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) |
---|---|---|---|---|---|---|---|---|
2006-04-30 | 2007-02-28 | -304 days | $ 14.59 | $ 16.43 | $ 1,000.00 | $ 1,126.10 | 12.61% | 12.61% |
2007-04-30 | 2008-01-31 | -276 days | $ 18.80 | $ 20.55 | $ 1,126.10 | $ 1,230.94 | 9.31% | 23.09% |
2008-05-31 | 2008-09-30 | -122 days | $ 22.84 | $ 20.31 | $ 1,230.94 | $ 1,094.55 | -11.08% | 9.46% |
2009-07-31 | 2010-05-31 | -304 days | $ 22.13 | $ 22.57 | $ 1,094.55 | $ 1,116.33 | 1.99% | 11.63% |
2010-10-31 | 2011-07-31 | -273 days | $ 29.38 | $ 30.58 | $ 1,116.33 | $ 1,161.88 | 4.08% | 16.19% |
2012-08-31 | 2013-03-31 | -212 days | $ 31.65 | $ 32.33 | $ 1,161.88 | $ 1,186.86 | 2.15% | 18.69% |
2013-11-30 | 2014-09-30 | -304 days | $ 35.29 | $ 38.28 | $ 1,186.86 | $ 1,287.39 | 8.47% | 28.74% |
2015-01-31 | 2015-06-30 | -150 days | $ 41.89 | $ 40.30 | $ 1,287.39 | $ 1,238.47 | -3.80% | 23.85% |
2016-07-31 | 2016-09-30 | -61 days | $ 41.04 | $ 39.28 | $ 1,238.47 | $ 1,185.34 | -4.29% | 18.53% |
2017-03-31 | 2018-03-31 | -365 days | $ 44.61 | $ 45.75 | $ 1,185.34 | $ 1,215.68 | 2.56% | 21.57% |
2019-02-28 | 2019-12-31 | -306 days | $ 52.13 | $ 52.98 | $ 1,215.68 | $ 1,235.50 | 1.63% | 23.55% |
2020-07-31 | 2022-01-31 | -549 days | $ 55.45 | $ 81.16 | $ 1,235.50 | $ 1,808.40 | 46.37% | 80.84% |
2023-01-31 | 2023-10-31 | -273 days | $ 88.46 | $ 103.40 | $ 1,808.40 | $ 2,113.84 | 16.89% | 111.38% |
Strategy performance | 111.38% |
Strategy annual return | 4.02% |
Strategy max loss | -34.30% |
Strategy max drawdown | -42.07% |
Worst trade performance | -11.08% |
Trade max loss | -34.33% |
Trade max drawdown | -36.49% |
Asset performance | 760.93% |
Asset annual return | 12.88% |
Asset max drawdown | -42.84% |
2006 | 17.48% |
2007 | 14.98% |
2008 | -11.08% |
2009 | 10.83% |
2010 | 4.27% |
2011 | -4.50% |
2012 | 5.25% |
2013 | -1.31% |
2014 | 3.75% |
2015 | -3.78% |
2016 | -4.31% |
2017 | 6.01% |
2018 | -11.34% |
2019 | 1.63% |
2020 | 16.64% |
2021 | 44.33% |
2022 | 0.00% |
2023 | 16.90% |
2024 | 0.00% |
Open | Close | ||
Dates | 2006-04-30 | 2007-02-28 | -304 days |
Prices | $ 14.59 | $ 16.43 | 12.61% |
Capital | $ 1,000.00 | $ 1,126.10 | 12.61% |
Dates | 2007-04-30 | 2008-01-31 | -276 days |
Prices | $ 18.80 | $ 20.55 | 9.31% |
Capital | $ 1,126.10 | $ 1,230.94 | 23.09% |
Dates | 2008-05-31 | 2008-09-30 | -122 days |
Prices | $ 22.84 | $ 20.31 | -11.08% |
Capital | $ 1,230.94 | $ 1,094.55 | 9.46% |
Dates | 2009-07-31 | 2010-05-31 | -304 days |
Prices | $ 22.13 | $ 22.57 | 1.99% |
Capital | $ 1,094.55 | $ 1,116.33 | 11.63% |
Dates | 2010-10-31 | 2011-07-31 | -273 days |
Prices | $ 29.38 | $ 30.58 | 4.08% |
Capital | $ 1,116.33 | $ 1,161.88 | 16.19% |
Dates | 2012-08-31 | 2013-03-31 | -212 days |
Prices | $ 31.65 | $ 32.33 | 2.15% |
Capital | $ 1,161.88 | $ 1,186.86 | 18.69% |
Dates | 2013-11-30 | 2014-09-30 | -304 days |
Prices | $ 35.29 | $ 38.28 | 8.47% |
Capital | $ 1,186.86 | $ 1,287.39 | 28.74% |
Dates | 2015-01-31 | 2015-06-30 | -150 days |
Prices | $ 41.89 | $ 40.30 | -3.8% |
Capital | $ 1,287.39 | $ 1,238.47 | 23.85% |
Dates | 2016-07-31 | 2016-09-30 | -61 days |
Prices | $ 41.04 | $ 39.28 | -4.29% |
Capital | $ 1,238.47 | $ 1,185.34 | 18.53% |
Dates | 2017-03-31 | 2018-03-31 | -365 days |
Prices | $ 44.61 | $ 45.75 | 2.56% |
Capital | $ 1,185.34 | $ 1,215.68 | 21.57% |
Dates | 2019-02-28 | 2019-12-31 | -306 days |
Prices | $ 52.13 | $ 52.98 | 1.63% |
Capital | $ 1,215.68 | $ 1,235.50 | 23.55% |
Dates | 2020-07-31 | 2022-01-31 | -549 days |
Prices | $ 55.45 | $ 81.16 | 46.37% |
Capital | $ 1,235.50 | $ 1,808.40 | 80.84% |
Dates | 2023-01-31 | 2023-10-31 | -273 days |
Prices | $ 88.46 | $ 103.40 | 16.89% |
Capital | $ 1,808.40 | $ 2,113.84 | 111.38% |
Strategy performance | 111.38% |
Strategy annual return | 4.02% |
Strategy max loss | -34.30% |
Strategy max drawdown | -42.07% |
Worst trade performance | -11.08% |
Trade max loss | -34.33% |
Trade max drawdown | -36.49% |
Asset performance | 760.93% |
Asset annual return | 12.88% |
Asset max drawdown | -42.84% |
Year | Performance |
2006 | 17.48% |
2007 | 14.98% |
2008 | -11.08% |
2009 | 10.83% |
2010 | 4.27% |
2011 | -4.50% |
2012 | 5.25% |
2013 | -1.31% |
2014 | 3.75% |
2015 | -3.78% |
2016 | -4.31% |
2017 | 6.01% |
2018 | -11.34% |
2019 | 1.63% |
2020 | 16.64% |
2021 | 44.33% |
2022 | 0.00% |
2023 | 16.90% |
2024 | 0.00% |