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) |
---|---|---|---|---|---|---|---|---|
2005-05-31 | 2005-07-31 | -61 days | $ 46.32 | $ 43.60 | $ 1,000.00 | $ 941.30 | -5.87% | -5.87% |
2005-12-31 | 2006-01-31 | -31 days | $ 46.15 | $ 44.23 | $ 941.30 | $ 902.14 | -4.16% | -9.79% |
2006-05-31 | 2007-02-28 | -273 days | $ 48.40 | $ 50.83 | $ 902.14 | $ 947.43 | 5.02% | -5.26% |
2013-11-30 | 2014-05-31 | -182 days | $ 15.82 | $ 15.14 | $ 947.43 | $ 906.69 | -4.30% | -9.33% |
2014-12-31 | 2015-01-31 | -31 days | $ 17.89 | $ 15.15 | $ 906.69 | $ 767.79 | -15.32% | -23.22% |
2015-11-30 | 2016-01-31 | -62 days | $ 17.43 | $ 14.14 | $ 767.79 | $ 622.83 | -18.88% | -37.72% |
2016-10-31 | 2018-06-30 | -607 days | $ 16.50 | $ 28.19 | $ 622.83 | $ 1,064.11 | 70.85% | 6.41% |
2018-08-31 | 2018-09-30 | -30 days | $ 30.93 | $ 29.46 | $ 1,064.11 | $ 1,013.56 | -4.75% | 1.36% |
2019-07-31 | 2019-08-31 | -31 days | $ 30.68 | $ 27.51 | $ 1,013.56 | $ 908.86 | -10.33% | -9.11% |
2019-11-30 | 2020-02-29 | -91 days | $ 33.32 | $ 28.50 | $ 908.86 | $ 777.35 | -14.47% | -22.27% |
2021-01-31 | 2022-03-31 | -424 days | $ 29.65 | $ 41.22 | $ 777.35 | $ 1,080.67 | 39.02% | 8.07% |
2024-03-31 | still open | -30 days | $ 37.92 | $ 37.01 | $ 1,080.67 | $ 1,054.73 | -2.40% | 5.47% |
Strategy performance | 5.47% |
Strategy annual return | 0.27% |
Strategy max loss | -42.98% |
Strategy max drawdown | -47.20% |
Worst trade performance | -18.88% |
Trade max loss | -25.76% |
Trade max drawdown | -28.47% |
Asset performance | -20.10% |
Asset annual return | -1.12% |
Asset max drawdown | -95.41% |
2005 | -5.87% |
2006 | 10.31% |
2007 | -3.33% |
2008 | 0.00% |
2009 | 0.00% |
2010 | 0.00% |
2011 | 0.00% |
2012 | 0.00% |
2013 | -1.57% |
2014 | -9.62% |
2015 | -3.43% |
2016 | 33.92% |
2017 | 30.38% |
2018 | -16.08% |
2019 | -5.22% |
2020 | -13.18% |
2021 | 50.04% |
2022 | -10.67% |
2023 | 0.00% |
2024 | -2.40% |
Open | Close | ||
Dates | 2005-05-31 | 2005-07-31 | -61 days |
Prices | $ 46.32 | $ 43.60 | -5.87% |
Capital | $ 1,000.00 | $ 941.30 | -5.87% |
Dates | 2005-12-31 | 2006-01-31 | -31 days |
Prices | $ 46.15 | $ 44.23 | -4.16% |
Capital | $ 941.30 | $ 902.14 | -9.79% |
Dates | 2006-05-31 | 2007-02-28 | -273 days |
Prices | $ 48.40 | $ 50.83 | 5.02% |
Capital | $ 902.14 | $ 947.43 | -5.26% |
Dates | 2013-11-30 | 2014-05-31 | -182 days |
Prices | $ 15.82 | $ 15.14 | -4.3% |
Capital | $ 947.43 | $ 906.69 | -9.33% |
Dates | 2014-12-31 | 2015-01-31 | -31 days |
Prices | $ 17.89 | $ 15.15 | -15.32% |
Capital | $ 906.69 | $ 767.79 | -23.22% |
Dates | 2015-11-30 | 2016-01-31 | -62 days |
Prices | $ 17.43 | $ 14.14 | -18.88% |
Capital | $ 767.79 | $ 622.83 | -37.72% |
Dates | 2016-10-31 | 2018-06-30 | -607 days |
Prices | $ 16.50 | $ 28.19 | 70.85% |
Capital | $ 622.83 | $ 1,064.11 | 6.41% |
Dates | 2018-08-31 | 2018-09-30 | -30 days |
Prices | $ 30.93 | $ 29.46 | -4.75% |
Capital | $ 1,064.11 | $ 1,013.56 | 1.36% |
Dates | 2019-07-31 | 2019-08-31 | -31 days |
Prices | $ 30.68 | $ 27.51 | -10.33% |
Capital | $ 1,013.56 | $ 908.86 | -9.11% |
Dates | 2019-11-30 | 2020-02-29 | -91 days |
Prices | $ 33.32 | $ 28.50 | -14.47% |
Capital | $ 908.86 | $ 777.35 | -22.27% |
Dates | 2021-01-31 | 2022-03-31 | -424 days |
Prices | $ 29.65 | $ 41.22 | 39.02% |
Capital | $ 777.35 | $ 1,080.67 | 8.07% |
Dates | 2024-03-31 | still open | -30 days |
Prices | $ 37.92 | $ 37.01 | -2.4% |
Capital | $ 1,080.67 | $ 1,054.73 | 5.47% |
Strategy performance | 5.47% |
Strategy annual return | 0.27% |
Strategy max loss | -42.98% |
Strategy max drawdown | -47.20% |
Worst trade performance | -18.88% |
Trade max loss | -25.76% |
Trade max drawdown | -28.47% |
Asset performance | -20.10% |
Asset annual return | -1.12% |
Asset max drawdown | -95.41% |
Year | Performance |
2005 | -5.87% |
2006 | 10.31% |
2007 | -3.33% |
2008 | 0.00% |
2009 | 0.00% |
2010 | 0.00% |
2011 | 0.00% |
2012 | 0.00% |
2013 | -1.57% |
2014 | -9.62% |
2015 | -3.43% |
2016 | 33.92% |
2017 | 30.38% |
2018 | -16.08% |
2019 | -5.22% |
2020 | -13.18% |
2021 | 50.04% |
2022 | -10.67% |
2023 | 0.00% |
2024 | -2.40% |