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 | $ 30.16 | $ 28.01 | $ 1,000.00 | $ 928.70 | -7.13% | -7.13% |
2005-12-31 | 2006-09-30 | -273 days | $ 30.28 | $ 31.64 | $ 928.70 | $ 970.40 | 4.49% | -2.96% |
2006-11-30 | 2008-01-31 | -427 days | $ 35.00 | $ 39.95 | $ 970.40 | $ 1,107.61 | 14.14% | 10.76% |
2008-05-31 | 2008-06-30 | -30 days | $ 44.51 | $ 41.73 | $ 1,107.61 | $ 1,038.38 | -6.25% | 3.84% |
2009-12-31 | 2010-01-31 | -31 days | $ 32.99 | $ 30.14 | $ 1,038.38 | $ 948.66 | -8.64% | -5.13% |
2010-04-30 | 2010-05-31 | -31 days | $ 33.99 | $ 30.75 | $ 948.66 | $ 858.25 | -9.53% | -14.18% |
2010-10-31 | 2011-08-31 | -304 days | $ 34.80 | $ 35.34 | $ 858.25 | $ 871.55 | 1.55% | -12.85% |
2013-01-31 | 2014-12-31 | -699 days | $ 39.02 | $ 48.58 | $ 871.55 | $ 1,085.08 | 24.50% | 8.51% |
2015-05-31 | 2015-06-30 | -30 days | $ 50.61 | $ 48.39 | $ 1,085.08 | $ 1,037.44 | -4.39% | 3.74% |
2016-08-31 | 2018-03-31 | -577 days | $ 48.56 | $ 56.94 | $ 1,037.44 | $ 1,216.50 | 17.26% | 21.65% |
2019-07-31 | 2020-01-31 | -184 days | $ 58.34 | $ 57.63 | $ 1,216.50 | $ 1,201.66 | -1.22% | 20.17% |
2020-08-31 | 2022-01-31 | -518 days | $ 62.99 | $ 84.45 | $ 1,201.66 | $ 1,611.07 | 34.07% | 61.11% |
2024-01-31 | still open | -29 days | $ 82.21 | $ 87.56 | $ 1,611.07 | $ 1,715.95 | 6.51% | 71.60% |
Strategy performance | 71.60% |
Strategy annual return | 2.73% |
Strategy max loss | -29.63% |
Strategy max drawdown | -36.30% |
Worst trade performance | -9.53% |
Trade max loss | -15.06% |
Trade max drawdown | -23.43% |
Asset performance | 190.32% |
Asset annual return | 5.71% |
Asset max drawdown | -61.69% |
2005 | -7.13% |
2006 | -0.75% |
2007 | 15.01% |
2008 | -6.26% |
2009 | 0.00% |
2010 | -0.17% |
2011 | -8.08% |
2012 | 0.00% |
2013 | 18.46% |
2014 | 10.32% |
2015 | -4.40% |
2016 | 2.33% |
2017 | 16.49% |
2018 | -9.54% |
2019 | 5.29% |
2020 | 14.93% |
2021 | 28.28% |
2022 | 0.00% |
2023 | 0.00% |
2024 | 6.51% |
Open | Close | ||
Dates | 2005-03-31 | 2005-04-30 | -30 days |
Prices | $ 30.16 | $ 28.01 | -7.13% |
Capital | $ 1,000.00 | $ 928.70 | -7.13% |
Dates | 2005-12-31 | 2006-09-30 | -273 days |
Prices | $ 30.28 | $ 31.64 | 4.49% |
Capital | $ 928.70 | $ 970.40 | -2.96% |
Dates | 2006-11-30 | 2008-01-31 | -427 days |
Prices | $ 35.00 | $ 39.95 | 14.14% |
Capital | $ 970.40 | $ 1,107.61 | 10.76% |
Dates | 2008-05-31 | 2008-06-30 | -30 days |
Prices | $ 44.51 | $ 41.73 | -6.25% |
Capital | $ 1,107.61 | $ 1,038.38 | 3.84% |
Dates | 2009-12-31 | 2010-01-31 | -31 days |
Prices | $ 32.99 | $ 30.14 | -8.64% |
Capital | $ 1,038.38 | $ 948.66 | -5.13% |
Dates | 2010-04-30 | 2010-05-31 | -31 days |
Prices | $ 33.99 | $ 30.75 | -9.53% |
Capital | $ 948.66 | $ 858.25 | -14.18% |
Dates | 2010-10-31 | 2011-08-31 | -304 days |
Prices | $ 34.80 | $ 35.34 | 1.55% |
Capital | $ 858.25 | $ 871.55 | -12.85% |
Dates | 2013-01-31 | 2014-12-31 | -699 days |
Prices | $ 39.02 | $ 48.58 | 24.5% |
Capital | $ 871.55 | $ 1,085.08 | 8.51% |
Dates | 2015-05-31 | 2015-06-30 | -30 days |
Prices | $ 50.61 | $ 48.39 | -4.39% |
Capital | $ 1,085.08 | $ 1,037.44 | 3.74% |
Dates | 2016-08-31 | 2018-03-31 | -577 days |
Prices | $ 48.56 | $ 56.94 | 17.26% |
Capital | $ 1,037.44 | $ 1,216.50 | 21.65% |
Dates | 2019-07-31 | 2020-01-31 | -184 days |
Prices | $ 58.34 | $ 57.63 | -1.22% |
Capital | $ 1,216.50 | $ 1,201.66 | 20.17% |
Dates | 2020-08-31 | 2022-01-31 | -518 days |
Prices | $ 62.99 | $ 84.45 | 34.07% |
Capital | $ 1,201.66 | $ 1,611.07 | 61.11% |
Dates | 2024-01-31 | still open | -29 days |
Prices | $ 82.21 | $ 87.56 | 6.51% |
Capital | $ 1,611.07 | $ 1,715.95 | 71.60% |
Strategy performance | 71.60% |
Strategy annual return | 2.73% |
Strategy max loss | -29.63% |
Strategy max drawdown | -36.30% |
Worst trade performance | -9.53% |
Trade max loss | -15.06% |
Trade max drawdown | -23.43% |
Asset performance | 190.32% |
Asset annual return | 5.71% |
Asset max drawdown | -61.69% |
Year | Performance |
2005 | -7.13% |
2006 | -0.75% |
2007 | 15.01% |
2008 | -6.26% |
2009 | 0.00% |
2010 | -0.17% |
2011 | -8.08% |
2012 | 0.00% |
2013 | 18.46% |
2014 | 10.32% |
2015 | -4.40% |
2016 | 2.33% |
2017 | 16.49% |
2018 | -9.54% |
2019 | 5.29% |
2020 | 14.93% |
2021 | 28.28% |
2022 | 0.00% |
2023 | 0.00% |
2024 | 6.51% |