GS
Goldman Sachs Group Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
GS Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 59.46% | 68.46% | 10.57% | 23.68% | 13.39% | 21.09% | 10.03% | 11.72% |
| Sharpe Ratio | 1.90 | 1.95 | 0.46 | 0.77 | 0.65 | 0.65 | 0.55 | 0.33 |
| Max Drawdown | -15.17% | -19.42% | -32.38% | -32.84% | -32.38% | -48.75% | -32.38% | -78.84% |
| % Time Invested | 95.2% | 100.0% | 85.5% | 100.0% | 87.0% | 100.0% | 83.0% | 100.0% |
| Trades / Year | 5.0 | 0.0 | 6.0 | 0.0 | 5.5 | 0.0 | 4.6 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-04-01 | Open | Open | 33% | $859.95 | $905.60 | 5.31% | Mark-to-Market |
| 2026-04-01 | Open | Open | 34% | $859.95 | $905.60 | 5.31% | Mark-to-Market |
| 2026-03-25 | Open | Open | 33% | $845.01 | $905.60 | 7.17% | Mark-to-Market |
| 2026-03-10 | 2026-04-01 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2026-03-10 | 2026-04-01 | Interest | 34% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2026-03-03 | 2026-03-25 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2025-07-25 | 2026-03-10 | Completed | 33% | $709.65 | $834.68 | 17.62% | Stop |
| 2025-04-30 | 2026-03-10 | Completed | 34% | $524.89 | $834.68 | 59.02% | Stop |
| 2025-04-30 | 2026-03-03 | Completed | 33% | $524.89 | $836.00 | 59.27% | Stop |
| 2025-07-02 | 2025-07-25 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-06-30 | 2025-07-02 | Completed | 33% | $703.26 | $697.88 | -0.77% | Signal |
| 2025-05-14 | 2025-06-30 | Interest | 33% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2025-04-30 | 2025-05-14 | Completed | 33% | $524.89 | $591.55 | 12.70% | Signal |
| 2025-04-07 | 2025-04-30 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest | 34% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-01 | 2025-04-07 | Completed | 33% | $532.22 | $437.83 | -17.74% | Stop |
| 2025-04-01 | 2025-04-07 | Completed | 34% | $532.22 | $437.83 | -17.74% | Stop |
| 2025-03-27 | 2025-04-07 | Completed | 33% | $553.53 | $437.83 | -20.90% | Stop |
| 2025-03-10 | 2025-04-01 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-03-10 | 2025-04-01 | Interest | 34% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-03-05 | 2025-03-27 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-01-12 | 2025-03-10 | Completed | 33% | $364.87 | $531.29 | 45.61% | Stop |
| 2024-01-12 | 2025-03-10 | Completed | 34% | $364.87 | $531.29 | 45.61% | Stop |
| 2024-08-28 | 2025-03-05 | Completed | 33% | $488.54 | $570.28 | 16.73% | Stop |
| 2024-08-06 | 2024-08-28 | Interest | 33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2024-02-27 | 2024-08-06 | Completed | 33% | $373.36 | $444.58 | 19.08% | Stop |
| 2023-12-19 | 2024-02-27 | Interest | 33% | $1.00 | $1.01 | 0.73% | Interest Income |
| 2023-12-19 | 2024-01-12 | Interest | 33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2023-12-19 | 2024-01-12 | Interest | 34% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2023-12-15 | 2023-12-19 | Completed | 33% | $361.87 | $357.89 | -1.10% | Signal |
| 2023-12-15 | 2023-12-19 | Completed | 34% | $361.87 | $357.89 | -1.10% | Signal |
| 2023-12-15 | 2023-12-19 | Completed | 33% | $361.87 | $357.89 | -1.10% | Signal |
| 2023-10-27 | 2023-12-15 | Interest | 33% | $1.00 | $1.01 | 0.59% | Interest Income |
| 2023-07-20 | 2023-12-15 | Interest | 34% | $1.00 | $1.02 | 1.79% | Interest Income |
