MS
Morgan Stanley
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
MS Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 72.00% | 65.36% | 11.05% | 21.19% | 12.69% | 24.75% | 8.31% | 12.31% |
| Sharpe Ratio | 2.22 | 2.00 | 0.46 | 0.68 | 0.56 | 0.71 | 0.33 | 0.26 |
| Max Drawdown | -15.02% | -18.83% | -36.84% | -32.38% | -36.84% | -51.33% | -53.00% | -88.12% |
| % Time Invested | 93.3% | 100.0% | 63.7% | 100.0% | 60.0% | 100.0% | 56.1% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 2.4 | 0.0 | 2.3 | 0.0 | 2.1 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-03-26 | Open | Open | 100% | $164.65 | $187.08 | 13.62% | Mark-to-Market |
| 2026-03-04 | 2026-03-26 | Interest | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2025-04-30 | 2026-03-04 | Completed | 100% | $111.04 | $167.58 | 50.92% | Stop |
| 2025-04-07 | 2025-04-30 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-03-27 | 2025-04-07 | Completed | 100% | $115.82 | $93.75 | -19.05% | Stop |
| 2025-03-05 | 2025-03-27 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-05-24 | 2025-03-05 | Completed | 100% | $94.61 | $118.81 | 25.59% | Stop |
| 2024-04-26 | 2024-05-24 | Interest | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2024-04-24 | 2024-04-26 | Completed | 100% | $87.76 | $87.19 | -0.66% | Signal |
| 2024-01-26 | 2024-04-24 | Interest | 100% | $1.00 | $1.01 | 1.02% | Interest Income |
| 2024-01-16 | 2024-01-26 | Completed | 100% | $80.97 | $82.03 | 1.31% | Signal |
| 2023-12-20 | 2024-01-16 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2023-12-18 | 2023-12-20 | Completed | 100% | $85.56 | $85.37 | -0.22% | Signal |
| 2023-04-24 | 2023-12-18 | Interest | 100% | $1.00 | $1.03 | 2.69% | Interest Income |
| 2023-04-20 | 2023-04-24 | Completed | 100% | $81.39 | $82.64 | 1.54% | Signal |
| 2023-01-20 | 2023-04-20 | Interest | 100% | $1.00 | $1.01 | 0.88% | Interest Income |
| 2023-01-18 | 2023-01-20 | Completed | 100% | $86.99 | $84.59 | -2.76% | Signal |
| 2022-12-16 | 2023-01-18 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2022-11-02 | 2022-12-16 | Completed | 100% | $74.99 | $77.76 | 3.69% | Signal |
| 2022-10-11 | 2022-11-02 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2022-07-13 | 2022-10-11 | Completed | 100% | $66.33 | $69.35 | 4.54% | Stop |
| 2022-06-17 | 2022-07-13 | Interest | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2022-06-03 | 2022-06-17 | Completed | 100% | $74.21 | $65.07 | -12.31% | Stop |
| 2022-05-11 | 2022-06-03 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-03-21 | 2022-05-11 | Completed | 100% | $82.80 | $70.59 | -14.74% | Stop |
| 2022-02-25 | 2022-03-21 | Interest | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-05-29 | 2022-02-25 | Completed | 100% | $36.78 | $80.48 | 118.80% | Stop |
| 2020-02-18 | 2020-05-29 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2020-02-13 | 2020-02-18 | Completed | 100% | $46.23 | $46.23 | -0.00% | Signal |
| 2020-01-22 | 2020-02-13 | Interest | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-01-17 | 2020-01-22 | Completed | 100% | $46.31 | $46.24 | -0.14% | Signal |
| 2019-10-25 | 2020-01-17 | Interest | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2019-10-18 | 2019-10-25 | Completed | 100% | $35.56 | $37.33 | 4.99% | Signal |
| 2019-03-08 | 2019-10-18 | Interest | 100% | $1.00 | $1.01 | 1.28% | Interest Income |
| 2019-01-04 | 2019-03-08 | Completed | 100% | $32.39 | $32.69 | 0.91% | Signal |
| 2018-12-11 | 2019-01-04 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-11-05 | 2018-12-11 | Completed | 100% | $36.81 | $33.21 | -9.78% | Stop |
| 2018-10-12 | 2018-11-05 | Interest | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2018-06-21 | 2018-10-12 | Completed | 100% | $39.22 | $35.19 | -10.27% | Stop |
| 2018-05-30 | 2018-06-21 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2017-02-27 | 2018-05-30 | Completed | 100% | $35.10 | $40.04 | 14.07% | Stop |
