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 | 56.36% | 65.36% | 14.40% | 21.19% | 16.77% | 24.75% | 9.77% | 12.31% |
| Sharpe Ratio | 1.92 | 2.00 | 0.61 | 0.68 | 0.68 | 0.71 | 0.41 | 0.26 |
| Max Drawdown | -15.02% | -18.83% | -29.80% | -32.38% | -33.06% | -51.33% | -41.11% | -88.12% |
| % Time Invested | 82.5% | 100.0% | 64.3% | 100.0% | 64.3% | 100.0% | 55.7% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 1.6 | 0.0 | 1.9 | 0.0 | 2.0 | 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 |
| 2025-06-13 | 2026-03-04 | Completed | 100% | $127.80 | $167.58 | 31.12% | Stop |
| 2025-05-06 | 2025-06-13 | Interest | 100% | $1.00 | $1.00 | 0.47% | Interest Income |
| 2025-04-30 | 2025-05-06 | Completed | 100% | $111.04 | $115.65 | 4.16% | Signal |
| 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 |
| 2024-01-16 | 2025-03-05 | Completed | 100% | $80.97 | $118.81 | 46.74% | Stop |
| 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 |
| 2023-09-26 | 2023-12-18 | Interest | 100% | $1.00 | $1.01 | 1.03% | Interest Income |
| 2023-09-22 | 2023-09-26 | Completed | 100% | $78.60 | $75.69 | -3.70% | Signal |
| 2023-05-16 | 2023-09-22 | Interest | 100% | $1.00 | $1.01 | 1.38% | Interest Income |
| 2023-04-10 | 2023-05-16 | Completed | 100% | $76.05 | $75.58 | -0.61% | Signal |
| 2023-03-16 | 2023-04-10 | Interest | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2022-12-02 | 2023-03-16 | Completed | 100% | $82.55 | $76.59 | -7.22% | Stop |
| 2022-02-25 | 2022-12-02 | Interest | 100% | $1.00 | $1.02 | 2.38% | Interest Income |
| 2020-07-16 | 2022-02-25 | Completed | 100% | $43.11 | $80.48 | 86.69% | Stop |
| 2020-06-12 | 2020-07-16 | Interest | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-06-10 | 2020-06-12 | Completed | 100% | $41.81 | $39.08 | -6.54% | Stop |
| 2020-04-03 | 2020-06-10 | Interest | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2020-03-19 | 2020-04-03 | Completed | 100% | $25.14 | $27.80 | 10.58% | Signal |
| 2020-02-26 | 2020-03-19 | Interest | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-11-18 | 2020-02-26 | Completed | 100% | $40.20 | $39.95 | -0.62% | Stop |
| 2019-10-25 | 2019-11-18 | Interest | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2019-10-18 | 2019-10-25 | Completed | 100% | $35.56 | $37.33 | 4.99% | Signal |
| 2019-09-25 | 2019-10-18 | Interest | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2019-09-18 | 2019-09-25 | Completed | 100% | $35.87 | $34.60 | -3.55% | Signal |
| 2019-08-15 | 2019-09-18 | Interest | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2019-05-09 | 2019-08-15 | Completed | 100% | $37.22 | $32.21 | -13.44% | Stop |
| 2019-03-21 | 2019-05-09 | Interest | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2019-03-19 | 2019-03-21 | Completed | 100% | $35.94 | $34.31 | -4.55% | Signal |
| 2018-06-29 | 2019-03-19 | Interest | 100% | $1.00 | $1.02 | 2.05% | Interest Income |
| 2018-06-21 | 2018-06-29 | Completed | 100% | $39.22 | $38.68 | -1.37% | Signal |
| 2018-05-30 | 2018-06-21 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2016-08-24 | 2018-05-30 | Completed | 100% | $23.52 | $40.04 | 70.26% | Stop |
| 2016-06-28 | 2016-08-24 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2016-06-24 | 2016-06-28 | Completed | 100% | $19.00 | $18.38 | -3.23% | Stop |
| 2015-09-21 | 2016-06-24 | Interest | 100% | $1.00 | $1.01 | 1.50% | Interest Income |
| 2015-09-16 | 2015-09-21 | Completed | 100% | $25.81 | $24.87 | -3.64% | Signal |
| 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 |
| 2013-05-13 | 2014-04-14 | Completed | 100% | $17.31 | $21.04 | 21.55% | Stop |
| 2013-04-19 | 2013-05-13 | Interest | 100% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2012-10-19 | 2013-04-19 | Completed | 100% | $12.70 | $14.78 | 16.40% | Stop |
| 2012-09-11 | 2012-10-19 | Interest | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2012-09-07 | 2012-09-11 | Completed | 100% | $11.92 | $12.21 | 2.42% | Signal |
| 2012-05-15 | 2012-09-07 | Interest | 100% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2012-05-02 | 2012-05-15 | Completed | 100% | $12.43 | $10.36 | -16.66% | Stop |
| 2012-04-10 | 2012-05-02 | Interest | 100% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2012-03-08 | 2012-04-10 | Completed | 100% | $13.05 | $13.03 | -0.22% | Stop |
