CB
Chubb Ltd
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
CB Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 10.28% | 15.05% | 9.17% | 15.54% | 8.52% | 12.68% | 10.36% | 14.72% |
| Sharpe Ratio | 0.70 | 0.80 | 0.52 | 0.71 | 0.52 | 0.50 | 0.56 | 0.44 |
| Max Drawdown | -9.41% | -11.02% | -24.89% | -19.26% | -24.89% | -42.59% | -42.57% | -64.24% |
| % Time Invested | 100.0% | 100.0% | 97.8% | 100.0% | 94.4% | 100.0% | 89.3% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 2.8 | 0.0 | 3.4 | 0.0 | 3.8 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-01-30 | Open | Open | 34% | $304.85 | $325.75 | 6.86% | Mark-to-Market |
| 2025-12-03 | Open | Open | 33% | $294.01 | $325.75 | 10.79% | Mark-to-Market |
| 2025-02-05 | Open | Open | 33% | $271.17 | $325.75 | 20.13% | Mark-to-Market |
| 2025-07-09 | 2026-01-30 | Interest | 34% | $1.00 | $1.02 | 2.33% | Interest Income |
| 2025-08-13 | 2025-12-03 | Interest | 33% | $1.00 | $1.01 | 1.26% | Interest Income |
| 2025-05-01 | 2025-08-13 | Completed | 33% | $280.87 | $269.92 | -3.90% | Signal |
| 2023-12-22 | 2025-07-09 | Completed | 34% | $215.87 | $278.68 | 29.09% | Signal |
| 2025-01-31 | 2025-05-01 | Interest | 33% | $1.00 | $1.01 | 1.05% | Interest Income |
| 2025-01-13 | 2025-02-05 | Interest | 33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2023-09-15 | 2025-01-31 | Completed | 33% | $205.82 | $270.39 | 31.37% | Signal |
| 2023-04-03 | 2025-01-13 | Completed | 33% | $187.73 | $254.55 | 35.60% | Stop |
| 2023-11-30 | 2023-12-22 | Interest | 34% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2023-11-28 | 2023-11-30 | Completed | 34% | $221.97 | $219.11 | -1.29% | Signal |
| 2023-09-21 | 2023-11-28 | Interest | 34% | $1.00 | $1.01 | 0.85% | Interest Income |
| 2023-09-15 | 2023-09-21 | Completed | 34% | $205.82 | $207.93 | 1.03% | Signal |
| 2023-07-21 | 2023-09-15 | Interest | 34% | $1.00 | $1.01 | 0.63% | Interest Income |
| 2023-04-25 | 2023-09-15 | Interest | 33% | $1.00 | $1.02 | 1.50% | Interest Income |
| 2023-04-10 | 2023-07-21 | Completed | 34% | $190.27 | $194.16 | 2.05% | Signal |
| 2023-04-10 | 2023-04-25 | Completed | 33% | $190.27 | $192.80 | 1.33% | Signal |
| 2023-03-16 | 2023-04-10 | Interest | 33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-03-16 | 2023-04-10 | Interest | 34% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-03-10 | 2023-04-03 | Interest | 33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-01-30 | 2023-03-16 | Completed | 34% | $218.50 | $178.69 | -18.22% | Stop |
| 2022-11-17 | 2023-03-16 | Completed | 33% | $197.32 | $178.69 | -9.44% | Stop |
| 2022-10-19 | 2023-03-10 | Completed | 33% | $185.75 | $190.79 | 2.71% | Stop |
| 2022-11-29 | 2023-01-30 | Interest | 34% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2022-11-25 | 2022-11-29 | Completed | 34% | $205.86 | $206.43 | 0.28% | Signal |
| 2022-09-27 | 2022-11-25 | Interest | 34% | $1.00 | $1.01 | 0.65% | Interest Income |
| 2022-07-21 | 2022-11-17 | Interest | 33% | $1.00 | $1.01 | 1.14% | Interest Income |
| 2022-09-27 | 2022-10-19 | Interest | 33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2022-07-14 | 2022-09-27 | Completed | 33% | $176.74 | $168.16 | -4.86% | Stop |
| 2020-11-20 | 2022-09-27 | Completed | 34% | $136.25 | $168.16 | 23.42% | Stop |
| 2020-07-30 | 2022-07-21 | Completed | 33% | $119.13 | $174.82 | 46.74% | Signal |
| 2022-06-21 | 2022-07-14 | Interest | 33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2021-06-08 | 2022-06-21 | Completed | 33% | $157.39 | $184.40 | 17.16% | Stop |