| 2016-11-18 | 2017-02-27 | Interest | 100% | $1.00 | $1.01 | 0.63% | Interest Income |
| 2016-11-16 | 2016-11-18 | Completed | 100% | $29.94 | $30.70 | 2.54% | Signal |
| 2016-09-02 | 2016-11-16 | Interest | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2016-08-31 | 2016-09-02 | Completed | 100% | $24.52 | $24.39 | -0.53% | Signal |
| 2016-06-28 | 2016-08-31 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2016-06-24 | 2016-06-28 | Completed | 100% | $19.00 | $18.38 | -3.23% | Stop |
| 2016-03-23 | 2016-06-24 | Interest | 100% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2016-03-08 | 2016-03-23 | Completed | 100% | $19.37 | $19.47 | 0.51% | Signal |
| 2016-02-12 | 2016-03-08 | Interest | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2016-02-02 | 2016-02-12 | Completed | 100% | $19.11 | $16.51 | -13.60% | Stop |
| 2016-01-08 | 2016-02-02 | Interest | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2015-09-16 | 2016-01-08 | Completed | 100% | $25.81 | $22.03 | -14.63% | Stop |
| 2015-08-24 | 2015-09-16 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2014-05-07 | 2015-08-24 | Completed | 100% | $21.71 | $23.58 | 8.63% | Stop |
| 2014-04-14 | 2014-05-07 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2013-05-07 | 2014-04-14 | Completed | 100% | $16.98 | $21.04 | 23.90% | Stop |
| 2012-09-11 | 2013-05-07 | Interest | 100% | $1.00 | $1.01 | 1.16% | Interest Income |
| 2012-09-07 | 2012-09-11 | Completed | 100% | $11.92 | $12.21 | 2.42% | Signal |
| 2011-01-10 | 2012-09-07 | Interest | 100% | $1.00 | $1.04 | 3.99% | Interest Income |
| 2010-07-27 | 2011-01-10 | Completed | 100% | $19.26 | $19.94 | 3.48% | Signal |
| 2010-07-02 | 2010-07-27 | Interest | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2010-06-01 | 2010-07-02 | Completed | 100% | $18.91 | $16.45 | -12.99% | Stop |
| 2010-05-07 | 2010-06-01 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-02-17 | 2010-05-07 | Completed | 100% | $19.64 | $19.65 | 0.02% | Stop |
| 2010-01-25 | 2010-02-17 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2009-12-28 | 2010-01-25 | Completed | 100% | $20.83 | $19.85 | -4.69% | Stop |
| 2009-01-08 | 2009-12-28 | Interest | 100% | $1.00 | $1.03 | 3.16% | Interest Income |
| 2009-01-06 | 2009-01-08 | Completed | 100% | $12.46 | $12.34 | -0.94% | Signal |
| 2008-03-18 | 2009-01-06 | Interest | 100% | $1.00 | $1.03 | 2.93% | Interest Income |
| 2008-03-13 | 2008-03-18 | Completed | 100% | $26.89 | $26.49 | -1.50% | Stop |
| 2008-02-20 | 2008-03-13 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2008-02-01 | 2008-02-20 | Completed | 100% | $32.96 | $27.65 | -16.09% | Stop |
| 2008-01-09 | 2008-02-01 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2007-11-28 | 2008-01-09 | Completed | 100% | $33.61 | $30.78 | -8.43% | Stop |
| 2007-11-05 | 2007-11-28 | Interest | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2007-08-20 | 2007-11-05 | Completed | 100% | $41.60 | $38.67 | -7.04% | Stop |
| 2007-07-27 | 2007-08-20 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2007-03-28 | 2007-07-27 | Completed | 100% | $43.47 | $42.92 | -1.25% | Stop |
| 2007-03-06 | 2007-03-28 | Interest | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2006-07-07 | 2007-03-06 | Completed | 100% | $34.76 | $39.76 | 14.41% | Stop |
| 2006-06-14 | 2006-07-07 | Interest | 100% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2006-02-08 | 2006-06-14 | Completed | 100% | $33.03 | $30.10 | -8.86% | Stop |
| 2006-01-17 | 2006-02-08 | Interest | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2006-01-12 | 2006-01-17 | Completed | 100% | $32.21 | $32.11 | -0.30% | Signal |
| 2005-04-05 | 2006-01-12 | Interest | 100% | $1.00 | $1.03 | 3.32% | Interest Income |
| 2004-05-07 | 2005-04-05 | Completed | 100% | $27.17 | $30.19 | 11.11% | Signal |