| 2023-04-20 | 2023-12-15 | Interest | 33% | $1.00 | $1.03 | 2.70% | Interest Income |
| 2023-09-05 | 2023-10-27 | Completed | 33% | $309.03 | $280.91 | -9.10% | Signal |
| 2023-04-26 | 2023-09-05 | Interest | 33% | $1.00 | $1.01 | 1.36% | Interest Income |
| 2023-04-10 | 2023-07-20 | Completed | 34% | $299.57 | $317.54 | 6.00% | Signal |
| 2023-04-10 | 2023-04-26 | Completed | 33% | $299.57 | $313.67 | 4.71% | Signal |
| 2023-04-18 | 2023-04-20 | Completed | 33% | $304.77 | $311.23 | 2.12% | Signal |
| 2023-01-24 | 2023-04-18 | Interest | 33% | $1.00 | $1.01 | 0.82% | Interest Income |
| 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 |
| 2022-12-22 | 2023-03-16 | Completed | 34% | $320.28 | $287.12 | -10.35% | Stop |
| 2022-09-14 | 2023-03-16 | Completed | 33% | $301.04 | $287.12 | -4.63% | Stop |
| 2022-10-18 | 2023-01-24 | Completed | 33% | $294.83 | $313.67 | 6.39% | Signal |
| 2022-11-04 | 2022-12-22 | Interest | 34% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2022-11-01 | 2022-11-04 | Completed | 34% | $316.33 | $324.46 | 2.57% | Signal |
| 2022-08-18 | 2022-11-01 | Interest | 34% | $1.00 | $1.01 | 0.74% | Interest Income |
| 2022-09-26 | 2022-10-18 | Interest | 33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2022-07-08 | 2022-09-26 | Completed | 33% | $273.36 | $274.05 | 0.25% | Stop |
| 2022-08-18 | 2022-09-14 | Interest | 33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-08-16 | 2022-08-18 | Completed | 33% | $321.11 | $320.81 | -0.09% | Signal |
| 2022-08-16 | 2022-08-18 | Completed | 34% | $321.11 | $320.81 | -0.09% | Signal |
| 2022-04-14 | 2022-08-16 | Interest | 34% | $1.00 | $1.01 | 0.97% | Interest Income |
| 2022-01-24 | 2022-08-16 | Interest | 33% | $1.00 | $1.01 | 1.45% | Interest Income |
| 2022-06-14 | 2022-07-08 | Interest | 33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2022-05-03 | 2022-06-14 | Completed | 33% | $281.66 | $258.65 | -8.17% | Stop |
| 2022-04-08 | 2022-05-03 | Interest | 33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-02-15 | 2022-04-14 | Completed | 34% | $327.27 | $296.99 | -9.25% | Signal |
| 2022-02-15 | 2022-04-08 | Completed | 33% | $327.27 | $283.53 | -13.37% | Stop |
| 2022-01-24 | 2022-02-15 | Interest | 34% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2022-01-24 | 2022-02-15 | Interest | 33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2022-01-13 | 2022-01-24 | Completed | 33% | $354.20 | $303.20 | -14.40% | Stop |
| 2020-10-28 | 2022-01-24 | Completed | 34% | $168.08 | $303.20 | 80.39% | Stop |
| 2020-07-10 | 2022-01-24 | Completed | 33% | $171.92 | $303.20 | 76.36% | Stop |
| 2021-12-21 | 2022-01-13 | Interest | 33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-11-24 | 2021-12-21 | Completed | 33% | $203.04 | $338.36 | 66.65% | Stop |
| 2020-11-02 | 2020-11-24 | Interest | 33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-07-21 | 2020-11-02 | Completed | 33% | $185.35 | $168.68 | -8.99% | Stop |
| 2020-06-11 | 2020-10-28 | Interest | 34% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2019-09-17 | 2020-07-21 | Interest | 33% | $1.00 | $1.01 | 1.06% | Interest Income |
| 2020-04-20 | 2020-07-10 | Interest | 33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2020-03-24 | 2020-06-11 | Completed | 34% | $125.25 | $178.76 | 42.72% | Signal |
| 2020-03-24 | 2020-04-20 | Completed | 33% | $125.25 | $155.95 | 24.51% | Signal |
