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) |
---|---|---|---|---|---|---|---|---|
2007-01-31 | 2008-05-31 | -486 days | $ 23.94 | $ 28.63 | $ 1,000.00 | $ 1,195.90 | 19.59% | 19.59% |
2009-10-31 | 2010-05-31 | -212 days | $ 26.66 | $ 25.70 | $ 1,195.90 | $ 1,152.85 | -3.60% | 15.29% |
2010-08-31 | 2012-01-31 | -518 days | $ 27.94 | $ 33.77 | $ 1,152.85 | $ 1,393.45 | 20.87% | 39.35% |
2012-03-31 | 2012-12-31 | -275 days | $ 37.01 | $ 36.25 | $ 1,393.45 | $ 1,364.88 | -2.05% | 36.49% |
2013-03-31 | 2013-08-31 | -153 days | $ 40.44 | $ 38.18 | $ 1,364.88 | $ 1,288.58 | -5.59% | 28.86% |
2014-05-31 | 2014-07-31 | -61 days | $ 40.91 | $ 39.29 | $ 1,288.58 | $ 1,237.55 | -3.96% | 23.76% |
2014-09-30 | 2015-01-31 | -123 days | $ 42.66 | $ 41.17 | $ 1,237.55 | $ 1,194.36 | -3.49% | 19.44% |
2015-11-30 | 2016-07-31 | -244 days | $ 42.62 | $ 43.63 | $ 1,194.36 | $ 1,222.67 | 2.37% | 22.27% |
2017-06-30 | 2018-02-28 | -243 days | $ 44.85 | $ 43.22 | $ 1,222.67 | $ 1,178.29 | -3.63% | 17.83% |
2018-11-30 | 2019-02-28 | -90 days | $ 50.40 | $ 45.34 | $ 1,178.29 | $ 1,059.99 | -10.04% | 6.00% |
2019-06-30 | 2020-02-29 | -244 days | $ 50.92 | $ 53.49 | $ 1,059.99 | $ 1,113.52 | 5.05% | 11.35% |
2021-04-30 | 2021-09-30 | -153 days | $ 53.98 | $ 52.47 | $ 1,113.52 | $ 1,082.34 | -2.80% | 8.23% |
2022-01-31 | 2022-09-30 | -242 days | $ 61.01 | $ 56.02 | $ 1,082.34 | $ 993.80 | -8.18% | -0.62% |
2022-12-31 | 2023-02-28 | -59 days | $ 63.61 | $ 59.51 | $ 993.80 | $ 929.70 | -6.45% | -7.03% |
2023-04-30 | 2023-05-31 | -31 days | $ 64.15 | $ 59.66 | $ 929.70 | $ 864.62 | -7.00% | -13.54% |
Strategy performance | -13.54% |
Strategy annual return | -0.80% |
Strategy max loss | -38.25% |
Strategy max drawdown | -43.79% |
Worst trade performance | -10.04% |
Trade max loss | -11.87% |
Trade max drawdown | -16.80% |
Asset performance | 150.71% |
Asset annual return | 5.24% |
Asset max drawdown | -42.93% |
2007 | 28.15% |
2008 | -2.95% |
2009 | 6.92% |
2010 | 11.54% |
2011 | 11.27% |
2012 | -2.07% |
2013 | -5.60% |
2014 | -4.96% |
2015 | 0.80% |
2016 | 1.67% |
2017 | 2.29% |
2018 | -14.68% |
2019 | 2.41% |
2020 | -8.42% |
2021 | -2.81% |
2022 | -8.18% |
2023 | -9.73% |
2024 | 0.00% |
Open | Close | ||
Dates | 2007-01-31 | 2008-05-31 | -486 days |
Prices | $ 23.94 | $ 28.63 | 19.59% |
Capital | $ 1,000.00 | $ 1,195.90 | 19.59% |
Dates | 2009-10-31 | 2010-05-31 | -212 days |
Prices | $ 26.66 | $ 25.70 | -3.6% |
Capital | $ 1,195.90 | $ 1,152.85 | 15.29% |
Dates | 2010-08-31 | 2012-01-31 | -518 days |
Prices | $ 27.94 | $ 33.77 | 20.87% |
Capital | $ 1,152.85 | $ 1,393.45 | 39.35% |
Dates | 2012-03-31 | 2012-12-31 | -275 days |
Prices | $ 37.01 | $ 36.25 | -2.05% |
Capital | $ 1,393.45 | $ 1,364.88 | 36.49% |
Dates | 2013-03-31 | 2013-08-31 | -153 days |
Prices | $ 40.44 | $ 38.18 | -5.59% |
Capital | $ 1,364.88 | $ 1,288.58 | 28.86% |
Dates | 2014-05-31 | 2014-07-31 | -61 days |
Prices | $ 40.91 | $ 39.29 | -3.96% |
Capital | $ 1,288.58 | $ 1,237.55 | 23.76% |
Dates | 2014-09-30 | 2015-01-31 | -123 days |
Prices | $ 42.66 | $ 41.17 | -3.49% |
Capital | $ 1,237.55 | $ 1,194.36 | 19.44% |
Dates | 2015-11-30 | 2016-07-31 | -244 days |
Prices | $ 42.62 | $ 43.63 | 2.37% |
Capital | $ 1,194.36 | $ 1,222.67 | 22.27% |
Dates | 2017-06-30 | 2018-02-28 | -243 days |
Prices | $ 44.85 | $ 43.22 | -3.63% |
Capital | $ 1,222.67 | $ 1,178.29 | 17.83% |
Dates | 2018-11-30 | 2019-02-28 | -90 days |
Prices | $ 50.40 | $ 45.34 | -10.04% |
Capital | $ 1,178.29 | $ 1,059.99 | 6.00% |
Dates | 2019-06-30 | 2020-02-29 | -244 days |
Prices | $ 50.92 | $ 53.49 | 5.05% |
Capital | $ 1,059.99 | $ 1,113.52 | 11.35% |
Dates | 2021-04-30 | 2021-09-30 | -153 days |
Prices | $ 53.98 | $ 52.47 | -2.8% |
Capital | $ 1,113.52 | $ 1,082.34 | 8.23% |
Dates | 2022-01-31 | 2022-09-30 | -242 days |
Prices | $ 61.01 | $ 56.02 | -8.18% |
Capital | $ 1,082.34 | $ 993.80 | -0.62% |
Dates | 2022-12-31 | 2023-02-28 | -59 days |
Prices | $ 63.61 | $ 59.51 | -6.45% |
Capital | $ 993.80 | $ 929.70 | -7.03% |
Dates | 2023-04-30 | 2023-05-31 | -31 days |
Prices | $ 64.15 | $ 59.66 | -7% |
Capital | $ 929.70 | $ 864.62 | -13.54% |
Strategy performance | -13.54% |
Strategy annual return | -0.80% |
Strategy max loss | -38.25% |
Strategy max drawdown | -43.79% |
Worst trade performance | -10.04% |
Trade max loss | -11.87% |
Trade max drawdown | -16.80% |
Asset performance | 150.71% |
Asset annual return | 5.24% |
Asset max drawdown | -42.93% |
Year | Performance |
2007 | 28.15% |
2008 | -2.95% |
2009 | 6.92% |
2010 | 11.54% |
2011 | 11.27% |
2012 | -2.07% |
2013 | -5.60% |
2014 | -4.96% |
2015 | 0.80% |
2016 | 1.67% |
2017 | 2.29% |
2018 | -14.68% |
2019 | 2.41% |
2020 | -8.42% |
2021 | -2.81% |
2022 | -8.18% |
2023 | -9.73% |
2024 | 0.00% |