Equity Curve - vs Benchmarks
Annual Returns (25) - Click to expand
| Year | Return | Trades |
|---|
| 2002 | 4.0% | 49 |
| 2003 | 0.7% | 285 |
| 2004 | -1.6% | 363 |
| 2005 | -6.2% | 370 |
| 2006 | -7.0% | 239 |
| 2007 | -2.6% | 286 |
| 2008 | 35.8% | 8 |
| 2009 | 3.1% | 71 |
| 2010 | 42.7% | 115 |
| 2011 | 17.8% | 111 |
| 2012 | 4.4% | 226 |
| 2013 | -6.4% | 69 |
| 2014 | 77.8% | 76 |
| 2015 | 6.4% | 50 |
| 2016 | 38.3% | 37 |
| 2017 | 10.5% | 4 |
| 2018 | 51.3% | 28 |
| 2019 | 24.1% | 88 |
| 2020 | 9.1% | 12 |
| 2022 | 40.0% | 34 |
| 2023 | -23.6% | 50 |
| 2024 | 24.7% | 8 |
| 2025 | 45.3% | 10 |
| 2026 | -6.8% | 3 |
| 2021 | 81.2% | 0 |
DHR
Avg/Trade-0.66%
Win Rate6.1%
Trades49
Avg Hold3d
Best+59.1%
Worst-5.4%
| Buy Date | Sell Date | Hold Days | P&L% |
|---|
| 2019-10-07 | 2019-10-08 | 1d | -4.8% |
| 2019-08-21 | 2019-08-23 | 2d | -5.4% |
| 2019-06-04 | 2019-07-11 | 37d | 5.8% |
| 2016-09-13 | 2016-09-14 | 1d | -2.5% |
| 2016-07-01 | 2016-08-02 | 32d | 59.1% |
| 2015-01-06 | 2015-01-07 | 1d | -1.4% |
| 2013-07-10 | 2013-07-11 | 1d | -1.2% |
| 2012-11-21 | 2012-11-23 | 2d | -1.1% |
| 2012-05-11 | 2012-05-14 | 3d | -3.0% |
| 2012-01-04 | 2012-01-05 | 1d | -1.5% |
| 2011-06-16 | 2011-06-17 | 1d | -1.5% |
| 2011-03-15 | 2011-03-16 | 1d | -3.9% |
| 2010-12-22 | 2010-12-23 | 1d | -2.0% |
| 2010-09-15 | 2010-09-16 | 1d | -1.7% |
| 2010-06-16 | 2010-06-17 | 1d | -2.3% |
| 2010-02-18 | 2010-02-19 | 1d | -1.4% |
| 2009-06-17 | 2009-06-18 | 1d | -1.5% |
| 2007-12-05 | 2007-12-06 | 1d | -0.7% |
| 2007-08-09 | 2007-08-10 | 1d | -4.0% |
| 2007-05-29 | 2007-05-30 | 1d | -1.2% |
| 2007-02-02 | 2007-02-05 | 3d | -2.2% |
| 2006-12-18 | 2006-12-19 | 1d | -1.7% |
| 2006-07-12 | 2006-07-13 | 1d | -4.1% |
| 2006-05-19 | 2006-05-22 | 3d | -2.0% |
| 2006-04-06 | 2006-04-07 | 1d | -2.5% |
| 2006-02-21 | 2006-02-22 | 1d | -0.0% |
| 2006-01-06 | 2006-01-09 | 3d | -2.4% |
| 2005-11-22 | 2005-11-23 | 1d | -2.6% |
| 2005-10-07 | 2005-10-10 | 3d | -2.3% |
| 2005-08-10 | 2005-08-11 | 1d | -1.1% |
| 2005-06-28 | 2005-06-29 | 1d | -2.7% |
| 2005-05-16 | 2005-05-17 | 1d | -1.8% |
| 2005-04-04 | 2005-04-05 | 1d | -1.6% |
| 2005-02-17 | 2005-02-18 | 1d | -2.6% |
| 2005-01-05 | 2005-01-06 | 1d | -1.9% |
| 2004-11-22 | 2004-11-23 | 1d | -1.8% |
| 2004-10-08 | 2004-10-11 | 3d | -1.2% |
| 2004-08-26 | 2004-08-27 | 1d | -1.4% |
| 2004-06-25 | 2004-06-28 | 3d | -2.0% |
| 2004-05-12 | 2004-05-13 | 1d | -3.5% |
| 2004-03-30 | 2004-03-31 | 1d | -1.5% |
| 2004-02-17 | 2004-02-18 | 1d | -2.9% |
| 2004-01-02 | 2004-01-05 | 3d | -2.1% |
| 2003-11-18 | 2003-11-19 | 1d | -2.2% |
| 2003-10-07 | 2003-10-08 | 1d | -3.6% |
| 2003-08-25 | 2003-08-26 | 1d | -1.5% |
| 2003-07-14 | 2003-07-15 | 1d | -3.1% |
| 2003-05-30 | 2003-06-02 | 3d | -0.3% |
| 2003-04-16 | 2003-04-17 | 1d | 2.5% |