| 2020-03-02 | 2020-03-24 | Interest | 33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-03-02 | 2020-03-24 | Interest | 34% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-09-04 | 2020-03-02 | Completed | 34% | $172.83 | $174.79 | 1.14% | Stop |
| 2019-04-15 | 2020-03-02 | Completed | 33% | $173.20 | $174.79 | 0.92% | Stop |
| 2019-09-13 | 2019-09-17 | Completed | 33% | $189.00 | $185.10 | -2.06% | Signal |
| 2019-03-21 | 2019-09-13 | Interest | 33% | $1.00 | $1.01 | 1.02% | Interest Income |
| 2019-03-21 | 2019-09-04 | Interest | 34% | $1.00 | $1.01 | 0.97% | Interest Income |
| 2019-03-21 | 2019-04-15 | Interest | 33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2019-03-19 | 2019-03-21 | Completed | 33% | $173.85 | $163.69 | -5.85% | Stop |
| 2019-03-19 | 2019-03-21 | Completed | 34% | $173.85 | $163.69 | -5.85% | Stop |
| 2019-03-19 | 2019-03-21 | Completed | 33% | $173.85 | $163.69 | -5.85% | Stop |
| 2019-01-16 | 2019-03-19 | Interest | 33% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2018-08-20 | 2019-03-19 | Interest | 34% | $1.00 | $1.02 | 1.65% | Interest Income |
| 2018-08-02 | 2019-03-19 | Interest | 33% | $1.00 | $1.02 | 1.78% | Interest Income |
| 2019-01-04 | 2019-01-16 | Completed | 33% | $146.20 | $158.04 | 8.10% | Signal |
| 2018-12-11 | 2019-01-04 | Interest | 33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-11-16 | 2018-12-11 | Completed | 33% | $170.82 | $153.94 | -9.88% | Stop |
| 2018-10-25 | 2018-11-16 | Interest | 33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2018-05-18 | 2018-10-25 | Completed | 33% | $199.05 | $177.84 | -10.66% | Stop |
| 2018-07-19 | 2018-08-20 | Completed | 34% | $193.89 | $196.43 | 1.31% | Signal |
| 2018-07-31 | 2018-08-02 | Completed | 33% | $200.93 | $196.26 | -2.33% | Signal |
| 2018-05-31 | 2018-07-31 | Interest | 33% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2018-06-26 | 2018-07-19 | Interest | 34% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2017-12-19 | 2018-06-26 | Completed | 34% | $218.09 | $186.07 | -14.68% | Stop |
| 2017-09-29 | 2018-05-31 | Completed | 33% | $195.31 | $190.73 | -2.34% | Signal |
| 2018-04-26 | 2018-05-18 | Interest | 33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2017-04-03 | 2018-04-26 | Completed | 33% | $189.85 | $200.03 | 5.36% | Stop |
| 2017-10-31 | 2017-12-19 | Interest | 34% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2016-11-11 | 2017-10-31 | Completed | 34% | $162.71 | $200.02 | 22.93% | Signal |
| 2017-06-05 | 2017-09-29 | Interest | 33% | $1.00 | $1.01 | 0.72% | Interest Income |
| 2016-07-15 | 2017-06-05 | Completed | 33% | $133.15 | $176.48 | 32.54% | Signal |
| 2016-11-18 | 2017-04-03 | Interest | 33% | $1.00 | $1.01 | 0.88% | Interest Income |
| 2016-11-16 | 2016-11-18 | Completed | 33% | $170.18 | $172.25 | 1.22% | Signal |
| 2016-07-19 | 2016-11-16 | Interest | 33% | $1.00 | $1.01 | 0.56% | Interest Income |
| 2016-07-19 | 2016-11-11 | Interest | 34% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2016-07-15 | 2016-07-19 | Completed | 34% | $133.15 | $132.46 | -0.52% | Signal |
| 2016-07-15 | 2016-07-19 | Completed | 33% | $133.15 | $132.46 | -0.52% | Signal |
| 2016-06-17 | 2016-07-15 | Interest | 33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2015-12-22 | 2016-07-15 | Interest | 34% | $1.00 | $1.01 | 1.02% | Interest Income |