| 2004-04-15 | 2004-05-07 | Interest | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2003-11-24 | 2004-04-15 | Completed | 100% | $27.46 | $27.88 | 1.51% | Stop |
| 2001-10-05 | 2003-11-24 | Interest | 100% | $1.00 | $1.10 | 9.55% | Interest Income |
| 2001-10-02 | 2001-10-05 | Completed | 100% | $23.19 | $24.79 | 6.90% | Signal |
| 2001-08-17 | 2001-10-02 | Interest | 100% | $1.00 | $1.01 | 0.50% | Interest Income |
| 2001-07-02 | 2001-08-17 | Completed | 100% | $31.56 | $25.72 | -18.52% | Stop |
| 2001-06-08 | 2001-07-02 | Interest | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2001-04-04 | 2001-06-08 | Completed | 100% | $24.20 | $31.63 | 30.73% | Stop |
| 2001-03-13 | 2001-04-04 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2001-03-07 | 2001-03-13 | Completed | 100% | $32.00 | $28.45 | -11.11% | Stop |
| 2001-02-12 | 2001-03-07 | Interest | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2001-01-11 | 2001-02-12 | Completed | 100% | $42.21 | $38.89 | -7.86% | Stop |
| 2000-12-18 | 2001-01-11 | Interest | 100% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2000-12-04 | 2000-12-18 | Completed | 100% | $30.60 | $34.91 | 14.09% | Stop |
| 2000-11-09 | 2000-12-04 | Interest | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2000-10-16 | 2000-11-09 | Completed | 100% | $38.21 | $35.09 | -8.16% | Stop |
| 2000-09-22 | 2000-10-16 | Interest | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2000-06-05 | 2000-09-22 | Completed | 100% | $39.44 | $42.34 | 7.35% | Stop |
| 2000-05-11 | 2000-06-05 | Interest | 100% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2000-04-26 | 2000-05-11 | Completed | 100% | $38.98 | $33.35 | -14.44% | Stop |
| 2000-04-03 | 2000-04-26 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2000-01-31 | 2000-04-03 | Completed | 100% | $30.84 | $40.53 | 31.40% | Stop |
| 2000-01-06 | 2000-01-31 | Interest | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 1999-08-26 | 2000-01-06 | Completed | 100% | $23.57 | $29.14 | 23.62% | Stop |
| 1999-08-04 | 1999-08-26 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1999-06-17 | 1999-08-04 | Completed | 100% | $22.28 | $21.05 | -5.52% | Stop |
| 1999-05-25 | 1999-06-17 | Interest | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 1999-05-12 | 1999-05-25 | Completed | 100% | $24.57 | $21.65 | -11.89% | Stop |
| 1999-04-20 | 1999-05-12 | Interest | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 1999-01-08 | 1999-04-20 | Completed | 100% | $20.41 | $23.28 | 14.08% | Stop |
| 1998-12-15 | 1999-01-08 | Interest | 100% | $1.00 | $1.00 | 0.29% | Interest Income |
| 1998-10-22 | 1998-12-15 | Completed | 100% | $13.29 | $15.18 | 14.21% | Stop |
| 1998-09-30 | 1998-10-22 | Interest | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 1998-09-23 | 1998-09-30 | Completed | 100% | $12.89 | $10.77 | -16.44% | Stop |
| 1998-08-31 | 1998-09-23 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 1998-08-27 | 1998-08-31 | Completed | 100% | $17.78 | $15.72 | -11.58% | Stop |
| 1998-08-05 | 1998-08-27 | Interest | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 1997-11-19 | 1998-08-05 | Completed | 100% | $11.96 | $19.33 | 61.70% | Stop |
| 1997-10-28 | 1997-11-19 | Interest | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 1997-04-11 | 1997-10-28 | Completed | 100% | $8.36 | $10.56 | 26.40% | Stop |
| 1997-03-19 | 1997-04-11 | Interest | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 1996-08-07 | 1997-03-19 | Completed | 100% | $6.09 | $8.62 | 41.56% | Stop |
| 1996-07-16 | 1996-08-07 | Interest | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 1995-11-17 | 1996-07-16 | Completed | 100% | $6.02 | $6.03 | 0.13% | Stop |
| 1995-10-26 | 1995-11-17 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1995-07-06 | 1995-10-26 | Completed | 100% | $5.39 | $5.67 | 5.11% | Stop |
| 1995-05-03 | 1995-07-06 | Interest | 100% | $1.00 | $1.01 | 1.06% | Interest Income |
Return Distribution Analysis
