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 | 2005-11-30 | -244 days | $ 60.04 | $ 61.62 | $ 1,000.00 | $ 1,026.30 | 2.63% | 2.63% |
2006-07-31 | 2007-01-31 | -184 days | $ 70.80 | $ 68.25 | $ 1,026.30 | $ 989.35 | -3.60% | -1.07% |
2007-05-31 | 2008-01-31 | -245 days | $ 74.30 | $ 71.41 | $ 989.35 | $ 950.86 | -3.89% | -4.91% |
2008-05-31 | 2008-07-31 | -61 days | $ 85.49 | $ 70.79 | $ 950.86 | $ 787.41 | -17.19% | -21.26% |
2011-01-31 | 2011-08-31 | -212 days | $ 70.99 | $ 67.05 | $ 787.41 | $ 743.71 | -5.55% | -25.63% |
2011-12-31 | 2012-05-31 | -152 days | $ 73.09 | $ 62.18 | $ 743.71 | $ 632.67 | -14.93% | -36.73% |
2014-01-31 | 2014-10-31 | -273 days | $ 69.10 | $ 71.79 | $ 632.67 | $ 657.28 | 3.89% | -34.27% |
2017-12-31 | 2018-08-31 | -243 days | $ 66.71 | $ 65.23 | $ 657.28 | $ 642.69 | -2.22% | -35.73% |
2022-02-28 | 2022-09-30 | -214 days | $ 52.39 | $ 49.76 | $ 642.69 | $ 610.43 | -5.02% | -38.96% |
2022-11-30 | still open | -517 days | $ 58.47 | $ 71.66 | $ 610.43 | $ 748.14 | 22.56% | -25.19% |
Strategy performance | -25.19% |
Strategy annual return | -1.44% |
Strategy max loss | -46.62% |
Strategy max drawdown | -53.41% |
Worst trade performance | -17.19% |
Trade max loss | -17.30% |
Trade max drawdown | -27.20% |
Asset performance | 19.35% |
Asset annual return | 1.02% |
Asset max drawdown | -76.05% |
2005 | 2.63% |
2006 | -0.02% |
2007 | 13.32% |
2008 | -17.20% |
2009 | 0.00% |
2010 | 0.00% |
2011 | -5.54% |
2012 | -12.85% |
2013 | 0.00% |
2014 | 3.90% |
2015 | 0.00% |
2016 | 0.00% |
2017 | 0.00% |
2018 | -7.15% |
2019 | 0.00% |
2020 | 0.00% |
2021 | 0.00% |
2022 | -7.49% |
2023 | 11.88% |
2024 | 13.92% |
Open | Close | ||
Dates | 2005-03-31 | 2005-11-30 | -244 days |
Prices | $ 60.04 | $ 61.62 | 2.63% |
Capital | $ 1,000.00 | $ 1,026.30 | 2.63% |
Dates | 2006-07-31 | 2007-01-31 | -184 days |
Prices | $ 70.80 | $ 68.25 | -3.6% |
Capital | $ 1,026.30 | $ 989.35 | -1.07% |
Dates | 2007-05-31 | 2008-01-31 | -245 days |
Prices | $ 74.30 | $ 71.41 | -3.89% |
Capital | $ 989.35 | $ 950.86 | -4.91% |
Dates | 2008-05-31 | 2008-07-31 | -61 days |
Prices | $ 85.49 | $ 70.79 | -17.19% |
Capital | $ 950.86 | $ 787.41 | -21.26% |
Dates | 2011-01-31 | 2011-08-31 | -212 days |
Prices | $ 70.99 | $ 67.05 | -5.55% |
Capital | $ 787.41 | $ 743.71 | -25.63% |
Dates | 2011-12-31 | 2012-05-31 | -152 days |
Prices | $ 73.09 | $ 62.18 | -14.93% |
Capital | $ 743.71 | $ 632.67 | -36.73% |
Dates | 2014-01-31 | 2014-10-31 | -273 days |
Prices | $ 69.10 | $ 71.79 | 3.89% |
Capital | $ 632.67 | $ 657.28 | -34.27% |
Dates | 2017-12-31 | 2018-08-31 | -243 days |
Prices | $ 66.71 | $ 65.23 | -2.22% |
Capital | $ 657.28 | $ 642.69 | -35.73% |
Dates | 2022-02-28 | 2022-09-30 | -214 days |
Prices | $ 52.39 | $ 49.76 | -5.02% |
Capital | $ 642.69 | $ 610.43 | -38.96% |
Dates | 2022-11-30 | still open | -517 days |
Prices | $ 58.47 | $ 71.66 | 22.56% |
Capital | $ 610.43 | $ 748.14 | -25.19% |
Strategy performance | -25.19% |
Strategy annual return | -1.44% |
Strategy max loss | -46.62% |
Strategy max drawdown | -53.41% |
Worst trade performance | -17.19% |
Trade max loss | -17.30% |
Trade max drawdown | -27.20% |
Asset performance | 19.35% |
Asset annual return | 1.02% |
Asset max drawdown | -76.05% |
Year | Performance |
2005 | 2.63% |
2006 | -0.02% |
2007 | 13.32% |
2008 | -17.20% |
2009 | 0.00% |
2010 | 0.00% |
2011 | -5.54% |
2012 | -12.85% |
2013 | 0.00% |
2014 | 3.90% |
2015 | 0.00% |
2016 | 0.00% |
2017 | 0.00% |
2018 | -7.15% |
2019 | 0.00% |
2020 | 0.00% |
2021 | 0.00% |
2022 | -7.49% |
2023 | 11.88% |
2024 | 13.92% |