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 | $ 42.87 | $ 40.55 | $ 1,000.00 | $ 945.90 | -5.41% | -5.41% |
2005-07-31 | 2006-09-30 | 426 days | $ 47.60 | $ 53.45 | $ 945.90 | $ 1,062.15 | 12.29% | 6.22% |
2006-11-30 | 2007-02-28 | 90 days | $ 60.51 | $ 56.90 | $ 1,062.15 | $ 998.74 | -5.97% | -0.13% |
2007-04-30 | 2007-12-31 | 245 days | $ 63.37 | $ 79.35 | $ 998.74 | $ 1,250.62 | 25.22% | 25.06% |
2011-01-31 | 2011-08-31 | 212 days | $ 73.15 | $ 68.64 | $ 1,250.62 | $ 1,173.46 | -6.17% | 17.35% |
2012-02-29 | 2012-05-31 | 92 days | $ 74.88 | $ 63.63 | $ 1,173.46 | $ 997.21 | -15.02% | -0.28% |
2012-09-30 | 2014-09-30 | 730 days | $ 73.43 | $ 90.62 | $ 997.21 | $ 1,230.66 | 23.41% | 23.07% |
2021-11-30 | 2022-02-28 | 90 days | $ 54.59 | $ 70.58 | $ 1,230.66 | $ 1,591.12 | 29.29% | 59.11% |
Strategy performance | 59.11% |
Strategy annual return | 2.47% |
Strategy max loss | -23.56% |
Strategy max drawdown | -30.94% |
Worst trade performance | -15.02% |
Trade max loss | -16.48% |
Trade max drawdown | -24.54% |
Asset performance | 78.66% |
Asset annual return | 3.82% |
Asset max drawdown | -77.46% |
2005 | -0.02% |
2006 | -10.18% |
2007 | 22.65% |
2008 | 0.00% |
2009 | 0.00% |
2010 | 0.00% |
2011 | -6.17% |
2012 | -17.36% |
2013 | 14.44% |
2014 | 8.70% |
2015 | 0.00% |
2016 | 0.00% |
2017 | 0.00% |
2018 | 0.00% |
2019 | 0.00% |
2020 | 0.00% |
2021 | 1.67% |
2022 | 7.06% |
2023 | 0.00% |
Open | Close | ||
Dates | 2005-03-31 | 2005-04-30 | 30 days |
Prices | $ 42.87 | $ 40.55 | -5.41% |
Capital | $ 1,000.00 | $ 945.90 | -5.41% |
Dates | 2005-07-31 | 2006-09-30 | 426 days |
Prices | $ 47.60 | $ 53.45 | 12.29% |
Capital | $ 945.90 | $ 1,062.15 | 6.22% |
Dates | 2006-11-30 | 2007-02-28 | 90 days |
Prices | $ 60.51 | $ 56.90 | -5.97% |
Capital | $ 1,062.15 | $ 998.74 | -0.13% |
Dates | 2007-04-30 | 2007-12-31 | 245 days |
Prices | $ 63.37 | $ 79.35 | 25.22% |
Capital | $ 998.74 | $ 1,250.62 | 25.06% |
Dates | 2011-01-31 | 2011-08-31 | 212 days |
Prices | $ 73.15 | $ 68.64 | -6.17% |
Capital | $ 1,250.62 | $ 1,173.46 | 17.35% |
Dates | 2012-02-29 | 2012-05-31 | 92 days |
Prices | $ 74.88 | $ 63.63 | -15.02% |
Capital | $ 1,173.46 | $ 997.21 | -0.28% |
Dates | 2012-09-30 | 2014-09-30 | 730 days |
Prices | $ 73.43 | $ 90.62 | 23.41% |
Capital | $ 997.21 | $ 1,230.66 | 23.07% |
Dates | 2021-11-30 | 2022-02-28 | 90 days |
Prices | $ 54.59 | $ 70.58 | 29.29% |
Capital | $ 1,230.66 | $ 1,591.12 | 59.11% |
Strategy performance | 59.11% |
Strategy annual return | 2.47% |
Strategy max loss | -23.56% |
Strategy max drawdown | -30.94% |
Worst trade performance | -15.02% |
Trade max loss | -16.48% |
Trade max drawdown | -24.54% |
Asset performance | 78.66% |
Asset annual return | 3.82% |
Asset max drawdown | -77.46% |
Year | Performance |
2005 | -0.02% |
2006 | -10.18% |
2007 | 22.65% |
2008 | 0.00% |
2009 | 0.00% |
2010 | 0.00% |
2011 | -6.17% |
2012 | -17.36% |
2013 | 14.44% |
2014 | 8.70% |
2015 | 0.00% |
2016 | 0.00% |
2017 | 0.00% |
2018 | 0.00% |
2019 | 0.00% |
2020 | 0.00% |
2021 | 1.67% |
2022 | 7.06% |
2023 | 0.00% |