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 | 6.77% | 12.18% | 3.03% | 11.03% | 3.71% | 9.19% | 10.02% | 10.93% |
| Sharpe Ratio | 0.46 | 0.72 | 0.22 | 0.66 | 0.26 | 0.48 | 0.58 | 0.44 |
| Max Drawdown | -9.44% | -8.14% | -23.75% | -17.27% | -23.75% | -36.99% | -43.50% | -68.23% |
| % Time Invested | 84.1% | 100.0% | 77.3% | 100.0% | 72.8% | 100.0% | 67.2% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.6 | 0.0 | 1.2 | 0.0 | 1.3 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-12-08 | Open | Open | 100% | $69.36 | $78.87 | 13.71% | Mark-to-Market |
| 2025-10-10 | 2025-12-08 | Interest | 100% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2025-03-13 | 2025-10-10 | Completed | 100% | $67.77 | $65.60 | -3.20% | Signal |
| 2025-02-19 | 2025-03-13 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-02-14 | 2025-02-19 | Completed | 100% | $66.91 | $66.77 | -0.22% | Signal |
| 2024-12-27 | 2025-02-14 | Interest | 100% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2024-12-11 | 2024-12-27 | Completed | 100% | $60.78 | $60.25 | -0.87% | Signal |
| 2024-11-18 | 2024-12-11 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-01-30 | 2024-11-18 | Completed | 100% | $56.03 | $59.22 | 5.70% | Stop |
| 2024-01-05 | 2024-01-30 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2024-01-03 | 2024-01-05 | Completed | 100% | $56.10 | $55.98 | -0.22% | Signal |
| 2023-08-31 | 2024-01-03 | Interest | 100% | $1.00 | $1.01 | 1.47% | Interest Income |
| 2023-04-18 | 2023-08-31 | Completed | 100% | $58.08 | $55.56 | -4.33% | Signal |
| 2023-03-13 | 2023-04-18 | Interest | 100% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2022-12-29 | 2023-03-13 | Completed | 100% | $57.90 | $53.80 | -7.07% | Signal |
| 2022-12-01 | 2022-12-29 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2022-11-29 | 2022-12-01 | Completed | 100% | $56.34 | $57.73 | 2.47% | Signal |
| 2022-10-07 | 2022-11-29 | Interest | 100% | $1.00 | $1.01 | 0.56% | Interest Income |
| 2020-10-12 | 2022-10-07 | Completed | 100% | $43.10 | $49.55 | 14.96% | Stop |
| 2020-03-13 | 2020-10-12 | Interest | 100% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2019-05-14 | 2020-03-13 | Completed | 100% | $39.20 | $41.26 | 5.26% | Stop |
| 2019-04-22 | 2019-05-14 | Interest | 100% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-08-03 | 2019-04-22 | Completed | 100% | $36.42 | $38.29 | 5.13% | Signal |
| 2018-03-21 | 2018-08-03 | Interest | 100% | $1.00 | $1.01 | 1.07% | Interest Income |
| 2017-04-18 | 2018-03-21 | Completed | 100% | $32.57 | $33.68 | 3.41% | Signal |
| 2016-09-23 | 2017-04-18 | Interest | 100% | $1.00 | $1.01 | 1.26% | Interest Income |
| 2015-11-05 | 2016-09-23 | Completed | 100% | $30.23 | $31.79 | 5.16% | Signal |
| 2015-04-02 | 2015-11-05 | Interest | 100% | $1.00 | $1.01 | 1.30% | Interest Income |
| 2014-05-01 | 2015-04-02 | Completed | 100% | $28.02 | $28.83 | 2.88% | Signal |
| 2014-02-19 | 2014-05-01 | Interest | 100% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2013-12-27 | 2014-02-19 | Completed | 100% | $27.73 | $25.56 | -7.84% | Signal |
| 2013-09-30 | 2013-12-27 | Interest | 100% | $1.00 | $1.01 | 0.66% | Interest Income |
| 2013-03-11 | 2013-09-30 | Completed | 100% | $25.97 | $25.85 | -0.47% | Signal |
| 2012-12-20 | 2013-03-11 | Interest | 100% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2010-09-01 | 2012-12-20 | Completed | 100% | $17.40 | $24.31 | 39.68% | Signal |
| 2010-06-01 | 2010-09-01 | Interest | 100% | $1.00 | $1.01 | 0.76% | Interest Income |
| 2009-06-08 | 2010-06-01 | Completed | 100% | $14.59 | $15.65 | 7.20% | Signal |
| 2009-03-25 | 2009-06-08 | Interest | 100% | $1.00 | $1.01 | 0.63% | Interest Income |
| 2009-03-19 | 2009-03-25 | Completed | 100% | $12.41 | $13.16 | 6.09% | Signal |
