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 | $ 30.43 | $ 29.32 | $ 1,000.00 | $ 963.50 | -3.65% | -3.65% |
2006-01-31 | 2006-07-31 | -181 days | $ 31.51 | $ 31.89 | $ 963.50 | $ 975.16 | 1.21% | -2.48% |
2006-10-31 | 2008-01-31 | -457 days | $ 34.28 | $ 37.00 | $ 975.16 | $ 1,052.49 | 7.93% | 5.25% |
2010-04-30 | 2010-06-30 | -61 days | $ 32.57 | $ 27.43 | $ 1,052.49 | $ 886.41 | -15.78% | -11.36% |
2010-10-31 | 2011-07-31 | -273 days | $ 32.18 | $ 34.68 | $ 886.41 | $ 955.28 | 7.77% | -4.47% |
2012-02-29 | 2012-05-31 | -92 days | $ 37.23 | $ 34.67 | $ 955.28 | $ 889.56 | -6.88% | -11.04% |
2012-09-30 | 2015-06-30 | -1,003 days | $ 36.53 | $ 54.06 | $ 889.56 | $ 1,316.46 | 47.99% | 31.65% |
2016-04-30 | 2018-04-30 | -730 days | $ 56.16 | $ 72.22 | $ 1,316.46 | $ 1,692.97 | 28.60% | 69.30% |
2018-08-31 | 2018-10-31 | -61 days | $ 77.10 | $ 69.88 | $ 1,692.97 | $ 1,534.51 | -9.36% | 53.45% |
2019-04-30 | 2019-05-31 | -31 days | $ 78.01 | $ 72.05 | $ 1,534.51 | $ 1,417.27 | -7.64% | 41.73% |
2019-07-31 | 2020-02-29 | -213 days | $ 77.82 | $ 73.08 | $ 1,417.27 | $ 1,330.96 | -6.09% | 33.10% |
2020-10-31 | 2022-01-31 | -457 days | $ 75.87 | $ 100.74 | $ 1,330.96 | $ 1,767.25 | 32.78% | 76.73% |
2023-01-31 | 2023-05-31 | -120 days | $ 101.85 | $ 96.85 | $ 1,767.25 | $ 1,680.48 | -4.91% | 68.05% |
2023-07-31 | 2023-09-30 | -61 days | $ 110.42 | $ 101.38 | $ 1,680.48 | $ 1,542.85 | -8.19% | 54.29% |
2023-12-31 | still open | -91 days | $ 113.99 | $ 125.96 | $ 1,542.85 | $ 1,704.85 | 10.50% | 70.49% |
Strategy performance | 70.49% |
Strategy annual return | 2.70% |
Strategy max loss | -23.29% |
Strategy max drawdown | -31.57% |
Worst trade performance | -15.78% |
Trade max loss | -15.97% |
Trade max drawdown | -22.84% |
Asset performance | 313.93% |
Asset annual return | 7.40% |
Asset max drawdown | -63.94% |
2005 | -3.65% |
2006 | 3.34% |
2007 | 9.57% |
2008 | 0.00% |
2009 | 0.00% |
2010 | -8.74% |
2011 | -4.28% |
2012 | -3.37% |
2013 | 30.40% |
2014 | 13.11% |
2015 | -0.94% |
2016 | 10.78% |
2017 | 19.40% |
2018 | -17.88% |
2019 | -3.32% |
2020 | 5.16% |
2021 | 24.82% |
2022 | 0.00% |
2023 | -12.70% |
2024 | 11.57% |
Open | Close | ||
Dates | 2005-03-31 | 2005-04-30 | -30 days |
Prices | $ 30.43 | $ 29.32 | -3.65% |
Capital | $ 1,000.00 | $ 963.50 | -3.65% |
Dates | 2006-01-31 | 2006-07-31 | -181 days |
Prices | $ 31.51 | $ 31.89 | 1.21% |
Capital | $ 963.50 | $ 975.16 | -2.48% |
Dates | 2006-10-31 | 2008-01-31 | -457 days |
Prices | $ 34.28 | $ 37.00 | 7.93% |
Capital | $ 975.16 | $ 1,052.49 | 5.25% |
Dates | 2010-04-30 | 2010-06-30 | -61 days |
Prices | $ 32.57 | $ 27.43 | -15.78% |
Capital | $ 1,052.49 | $ 886.41 | -11.36% |
Dates | 2010-10-31 | 2011-07-31 | -273 days |
Prices | $ 32.18 | $ 34.68 | 7.77% |
Capital | $ 886.41 | $ 955.28 | -4.47% |
Dates | 2012-02-29 | 2012-05-31 | -92 days |
Prices | $ 37.23 | $ 34.67 | -6.88% |
Capital | $ 955.28 | $ 889.56 | -11.04% |
Dates | 2012-09-30 | 2015-06-30 | -1,003 days |
Prices | $ 36.53 | $ 54.06 | 47.99% |
Capital | $ 889.56 | $ 1,316.46 | 31.65% |
Dates | 2016-04-30 | 2018-04-30 | -730 days |
Prices | $ 56.16 | $ 72.22 | 28.6% |
Capital | $ 1,316.46 | $ 1,692.97 | 69.30% |
Dates | 2018-08-31 | 2018-10-31 | -61 days |
Prices | $ 77.10 | $ 69.88 | -9.36% |
Capital | $ 1,692.97 | $ 1,534.51 | 53.45% |
Dates | 2019-04-30 | 2019-05-31 | -31 days |
Prices | $ 78.01 | $ 72.05 | -7.64% |
Capital | $ 1,534.51 | $ 1,417.27 | 41.73% |
Dates | 2019-07-31 | 2020-02-29 | -213 days |
Prices | $ 77.82 | $ 73.08 | -6.09% |
Capital | $ 1,417.27 | $ 1,330.96 | 33.10% |
Dates | 2020-10-31 | 2022-01-31 | -457 days |
Prices | $ 75.87 | $ 100.74 | 32.78% |
Capital | $ 1,330.96 | $ 1,767.25 | 76.73% |
Dates | 2023-01-31 | 2023-05-31 | -120 days |
Prices | $ 101.85 | $ 96.85 | -4.91% |
Capital | $ 1,767.25 | $ 1,680.48 | 68.05% |
Dates | 2023-07-31 | 2023-09-30 | -61 days |
Prices | $ 110.42 | $ 101.38 | -8.19% |
Capital | $ 1,680.48 | $ 1,542.85 | 54.29% |
Dates | 2023-12-31 | still open | -91 days |
Prices | $ 113.99 | $ 125.96 | 10.5% |
Capital | $ 1,542.85 | $ 1,704.85 | 70.49% |
Strategy performance | 70.49% |
Strategy annual return | 2.70% |
Strategy max loss | -23.29% |
Strategy max drawdown | -31.57% |
Worst trade performance | -15.78% |
Trade max loss | -15.97% |
Trade max drawdown | -22.84% |
Asset performance | 313.93% |
Asset annual return | 7.40% |
Asset max drawdown | -63.94% |
Year | Performance |
2005 | -3.65% |
2006 | 3.34% |
2007 | 9.57% |
2008 | 0.00% |
2009 | 0.00% |
2010 | -8.74% |
2011 | -4.28% |
2012 | -3.37% |
2013 | 30.40% |
2014 | 13.11% |
2015 | -0.94% |
2016 | 10.78% |
2017 | 19.40% |
2018 | -17.88% |
2019 | -3.32% |
2020 | 5.16% |
2021 | 24.82% |
2022 | 0.00% |
2023 | -12.70% |
2024 | 11.57% |