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 | 15.05% | 15.05% | 12.22% | 15.54% | 6.35% | 12.68% | 6.04% | 14.72% |
| Sharpe Ratio | 0.80 | 0.80 | 0.58 | 0.71 | 0.32 | 0.50 | 0.29 | 0.44 |
| Max Drawdown | -11.02% | -11.02% | -19.19% | -19.26% | -36.34% | -42.59% | -67.35% | -64.24% |
| % Time Invested | 100.0% | 100.0% | 94.3% | 100.0% | 79.9% | 100.0% | 72.5% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.8 | 0.0 | 0.9 | 0.0 | 1.3 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-02-05 | Open | Open | 100% | $271.17 | $325.75 | 20.13% | Mark-to-Market |
| 2025-01-13 | 2025-02-05 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2024-02-14 | 2025-01-13 | Completed | 100% | $241.45 | $254.55 | 5.42% | Stop |
| 2024-01-17 | 2024-02-14 | Interest | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2023-04-05 | 2024-01-17 | Completed | 100% | $187.60 | $222.88 | 18.81% | Signal |
| 2023-03-14 | 2023-04-05 | Interest | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-08-08 | 2023-03-14 | Completed | 100% | $177.44 | $188.01 | 5.96% | Stop |
| 2022-07-15 | 2022-08-08 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2021-05-04 | 2022-07-15 | Completed | 100% | $160.10 | $176.90 | 10.49% | Stop |
| 2020-09-11 | 2021-05-04 | Interest | 100% | $1.00 | $1.01 | 0.72% | Interest Income |
| 2020-05-18 | 2020-09-11 | Completed | 100% | $94.85 | $109.79 | 15.76% | Signal |
| 2020-04-24 | 2020-05-18 | Interest | 100% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-03-31 | 2020-04-24 | Completed | 100% | $102.80 | $95.69 | -6.92% | Stop |
| 2020-03-09 | 2020-03-31 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-09-26 | 2020-03-09 | Completed | 100% | $142.74 | $122.89 | -13.91% | Stop |
| 2019-04-03 | 2019-09-26 | Interest | 100% | $1.00 | $1.01 | 1.00% | Interest Income |
| 2019-04-01 | 2019-04-03 | Completed | 100% | $125.53 | $124.80 | -0.58% | Signal |
| 2018-10-25 | 2019-04-01 | Interest | 100% | $1.00 | $1.01 | 1.17% | Interest Income |
| 2018-04-25 | 2018-10-25 | Completed | 100% | $120.09 | $111.18 | -7.41% | Signal |
| 2018-04-03 | 2018-04-25 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2015-09-17 | 2018-04-03 | Completed | 100% | $83.87 | $116.53 | 38.95% | Stop |
| 2015-08-25 | 2015-09-17 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2011-10-27 | 2015-08-25 | Completed | 100% | $53.67 | $85.88 | 60.03% | Stop |
| 2011-10-05 | 2011-10-27 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-04-21 | 2011-10-05 | Completed | 100% | $38.27 | $44.83 | 17.16% | Stop |
| 2009-10-09 | 2010-04-21 | Interest | 100% | $1.00 | $1.02 | 1.89% | Interest Income |
| 2009-10-02 | 2009-10-09 | Completed | 100% | $38.17 | $39.23 | 2.80% | Signal |
| 2008-07-11 | 2009-10-02 | Interest | 100% | $1.00 | $1.04 | 4.11% | Interest Income |
| 2008-04-01 | 2008-07-11 | Completed | 100% | $37.68 | $35.03 | -7.03% | Stop |
| 2008-03-07 | 2008-04-01 | Interest | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2007-08-29 | 2008-03-07 | Completed | 100% | $39.07 | $37.33 | -4.43% | Stop |
| 2007-08-07 | 2007-08-29 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2006-07-10 | 2007-08-07 | Completed | 100% | $33.43 | $39.41 | 17.89% | Stop |
| 2006-06-15 | 2006-07-10 | Interest | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2005-04-26 | 2006-06-15 | Completed | 100% | $26.08 | $32.72 | 25.47% | Stop |
| 2005-04-04 | 2005-04-26 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2004-11-08 | 2005-04-04 | Completed | 100% | $25.43 | $26.25 | 3.21% | Stop |