| 2015-09-30 | 2016-07-15 | Interest | 33% | $1.00 | $1.02 | 1.52% | Interest Income |
| 2016-03-08 | 2016-06-17 | Completed | 33% | $125.39 | $119.88 | -4.40% | Stop |
| 2016-02-12 | 2016-03-08 | Interest | 33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2016-02-01 | 2016-02-12 | Completed | 33% | $130.04 | $116.54 | -10.39% | Stop |
| 2016-01-07 | 2016-02-01 | Interest | 33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2015-09-16 | 2016-01-07 | Completed | 33% | $151.86 | $135.12 | -11.02% | Stop |
| 2015-09-17 | 2015-12-22 | Completed | 34% | $152.25 | $145.03 | -4.74% | Signal |
| 2015-09-17 | 2015-09-30 | Completed | 33% | $152.25 | $141.05 | -7.36% | Signal |
| 2015-08-25 | 2015-09-17 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-08-25 | 2015-09-17 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-08-24 | 2015-09-16 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-04-28 | 2015-08-25 | Completed | 33% | $157.48 | $149.67 | -4.96% | Stop |
| 2014-10-01 | 2015-08-25 | Completed | 34% | $146.11 | $149.67 | 2.44% | Stop |
| 2014-05-02 | 2015-08-24 | Completed | 33% | $127.15 | $143.69 | 13.00% | Stop |
| 2015-04-06 | 2015-04-28 | Interest | 33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2014-08-01 | 2015-04-06 | Completed | 33% | $137.06 | $152.65 | 11.37% | Signal |
| 2014-09-09 | 2014-10-01 | Interest | 34% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2014-08-29 | 2014-09-09 | Completed | 34% | $142.23 | $141.92 | -0.22% | Signal |
| 2014-07-14 | 2014-08-29 | Interest | 34% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2014-04-23 | 2014-08-01 | Interest | 33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2012-11-29 | 2014-07-14 | Completed | 34% | $93.54 | $132.93 | 42.11% | Signal |
| 2014-04-09 | 2014-05-02 | Interest | 33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2012-09-25 | 2014-04-23 | Completed | 33% | $90.92 | $126.99 | 39.68% | Signal |
| 2013-04-10 | 2014-04-09 | Completed | 33% | $115.21 | $124.50 | 8.06% | Stop |
| 2011-05-17 | 2013-04-10 | Interest | 33% | $1.00 | $1.04 | 3.85% | Interest Income |
| 2012-10-05 | 2012-11-29 | Interest | 34% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2012-06-19 | 2012-10-05 | Completed | 34% | $72.87 | $93.79 | 28.70% | Signal |
| 2012-07-11 | 2012-09-25 | Interest | 33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2012-06-06 | 2012-07-11 | Completed | 33% | $71.90 | $72.55 | 0.90% | Signal |
| 2011-07-11 | 2012-06-19 | Interest | 34% | $1.00 | $1.02 | 1.96% | Interest Income |
| 2012-05-14 | 2012-06-06 | Interest | 33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2012-02-29 | 2012-05-14 | Completed | 33% | $89.61 | $77.57 | -13.43% | Stop |
| 2011-04-20 | 2012-02-29 | Interest | 33% | $1.00 | $1.02 | 2.04% | Interest Income |
| 2011-06-07 | 2011-07-11 | Completed | 34% | $102.34 | $101.09 | -1.21% | Signal |
| 2011-05-13 | 2011-06-07 | Interest | 34% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2011-05-12 | 2011-05-17 | Completed | 33% | $110.89 | $106.54 | -3.92% | Signal |
| 2011-01-04 | 2011-05-13 | Completed | 34% | $131.79 | $108.16 | -17.93% | Stop |
| 2011-04-19 | 2011-05-12 | Interest | 33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-10-12 | 2011-04-20 | Completed | 33% | $114.43 | $116.35 | 1.67% | Signal |
| 2010-05-11 | 2011-04-19 | Completed | 33% | $107.16 | $118.56 | 10.64% | Stop |
