| Metric | VT | QLEIX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 95.0% |
| Cumulative Return | 19.21% | 15.78% |
| CAGR﹪ | 19.37% | 15.91% |
| Sharpe | 1.04 | 1.35 |
| Prob. Sharpe Ratio | 84.97% | 91.2% |
| Smart Sharpe | 0.95 | 1.24 |
| Sortino | 1.53 | 2.09 |
| Smart Sortino | 1.4 | 1.92 |
| Sortino/√2 | 1.08 | 1.48 |
| Smart Sortino/√2 | 0.99 | 1.36 |
| Omega | 1.25 | 1.35 |
| Max Drawdown | -9.67% | -6.01% |
| Max DD Date | 2026-03-30 | 2026-04-21 |
| Max DD Period Start | 2026-02-26 | 2025-12-24 |
| Max DD Period End | 2026-04-14 | 2026-07-30 |
| Longest DD Days | 62 | 219 |
| Volatility (ann.) | 14.14% | 8.28% |
| R^2 | 0.28 | 0.28 |
| Information Ratio | -0.02 | -0.02 |
| Calmar | 2.0 | 2.65 |
| Skew | -0.05 | 0.22 |
| Kurtosis | 1.26 | 0.77 |
| Ulcer Performance Index | 8.08 | 7.42 |
| Risk-Adjusted Return | 19.37% | 16.75% |
| Risk-Return Ratio | 0.08 | 0.11 |
| Avg. Return | 0.08% | 0.07% |
| Avg. Win | 0.84% | 0.53% |
| Avg. Loss | -0.85% | -0.45% |
| Win/Loss Ratio | 0.99 | 1.17 |
| Profit Ratio | 0.9 | 0.73 |
| Expected Daily | 0.07% | 0.06% |
| Expected Monthly | 1.36% | 1.13% |
| Expected Yearly | 9.18% | 7.6% |
| Kelly Criterion | 6.7% | 16.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -0.8% |
| Expected Shortfall (cVaR) | -1.92% | -1.0% |
| Max Consecutive Wins | 10 | 8 |
| Max Consecutive Losses | 4 | 8 |
| Gain/Pain Ratio | 0.25 | 0.35 |
| Gain/Pain (1M) | 2.63 | 2.27 |
| Payoff Ratio | 0.99 | 1.17 |
| Profit Factor | 1.25 | 1.35 |
| Common Sense Ratio | 1.2 | 1.58 |
| CPC Index | 0.66 | 0.87 |
| Tail Ratio | 0.96 | 1.17 |
| Outlier Win Ratio | 3.29 | 3.28 |
| Outlier Loss Ratio | 3.15 | 2.77 |
| MTD | 0.69% | 1.53% |
| 3M | 2.53% | 7.04% |
| 6M | 19.01% | 9.65% |
| YTD | 15.28% | 6.29% |
| 1Y | 19.21% | 15.78% |
| 3Y (ann.) | 19.37% | 15.91% |
| 5Y (ann.) | 19.37% | 15.91% |
| 10Y (ann.) | 19.37% | 15.91% |
| All-time (ann.) | 19.37% | 15.91% |
| Best Day | 3.18% | 2.11% |
| Worst Day | -3.07% | -1.28% |
| Best Month | 9.31% | 4.65% |
| Worst Month | -6.22% | -2.99% |
| Best Year | 15.28% | 8.93% |
| Worst Year | 3.4% | 6.29% |
| Avg. Drawdown | -2.02% | -0.97% |
| Avg. Drawdown Days | 14 | 20 |
| Recovery Factor | 1.92 | 2.49 |
| Ulcer Index | 0.02 | 0.02 |
| Serenity Index | 1.09 | 0.82 |
| Avg. Up Month | 2.51% | 1.89% |
| Avg. Down Month | -3.3% | -2.71% |
| Win Days | 53.63% | 55.27% |
| Win Month | 76.92% | 76.92% |
| Win Quarter | 80.0% | 60.0% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.31 |
| Alpha | - | 0.09 |
| Correlation | - | 52.77% |
| Treynor Ratio | - | 51.05% |
| Year | VT | QLEIX | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 3.40 | 8.93 | 2.62 | + |
| 2026 | 15.28 | 6.29 | 0.41 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-12-24 | 2026-07-30 | -6.01 | 219 |
| 2026-08-18 | 2026-09-02 | -1.66 | 16 |
| 2025-10-02 | 2025-10-24 | -1.65 | 23 |
| 2025-11-13 | 2025-11-25 | -1.46 | 13 |
| 2025-11-04 | 2025-11-07 | -0.84 | 4 |
| 2026-09-22 | 2026-09-22 | -0.79 | 1 |
| 2026-09-08 | 2026-09-16 | -0.54 | 9 |
| 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 |