| 2020-10-14 | 2021-06-08 | Interest | 33% | $1.00 | $1.01 | 0.81% | Interest Income |
| 2020-04-06 | 2020-11-20 | Interest | 34% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2020-10-08 | 2020-10-14 | Completed | 33% | $110.56 | $109.72 | -0.76% | Signal |
| 2020-09-16 | 2020-10-08 | Interest | 33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-07-07 | 2020-09-16 | Completed | 33% | $117.13 | $108.49 | -7.38% | Stop |
| 2020-03-11 | 2020-07-30 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2020-06-12 | 2020-07-07 | Interest | 33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-05-15 | 2020-06-12 | Completed | 33% | $89.11 | $115.72 | 29.87% | Stop |
| 2020-04-23 | 2020-05-15 | Interest | 33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-03-24 | 2020-04-23 | Completed | 33% | $90.16 | $97.97 | 8.67% | Stop |
| 2020-04-01 | 2020-04-06 | Completed | 34% | $96.71 | $97.94 | 1.27% | Signal |
| 2020-03-10 | 2020-04-01 | Interest | 34% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-02 | 2020-03-24 | Interest | 33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-02-27 | 2020-03-11 | Completed | 33% | $141.54 | $122.34 | -13.56% | Signal |
| 2019-05-07 | 2020-03-10 | Completed | 34% | $130.13 | $125.99 | -3.19% | Stop |
| 2019-10-08 | 2020-03-02 | Completed | 33% | $143.05 | $131.48 | -8.09% | Stop |
| 2020-01-07 | 2020-02-27 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2019-03-25 | 2020-01-07 | Completed | 33% | $122.14 | $139.62 | 14.31% | Signal |
| 2019-04-03 | 2019-10-08 | Interest | 33% | $1.00 | $1.01 | 1.05% | Interest Income |
| 2019-04-03 | 2019-05-07 | Interest | 34% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2019-04-01 | 2019-04-03 | Completed | 34% | $125.53 | $124.80 | -0.58% | Signal |
| 2019-04-01 | 2019-04-03 | Completed | 33% | $125.53 | $124.80 | -0.58% | Signal |
| 2018-12-07 | 2019-04-01 | Interest | 33% | $1.00 | $1.01 | 0.81% | Interest Income |
| 2018-08-02 | 2019-04-01 | Interest | 34% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2018-11-19 | 2019-03-25 | Interest | 33% | $1.00 | $1.01 | 0.91% | Interest Income |
| 2018-11-16 | 2018-12-07 | Completed | 33% | $114.53 | $116.02 | 1.30% | Signal |
| 2018-10-01 | 2018-11-19 | Completed | 33% | $118.50 | $117.05 | -1.23% | Signal |
| 2018-10-25 | 2018-11-16 | Interest | 33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2018-04-18 | 2018-10-25 | Completed | 33% | $119.14 | $111.18 | -6.68% | Stop |
| 2018-08-02 | 2018-10-01 | Interest | 33% | $1.00 | $1.00 | 0.47% | Interest Income |
| 2018-07-31 | 2018-08-02 | Completed | 33% | $122.99 | $121.00 | -1.61% | Signal |
| 2018-07-31 | 2018-08-02 | Completed | 34% | $122.99 | $121.00 | -1.61% | Signal |
| 2018-05-04 | 2018-07-31 | Interest | 34% | $1.00 | $1.01 | 0.69% | Interest Income |
| 2018-03-15 | 2018-07-31 | Interest | 33% | $1.00 | $1.01 | 1.08% | Interest Income |
| 2016-01-08 | 2018-05-04 | Completed | 34% | $93.46 | $114.16 | 22.14% | Signal |
| 2018-03-26 | 2018-04-18 | Interest | 33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2015-09-17 | 2018-03-26 | Completed | 33% | $83.87 | $118.21 | 40.96% | Stop |
| 2017-01-11 | 2018-03-15 | Completed | 33% | $110.67 | $122.51 | 10.70% | Signal |
| 2016-12-16 | 2017-01-11 | Interest | 33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2016-12-14 | 2016-12-16 | Completed | 33% | $112.84 | $112.47 | -0.33% | Signal |
