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) |
---|---|---|---|---|---|---|---|---|
2006-01-31 | 2008-01-31 | -730 days | $ 108.27 | $ 126.00 | $ 1,000.00 | $ 1,163.80 | 16.38% | 16.38% |
2010-04-30 | 2010-05-31 | -31 days | $ 110.10 | $ 101.47 | $ 1,163.80 | $ 1,072.56 | -7.84% | 7.26% |
2010-10-31 | 2011-08-31 | -304 days | $ 111.31 | $ 115.95 | $ 1,072.56 | $ 1,117.29 | 4.17% | 11.73% |
2012-01-31 | 2015-01-31 | -1,096 days | $ 126.07 | $ 171.45 | $ 1,117.29 | $ 1,519.51 | 36.00% | 51.95% |
2015-04-30 | 2015-08-31 | -123 days | $ 178.18 | $ 165.18 | $ 1,519.51 | $ 1,408.59 | -7.30% | 40.86% |
2016-04-30 | 2018-10-31 | -914 days | $ 177.59 | $ 251.19 | $ 1,408.59 | $ 1,992.31 | 41.44% | 99.23% |
2019-02-28 | 2019-05-31 | -92 days | $ 259.28 | $ 248.22 | $ 1,992.31 | $ 1,907.24 | -4.27% | 90.72% |
2019-07-31 | 2020-02-29 | -213 days | $ 268.52 | $ 254.56 | $ 1,907.24 | $ 1,808.06 | -5.20% | 80.81% |
2020-08-31 | 2022-02-28 | -546 days | $ 284.28 | $ 339.34 | $ 1,808.06 | $ 2,158.28 | 19.37% | 115.83% |
2023-04-30 | 2023-05-31 | -31 days | $ 341.03 | $ 329.52 | $ 2,158.28 | $ 2,085.33 | -3.38% | 108.53% |
2023-07-31 | 2023-09-30 | -61 days | $ 355.57 | $ 334.95 | $ 2,085.33 | $ 1,964.38 | -5.80% | 96.44% |
2023-12-31 | still open | -60 days | $ 376.87 | $ 389.95 | $ 1,964.38 | $ 2,032.54 | 3.47% | 103.25% |
Strategy performance | 103.25% |
Strategy annual return | 3.80% |
Strategy max loss | -16.55% |
Strategy max drawdown | -22.15% |
Worst trade performance | -7.84% |
Trade max loss | -15.50% |
Trade max drawdown | -18.42% |
Asset performance | 260.16% |
Asset annual return | 6.98% |
Asset max drawdown | -54.36% |
2006 | 14.91% |
2007 | 5.00% |
2008 | 0.00% |
2009 | 0.00% |
2010 | -4.26% |
2011 | -2.24% |
2012 | 3.58% |
2013 | 19.55% |
2014 | 13.48% |
2015 | -7.29% |
2016 | 11.22% |
2017 | 24.71% |
2018 | -3.92% |
2019 | 1.65% |
2020 | -3.05% |
2021 | 21.19% |
2022 | -3.34% |
2023 | -8.98% |
2024 | 2.25% |
Open | Close | ||
Dates | 2006-01-31 | 2008-01-31 | -730 days |
Prices | $ 108.27 | $ 126.00 | 16.38% |
Capital | $ 1,000.00 | $ 1,163.80 | 16.38% |
Dates | 2010-04-30 | 2010-05-31 | -31 days |
Prices | $ 110.10 | $ 101.47 | -7.84% |
Capital | $ 1,163.80 | $ 1,072.56 | 7.26% |
Dates | 2010-10-31 | 2011-08-31 | -304 days |
Prices | $ 111.31 | $ 115.95 | 4.17% |
Capital | $ 1,072.56 | $ 1,117.29 | 11.73% |
Dates | 2012-01-31 | 2015-01-31 | -1,096 days |
Prices | $ 126.07 | $ 171.45 | 36% |
Capital | $ 1,117.29 | $ 1,519.51 | 51.95% |
Dates | 2015-04-30 | 2015-08-31 | -123 days |
Prices | $ 178.18 | $ 165.18 | -7.3% |
Capital | $ 1,519.51 | $ 1,408.59 | 40.86% |
Dates | 2016-04-30 | 2018-10-31 | -914 days |
Prices | $ 177.59 | $ 251.19 | 41.44% |
Capital | $ 1,408.59 | $ 1,992.31 | 99.23% |
Dates | 2019-02-28 | 2019-05-31 | -92 days |
Prices | $ 259.28 | $ 248.22 | -4.27% |
Capital | $ 1,992.31 | $ 1,907.24 | 90.72% |
Dates | 2019-07-31 | 2020-02-29 | -213 days |
Prices | $ 268.52 | $ 254.56 | -5.2% |
Capital | $ 1,907.24 | $ 1,808.06 | 80.81% |
Dates | 2020-08-31 | 2022-02-28 | -546 days |
Prices | $ 284.28 | $ 339.34 | 19.37% |
Capital | $ 1,808.06 | $ 2,158.28 | 115.83% |
Dates | 2023-04-30 | 2023-05-31 | -31 days |
Prices | $ 341.03 | $ 329.52 | -3.38% |
Capital | $ 2,158.28 | $ 2,085.33 | 108.53% |
Dates | 2023-07-31 | 2023-09-30 | -61 days |
Prices | $ 355.57 | $ 334.95 | -5.8% |
Capital | $ 2,085.33 | $ 1,964.38 | 96.44% |
Dates | 2023-12-31 | still open | -60 days |
Prices | $ 376.87 | $ 389.95 | 3.47% |
Capital | $ 1,964.38 | $ 2,032.54 | 103.25% |
Strategy performance | 103.25% |
Strategy annual return | 3.80% |
Strategy max loss | -16.55% |
Strategy max drawdown | -22.15% |
Worst trade performance | -7.84% |
Trade max loss | -15.50% |
Trade max drawdown | -18.42% |
Asset performance | 260.16% |
Asset annual return | 6.98% |
Asset max drawdown | -54.36% |
Year | Performance |
2006 | 14.91% |
2007 | 5.00% |
2008 | 0.00% |
2009 | 0.00% |
2010 | -4.26% |
2011 | -2.24% |
2012 | 3.58% |
2013 | 19.55% |
2014 | 13.48% |
2015 | -7.29% |
2016 | 11.22% |
2017 | 24.71% |
2018 | -3.92% |
2019 | 1.65% |
2020 | -3.05% |
2021 | 21.19% |
2022 | -3.34% |
2023 | -8.98% |
2024 | 2.25% |