112 |
| 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 |