| 2010-05-25 | 2011-01-04 | Interest | 34% | $1.00 | $1.02 | 1.77% | Interest Income |
| 2010-01-22 | 2010-10-12 | Interest | 33% | $1.00 | $1.02 | 2.34% | Interest Income |
| 2010-05-19 | 2010-05-25 | Completed | 34% | $103.81 | $101.39 | -2.33% | Signal |
| 2010-04-27 | 2010-05-19 | Interest | 34% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2010-04-19 | 2010-05-11 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2010-02-16 | 2010-04-27 | Completed | 34% | $116.61 | $113.07 | -3.03% | Stop |
| 2010-02-03 | 2010-04-19 | Completed | 33% | $118.57 | $117.09 | -1.25% | Stop |
| 2010-01-22 | 2010-02-16 | Interest | 34% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2008-08-19 | 2010-02-03 | Interest | 33% | $1.00 | $1.05 | 4.88% | Interest Income |
| 2009-06-04 | 2010-01-22 | Completed | 34% | $108.15 | $119.15 | 10.18% | Stop |
| 2009-03-17 | 2010-01-22 | Completed | 33% | $69.08 | $119.15 | 72.48% | Stop |
| 2007-11-09 | 2009-06-04 | Interest | 34% | $1.00 | $1.06 | 5.51% | Interest Income |
| 2008-08-18 | 2009-03-17 | Interest | 33% | $1.00 | $1.02 | 1.82% | Interest Income |
| 2008-08-05 | 2008-08-19 | Completed | 33% | $132.27 | $117.19 | -11.40% | Signal |
| 2008-07-24 | 2008-08-18 | Completed | 33% | $139.10 | $119.98 | -13.75% | Signal |
| 2008-07-14 | 2008-08-05 | Interest | 33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2008-03-03 | 2008-07-24 | Interest | 33% | $1.00 | $1.02 | 1.50% | Interest Income |
| 2008-06-18 | 2008-07-14 | Completed | 33% | $130.37 | $123.92 | -4.95% | Stop |
| 2008-05-27 | 2008-06-18 | Interest | 33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2008-04-10 | 2008-05-27 | Completed | 33% | $128.10 | $126.76 | -1.05% | Stop |
| 2008-03-18 | 2008-04-10 | Interest | 33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2008-03-07 | 2008-03-18 | Completed | 33% | $115.65 | $121.51 | 5.07% | Stop |
| 2008-02-13 | 2008-03-07 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2008-02-04 | 2008-03-03 | Completed | 33% | $153.10 | $124.70 | -18.55% | Stop |
| 2008-01-14 | 2008-02-13 | Completed | 33% | $147.19 | $132.80 | -9.77% | Stop |
| 2008-01-10 | 2008-02-04 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2007-12-19 | 2008-01-14 | Interest | 33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2007-11-21 | 2008-01-10 | Completed | 33% | $156.92 | $139.23 | -11.27% | Stop |
| 2007-11-29 | 2007-12-19 | Completed | 33% | $166.20 | $149.03 | -10.33% | Stop |
| 2007-11-06 | 2007-11-29 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2007-08-28 | 2007-11-21 | Interest | 33% | $1.00 | $1.01 | 1.05% | Interest Income |
| 2007-08-20 | 2007-11-09 | Completed | 34% | $129.23 | $148.95 | 15.26% | Stop |
| 2007-08-16 | 2007-11-06 | Completed | 33% | $119.74 | $163.05 | 36.17% | Stop |
| 2007-08-20 | 2007-08-28 | Completed | 33% | $129.23 | $128.49 | -0.57% | Signal |
| 2007-07-27 | 2007-08-20 | Interest | 33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2007-07-27 | 2007-08-20 | Interest | 34% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2007-07-25 | 2007-08-16 | Interest | 33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2006-10-19 | 2007-07-27 | Completed | 33% | $132.40 | $142.92 | 7.95% | Stop |
| 2006-07-10 | 2007-07-27 | Completed | 34% | $108.55 | $142.92 | 31.66% | Stop |
| 2007-03-28 | 2007-07-25 | Completed | 33% | $152.34 | $146.42 | -3.89% | Stop |