| 2008-06-05 | 2009-03-19 | Interest | 100% | $1.00 | $1.03 | 2.66% | Interest Income |
| 2006-05-01 | 2008-06-05 | Completed | 100% | $11.46 | $16.28 | 42.10% | Signal |
| 2005-11-15 | 2006-05-01 | Interest | 100% | $1.00 | $1.02 | 2.04% | Interest Income |
| 2005-04-12 | 2005-11-15 | Completed | 100% | $11.07 | $11.40 | 2.98% | Signal |
| 2004-07-26 | 2005-04-12 | Interest | 100% | $1.00 | $1.03 | 3.02% | Interest Income |
| 2003-07-03 | 2004-07-26 | Completed | 100% | $11.78 | $11.80 | 0.20% | Stop |
| 2003-06-11 | 2003-07-03 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2003-06-09 | 2003-06-11 | Completed | 100% | $11.78 | $11.84 | 0.43% | Signal |
| 2002-09-18 | 2003-06-09 | Interest | 100% | $1.00 | $1.03 | 2.78% | Interest Income |
| 2002-08-12 | 2002-09-18 | Completed | 100% | $12.57 | $12.24 | -2.61% | Signal |
| 2002-07-19 | 2002-08-12 | Interest | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2002-03-25 | 2002-07-19 | Completed | 100% | $12.83 | $11.75 | -8.45% | Stop |
| 2002-02-04 | 2002-03-25 | Interest | 100% | $1.00 | $1.01 | 0.67% | Interest Income |
| 2001-11-09 | 2002-02-04 | Completed | 100% | $12.07 | $11.10 | -8.02% | Signal |
| 2001-08-20 | 2001-11-09 | Interest | 100% | $1.00 | $1.01 | 0.98% | Interest Income |
| 2001-08-16 | 2001-08-20 | Completed | 100% | $11.65 | $11.73 | 0.67% | Signal |
| 2001-02-23 | 2001-08-16 | Interest | 100% | $1.00 | $1.02 | 2.45% | Interest Income |
| 2000-09-26 | 2001-02-23 | Completed | 100% | $12.98 | $12.83 | -1.15% | Stop |
| 2000-09-01 | 2000-09-26 | Interest | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2000-07-20 | 2000-09-01 | Completed | 100% | $14.61 | $12.89 | -11.78% | Stop |
| 2000-02-01 | 2000-07-20 | Interest | 100% | $1.00 | $1.03 | 2.88% | Interest Income |
| 2000-01-13 | 2000-02-01 | Completed | 100% | $14.74 | $13.78 | -6.51% | Stop |
| 1999-11-29 | 2000-01-13 | Interest | 100% | $1.00 | $1.01 | 0.78% | Interest Income |
| 1999-11-23 | 1999-11-29 | Completed | 100% | $15.75 | $15.97 | 1.38% | Signal |
| 1999-07-15 | 1999-11-23 | Interest | 100% | $1.00 | $1.02 | 2.14% | Interest Income |
| 1999-06-08 | 1999-07-15 | Completed | 100% | $16.13 | $14.94 | -7.34% | Signal |
| 1998-09-28 | 1999-06-08 | Interest | 100% | $1.00 | $1.03 | 3.41% | Interest Income |
| 1998-09-22 | 1998-09-28 | Completed | 100% | $14.02 | $13.31 | -5.07% | Signal |
| 1998-08-28 | 1998-09-22 | Interest | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 1998-01-20 | 1998-08-28 | Completed | 100% | $15.32 | $17.67 | 15.34% | Stop |
| 1997-11-26 | 1998-01-20 | Interest | 100% | $1.00 | $1.01 | 0.77% | Interest Income |
| 1997-11-24 | 1997-11-26 | Completed | 100% | $14.93 | $15.08 | 1.01% | Signal |
| 1997-10-06 | 1997-11-24 | Interest | 100% | $1.00 | $1.01 | 0.81% | Interest Income |
| 1997-09-04 | 1997-10-06 | Completed | 100% | $13.83 | $14.74 | 6.61% | Signal |
| 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 |
| 1994-08-03 | 1997-04-14 | Completed | 100% | $4.98 | $12.69 | 154.60% | Stop |
| 1994-02-24 | 1994-08-03 | Interest | 100% | $1.00 | $1.03 | 2.99% | Interest Income |
| 1993-07-06 | 1994-02-24 | Completed | 100% | $4.74 | $4.77 | 0.51% | Signal |
| 1993-05-03 | 1993-07-06 | Interest | 100% | $1.00 | $1.01 | 1.02% | Interest Income |
| 1993-02-17 | 1993-05-03 | Completed | 100% | $4.47 | $4.35 | -2.70% | Signal |
| 1992-11-13 | 1993-02-17 | Interest | 100% | $1.00 | $1.02 | 1.65% | Interest Income |
| 1992-10-28 | 1992-11-13 | Completed | 100% | $4.54 | $4.50 | -0.91% | 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 |
| 1988-08-03 | 1990-01-26 | Completed | 100% | $0.96 | $1.80 | 87.68% | Stop |
| 1987-11-13 | 1988-08-03 | Interest | 100% | $1.00 | $1.06 | 5.64% | Interest Income |
