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) |
---|---|---|---|---|---|---|---|---|
2005-03-31 | 2005-10-31 | -214 days | $ 61.06 | $ 60.56 | $ 1,000.00 | $ 991.80 | -0.82% | -0.82% |
2006-01-31 | 2008-03-31 | -790 days | $ 67.65 | $ 99.30 | $ 991.80 | $ 1,455.76 | 46.78% | 45.58% |
2008-05-31 | 2008-06-30 | -30 days | $ 109.44 | $ 98.66 | $ 1,455.76 | $ 1,312.37 | -9.85% | 31.24% |
2012-04-30 | 2012-05-31 | -31 days | $ 90.54 | $ 82.80 | $ 1,312.37 | $ 1,200.16 | -8.55% | 20.02% |
2012-09-30 | 2013-01-31 | -123 days | $ 93.38 | $ 86.87 | $ 1,200.16 | $ 1,116.51 | -6.97% | 11.65% |
2013-04-30 | 2015-05-31 | -761 days | $ 99.09 | $ 188.20 | $ 1,116.51 | $ 2,120.59 | 89.93% | 112.06% |
2015-09-30 | 2018-05-31 | -974 days | $ 207.31 | $ 314.54 | $ 2,120.59 | $ 3,217.36 | 51.72% | 221.74% |
2019-05-31 | 2020-02-29 | -274 days | $ 338.54 | $ 369.87 | $ 3,217.36 | $ 3,514.97 | 9.25% | 251.50% |
2021-05-31 | 2021-08-31 | -92 days | $ 382.20 | $ 359.80 | $ 3,514.97 | $ 3,308.99 | -5.86% | 230.90% |
2022-02-28 | 2022-09-30 | -214 days | $ 433.80 | $ 386.29 | $ 3,308.99 | $ 2,946.66 | -10.95% | 194.67% |
2022-11-30 | 2023-05-31 | -182 days | $ 485.19 | $ 444.01 | $ 2,946.66 | $ 2,696.49 | -8.49% | 169.65% |
Strategy performance | 169.65% |
Strategy annual return | 5.08% |
Strategy max loss | -27.25% |
Strategy max drawdown | -36.81% |
Worst trade performance | -10.95% |
Trade max loss | -13.86% |
Trade max drawdown | -22.15% |
Asset performance | 644.96% |
Asset annual return | 10.86% |
Asset max drawdown | -52.28% |
2005 | -0.82% |
2006 | 36.10% |
2007 | 8.31% |
2008 | -17.06% |
2009 | 0.00% |
2010 | 0.00% |
2011 | 0.00% |
2012 | -9.62% |
2013 | 50.02% |
2014 | 27.61% |
2015 | 4.65% |
2016 | 18.46% |
2017 | 27.74% |
2018 | -11.36% |
2019 | 15.02% |
2020 | -13.61% |
2021 | -5.86% |
2022 | -10.72% |
2023 | -4.16% |
2024 | 0.00% |
Open | Close | ||
Dates | 2005-03-31 | 2005-10-31 | -214 days |
Prices | $ 61.06 | $ 60.56 | -0.82% |
Capital | $ 1,000.00 | $ 991.80 | -0.82% |
Dates | 2006-01-31 | 2008-03-31 | -790 days |
Prices | $ 67.65 | $ 99.30 | 46.78% |
Capital | $ 991.80 | $ 1,455.76 | 45.58% |
Dates | 2008-05-31 | 2008-06-30 | -30 days |
Prices | $ 109.44 | $ 98.66 | -9.85% |
Capital | $ 1,455.76 | $ 1,312.37 | 31.24% |
Dates | 2012-04-30 | 2012-05-31 | -31 days |
Prices | $ 90.54 | $ 82.80 | -8.55% |
Capital | $ 1,312.37 | $ 1,200.16 | 20.02% |
Dates | 2012-09-30 | 2013-01-31 | -123 days |
Prices | $ 93.38 | $ 86.87 | -6.97% |
Capital | $ 1,200.16 | $ 1,116.51 | 11.65% |
Dates | 2013-04-30 | 2015-05-31 | -761 days |
Prices | $ 99.09 | $ 188.20 | 89.93% |
Capital | $ 1,116.51 | $ 2,120.59 | 112.06% |
Dates | 2015-09-30 | 2018-05-31 | -974 days |
Prices | $ 207.31 | $ 314.54 | 51.72% |
Capital | $ 2,120.59 | $ 3,217.36 | 221.74% |
Dates | 2019-05-31 | 2020-02-29 | -274 days |
Prices | $ 338.54 | $ 369.87 | 9.25% |
Capital | $ 3,217.36 | $ 3,514.97 | 251.50% |
Dates | 2021-05-31 | 2021-08-31 | -92 days |
Prices | $ 382.20 | $ 359.80 | -5.86% |
Capital | $ 3,514.97 | $ 3,308.99 | 230.90% |
Dates | 2022-02-28 | 2022-09-30 | -214 days |
Prices | $ 433.80 | $ 386.29 | -10.95% |
Capital | $ 3,308.99 | $ 2,946.66 | 194.67% |
Dates | 2022-11-30 | 2023-05-31 | -182 days |
Prices | $ 485.19 | $ 444.01 | -8.49% |
Capital | $ 2,946.66 | $ 2,696.49 | 169.65% |
Strategy performance | 169.65% |
Strategy annual return | 5.08% |
Strategy max loss | -27.25% |
Strategy max drawdown | -36.81% |
Worst trade performance | -10.95% |
Trade max loss | -13.86% |
Trade max drawdown | -22.15% |
Asset performance | 644.96% |
Asset annual return | 10.86% |
Asset max drawdown | -52.28% |
Year | Performance |
2005 | -0.82% |
2006 | 36.10% |
2007 | 8.31% |
2008 | -17.06% |
2009 | 0.00% |
2010 | 0.00% |
2011 | 0.00% |
2012 | -9.62% |
2013 | 50.02% |
2014 | 27.61% |
2015 | 4.65% |
2016 | 18.46% |
2017 | 27.74% |
2018 | -11.36% |
2019 | 15.02% |
2020 | -13.61% |
2021 | -5.86% |
2022 | -10.72% |
2023 | -4.16% |
2024 | 0.00% |