| 2007-03-06 | 2007-03-28 | Interest | 33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2006-06-13 | 2007-03-06 | Completed | 33% | $105.10 | $141.87 | 34.99% | Stop |
| 2006-09-27 | 2006-10-19 | Interest | 33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2006-09-19 | 2006-09-27 | Completed | 33% | $118.90 | $123.16 | 3.59% | Signal |
| 2006-08-10 | 2006-09-19 | Interest | 33% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2006-07-10 | 2006-08-10 | Completed | 33% | $108.55 | $109.00 | 0.41% | Signal |
| 2006-06-15 | 2006-07-10 | Interest | 33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2006-06-15 | 2006-07-10 | Interest | 34% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2005-09-07 | 2006-06-15 | Completed | 33% | $82.84 | $102.11 | 23.26% | Stop |
| 2005-02-01 | 2006-06-15 | Completed | 34% | $77.46 | $102.11 | 31.83% | Stop |
| 2006-05-19 | 2006-06-13 | Interest | 33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2005-06-08 | 2006-05-19 | Completed | 33% | $71.48 | $107.86 | 50.90% | Stop |
| 2005-06-03 | 2005-09-07 | Interest | 33% | $1.00 | $1.01 | 1.07% | Interest Income |
| 2005-05-16 | 2005-06-08 | Interest | 33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2004-11-10 | 2005-06-03 | Completed | 33% | $72.44 | $70.36 | -2.86% | Signal |
| 2004-06-01 | 2005-05-16 | Completed | 33% | $66.96 | $70.69 | 5.57% | Stop |
| 2004-08-31 | 2005-02-01 | Interest | 34% | $1.00 | $1.02 | 1.74% | Interest Income |
| 2004-06-09 | 2004-11-10 | Interest | 33% | $1.00 | $1.02 | 1.81% | Interest Income |
| 2004-07-13 | 2004-08-31 | Completed | 34% | $64.25 | $64.11 | -0.20% | Signal |
| 2004-06-18 | 2004-07-13 | Interest | 34% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2003-06-20 | 2004-06-18 | Completed | 34% | $61.26 | $63.53 | 3.70% | Stop |
| 2003-05-27 | 2004-06-09 | Completed | 33% | $53.78 | $67.11 | 24.79% | Signal |
| 2004-05-07 | 2004-06-01 | Interest | 33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2003-12-26 | 2004-05-07 | Completed | 33% | $69.29 | $67.46 | -2.65% | Stop |
| 2001-11-23 | 2003-12-26 | Interest | 33% | $1.00 | $1.09 | 9.29% | Interest Income |
| 2002-06-13 | 2003-06-20 | Interest | 34% | $1.00 | $1.04 | 4.09% | Interest Income |
| 2003-02-28 | 2003-05-27 | Interest | 33% | $1.00 | $1.01 | 0.89% | Interest Income |
| 2003-01-16 | 2003-02-28 | Completed | 33% | $51.70 | $47.88 | -7.40% | Signal |
| 2002-04-19 | 2003-01-16 | Interest | 33% | $1.00 | $1.03 | 3.25% | Interest Income |
| 2002-04-09 | 2002-06-13 | Completed | 34% | $60.03 | $50.69 | -15.56% | Stop |
| 2002-03-14 | 2002-04-19 | Completed | 33% | $61.54 | $59.44 | -3.42% | Signal |
| 2001-07-13 | 2002-04-09 | Interest | 34% | $1.00 | $1.03 | 3.50% | Interest Income |
| 2002-02-20 | 2002-03-14 | Interest | 33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2001-12-21 | 2002-02-20 | Completed | 33% | $64.46 | $54.89 | -14.85% | Stop |
| 2001-07-13 | 2001-12-21 | Interest | 33% | $1.00 | $1.02 | 2.04% | Interest Income |
| 2001-09-21 | 2001-11-23 | Completed | 33% | $45.85 | $62.01 | 35.24% | Signal |
| 2001-08-23 | 2001-09-21 | Interest | 33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2001-07-17 | 2001-08-23 | Completed | 33% | $57.72 | $53.88 | -6.66% | Stop |
| 2001-07-13 | 2001-07-17 | Interest | 33% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
