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 | 2005-04-30 | 30 days | $ 117.96 | $ 115.75 | $ 1,000.00 | $ 981.30 | -1.87% | -1.87% |
2005-07-31 | 2007-12-31 | 883 days | $ 123.74 | $ 146.21 | $ 981.30 | $ 1,159.50 | 18.16% | 15.95% |
2010-04-30 | 2010-05-31 | 31 days | $ 118.81 | $ 109.37 | $ 1,159.50 | $ 1,067.32 | -7.95% | 6.73% |
2010-11-30 | 2011-08-31 | 274 days | $ 118.49 | $ 122.22 | $ 1,067.32 | $ 1,100.94 | 3.15% | 10.09% |
2012-01-31 | 2015-08-31 | 1,308 days | $ 131.32 | $ 197.67 | $ 1,100.94 | $ 1,657.24 | 50.53% | 65.72% |
2016-04-30 | 2018-10-31 | 914 days | $ 206.33 | $ 270.63 | $ 1,657.24 | $ 2,173.64 | 31.16% | 117.36% |
2019-03-31 | 2020-02-29 | 335 days | $ 282.48 | $ 296.26 | $ 2,173.64 | $ 2,279.71 | 4.88% | 127.97% |
2020-06-30 | 2022-02-28 | 608 days | $ 308.36 | $ 436.63 | $ 2,279.71 | $ 3,228.07 | 41.60% | 222.81% |
2023-06-30 | still open | 62 days | $ 443.28 | $ 450.35 | $ 3,228.07 | $ 3,279.40 | 1.59% | 227.94% |
Strategy performance | 227.94% |
Strategy annual return | 6.45% |
Strategy max loss | -14.33% |
Strategy max drawdown | -20.48% |
Worst trade performance | -7.95% |
Trade max loss | -12.15% |
Trade max drawdown | -19.62% |
Asset performance | 281.78% |
Asset annual return | 7.30% |
Asset max drawdown | -57.40% |
2005 | -1.26% |
2006 | 11.08% |
2007 | 1.71% |
2008 | 0.00% |
2009 | 0.00% |
2010 | -2.31% |
2011 | -5.02% |
2012 | 8.45% |
2013 | 23.37% |
2014 | 15.35% |
2015 | -0.89% |
2016 | 8.33% |
2017 | 17.29% |
2018 | -4.00% |
2019 | 13.94% |
2020 | 11.65% |
2021 | 28.34% |
2022 | -2.95% |
2023 | 1.59% |
Open | Close | ||
Dates | 2005-03-31 | 2005-04-30 | 30 days |
Prices | $ 117.96 | $ 115.75 | -1.87% |
Capital | $ 1,000.00 | $ 981.30 | -1.87% |
Dates | 2005-07-31 | 2007-12-31 | 883 days |
Prices | $ 123.74 | $ 146.21 | 18.16% |
Capital | $ 981.30 | $ 1,159.50 | 15.95% |
Dates | 2010-04-30 | 2010-05-31 | 31 days |
Prices | $ 118.81 | $ 109.37 | -7.95% |
Capital | $ 1,159.50 | $ 1,067.32 | 6.73% |
Dates | 2010-11-30 | 2011-08-31 | 274 days |
Prices | $ 118.49 | $ 122.22 | 3.15% |
Capital | $ 1,067.32 | $ 1,100.94 | 10.09% |
Dates | 2012-01-31 | 2015-08-31 | 1,308 days |
Prices | $ 131.32 | $ 197.67 | 50.53% |
Capital | $ 1,100.94 | $ 1,657.24 | 65.72% |
Dates | 2016-04-30 | 2018-10-31 | 914 days |
Prices | $ 206.33 | $ 270.63 | 31.16% |
Capital | $ 1,657.24 | $ 2,173.64 | 117.36% |
Dates | 2019-03-31 | 2020-02-29 | 335 days |
Prices | $ 282.48 | $ 296.26 | 4.88% |
Capital | $ 2,173.64 | $ 2,279.71 | 127.97% |
Dates | 2020-06-30 | 2022-02-28 | 608 days |
Prices | $ 308.36 | $ 436.63 | 41.6% |
Capital | $ 2,279.71 | $ 3,228.07 | 222.81% |
Dates | 2023-06-30 | still open | 62 days |
Prices | $ 443.28 | $ 450.35 | 1.59% |
Capital | $ 3,228.07 | $ 3,279.40 | 227.94% |
Strategy performance | 227.94% |
Strategy annual return | 6.45% |
Strategy max loss | -14.33% |
Strategy max drawdown | -20.48% |
Worst trade performance | -7.95% |
Trade max loss | -12.15% |
Trade max drawdown | -19.62% |
Asset performance | 281.78% |
Asset annual return | 7.30% |
Asset max drawdown | -57.40% |
Year | Performance |
2005 | -1.26% |
2006 | 11.08% |
2007 | 1.71% |
2008 | 0.00% |
2009 | 0.00% |
2010 | -2.31% |
2011 | -5.02% |
2012 | 8.45% |
2013 | 23.37% |
2014 | 15.35% |
2015 | -0.89% |
2016 | 8.33% |
2017 | 17.29% |
2018 | -4.00% |
2019 | 13.94% |
2020 | 11.65% |
2021 | 28.34% |
2022 | -2.95% |
2023 | 1.59% |