KO
Coca-Cola Company
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
KO Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 12.18% | 12.18% | 2.09% | 11.03% | 4.49% | 9.19% | 9.67% | 10.93% |
| Sharpe Ratio | 0.72 | 0.72 | 0.15 | 0.66 | 0.27 | 0.48 | 0.56 | 0.44 |
| Max Drawdown | -8.14% | -8.14% | -29.98% | -17.27% | -29.98% | -36.99% | -36.41% | -68.23% |
| % Time Invested | 100.0% | 100.0% | 75.6% | 100.0% | 83.3% | 100.0% | 65.1% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.2 | 0.0 | 0.9 | 0.0 | 1.1 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-01-31 | Open | Open | 100% | $61.45 | $78.87 | 28.34% | Mark-to-Market |
| 2025-01-07 | 2025-01-31 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2024-09-30 | 2025-01-07 | Completed | 100% | $68.94 | $58.95 | -14.48% | Stop |
| 2024-09-06 | 2024-09-30 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2024-09-04 | 2024-09-06 | Completed | 100% | $69.70 | $67.51 | -3.15% | Signal |
| 2024-04-30 | 2024-09-04 | Interest | 100% | $1.00 | $1.01 | 1.44% | Interest Income |
| 2024-04-26 | 2024-04-30 | Completed | 100% | $58.08 | $58.64 | 0.96% | Signal |
| 2024-01-05 | 2024-04-26 | Interest | 100% | $1.00 | $1.01 | 1.28% | Interest Income |
| 2024-01-03 | 2024-01-05 | Completed | 100% | $56.10 | $55.98 | -0.22% | Signal |
| 2023-09-26 | 2024-01-03 | Interest | 100% | $1.00 | $1.01 | 1.18% | Interest Income |
| 2022-10-31 | 2023-09-26 | Completed | 100% | $54.53 | $52.69 | -3.37% | Signal |
| 2022-10-07 | 2022-10-31 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2021-06-07 | 2022-10-07 | Completed | 100% | $48.52 | $49.55 | 2.13% | Stop |
| 2021-04-01 | 2021-06-07 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2021-03-30 | 2021-04-01 | Completed | 100% | $46.31 | $45.63 | -1.47% | Signal |
| 2021-01-14 | 2021-03-30 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2020-04-06 | 2021-01-14 | Completed | 100% | $37.83 | $42.86 | 13.30% | Signal |
| 2020-03-13 | 2020-04-06 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2017-10-09 | 2020-03-13 | Completed | 100% | $34.97 | $41.26 | 17.99% | Stop |
| 2017-08-30 | 2017-10-09 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2015-09-17 | 2017-08-30 | Completed | 100% | $28.18 | $34.55 | 22.61% | Signal |
| 2015-08-25 | 2015-09-17 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-02-17 | 2015-08-25 | Completed | 100% | $16.64 | $27.92 | 67.82% | Stop |
| 2009-03-25 | 2010-02-17 | Interest | 100% | $1.00 | $1.03 | 3.09% | Interest Income |
| 2009-03-19 | 2009-03-25 | Completed | 100% | $12.41 | $13.16 | 6.09% | Signal |
| 2009-01-06 | 2009-03-19 | Interest | 100% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2008-10-31 | 2009-01-06 | Completed | 100% | $13.13 | $13.41 | 2.10% | Signal |
| 2008-10-09 | 2008-10-31 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2008-07-09 | 2008-10-09 | Completed | 100% | $14.91 | $13.84 | -7.21% | Stop |
| 2008-06-16 | 2008-07-09 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2006-12-19 | 2008-06-16 | Completed | 100% | $13.53 | $16.01 | 18.32% | Stop |
| 2006-07-28 | 2006-12-19 | Interest | 100% | $1.00 | $1.02 | 1.84% | Interest Income |
| 2006-07-26 | 2006-07-28 | Completed | 100% | $12.09 | $12.20 | 0.88% | Signal |
| 2005-05-12 | 2006-07-26 | Interest | 100% | $1.00 | $1.05 | 5.49% | Interest Income |
| 2005-05-10 | 2005-05-12 | Completed | 100% | $11.70 | $11.71 | 0.11% | Signal |
| 2005-02-10 | 2005-05-10 | Interest | 100% | $1.00 | $1.01 | 1.04% | Interest Income |
| 2004-11-17 | 2005-02-10 | Completed | 100% | $10.55 | $11.29 | 7.07% | Signal |
