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 | $ 31.14 | $ 29.31 | $ 1,000.00 | $ 941.20 | -5.88% | -5.88% |
2005-08-31 | 2006-05-31 | -273 days | $ 32.45 | $ 33.17 | $ 941.20 | $ 962.09 | 2.22% | -3.79% |
2006-08-31 | 2008-01-31 | -518 days | $ 35.90 | $ 53.58 | $ 962.09 | $ 1,435.92 | 49.25% | 43.59% |
2008-04-30 | 2008-06-30 | -61 days | $ 59.58 | $ 56.22 | $ 1,435.92 | $ 1,354.93 | -5.64% | 35.49% |
2008-08-31 | 2009-01-31 | -153 days | $ 62.00 | $ 58.02 | $ 1,354.93 | $ 1,267.94 | -6.42% | 26.79% |
2009-11-30 | 2012-05-31 | -913 days | $ 63.25 | $ 89.34 | $ 1,267.94 | $ 1,790.97 | 41.25% | 79.10% |
2013-02-28 | 2013-08-31 | -184 days | $ 95.90 | $ 94.36 | $ 1,790.97 | $ 1,762.14 | -1.61% | 76.21% |
2014-05-31 | 2014-07-31 | -61 days | $ 101.43 | $ 94.56 | $ 1,762.14 | $ 1,642.84 | -6.77% | 64.28% |
2015-11-30 | 2016-08-31 | -275 days | $ 114.16 | $ 115.66 | $ 1,642.84 | $ 1,664.36 | 1.31% | 66.44% |
2017-01-31 | 2018-02-28 | -393 days | $ 122.57 | $ 157.74 | $ 1,664.36 | $ 2,141.86 | 28.69% | 114.19% |
2018-11-30 | 2019-10-31 | -335 days | $ 188.51 | $ 196.70 | $ 2,141.86 | $ 2,234.82 | 4.34% | 123.48% |
2020-09-30 | 2022-02-28 | -516 days | $ 219.49 | $ 244.77 | $ 2,234.82 | $ 2,492.27 | 11.52% | 149.23% |
2022-11-30 | 2023-09-30 | -304 days | $ 272.79 | $ 263.44 | $ 2,492.27 | $ 2,406.79 | -3.43% | 140.68% |
2023-12-31 | 2024-04-30 | -121 days | $ 296.51 | $ 273.04 | $ 2,406.79 | $ 2,216.17 | -7.92% | 121.62% |
Strategy performance | 121.62% |
Strategy annual return | 4.06% |
Strategy max loss | -30.31% |
Strategy max drawdown | -41.37% |
Worst trade performance | -7.92% |
Trade max loss | -26.15% |
Trade max drawdown | -31.66% |
Asset performance | 718.37% |
Asset annual return | 10.86% |
Asset max drawdown | -44.02% |
2005 | -2.18% |
2006 | 17.01% |
2007 | 32.83% |
2008 | -5.35% |
2009 | -1.29% |
2010 | 22.94% |
2011 | 36.19% |
2012 | -9.80% |
2013 | -1.61% |
2014 | -6.78% |
2015 | 3.48% |
2016 | -6.56% |
2017 | 40.43% |
2018 | -13.17% |
2019 | 10.02% |
2020 | -2.24% |
2021 | 28.97% |
2022 | -8.85% |
2023 | -1.49% |
2024 | -6.72% |
Open | Close | ||
Dates | 2005-03-31 | 2005-04-30 | -30 days |
Prices | $ 31.14 | $ 29.31 | -5.88% |
Capital | $ 1,000.00 | $ 941.20 | -5.88% |
Dates | 2005-08-31 | 2006-05-31 | -273 days |
Prices | $ 32.45 | $ 33.17 | 2.22% |
Capital | $ 941.20 | $ 962.09 | -3.79% |
Dates | 2006-08-31 | 2008-01-31 | -518 days |
Prices | $ 35.90 | $ 53.58 | 49.25% |
Capital | $ 962.09 | $ 1,435.92 | 43.59% |
Dates | 2008-04-30 | 2008-06-30 | -61 days |
Prices | $ 59.58 | $ 56.22 | -5.64% |
Capital | $ 1,435.92 | $ 1,354.93 | 35.49% |
Dates | 2008-08-31 | 2009-01-31 | -153 days |
Prices | $ 62.00 | $ 58.02 | -6.42% |
Capital | $ 1,354.93 | $ 1,267.94 | 26.79% |
Dates | 2009-11-30 | 2012-05-31 | -913 days |
Prices | $ 63.25 | $ 89.34 | 41.25% |
Capital | $ 1,267.94 | $ 1,790.97 | 79.10% |
Dates | 2013-02-28 | 2013-08-31 | -184 days |
Prices | $ 95.90 | $ 94.36 | -1.61% |
Capital | $ 1,790.97 | $ 1,762.14 | 76.21% |
Dates | 2014-05-31 | 2014-07-31 | -61 days |
Prices | $ 101.43 | $ 94.56 | -6.77% |
Capital | $ 1,762.14 | $ 1,642.84 | 64.28% |
Dates | 2015-11-30 | 2016-08-31 | -275 days |
Prices | $ 114.16 | $ 115.66 | 1.31% |
Capital | $ 1,642.84 | $ 1,664.36 | 66.44% |
Dates | 2017-01-31 | 2018-02-28 | -393 days |
Prices | $ 122.57 | $ 157.74 | 28.69% |
Capital | $ 1,664.36 | $ 2,141.86 | 114.19% |
Dates | 2018-11-30 | 2019-10-31 | -335 days |
Prices | $ 188.51 | $ 196.70 | 4.34% |
Capital | $ 2,141.86 | $ 2,234.82 | 123.48% |
Dates | 2020-09-30 | 2022-02-28 | -516 days |
Prices | $ 219.49 | $ 244.77 | 11.52% |
Capital | $ 2,234.82 | $ 2,492.27 | 149.23% |
Dates | 2022-11-30 | 2023-09-30 | -304 days |
Prices | $ 272.79 | $ 263.44 | -3.43% |
Capital | $ 2,492.27 | $ 2,406.79 | 140.68% |
Dates | 2023-12-31 | 2024-04-30 | -121 days |
Prices | $ 296.51 | $ 273.04 | -7.92% |
Capital | $ 2,406.79 | $ 2,216.17 | 121.62% |
Strategy performance | 121.62% |
Strategy annual return | 4.06% |
Strategy max loss | -30.31% |
Strategy max drawdown | -41.37% |
Worst trade performance | -7.92% |
Trade max loss | -26.15% |
Trade max drawdown | -31.66% |
Asset performance | 718.37% |
Asset annual return | 10.86% |
Asset max drawdown | -44.02% |
Year | Performance |
2005 | -2.18% |
2006 | 17.01% |
2007 | 32.83% |
2008 | -5.35% |
2009 | -1.29% |
2010 | 22.94% |
2011 | 36.19% |
2012 | -9.80% |
2013 | -1.61% |
2014 | -6.78% |
2015 | 3.48% |
2016 | -6.56% |
2017 | 40.43% |
2018 | -13.17% |
2019 | 10.02% |
2020 | -2.24% |
2021 | 28.97% |
2022 | -8.85% |
2023 | -1.49% |
2024 | -6.72% |