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 | 2007-02-28 | -393 days | $ 83.18 | $ 87.60 | $ 1,000.00 | $ 1,053.10 | 5.31% | 5.31% |
2007-05-31 | 2007-08-31 | -92 days | $ 93.04 | $ 90.31 | $ 1,053.10 | $ 1,022.24 | -2.93% | 2.22% |
2007-10-31 | 2007-11-30 | -30 days | $ 99.52 | $ 85.50 | $ 1,022.24 | $ 878.21 | -14.09% | -12.18% |
2013-11-30 | 2014-01-31 | -62 days | $ 56.10 | $ 51.49 | $ 878.21 | $ 806.02 | -8.22% | -19.40% |
2017-07-31 | 2018-03-31 | -243 days | $ 50.09 | $ 47.67 | $ 806.02 | $ 767.09 | -4.83% | -23.29% |
2023-02-28 | 2023-03-31 | -31 days | $ 38.31 | $ 34.13 | $ 767.09 | $ 683.40 | -10.91% | -31.66% |
2023-05-31 | 2023-10-31 | -153 days | $ 36.82 | $ 36.33 | $ 683.40 | $ 674.31 | -1.33% | -32.57% |
2023-12-31 | still open | -121 days | $ 40.54 | $ 43.58 | $ 674.31 | $ 724.88 | 7.50% | -27.51% |
Strategy performance | -27.51% |
Strategy annual return | -1.68% |
Strategy max loss | -41.39% |
Strategy max drawdown | -47.91% |
Worst trade performance | -14.09% |
Trade max loss | -17.90% |
Trade max drawdown | -18.23% |
Asset performance | -47.61% |
Asset annual return | -3.34% |
Asset max drawdown | -81.96% |
2006 | 10.18% |
2007 | -20.45% |
2008 | 0.00% |
2009 | 0.00% |
2010 | 0.00% |
2011 | 0.00% |
2012 | 0.00% |
2013 | -1.72% |
2014 | 0.00% |
2015 | 0.00% |
2016 | 0.00% |
2017 | 3.09% |
2018 | -11.57% |
2019 | 0.00% |
2020 | 0.00% |
2021 | 0.00% |
2022 | 0.00% |
2023 | -12.10% |
2024 | 10.80% |
Open | Close | ||
Dates | 2006-01-31 | 2007-02-28 | -393 days |
Prices | $ 83.18 | $ 87.60 | 5.31% |
Capital | $ 1,000.00 | $ 1,053.10 | 5.31% |
Dates | 2007-05-31 | 2007-08-31 | -92 days |
Prices | $ 93.04 | $ 90.31 | -2.93% |
Capital | $ 1,053.10 | $ 1,022.24 | 2.22% |
Dates | 2007-10-31 | 2007-11-30 | -30 days |
Prices | $ 99.52 | $ 85.50 | -14.09% |
Capital | $ 1,022.24 | $ 878.21 | -12.18% |
Dates | 2013-11-30 | 2014-01-31 | -62 days |
Prices | $ 56.10 | $ 51.49 | -8.22% |
Capital | $ 878.21 | $ 806.02 | -19.40% |
Dates | 2017-07-31 | 2018-03-31 | -243 days |
Prices | $ 50.09 | $ 47.67 | -4.83% |
Capital | $ 806.02 | $ 767.09 | -23.29% |
Dates | 2023-02-28 | 2023-03-31 | -31 days |
Prices | $ 38.31 | $ 34.13 | -10.91% |
Capital | $ 767.09 | $ 683.40 | -31.66% |
Dates | 2023-05-31 | 2023-10-31 | -153 days |
Prices | $ 36.82 | $ 36.33 | -1.33% |
Capital | $ 683.40 | $ 674.31 | -32.57% |
Dates | 2023-12-31 | still open | -121 days |
Prices | $ 40.54 | $ 43.58 | 7.5% |
Capital | $ 674.31 | $ 724.88 | -27.51% |
Strategy performance | -27.51% |
Strategy annual return | -1.68% |
Strategy max loss | -41.39% |
Strategy max drawdown | -47.91% |
Worst trade performance | -14.09% |
Trade max loss | -17.90% |
Trade max drawdown | -18.23% |
Asset performance | -47.61% |
Asset annual return | -3.34% |
Asset max drawdown | -81.96% |
Year | Performance |
2006 | 10.18% |
2007 | -20.45% |
2008 | 0.00% |
2009 | 0.00% |
2010 | 0.00% |
2011 | 0.00% |
2012 | 0.00% |
2013 | -1.72% |
2014 | 0.00% |
2015 | 0.00% |
2016 | 0.00% |
2017 | 3.09% |
2018 | -11.57% |
2019 | 0.00% |
2020 | 0.00% |
2021 | 0.00% |
2022 | 0.00% |
2023 | -12.10% |
2024 | 10.80% |