| 2016-11-14 | 2016-12-14 | Interest | 33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2015-10-29 | 2016-11-14 | Completed | 33% | $95.74 | $107.95 | 12.75% | Signal |
| 2015-08-18 | 2016-01-08 | Interest | 34% | $1.00 | $1.01 | 0.85% | Interest Income |
| 2015-05-06 | 2015-10-29 | Interest | 33% | $1.00 | $1.01 | 1.08% | Interest Income |
| 2015-08-25 | 2015-09-17 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-07-22 | 2015-08-25 | Completed | 33% | $87.34 | $85.88 | -1.67% | Stop |
| 2009-09-16 | 2015-08-18 | Completed | 34% | $36.23 | $90.35 | 149.41% | Signal |
| 2015-06-29 | 2015-07-22 | Interest | 33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2011-08-31 | 2015-06-29 | Completed | 33% | $48.22 | $84.67 | 75.58% | Stop |
| 2014-05-13 | 2015-05-06 | Completed | 33% | $82.23 | $87.79 | 6.76% | Signal |
| 2014-04-08 | 2014-05-13 | Interest | 33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2012-09-24 | 2014-04-08 | Completed | 33% | $58.04 | $77.92 | 34.26% | Signal |
| 2012-08-10 | 2012-09-24 | Interest | 33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2011-11-29 | 2012-08-10 | Completed | 33% | $49.74 | $55.53 | 11.65% | Signal |
| 2011-09-07 | 2011-11-29 | Interest | 33% | $1.00 | $1.00 | 0.47% | Interest Income |
| 2010-04-26 | 2011-09-07 | Completed | 33% | $38.59 | $46.60 | 20.76% | Signal |
| 2011-08-09 | 2011-08-31 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-06-16 | 2011-08-09 | Completed | 33% | $37.77 | $44.89 | 18.86% | Stop |
| 2009-10-09 | 2010-06-16 | Interest | 33% | $1.00 | $1.02 | 2.42% | Interest Income |
| 2010-02-02 | 2010-04-26 | Interest | 33% | $1.00 | $1.01 | 0.84% | Interest Income |
| 2009-06-17 | 2010-02-02 | Completed | 33% | $30.70 | $35.45 | 15.48% | Signal |
| 2009-10-02 | 2009-10-09 | Completed | 33% | $38.17 | $39.23 | 2.80% | Signal |
| 2008-08-26 | 2009-10-02 | Interest | 33% | $1.00 | $1.04 | 3.60% | Interest Income |
| 2007-12-18 | 2009-09-16 | Interest | 34% | $1.00 | $1.06 | 6.14% | Interest Income |
| 2008-07-16 | 2009-06-17 | Interest | 33% | $1.00 | $1.03 | 2.99% | Interest Income |
| 2008-07-25 | 2008-08-26 | Completed | 33% | $34.14 | $35.22 | 3.18% | Signal |
| 2008-07-02 | 2008-07-25 | Interest | 33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2008-06-24 | 2008-07-16 | Completed | 33% | $39.04 | $31.95 | -18.17% | Stop |
| 2008-04-10 | 2008-07-02 | Completed | 33% | $39.80 | $38.49 | -3.29% | Stop |
| 2008-03-05 | 2008-06-24 | Interest | 33% | $1.00 | $1.01 | 1.14% | Interest Income |
| 2008-03-18 | 2008-04-10 | Interest | 33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2008-02-14 | 2008-03-18 | Completed | 33% | $39.18 | $38.07 | -2.85% | Stop |
| 2007-12-24 | 2008-03-05 | Completed | 33% | $42.27 | $37.52 | -11.24% | Signal |
| 2008-01-23 | 2008-02-14 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2007-08-28 | 2008-01-23 | Completed | 33% | $39.87 | $39.00 | -2.20% | Stop |
| 2007-09-27 | 2007-12-24 | Interest | 33% | $1.00 | $1.01 | 1.02% | Interest Income |
| 2006-12-15 | 2007-12-18 | Completed | 34% | $41.07 | $42.24 | 2.86% | Signal |
| 2007-06-13 | 2007-09-27 | Completed | 33% | $42.32 | $40.48 | -4.35% | Signal |
| 2007-08-06 | 2007-08-28 | Interest | 33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2007-04-09 | 2007-08-06 | Completed | 33% | $38.97 | $37.67 | -3.35% | Stop |
| 2007-04-11 | 2007-06-13 | Interest | 33% | $1.00 | $1.01 | 0.82% | Interest Income |
| 2006-10-03 | 2007-04-11 | Completed | 33% | $36.51 | $39.28 | 7.57% | Signal |