| 2011-05-16 | 2012-03-08 | Interest | 100% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2011-05-12 | 2011-05-16 | Completed | 100% | $17.49 | $17.08 | -2.36% | Signal |
| 2011-04-19 | 2011-05-12 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2011-01-25 | 2011-04-19 | Completed | 100% | $20.88 | $18.93 | -9.31% | Stop |
| 2010-12-31 | 2011-01-25 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-12-29 | 2010-12-31 | Completed | 100% | $19.46 | $19.29 | -0.87% | Signal |
| 2010-01-25 | 2010-12-29 | Interest | 100% | $1.00 | $1.03 | 2.95% | Interest Income |
| 2009-12-22 | 2010-01-25 | Completed | 100% | $20.98 | $19.85 | -5.40% | Stop |
| 2009-11-30 | 2009-12-22 | Interest | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2009-07-16 | 2009-11-30 | Completed | 100% | $20.00 | $21.60 | 8.00% | Stop |
| 2009-06-23 | 2009-07-16 | Interest | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2009-05-11 | 2009-06-23 | Completed | 100% | $19.39 | $18.78 | -3.18% | Stop |
| 2009-01-08 | 2009-05-11 | Interest | 100% | $1.00 | $1.01 | 0.93% | Interest Income |
| 2009-01-06 | 2009-01-08 | Completed | 100% | $12.46 | $12.34 | -0.94% | Signal |
| 2007-08-29 | 2009-01-06 | Interest | 100% | $1.00 | $1.05 | 5.21% | Interest Income |
| 2007-08-20 | 2007-08-29 | Completed | 100% | $41.60 | $40.73 | -2.10% | Signal |
| 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 |
| 2005-11-18 | 2006-06-14 | Completed | 100% | $29.87 | $30.10 | 0.79% | Stop |
| 2005-05-25 | 2005-11-18 | Interest | 100% | $1.00 | $1.02 | 2.07% | Interest Income |
| 2005-05-11 | 2005-05-25 | Completed | 100% | $26.30 | $26.37 | 0.28% | Signal |
| 2005-04-19 | 2005-05-11 | Interest | 100% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2004-12-22 | 2005-04-19 | Completed | 100% | $28.62 | $27.75 | -3.01% | Stop |
| 2004-05-25 | 2004-12-22 | Interest | 100% | $1.00 | $1.02 | 2.48% | Interest Income |
| 2004-05-07 | 2004-05-25 | Completed | 100% | $27.17 | $27.47 | 1.11% | Signal |
| 2004-04-15 | 2004-05-07 | Interest | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2003-04-28 | 2004-04-15 | Completed | 100% | $23.06 | $27.88 | 20.88% | Stop |
| 2003-02-07 | 2003-04-28 | Interest | 100% | $1.00 | $1.01 | 0.82% | Interest Income |
| 2003-01-16 | 2003-02-07 | Completed | 100% | $21.97 | $18.57 | -15.50% | Stop |
| 2002-05-22 | 2003-01-16 | Interest | 100% | $1.00 | $1.03 | 2.78% | Interest Income |
| 2002-04-25 | 2002-05-22 | Completed | 100% | $25.35 | $23.97 | -5.43% | Signal |
| 2001-10-05 | 2002-04-25 | Interest | 100% | $1.00 | $1.03 | 2.69% | Interest Income |
| 2001-10-02 | 2001-10-05 | Completed | 100% | $23.19 | $24.79 | 6.90% | Signal |
| 2001-08-08 | 2001-10-02 | Interest | 100% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2001-08-06 | 2001-08-08 | Completed | 100% | $31.01 | $29.99 | -3.27% | Signal |
| 2000-11-09 | 2001-08-06 | Interest | 100% | $1.00 | $1.04 | 3.79% | 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 |
| 1999-11-10 | 2000-01-06 | Completed | 100% | $26.68 | $29.14 | 9.25% | Stop |
| 1999-09-23 | 1999-11-10 | Interest | 100% | $1.00 | $1.01 | 0.79% | Interest Income |
| 1999-08-26 | 1999-09-23 | Completed | 100% | $23.57 | $21.72 | -7.87% | Signal |
| 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 |
| 1999-01-22 | 1999-04-20 | Completed | 100% | $20.22 | $23.28 | 15.10% | Stop |
| 1998-09-29 | 1999-01-22 | Interest | 100% | $1.00 | $1.01 | 1.44% | Interest Income |
| 1998-09-23 | 1998-09-29 | Completed | 100% | $12.89 | $11.81 | -8.33% | Signal |
| 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 |
| 1996-10-25 | 1997-03-19 | Completed | 100% | $6.87 | $8.62 | 25.42% | Stop |
| 1996-08-29 | 1996-10-25 | Interest | 100% | $1.00 | $1.01 | 1.04% | Interest Income |
| 1996-08-07 | 1996-08-29 | Completed | 100% | $6.09 | $5.91 | -2.91% | Signal |
| 1996-07-16 | 1996-08-07 | Interest | 100% | $1.00 | $1.00 | 0.42% | Interest Income |
| 1996-02-16 | 1996-07-16 | Completed | 100% | $6.29 | $6.03 | -4.07% | Stop |
| 1996-01-25 | 1996-02-16 | Interest | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 1995-11-17 | 1996-01-25 | Completed | 100% | $6.02 | $5.76 | -4.46% | Signal |
| 1995-10-26 | 1995-11-17 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1995-05-05 | 1995-10-26 | Completed | 100% | $5.16 | $5.67 | 9.83% | Stop |
| 1995-05-03 | 1995-05-05 | Interest | 100% | $1.00 | $1.00 | 0.03% | Interest Income |
Return Distribution Analysis
