| Metric | VT | QLEIX |
|---|---|---|
| Risk-Free Proxy | French RF + recent BIL | French RF + recent BIL |
| Time in Market | 100.0% | 95.0% |
| Cumulative Return | 17.06% | 9.6% |
| CAGR﹪ | 37.02% | 20.12% |
| Sharpe | 1.92 | 1.61 |
| Prob. Sharpe Ratio | 91.38% | 87.49% |
| Smart Sharpe | 1.73 | 1.46 |
| Sortino | 3.09 | 2.59 |
| Smart Sortino | 2.8 | 2.34 |
| Sortino/√2 | 2.19 | 1.83 |
| Smart Sortino/√2 | 1.98 | 1.66 |
| Omega | 1.44 | 1.4 |
| Max Drawdown | -4.66% | -4.75% |
| Max DD Date | 2026-06-10 | 2026-06-26 |
| Max DD Period Start | 2026-06-03 | 2026-06-02 |
| Max DD Period End | 2026-08-03 | 2026-07-30 |
| Longest DD Days | 62 | 59 |
| Volatility (ann.) | 15.17% | 9.46% |
| R^2 | 0.28 | 0.28 |
| Information Ratio | -0.07 | -0.07 |
| Calmar | 7.94 | 4.24 |
| Skew | 0.19 | 0.29 |
| Kurtosis | 1.44 | 0.57 |
| Ulcer Performance Index | 10.81 | 5.62 |
| Risk-Adjusted Return | 37.02% | 21.18% |
| Risk-Return Ratio | 0.14 | 0.13 |
| Avg. Return | 0.13% | 0.08% |
| Avg. Win | 1.02% | 0.66% |
| Avg. Loss | -0.76% | -0.48% |
| Win/Loss Ratio | 1.34 | 1.36 |
| Profit Ratio | 1.19 | 0.89 |
| Expected Daily | 0.13% | 0.07% |
| Expected Monthly | 2.28% | 1.32% |
| Expected Yearly | 17.06% | 9.6% |
| Kelly Criterion | 16.9% | 18.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -0.91% |
| Expected Shortfall (cVaR) | -2.04% | -1.1% |
| Max Consecutive Wins | 10 | 4 |
| Max Consecutive Losses | 4 | 4 |
| Gain/Pain Ratio | 0.44 | 0.4 |
| Gain/Pain (1M) | 16.88 | 3.14 |
| Payoff Ratio | 1.34 | 1.36 |
| Profit Factor | 1.44 | 1.4 |
| Common Sense Ratio | 1.72 | 1.62 |
| CPC Index | 1.01 | 1.01 |
| Tail Ratio | 1.2 | 1.16 |
| Outlier Win Ratio | 3.58 | 2.78 |
| Outlier Loss Ratio | 3.25 | 2.89 |
| MTD | 0.69% | 1.53% |
| 3M | 2.53% | 7.04% |
| 6M | 17.06% | 9.6% |
| YTD | 17.06% | 9.6% |
| 1Y | 17.06% | 9.6% |
| 3Y (ann.) | 37.02% | 20.12% |
| 5Y (ann.) | 37.02% | 20.12% |
| 10Y (ann.) | 37.02% | 20.12% |
| All-time (ann.) | 37.02% | 20.12% |
| Best Day | 3.18% | 2.11% |
| Worst Day | -3.07% | -1.28% |
| Best Month | 9.31% | 4.65% |
| Worst Month | -0.69% | -2.99% |
| Best Year | 17.06% | 9.6% |
| Worst Year | 17.06% | 9.6% |
| Avg. Drawdown | -1.42% | -1.16% |
| Avg. Drawdown Days | 10 | 11 |
| Recovery Factor | 3.5 | 1.98 |
| Ulcer Index | 0.02 | 0.02 |
| Serenity Index | 2.82 | 0.82 |
| Avg. Up Month | 4.4% | 1.93% |
| Avg. Down Month | -0.38% | -2.99% |
| Win Days | 52.38% | 52.94% |
| Win Month | 57.14% | 85.71% |
| Win Quarter | 66.67% | 66.67% |
| Win Year | 100.0% | 100.0% |
| Beta | - | 0.33 |
| Alpha | - | 0.08 |
| Correlation | - | 52.94% |
| Treynor Ratio | - | 29.07% |
| Year | VT | QLEIX | Multiplier | Won |
|---|---|---|---|---|
| 2026 | 17.06 | 9.60 | 0.56 | - |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2026-06-02 | 2026-07-30 | -4.75 | 59 |
| 2026-04-09 | 2026-05-20 | -4.17 | 42 |
| 2026-08-18 | 2026-09-02 | -1.66 | 16 |
| 2026-03-26 | 2026-03-31 | -1.02 | 6 |
| 2026-09-22 | 2026-09-22 | -0.79 | 1 |
| 2026-05-27 | 2026-05-28 | -0.77 | 2 |
| 2026-09-08 | 2026-09-10 | -0.54 | 3 |
| 2026-04-02 | 2026-04-07 | -0.38 | 6 |
| 2026-05-22 | 2026-05-22 | -0.38 | 1 |
| 2026-08-05 | 2026-08-06 | -0.28 | 2 |