| 2007-03-15 | 2007-04-09 | Interest | 33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2006-06-29 | 2007-03-15 | Completed | 33% | $33.10 | $36.51 | 10.31% | Stop |
| 2006-09-06 | 2006-12-15 | Interest | 34% | $1.00 | $1.01 | 1.29% | Interest Income |
| 2006-05-08 | 2006-10-03 | Interest | 33% | $1.00 | $1.02 | 2.00% | Interest Income |
| 2005-03-18 | 2006-09-06 | Completed | 34% | $28.53 | $35.87 | 25.72% | Signal |
| 2006-06-07 | 2006-06-29 | Interest | 33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2005-04-26 | 2006-06-07 | Completed | 33% | $26.08 | $33.12 | 27.01% | Stop |
| 2005-07-22 | 2006-05-08 | Completed | 33% | $30.41 | $36.44 | 19.85% | Signal |
| 2005-06-08 | 2005-07-22 | Interest | 33% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2005-04-26 | 2005-06-08 | Completed | 33% | $26.08 | $29.13 | 11.68% | Signal |
| 2005-04-04 | 2005-04-26 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2005-04-04 | 2005-04-26 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2005-01-07 | 2005-04-04 | Completed | 33% | $27.87 | $26.25 | -5.82% | Stop |
| 2004-11-08 | 2005-04-04 | Completed | 33% | $25.43 | $26.25 | 3.21% | Stop |
| 2004-10-18 | 2005-03-18 | Interest | 34% | $1.00 | $1.02 | 1.74% | Interest Income |
| 2004-06-29 | 2005-01-07 | Interest | 33% | $1.00 | $1.02 | 2.24% | Interest Income |
| 2004-10-15 | 2004-11-08 | Interest | 33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2004-09-28 | 2004-10-18 | Completed | 34% | $24.76 | $22.70 | -8.33% | Stop |
| 2004-06-16 | 2004-10-15 | Completed | 33% | $27.03 | $23.03 | -14.82% | Stop |
| 2004-09-03 | 2004-09-28 | Interest | 34% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2003-07-01 | 2004-09-03 | Completed | 34% | $21.70 | $24.78 | 14.20% | Stop |
| 2003-11-28 | 2004-06-29 | Completed | 33% | $23.06 | $27.32 | 18.45% | Signal |
| 2004-05-21 | 2004-06-16 | Interest | 33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2004-03-02 | 2004-05-21 | Completed | 33% | $28.64 | $25.68 | -10.31% | Stop |
| 2003-12-05 | 2004-03-02 | Interest | 33% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2003-12-03 | 2003-12-05 | Completed | 33% | $24.38 | $24.59 | 0.86% | Signal |
| 2003-03-26 | 2003-12-03 | Interest | 33% | $1.00 | $1.03 | 2.78% | Interest Income |
| 2003-10-10 | 2003-11-28 | Interest | 33% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2003-05-20 | 2003-10-10 | Completed | 33% | $21.34 | $21.92 | 2.71% | Signal |
| 2003-03-26 | 2003-07-01 | Interest | 34% | $1.00 | $1.01 | 0.95% | Interest Income |
| 2003-03-26 | 2003-05-20 | Interest | 33% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2003-03-24 | 2003-03-26 | Completed | 33% | $18.78 | $18.45 | -1.73% | Signal |
| 2003-03-24 | 2003-03-26 | Completed | 34% | $18.78 | $18.45 | -1.73% | Signal |
| 2003-03-24 | 2003-03-26 | Completed | 33% | $18.78 | $18.45 | -1.73% | Signal |
| 2003-01-27 | 2003-03-24 | Interest | 33% | $1.00 | $1.01 | 0.59% | Interest Income |
| 2002-09-11 | 2003-03-24 | Interest | 34% | $1.00 | $1.02 | 2.06% | Interest Income |
| 2002-08-02 | 2003-03-24 | Interest | 33% | $1.00 | $1.03 | 2.51% | Interest Income |
| 2002-11-01 | 2003-01-27 | Completed | 33% | $19.15 | $17.52 | -8.56% | Stop |
| 2002-08-06 | 2002-11-01 | Interest | 33% | $1.00 | $1.01 | 0.97% | Interest Income |
| 2002-07-23 | 2002-09-11 | Completed | 34% | $15.18 | $19.78 | 30.31% | Signal |
| 2002-08-02 | 2002-08-06 | Completed | 33% | $19.73 | $19.17 | -2.82% | Stop |
