Equity Curve - vs Benchmarks
Annual Returns (25) - Click to expand
| Year | Return | Trades |
|---|
| 2002 | +0.0% | 49 |
| 2003 | -3.2% | 285 |
| 2004 | -5.3% | 363 |
| 2005 | -9.6% | 370 |
| 2006 | -9.5% | 239 |
| 2007 | -4.8% | 286 |
| 2008 | +33.1% | 8 |
| 2009 | -0.8% | 71 |
| 2010 | +39.4% | 115 |
| 2011 | +15.1% | 111 |
| 2012 | +1.7% | 226 |
| 2013 | -8.4% | 69 |
| 2014 | +76.3% | 76 |
| 2015 | +5.2% | 50 |
| 2016 | +36.0% | 37 |
| 2017 | +8.8% | 4 |
| 2018 | +50.6% | 28 |
| 2019 | +22.9% | 88 |
| 2020 | +7.2% | 12 |
| 2021 | +78.1% | 0 |
| 2022 | +39.1% | 34 |
| 2023 | -26.4% | 50 |
| 2024 | +22.6% | 8 |
| 2025 | +43.7% | 10 |
| 2026 | -8.6% | 3 |
CAT
| Buy | Sell | Days | P&L% |
|---|
| 2023-03-21 | 2023-03-22 | 1d | -4.1% |
| 2023-01-11 | 2023-02-01 | 21d | -2.0% |
| 2016-10-14 | 2016-10-17 | 3d | -2.4% |
| 2015-01-23 | 2015-01-26 | 3d | -1.5% |
| 2014-10-23 | 2014-10-24 | 1d | -1.8% |
| 2014-04-17 | 2014-04-21 | 4d | -2.1% |
| 2012-11-30 | 2012-12-03 | 3d | -2.8% |
| 2012-05-16 | 2012-05-17 | 1d | -6.3% |
| 2012-01-05 | 2012-01-06 | 1d | -1.7% |
| 2011-05-16 | 2011-05-17 | 1d | -5.7% |
| 2011-03-01 | 2011-03-02 | 1d | -0.9% |
| 2010-12-29 | 2010-12-30 | 1d | -1.9% |
| 2010-11-15 | 2010-11-16 | 1d | -3.7% |
| 2010-09-10 | 2010-09-13 | 3d | -0.6% |
| 2010-07-26 | 2010-07-27 | 1d | -3.1% |
| 2010-05-27 | 2010-05-28 | 1d | -4.0% |
| 2010-01-26 | 2010-01-27 | 1d | -6.2% |
| 2009-07-10 | 2009-07-13 | 3d | +2.1% |
| 2007-11-07 | 2007-11-08 | 1d | -3.5% |
| 2007-08-13 | 2007-08-14 | 1d | -3.4% |
| 2007-06-05 | 2007-06-06 | 1d | -1.9% |
| 2007-02-26 | 2007-02-27 | 1d | -5.5% |
| 2007-01-09 | 2007-01-10 | 1d | -2.4% |
| 2006-08-11 | 2006-08-14 | 3d | -3.5% |
| 2006-06-29 | 2006-06-30 | 1d | -1.9% |
| 2006-05-09 | 2006-05-10 | 1d | -2.2% |
| 2006-03-22 | 2006-03-23 | 1d | -1.9% |
| 2006-02-06 | 2006-02-07 | 1d | -4.2% |
| 2005-12-01 | 2005-12-02 | 1d | -2.3% |
| 2005-10-19 | 2005-10-20 | 1d | -4.0% |
| 2005-08-31 | 2005-09-01 | 1d | +0.6% |
| 2005-07-20 | 2005-07-21 | 1d | -3.6% |
| 2005-06-07 | 2005-06-08 | 1d | +0.2% |
| 2005-04-25 | 2005-04-26 | 1d | -4.4% |
| 2005-03-11 | 2005-03-14 | 3d | -4.4% |
| 2005-01-27 | 2005-01-28 | 1d | -0.9% |
| 2004-12-14 | 2004-12-15 | 1d | -0.7% |
| 2004-11-01 | 2004-11-02 | 1d | -1.8% |
| 2004-09-07 | 2004-09-08 | 1d | -2.3% |
| 2004-06-23 | 2004-06-24 | 1d | -0.4% |
| 2004-05-10 | 2004-05-11 | 1d | -1.7% |
| 2004-03-26 | 2004-03-29 | 3d | +0.6% |
| 2004-02-12 | 2004-02-13 | 1d | -3.5% |
| 2003-12-30 | 2003-12-31 | 1d | -3.2% |
| 2003-11-14 | 2003-11-17 | 3d | -2.1% |
| 2003-10-03 | 2003-10-06 | 3d | -1.1% |
| 2003-08-21 | 2003-08-22 | 1d | -4.3% |
| 2003-07-10 | 2003-07-11 | 1d | +0.1% |
| 2003-05-28 | 2003-05-29 | 1d | -5.7% |
| 2003-04-14 | 2003-04-15 | 1d | -3.7% |
| 2002-03-05 | 2002-03-06 | 1d | -0.2% |