Buy (bull) | Wait (bullish reversal) | Wait (bearish reversal) | Sell (bear) |
Open date | Close date | Duration | Open price | Close price | Open capital | Close capital | Perf (trade) | Perf (sum) |
---|---|---|---|---|---|---|---|---|
2004-09-30 | 2005-05-31 | -243 days | $ 418.00 | $ 417.00 | $ 1,000.00 | $ 997.60 | -0.24% | -0.24% |
2005-09-30 | 2008-08-31 | -1,066 days | $ 468.80 | $ 829.80 | $ 997.60 | $ 1,765.85 | 77.01% | 76.59% |
2009-01-31 | 2011-12-31 | -1,064 days | $ 926.75 | $ 1,563.80 | $ 1,765.85 | $ 2,979.70 | 68.74% | 197.97% |
2012-09-30 | 2013-01-31 | -123 days | $ 1,770.69 | $ 1,662.99 | $ 2,979.70 | $ 2,798.53 | -6.08% | 179.85% |
2018-02-28 | 2018-06-30 | -122 days | $ 1,317.66 | $ 1,252.25 | $ 2,798.53 | $ 2,659.72 | -4.96% | 165.97% |
2019-02-28 | 2021-02-28 | -731 days | $ 1,312.66 | $ 1,733.49 | $ 2,659.72 | $ 3,512.43 | 32.06% | 251.24% |
2022-03-31 | 2022-05-31 | -61 days | $ 1,937.23 | $ 1,837.09 | $ 3,512.43 | $ 3,330.84 | -5.17% | 233.08% |
2023-02-28 | 2023-09-30 | -214 days | $ 1,827.15 | $ 1,848.31 | $ 3,330.84 | $ 3,369.48 | 1.16% | 236.95% |
2023-11-30 | still open | -62 days | $ 2,035.75 | $ 2,037.19 | $ 3,369.48 | $ 3,371.84 | 0.07% | 237.18% |
Strategy performance | 237.18% |
Strategy annual return | 5.96% |
Strategy max loss | -12.74% |
Strategy max drawdown | -25.16% |
Worst trade performance | -6.08% |
Trade max loss | -6.08% |
Trade max drawdown | -14.64% |
Asset performance | 387.37% |
Asset annual return | 8.03% |
Asset max drawdown | -41.81% |
2004 | 4.81% |
2005 | 8.95% |
2006 | 11.93% |
2007 | 27.66% |
2008 | -10.29% |
2009 | 18.23% |
2010 | 31.30% |
2011 | 17.42% |
2012 | -5.44% |
2013 | 0.00% |
2014 | 0.00% |
2015 | 0.00% |
2016 | 0.00% |
2017 | 0.00% |
2018 | -4.96% |
2019 | 15.62% |
2020 | 19.55% |
2021 | -6.10% |
2022 | -5.17% |
2023 | 2.49% |
2024 | 0.00% |
Open | Close | ||
Dates | 2004-09-30 | 2005-05-31 | -243 days |
Prices | $ 418.00 | $ 417.00 | -0.24% |
Capital | $ 1,000.00 | $ 997.60 | -0.24% |
Dates | 2005-09-30 | 2008-08-31 | -1,066 days |
Prices | $ 468.80 | $ 829.80 | 77.01% |
Capital | $ 997.60 | $ 1,765.85 | 76.59% |
Dates | 2009-01-31 | 2011-12-31 | -1,064 days |
Prices | $ 926.75 | $ 1,563.80 | 68.74% |
Capital | $ 1,765.85 | $ 2,979.70 | 197.97% |
Dates | 2012-09-30 | 2013-01-31 | -123 days |
Prices | $ 1,770.69 | $ 1,662.99 | -6.08% |
Capital | $ 2,979.70 | $ 2,798.53 | 179.85% |
Dates | 2018-02-28 | 2018-06-30 | -122 days |
Prices | $ 1,317.66 | $ 1,252.25 | -4.96% |
Capital | $ 2,798.53 | $ 2,659.72 | 165.97% |
Dates | 2019-02-28 | 2021-02-28 | -731 days |
Prices | $ 1,312.66 | $ 1,733.49 | 32.06% |
Capital | $ 2,659.72 | $ 3,512.43 | 251.24% |
Dates | 2022-03-31 | 2022-05-31 | -61 days |
Prices | $ 1,937.23 | $ 1,837.09 | -5.17% |
Capital | $ 3,512.43 | $ 3,330.84 | 233.08% |
Dates | 2023-02-28 | 2023-09-30 | -214 days |
Prices | $ 1,827.15 | $ 1,848.31 | 1.16% |
Capital | $ 3,330.84 | $ 3,369.48 | 236.95% |
Dates | 2023-11-30 | still open | -62 days |
Prices | $ 2,035.75 | $ 2,037.19 | 0.07% |
Capital | $ 3,369.48 | $ 3,371.84 | 237.18% |
Strategy performance | 237.18% |
Strategy annual return | 5.96% |
Strategy max loss | -12.74% |
Strategy max drawdown | -25.16% |
Worst trade performance | -6.08% |
Trade max loss | -6.08% |
Trade max drawdown | -14.64% |
Asset performance | 387.37% |
Asset annual return | 8.03% |
Asset max drawdown | -41.81% |
Year | Performance |
2004 | 4.81% |
2005 | 8.95% |
2006 | 11.93% |
2007 | 27.66% |
2008 | -10.29% |
2009 | 18.23% |
2010 | 31.30% |
2011 | 17.42% |
2012 | -5.44% |
2013 | 0.00% |
2014 | 0.00% |
2015 | 0.00% |
2016 | 0.00% |
2017 | 0.00% |
2018 | -4.96% |
2019 | 15.62% |
2020 | 19.55% |
2021 | -6.10% |
2022 | -5.17% |
2023 | 2.49% |
2024 | 0.00% |