| 2002-07-23 | 2002-08-02 | Completed | 33% | $15.18 | $19.73 | 29.94% | Signal |
| 2002-06-20 | 2002-08-02 | Interest | 33% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2002-06-28 | 2002-07-23 | Interest | 34% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2002-06-28 | 2002-07-23 | Interest | 33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2002-05-28 | 2002-06-28 | Completed | 34% | $21.87 | $18.80 | -14.04% | Stop |
| 2002-05-24 | 2002-06-28 | Completed | 33% | $21.78 | $18.80 | -13.67% | Stop |
| 2002-05-28 | 2002-06-20 | Completed | 33% | $21.87 | $20.30 | -7.17% | Signal |
| 2002-05-03 | 2002-05-28 | Interest | 33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2002-05-03 | 2002-05-28 | Interest | 34% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2002-05-02 | 2002-05-24 | Interest | 33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2002-02-21 | 2002-05-03 | Completed | 34% | $25.92 | $22.45 | -13.39% | Stop |
| 2001-12-18 | 2002-05-03 | Completed | 33% | $23.20 | $22.45 | -3.23% | Stop |
| 2002-02-15 | 2002-05-02 | Completed | 33% | $26.59 | $23.39 | -12.01% | Stop |
| 2001-07-11 | 2002-02-21 | Interest | 34% | $1.00 | $1.03 | 2.90% | Interest Income |
| 2002-01-24 | 2002-02-15 | Interest | 33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2001-10-10 | 2002-01-24 | Completed | 33% | $21.99 | $22.68 | 3.14% | Stop |
| 2001-09-18 | 2001-12-18 | Interest | 33% | $1.00 | $1.01 | 1.17% | Interest Income |
| 2001-09-18 | 2001-10-10 | Interest | 33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2001-08-09 | 2001-09-18 | Completed | 33% | $21.54 | $17.31 | -19.66% | Stop |
| 2001-07-19 | 2001-09-18 | Completed | 33% | $20.94 | $17.31 | -17.33% | Stop |
| 2001-07-18 | 2001-08-09 | Interest | 33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2001-03-23 | 2001-07-19 | Interest | 33% | $1.00 | $1.02 | 1.66% | Interest Income |
| 2001-04-11 | 2001-07-18 | Completed | 33% | $20.49 | $21.76 | 6.21% | Stop |
| 2001-04-17 | 2001-07-11 | Completed | 34% | $19.33 | $21.95 | 13.56% | Signal |
| 2001-03-23 | 2001-04-17 | Interest | 34% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2001-03-20 | 2001-04-11 | Interest | 33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2001-01-30 | 2001-03-23 | Completed | 33% | $23.47 | $20.32 | -13.39% | Stop |
| 2001-01-30 | 2001-03-23 | Completed | 34% | $23.47 | $20.32 | -13.39% | Stop |
| 2001-01-11 | 2001-03-20 | Completed | 33% | $21.68 | $21.74 | 0.28% | Stop |
| 2001-01-05 | 2001-01-30 | Interest | 33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2001-01-05 | 2001-01-30 | Interest | 34% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2000-12-18 | 2001-01-11 | Interest | 33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2000-06-08 | 2001-01-05 | Completed | 34% | $17.97 | $22.28 | 23.97% | Stop |
| 2000-04-03 | 2001-01-05 | Completed | 33% | $13.54 | $22.28 | 64.50% | Stop |
| 2000-12-06 | 2000-12-18 | Completed | 33% | $24.61 | $23.41 | -4.88% | Stop |
| 1999-07-19 | 2000-12-06 | Interest | 33% | $1.00 | $1.09 | 8.58% | Interest Income |
| 1998-12-04 | 2000-06-08 | Interest | 34% | $1.00 | $1.09 | 8.88% | Interest Income |
| 1999-06-30 | 2000-04-03 | Interest | 33% | $1.00 | $1.05 | 4.66% | Interest Income |
| 1999-06-17 | 1999-07-19 | Completed | 33% | $17.10 | $15.16 | -11.35% | Stop |
| 1999-05-19 | 1999-06-30 | Completed | 33% | $18.88 | $16.66 | -11.79% | Stop |
| 1999-05-25 | 1999-06-17 | Interest | 33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 1999-05-07 | 1999-05-25 | Completed | 33% | $17.86 | $18.23 | 2.04% | Stop |
