Equity Curve - vs Benchmarks

$30.0M
Final
+14.3%
CAGR
-40.0%
Max DD
2592
Trades
Annual Returns (25) - Click to expand
YearReturnTrades
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

Top 10 Gainers

Top 10 Losers

V

V
Avg/Trade-2.56%
Win Rate4.5%
Trades22
Avg Hold5d
Best+5.0%
Worst-5.8%
BuySellDaysP&L%
2023-01-252023-02-2127d-3.6%
2019-10-142019-10-184d-2.9%
2019-07-232019-07-307d-1.6%
2018-11-082018-11-124d-5.7%
2015-01-132015-01-141d-3.9%
2014-10-312014-12-0131d+5.0%
2014-04-222014-04-231d-2.5%
2013-06-142013-06-173d-1.2%
2013-04-162013-04-171d-3.4%
2013-03-042013-03-051d-1.5%
2012-12-112012-12-121d-2.6%
2012-10-252012-10-261d-1.4%
2012-07-262012-07-271d-0.1%
2012-05-292012-05-301d-4.2%
2012-04-162012-04-171d-0.9%
2012-03-022012-03-053d-1.9%
2011-12-272011-12-281d-3.1%
2011-11-112011-11-143d-3.3%
2010-06-212010-06-232d-5.8%
2010-01-212010-01-221d-4.0%
2009-08-062009-08-126d-2.1%
2009-06-102009-06-111d-5.6%
Sources: Reuters · Bloomberg · CNBC · WSJ