| 1987-11-04 | 1987-11-13 | Completed | 100% | $1.00 | $0.97 | -3.08% | 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 |
| 1986-12-11 | 1987-04-27 | Completed | 100% | $0.94 | $1.02 | 8.71% | Stop |
| 1986-11-11 | 1986-12-11 | Interest | 100% | $1.00 | $1.01 | 0.64% | Interest Income |
| 1986-10-09 | 1986-11-11 | Completed | 100% | $0.85 | $0.88 | 3.17% | Signal |
| 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 |
| 1983-10-07 | 1986-08-05 | Completed | 100% | $0.39 | $0.93 | 135.54% | Stop |
| 1983-08-15 | 1983-10-07 | Interest | 100% | $1.00 | $1.01 | 1.16% | Interest Income |
| 1983-07-29 | 1983-08-15 | Completed | 100% | $0.33 | $0.35 | 3.94% | Signal |
| 1983-07-07 | 1983-07-29 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1982-05-05 | 1983-07-07 | Completed | 100% | $0.22 | $0.34 | 52.03% | Stop |
| 1982-02-19 | 1982-05-05 | Interest | 100% | $1.00 | $1.02 | 1.59% | Interest Income |
| 1982-02-12 | 1982-02-19 | Completed | 100% | $0.21 | $0.20 | -3.10% | Signal |
| 1982-01-21 | 1982-02-12 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1981-11-17 | 1982-01-21 | Completed | 100% | $0.21 | $0.20 | -8.43% | Stop |
| 1981-08-31 | 1981-11-17 | Interest | 100% | $1.00 | $1.02 | 1.68% | Interest Income |
| 1981-07-29 | 1981-08-31 | Completed | 100% | $0.21 | $0.20 | -2.59% | Signal |
| 1981-07-07 | 1981-07-29 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1981-02-06 | 1981-07-07 | Completed | 100% | $0.20 | $0.21 | 4.75% | Stop |
| 1980-11-13 | 1981-02-06 | Interest | 100% | $1.00 | $1.02 | 1.77% | Interest Income |
| 1980-11-11 | 1980-11-13 | Completed | 100% | $0.18 | $0.19 | 4.10% | Signal |
| 1980-10-17 | 1980-11-11 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1980-06-20 | 1980-10-17 | Completed | 100% | $0.19 | $0.19 | -3.44% | Stop |
| 1979-03-29 | 1980-06-20 | Interest | 100% | $1.00 | $1.10 | 9.89% | Interest Income |
| 1978-11-22 | 1979-03-29 | Completed | 100% | $0.22 | $0.22 | 3.49% | Signal |
| 1978-10-31 | 1978-11-22 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1978-04-19 | 1978-10-31 | Completed | 100% | $0.21 | $0.22 | 4.48% | Stop |
| 1977-12-21 | 1978-04-19 | Interest | 100% | $1.00 | $1.02 | 2.49% | Interest Income |
| 1977-08-05 | 1977-12-21 | Completed | 100% | $0.19 | $0.19 | -3.89% | Signal |
| 1976-11-12 | 1977-08-05 | Interest | 100% | $1.00 | $1.06 | 5.71% | Interest Income |
| 1976-08-19 | 1976-11-12 | Completed | 100% | $0.21 | $0.19 | -10.97% | Signal |
| 1976-06-04 | 1976-08-19 | Interest | 100% | $1.00 | $1.02 | 1.62% | Interest Income |
| 1975-12-10 | 1976-06-04 | Completed | 100% | $0.20 | $0.19 | -5.10% | Stop |
| 1975-11-17 | 1975-12-10 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1975-11-13 | 1975-11-17 | Completed | 100% | $0.21 | $0.21 | -0.28% | Signal |
| 1975-10-01 | 1975-11-13 | Interest | 100% | $1.00 | $1.01 | 0.94% | Interest Income |
| 1975-08-26 | 1975-10-01 | Completed | 100% | $0.18 | $0.17 | -5.53% | Signal |
| 1975-08-04 | 1975-08-26 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1975-03-25 | 1975-08-04 | Completed | 100% | $0.18 | $0.18 | 1.60% | Stop |
| 1974-10-18 | 1975-03-25 | Interest | 100% | $1.00 | $1.03 | 3.33% | Interest Income |
| 1974-10-16 | 1974-10-18 | Completed | 100% | $0.14 | $0.13 | -5.86% | Stop |
| 1973-12-05 | 1974-10-16 | Interest | 100% | $1.00 | $1.07 | 6.83% | Interest Income |
| 1973-08-06 | 1973-12-05 | Completed | 100% | $0.32 | $0.28 | -11.96% | Signal |
| 1973-05-08 | 1973-08-06 | Interest | 100% | $1.00 | $1.02 | 1.90% | Interest Income |
| 1972-03-13 | 1973-05-08 | Completed | 100% | $0.28 | $0.30 | 5.79% | Signal |
| 1972-03-09 | 1972-03-13 | Interest | 100% | $1.00 | $1.00 | 0.03% | Interest Income |
Return Distribution Analysis