| 2004-10-26 | 2004-11-17 | Interest | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2004-08-17 | 2004-10-26 | Completed | 100% | $11.58 | $10.14 | -12.45% | Stop |
| 2004-07-26 | 2004-08-17 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2004-05-04 | 2004-07-26 | Completed | 100% | $13.08 | $11.80 | -9.80% | Stop |
| 2004-04-06 | 2004-05-04 | Interest | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2004-04-02 | 2004-04-06 | Completed | 100% | $13.22 | $13.00 | -1.67% | Signal |
| 2003-12-19 | 2004-04-02 | Interest | 100% | $1.00 | $1.01 | 1.12% | Interest Income |
| 2003-12-17 | 2003-12-19 | Completed | 100% | $13.02 | $12.89 | -1.03% | Signal |
| 2003-11-10 | 2003-12-17 | Interest | 100% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2003-11-06 | 2003-11-10 | Completed | 100% | $12.03 | $11.91 | -0.96% | Signal |
| 2003-06-11 | 2003-11-06 | Interest | 100% | $1.00 | $1.02 | 1.68% | Interest Income |
| 2003-06-09 | 2003-06-11 | Completed | 100% | $11.78 | $11.84 | 0.43% | Signal |
| 2003-04-11 | 2003-06-09 | Interest | 100% | $1.00 | $1.01 | 0.56% | Interest Income |
| 2003-02-25 | 2003-04-11 | Completed | 100% | $10.02 | $10.60 | 5.78% | Signal |
| 2003-01-31 | 2003-02-25 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2002-12-09 | 2003-01-31 | Completed | 100% | $11.41 | $9.92 | -13.05% | Stop |
| 2002-03-28 | 2002-12-09 | Interest | 100% | $1.00 | $1.03 | 3.14% | Interest Income |
| 2002-03-26 | 2002-03-28 | Completed | 100% | $12.91 | $13.04 | 1.04% | Signal |
| 2001-08-20 | 2002-03-26 | Interest | 100% | $1.00 | $1.03 | 2.80% | Interest Income |
| 2001-08-16 | 2001-08-20 | Completed | 100% | $11.65 | $11.73 | 0.67% | Signal |
| 2000-11-03 | 2001-08-16 | Interest | 100% | $1.00 | $1.04 | 4.04% | Interest Income |
| 2000-11-01 | 2000-11-03 | Completed | 100% | $14.63 | $14.66 | 0.21% | Signal |
| 1999-11-29 | 2000-11-01 | Interest | 100% | $1.00 | $1.06 | 5.72% | Interest Income |
| 1999-11-23 | 1999-11-29 | Completed | 100% | $15.75 | $15.97 | 1.38% | Signal |
| 1999-06-08 | 1999-11-23 | Interest | 100% | $1.00 | $1.03 | 2.74% | Interest Income |
| 1999-04-30 | 1999-06-08 | Completed | 100% | $16.14 | $16.13 | -0.09% | Signal |
| 1999-04-08 | 1999-04-30 | Interest | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 1999-01-07 | 1999-04-08 | Completed | 100% | $16.62 | $14.03 | -15.59% | Stop |
| 1998-12-14 | 1999-01-07 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 1998-09-22 | 1998-12-14 | Completed | 100% | $14.02 | $14.93 | 6.45% | Stop |
| 1998-08-28 | 1998-09-22 | Interest | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 1997-11-19 | 1998-08-28 | Completed | 100% | $14.04 | $17.67 | 25.87% | Stop |
| 1997-10-28 | 1997-11-19 | Interest | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 1997-09-04 | 1997-10-28 | Completed | 100% | $13.83 | $12.58 | -8.99% | Stop |
| 1997-08-12 | 1997-09-04 | Interest | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 1997-05-06 | 1997-08-12 | Completed | 100% | $15.43 | $14.47 | -6.25% | Stop |
| 1997-04-14 | 1997-05-06 | Interest | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 1994-12-16 | 1997-04-14 | Completed | 100% | $5.81 | $12.69 | 118.52% | Stop |
| 1993-10-22 | 1994-12-16 | Interest | 100% | $1.00 | $1.08 | 7.92% | Interest Income |
| 1992-10-28 | 1993-10-22 | Completed | 100% | $4.54 | $4.86 | 7.08% | Signal |
| 1992-10-06 | 1992-10-28 | Interest | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 1990-09-14 | 1992-10-06 | Completed | 100% | $2.17 | $4.32 | 98.64% | Stop |
