| Metric | VT | QLEIX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 94.0% |
| Cumulative Return | 14.8% | 6.69% |
| CAGR﹪ | 14.93% | 6.75% |
| Sharpe | 0.8 | 0.37 |
| Prob. Sharpe Ratio | 78.6% | 64.41% |
| Smart Sharpe | 0.74 | 0.32 |
| Sortino | 1.17 | 0.54 |
| Smart Sortino | 1.09 | 0.47 |
| Sortino/√2 | 0.83 | 0.38 |
| Smart Sortino/√2 | 0.77 | 0.34 |
| Omega | 1.19 | 1.14 |
| Max Drawdown | -9.67% | -6.22% |
| Max DD Date | 2026-03-30 | 2026-11-04 |
| Max DD Period Start | 2026-02-26 | 2026-09-22 |
| Max DD Period End | 2026-04-14 | 2026-11-04 |
| Longest DD Days | 83 | 219 |
| Volatility (ann.) | 14.12% | 8.75% |
| R^2 | 0.28 | 0.28 |
| Information Ratio | -0.04 | -0.04 |
| Calmar | 1.54 | 1.08 |
| Skew | 0.04 | 0.09 |
| Kurtosis | 1.07 | 0.89 |
| Ulcer Performance Index | 5.92 | 2.94 |
| Risk-Adjusted Return | 14.93% | 7.18% |
| Risk-Return Ratio | 0.07 | 0.05 |
| Avg. Return | 0.06% | 0.03% |
| Avg. Win | 0.86% | 0.55% |
| Avg. Loss | -0.81% | -0.49% |
| Win/Loss Ratio | 1.05 | 1.12 |
| Profit Ratio | 0.98 | 0.83 |
| Expected Daily | 0.06% | 0.03% |
| Expected Monthly | 1.07% | 0.5% |
| Expected Yearly | 7.15% | 3.29% |
| Kelly Criterion | 6.45% | 7.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -0.88% |
| Expected Shortfall (cVaR) | -1.85% | -1.18% |
| Max Consecutive Wins | 10 | 8 |
| Max Consecutive Losses | 4 | 8 |
| Gain/Pain Ratio | 0.19 | 0.14 |
| Gain/Pain (1M) | 1.48 | 0.57 |
| Payoff Ratio | 1.05 | 1.12 |
| Profit Factor | 1.19 | 1.14 |
| Common Sense Ratio | 1.14 | 1.3 |
| CPC Index | 0.65 | 0.65 |
| Tail Ratio | 0.96 | 1.14 |
| Outlier Win Ratio | 3.25 | 3.19 |
| Outlier Loss Ratio | 3.09 | 3.02 |
| MTD | 1.6% | -1.89% |
| 3M | 0.38% | -1.02% |
| 6M | 4.85% | 3.51% |
| YTD | 12.83% | 0.47% |
| 1Y | 14.8% | 6.69% |
| 3Y (ann.) | 14.93% | 6.75% |
| 5Y (ann.) | 14.93% | 6.75% |
| 10Y (ann.) | 14.93% | 6.75% |
| All-time (ann.) | 14.93% | 6.75% |
| Best Day | 3.18% | 2.11% |
| Worst Day | -3.07% | -1.72% |
| Best Month | 9.31% | 4.65% |
| Worst Month | -6.22% | -3.47% |
| Best Year | 12.83% | 6.19% |
| Worst Year | 1.75% | 0.47% |
| Avg. Drawdown | -1.93% | -1.37% |
| Avg. Drawdown Days | 14 | 24 |
| Recovery Factor | 1.53 | 1.1 |
| Ulcer Index | 0.03 | 0.02 |
| Serenity Index | 0.79 | 0.35 |
| Avg. Up Month | 3.38% | 2.15% |
| Avg. Down Month | -2.73% | -2.96% |
| Win Days | 52.02% | 51.06% |
| Win Month | 61.54% | 61.54% |
| Win Quarter | 60.0% | 40.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.33 |
| Alpha | - | 0.02 |
| Correlation | - | 52.52% |
| Treynor Ratio | - | 20.55% |
| Year | VT | QLEIX | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 1.75 | 6.19 | 3.55 | + |
| 2026 | 12.83 | 0.47 | 0.04 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-09-22 | 2026-11-04 | -6.22 | 44 |
| 2025-12-24 | 2026-07-30 | -6.01 | 219 |
| 2026-08-18 | 2026-09-02 | -1.66 | 16 |
| 2025-11-13 | 2025-11-25 | -1.46 | 13 |
| 2026-09-08 | 2026-09-10 | -0.54 | 3 |
| 2025-11-06 | 2025-11-07 | -0.49 | 2 |
| 2025-12-16 | 2025-12-17 | -0.38 | 2 |
| 2025-12-03 | 2025-12-03 | -0.34 | 1 |
| 2026-08-05 | 2026-08-06 | -0.28 | 2 |
| 2026-09-18 | 2026-09-18 | -0.22 | 1 |