Moving Average (50/200)
EEM
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-09
Trading Style:
Methodology:
EEM Quality Metrics & KPI Summary
| Metric | Strategy | Buy & Hold | Description |
|---|---|---|---|
| CAGR | 6.39% | 7.18% | Compound Annual Growth Rate. Measures the mean annual growth rate of an investment over a specified period of time longer than one year. |
| Sharpe Ratio | 0.38 | 0.25 | A measure of risk-adjusted return. Higher indicates better return per unit of volatility. |
| Max Drawdown | -43.10% | -66.43% | The maximum loss from a peak to a trough of a portfolio, before a new peak is attained. |
| % Time Invested | 63.3% | 100.0% | The percentage of total simulation time where the strategy held a long position in the asset. |
| Trades / Year | 1.3 | 0.0 | The average number of trade executions per calendar year. Low turnover reduces slippage and tax drag. |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-05-02 | 2026-04-07 | OPEN | 100% | $44.09 | $57.31 | 30.00% | Mark-to-Market |
| 2025-04-09 | 2025-05-02 | INTEREST | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-02-27 | 2025-04-09 | COMPLETED | 100% | $43.26 | $37.83 | -12.55% | Stop |
| 2025-02-04 | 2025-02-27 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2024-01-05 | 2025-02-04 | COMPLETED | 100% | $37.62 | $41.93 | 11.45% | Signal |
| 2023-10-05 | 2024-01-05 | INTEREST | 100% | $1.00 | $1.01 | 1.09% | Interest Income |
| 2023-01-25 | 2023-10-05 | COMPLETED | 100% | $38.86 | $34.78 | -10.49% | Signal |
| 2021-08-25 | 2023-01-25 | INTEREST | 100% | $1.00 | $1.04 | 3.70% | Interest Income |
| 2020-07-27 | 2021-08-25 | COMPLETED | 100% | $38.26 | $45.88 | 19.91% | Signal |
| 2020-03-02 | 2020-07-27 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2019-11-14 | 2020-03-02 | COMPLETED | 100% | $36.63 | $35.59 | -2.84% | Stop |
| 2019-09-04 | 2019-11-14 | INTEREST | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2019-03-12 | 2019-09-04 | COMPLETED | 100% | $36.28 | $34.71 | -4.32% | Signal |
| 2018-06-14 | 2019-03-12 | INTEREST | 100% | $1.00 | $1.02 | 2.12% | Interest Income |
| 2016-04-29 | 2018-06-14 | COMPLETED | 100% | $27.67 | $38.23 | 38.15% | Signal |
| 2015-07-22 | 2016-04-29 | INTEREST | 100% | $1.00 | $1.02 | 1.59% | Interest Income |
| 2015-05-07 | 2015-07-22 | COMPLETED | 100% | $32.99 | $30.13 | -8.68% | Signal |
| 2014-11-17 | 2015-05-07 | INTEREST | 100% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2014-05-02 | 2014-11-17 | COMPLETED | 100% | $31.63 | $31.72 | 0.28% | Signal |
| 2014-04-04 | 2014-05-02 | INTEREST | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2014-03-31 | 2014-04-04 | COMPLETED | 100% | $31.39 | $32.05 | 2.10% | Signal |
| 2014-02-05 | 2014-03-31 | INTEREST | 100% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2013-10-31 | 2014-02-05 | COMPLETED | 100% | $32.63 | $28.87 | -11.53% | Signal |
| 2013-09-13 | 2013-10-31 | INTEREST | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2013-09-09 | 2013-09-13 | COMPLETED | 100% | $30.65 | $31.09 | 1.44% | Signal |
| 2013-06-12 | 2013-09-09 | INTEREST | 100% | $1.00 | $1.01 | 0.63% | Interest Income |
| 2012-10-03 | 2013-06-12 | COMPLETED | 100% | $31.12 | $29.74 | -4.44% | Signal |
| 2012-06-14 | 2012-10-03 | INTEREST | 100% | $1.00 | $1.00 | 0.50% | Interest Income |
| 2012-06-12 | 2012-06-14 | COMPLETED | 100% | $27.88 | $27.93 | 0.16% | Signal |
| 2012-05-18 | 2012-06-12 | INTEREST | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2012-03-06 | 2012-05-18 | COMPLETED | 100% | $31.44 | $27.77 | -11.67% | Stop |
| 2011-08-08 | 2012-03-06 | INTEREST | 100% | $1.00 | $1.01 | 1.17% | Interest Income |
| 2010-08-30 | 2011-08-08 | COMPLETED | 100% | $28.79 | $29.67 | 3.09% | Stop |
| 2010-06-21 | 2010-08-30 | INTEREST | 100% | $1.00 | $1.01 | 0.56% | Interest Income |
| 2010-06-01 | 2010-06-21 | COMPLETED | 100% | $26.80 | $29.11 | 8.62% | Signal |
| 2010-05-07 | 2010-06-01 | INTEREST | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-02-19 | 2010-05-07 | COMPLETED | 100% | $27.91 | $27.26 | -2.32% | Stop |
| 2010-01-27 | 2010-02-19 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2009-05-21 | 2010-01-27 | COMPLETED | 100% | $22.10 | $27.57 | 24.75% | Stop |
| 2008-07-07 | 2009-05-21 | INTEREST | 100% | $1.00 | $1.03 | 2.84% | Interest Income |
| 2008-05-28 | 2008-07-07 | COMPLETED | 100% | $33.83 | $29.92 | -11.56% | Signal |
| 2008-03-11 | 2008-05-28 | INTEREST | 100% | $1.00 | $1.01 | 0.78% | Interest Income |
| 2008-02-12 | 2008-03-11 | COMPLETED | 100% | $30.73 | $31.02 | 0.96% | Signal |
| 2008-01-18 | 2008-02-12 | INTEREST | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2007-12-19 | 2008-01-18 | COMPLETED | 100% | $33.19 | $31.00 | -6.60% | Stop |
| 2007-11-27 | 2007-12-19 | INTEREST | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2007-09-10 | 2007-11-27 | COMPLETED | 100% | $30.06 | $32.24 | 7.28% | Stop |
| 2007-08-16 | 2007-09-10 | INTEREST | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2006-09-28 | 2007-08-16 | COMPLETED | 100% | $21.48 | $26.50 | 23.36% | Stop |
| 2006-07-24 | 2006-09-28 | INTEREST | 100% | $1.00 | $1.01 | 0.89% | Interest Income |
| 2006-06-15 | 2006-07-24 | COMPLETED | 100% | $19.03 | $20.35 | 6.90% | Signal |
| 2006-05-23 | 2006-06-15 | INTEREST | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2004-10-15 | 2006-05-23 | COMPLETED | 100% | $12.26 | $21.30 | 73.66% | Stop |
| 2004-08-26 | 2004-10-15 | INTEREST | 100% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2004-08-24 | 2004-08-26 | COMPLETED | 100% | $11.50 | $11.68 | 1.53% | Signal |
| 2004-06-29 | 2004-08-24 | INTEREST | 100% | $1.00 | $1.01 | 0.67% | Interest Income |
| 2004-06-03 | 2004-06-29 | COMPLETED | 100% | $11.22 | $11.38 | 1.38% | Signal |
| 2004-05-11 | 2004-06-03 | INTEREST | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2004-01-29 | 2004-05-11 | COMPLETED | 100% | $12.25 | $10.91 | -10.94% | Stop |
| 2004-01-27 | 2004-01-29 | INTEREST | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