| 1990-08-22 | 1990-09-14 | Interest | 100% | $1.00 | $1.01 | 0.54% | Interest Income |
| 1990-02-20 | 1990-08-22 | Completed | 100% | $1.80 | $2.19 | 22.03% | Stop |
| 1990-01-26 | 1990-02-20 | Interest | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 1989-04-28 | 1990-01-26 | Completed | 100% | $1.39 | $1.80 | 29.62% | Stop |
| 1989-02-06 | 1989-04-28 | Interest | 100% | $1.00 | $1.02 | 1.74% | Interest Income |
| 1989-02-02 | 1989-02-06 | Completed | 100% | $1.20 | $1.20 | 0.27% | Signal |
| 1988-09-16 | 1989-02-02 | Interest | 100% | $1.00 | $1.03 | 2.95% | Interest Income |
| 1988-09-14 | 1988-09-16 | Completed | 100% | $1.07 | $1.07 | -0.00% | Signal |
| 1988-05-27 | 1988-09-14 | Interest | 100% | $1.00 | $1.02 | 2.30% | Interest Income |
| 1987-11-04 | 1988-05-27 | Completed | 100% | $1.00 | $0.91 | -9.42% | Signal |
| 1987-10-13 | 1987-11-04 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1987-05-19 | 1987-10-13 | Completed | 100% | $0.97 | $1.11 | 14.27% | Stop |
| 1987-04-27 | 1987-05-19 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1986-10-09 | 1987-04-27 | Completed | 100% | $0.85 | $1.02 | 19.91% | Stop |
| 1986-09-17 | 1986-10-09 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1986-08-27 | 1986-09-17 | Completed | 100% | $0.93 | $0.82 | -12.52% | Stop |
| 1986-08-05 | 1986-08-27 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1983-07-29 | 1986-08-05 | Completed | 100% | $0.33 | $0.93 | 178.93% | Stop |
| 1983-07-07 | 1983-07-29 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1982-08-31 | 1983-07-07 | Completed | 100% | $0.26 | $0.34 | 31.07% | Stop |
| 1982-04-08 | 1982-08-31 | Interest | 100% | $1.00 | $1.03 | 3.08% | Interest Income |
| 1982-02-12 | 1982-04-08 | Completed | 100% | $0.21 | $0.22 | 5.95% | Signal |
| 1982-01-21 | 1982-02-12 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1981-10-02 | 1982-01-21 | Completed | 100% | $0.22 | $0.20 | -10.41% | Stop |
| 1979-09-27 | 1981-10-02 | Interest | 100% | $1.00 | $1.17 | 16.69% | Interest Income |
| 1979-05-08 | 1979-09-27 | Completed | 100% | $0.21 | $0.20 | -1.48% | Signal |
| 1979-04-16 | 1979-05-08 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1978-09-29 | 1979-04-16 | Completed | 100% | $0.23 | $0.21 | -9.37% | Stop |
| 1977-11-16 | 1978-09-29 | Interest | 100% | $1.00 | $1.07 | 6.87% | Interest Income |
| 1977-11-14 | 1977-11-16 | Completed | 100% | $0.20 | $0.19 | -1.90% | Signal |
| 1977-01-14 | 1977-11-14 | Interest | 100% | $1.00 | $1.07 | 6.57% | Interest Income |
| 1977-01-06 | 1977-01-14 | Completed | 100% | $0.19 | $0.19 | 0.16% | Signal |
| 1976-12-14 | 1977-01-06 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1976-06-28 | 1976-12-14 | Completed | 100% | $0.20 | $0.19 | -5.40% | Stop |
| 1976-06-04 | 1976-06-28 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1976-01-20 | 1976-06-04 | Completed | 100% | $0.21 | $0.19 | -12.66% | Stop |
| 1975-11-17 | 1976-01-20 | Interest | 100% | $1.00 | $1.01 | 1.31% | Interest Income |
| 1975-11-13 | 1975-11-17 | Completed | 100% | $0.21 | $0.21 | -0.28% | Signal |
| 1974-10-18 | 1975-11-13 | Interest | 100% | $1.00 | $1.09 | 8.56% | Interest Income |
| 1974-10-16 | 1974-10-18 | Completed | 100% | $0.14 | $0.13 | -5.86% | Stop |
| 1973-12-04 | 1974-10-16 | Interest | 100% | $1.00 | $1.07 | 6.87% | Interest Income |
| 1972-03-13 | 1973-12-04 | Completed | 100% | $0.28 | $0.28 | -0.08% | Stop |
| 1972-03-09 | 1972-03-13 | Interest | 100% | $1.00 | $1.00 | 0.03% | Interest Income |
Return Distribution Analysis