| 1998-09-15 | 1999-05-19 | Interest | 33% | $1.00 | $1.03 | 3.29% | Interest Income |
| 1999-04-15 | 1999-05-07 | Interest | 33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 1999-02-18 | 1999-04-15 | Completed | 33% | $16.29 | $16.52 | 1.40% | Stop |
| 1999-01-26 | 1999-02-18 | Interest | 33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 1999-01-08 | 1999-01-26 | Completed | 33% | $18.87 | $16.80 | -10.96% | Stop |
| 1998-12-15 | 1999-01-08 | Interest | 33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 1998-12-04 | 1998-12-15 | Completed | 33% | $18.48 | $16.25 | -12.06% | Stop |
| 1998-11-11 | 1998-12-04 | Interest | 33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 1998-10-29 | 1998-12-04 | Completed | 34% | $19.20 | $18.48 | -3.77% | Signal |
| 1998-10-29 | 1998-11-11 | Completed | 33% | $19.20 | $16.93 | -11.86% | Stop |
| 1998-10-07 | 1998-10-29 | Interest | 34% | $1.00 | $1.00 | 0.29% | Interest Income |
| 1998-10-07 | 1998-10-29 | Interest | 33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 1998-09-24 | 1998-10-07 | Completed | 33% | $18.10 | $15.62 | -13.70% | Stop |
| 1998-08-28 | 1998-10-07 | Completed | 34% | $17.82 | $15.62 | -12.30% | Stop |
| 1998-09-01 | 1998-09-24 | Interest | 33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 1998-08-28 | 1998-09-15 | Completed | 33% | $17.82 | $17.53 | -1.62% | Signal |
| 1998-08-25 | 1998-09-01 | Completed | 33% | $19.37 | $16.37 | -15.46% | Stop |
| 1998-08-06 | 1998-08-28 | Interest | 33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 1998-08-06 | 1998-08-28 | Interest | 34% | $1.00 | $1.00 | 0.33% | Interest Income |
| 1998-08-03 | 1998-08-25 | Interest | 33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 1996-10-02 | 1998-08-06 | Completed | 33% | $10.20 | $20.20 | 98.01% | Stop |
| 1995-06-07 | 1998-08-06 | Completed | 34% | $4.68 | $20.20 | 331.34% | Stop |
| 1998-05-19 | 1998-08-03 | Completed | 33% | $21.16 | $21.21 | 0.23% | Stop |
| 1998-04-27 | 1998-05-19 | Interest | 33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 1996-08-07 | 1998-04-27 | Completed | 33% | $8.37 | $20.40 | 143.65% | Stop |
| 1996-09-10 | 1996-10-02 | Interest | 33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 1996-08-22 | 1996-09-10 | Completed | 33% | $8.84 | $8.84 | 0.00% | Signal |
| 1996-07-31 | 1996-08-22 | Interest | 33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 1996-07-16 | 1996-08-07 | Interest | 33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 1995-06-07 | 1996-07-31 | Completed | 33% | $4.68 | $8.28 | 76.82% | Signal |
| 1996-05-31 | 1996-07-16 | Completed | 33% | $9.18 | $8.00 | -12.91% | Stop |
| 1996-05-08 | 1996-05-31 | Interest | 33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 1995-12-08 | 1996-05-08 | Completed | 33% | $7.26 | $7.78 | 7.12% | Stop |
| 1995-11-10 | 1995-12-08 | Interest | 33% | $1.00 | $1.00 | 0.43% | Interest Income |
| 1995-11-08 | 1995-11-10 | Completed | 33% | $6.91 | $6.75 | -2.36% | Signal |
| 1995-09-13 | 1995-11-08 | Interest | 33% | $1.00 | $1.01 | 0.94% | Interest Income |
| 1995-09-11 | 1995-09-13 | Completed | 33% | $6.16 | $6.40 | 3.76% | Signal |
| 1995-06-05 | 1995-09-11 | Interest | 33% | $1.00 | $1.02 | 1.64% | Interest Income |
| 1995-06-05 | 1995-06-07 | Interest | 33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 1995-06-05 | 1995-06-07 | Interest | 34% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