| 2004-10-15 | 2004-11-08 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2004-08-17 | 2004-10-15 | Completed | 100% | $25.26 | $23.03 | -8.85% | Stop |
| 2004-07-26 | 2004-08-17 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2004-01-27 | 2004-07-26 | Completed | 100% | $27.74 | $25.49 | -8.12% | Stop |
| 2003-12-05 | 2004-01-27 | Interest | 100% | $1.00 | $1.01 | 0.56% | Interest Income |
| 2003-12-03 | 2003-12-05 | Completed | 100% | $24.38 | $24.59 | 0.86% | Signal |
| 2003-03-26 | 2003-12-03 | Interest | 100% | $1.00 | $1.03 | 2.78% | Interest Income |
| 2003-03-24 | 2003-03-26 | Completed | 100% | $18.78 | $18.45 | -1.73% | Signal |
| 2002-08-06 | 2003-03-24 | Interest | 100% | $1.00 | $1.02 | 2.48% | Interest Income |
| 2002-08-02 | 2002-08-06 | Completed | 100% | $19.73 | $19.17 | -2.82% | Stop |
| 2002-06-26 | 2002-08-02 | Interest | 100% | $1.00 | $1.00 | 0.47% | Interest Income |
| 2002-05-28 | 2002-06-26 | Completed | 100% | $21.87 | $19.14 | -12.48% | Signal |
| 2002-05-03 | 2002-05-28 | Interest | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2001-10-10 | 2002-05-03 | Completed | 100% | $21.99 | $22.45 | 2.12% | Stop |
| 2001-09-18 | 2001-10-10 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2001-08-13 | 2001-09-18 | Completed | 100% | $21.55 | $17.31 | -19.68% | Stop |
| 2001-07-20 | 2001-08-13 | Interest | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2001-04-16 | 2001-07-20 | Completed | 100% | $19.43 | $20.60 | 6.02% | Stop |
| 2001-03-22 | 2001-04-16 | Interest | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2001-01-11 | 2001-03-22 | Completed | 100% | $21.68 | $20.47 | -5.56% | Stop |
| 2000-12-18 | 2001-01-11 | Interest | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2000-10-31 | 2000-12-18 | Completed | 100% | $24.39 | $23.41 | -4.00% | Stop |
| 1999-06-02 | 2000-10-31 | Interest | 100% | $1.00 | $1.09 | 8.77% | Interest Income |
| 1999-05-10 | 1999-06-02 | Completed | 100% | $18.34 | $17.43 | -4.96% | Stop |
| 1999-04-16 | 1999-05-10 | Interest | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 1999-02-22 | 1999-04-16 | Completed | 100% | $16.76 | $16.26 | -2.97% | Stop |
| 1999-01-28 | 1999-02-22 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 1999-01-06 | 1999-01-28 | Completed | 100% | $18.97 | $15.78 | -16.83% | Stop |
| 1998-12-11 | 1999-01-06 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 1998-10-29 | 1998-12-11 | Completed | 100% | $19.20 | $17.01 | -11.40% | Stop |
| 1998-10-07 | 1998-10-29 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 1998-08-28 | 1998-10-07 | Completed | 100% | $17.82 | $15.62 | -12.30% | Stop |
| 1998-08-06 | 1998-08-28 | Interest | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 1998-05-19 | 1998-08-06 | Completed | 100% | $21.16 | $20.20 | -4.54% | Stop |
| 1998-04-27 | 1998-05-19 | Interest | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 1996-08-08 | 1998-04-27 | Completed | 100% | $8.66 | $20.40 | 135.70% | Stop |
| 1996-07-17 | 1996-08-08 | Interest | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 1996-06-03 | 1996-07-17 | Completed | 100% | $9.18 | $8.09 | -11.89% | Stop |
| 1996-05-09 | 1996-06-03 | Interest | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 1995-11-06 | 1996-05-09 | Completed | 100% | $6.70 | $7.89 | 17.79% | Stop |
| 1995-09-13 | 1995-11-06 | Interest | 100% | $1.00 | $1.01 | 0.90% | Interest Income |
| 1995-09-11 | 1995-09-13 | Completed | 100% | $6.16 | $6.40 | 3.76% | Signal |
| 1995-06-05 | 1995-09-11 | Interest | 100% | $1.00 | $1.02 | 1.64% | Interest Income |
Return Distribution Analysis
