PG
Procter & Gamble Company
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
PG Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -6.18% | -7.15% | 0.25% | 4.65% | 4.56% | 9.16% | 5.39% | 10.69% |
| Sharpe Ratio | -0.78 | -0.42 | 0.02 | 0.26 | 0.31 | 0.46 | 0.30 | 0.46 |
| Max Drawdown | -10.33% | -17.62% | -21.95% | -23.77% | -21.95% | -23.77% | -58.00% | -54.23% |
| % Time Invested | 17.5% | 100.0% | 67.1% | 100.0% | 71.8% | 100.0% | 69.0% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 1.2 | 0.0 | 1.1 | 0.0 | 1.3 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-03-11 | Open | Open | 100% | $154.07 | $146.46 | -4.94% | Mark-to-Market |
| 2026-02-11 | 2026-03-11 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2026-02-09 | 2026-02-11 | Completed | 100% | $157.57 | $157.45 | -0.08% | Signal |
| 2025-12-22 | 2026-02-09 | Interest | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2025-12-18 | 2025-12-22 | Completed | 100% | $144.50 | $141.63 | -1.98% | Signal |
| 2025-05-06 | 2025-12-18 | Interest | 100% | $1.00 | $1.03 | 2.62% | Interest Income |
| 2025-03-24 | 2025-05-06 | Completed | 100% | $160.77 | $153.62 | -4.45% | Signal |
| 2025-02-18 | 2025-03-24 | Interest | 100% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2024-02-05 | 2025-02-18 | Completed | 100% | $149.12 | $157.80 | 5.82% | Signal |
| 2023-12-29 | 2024-02-05 | Interest | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2023-01-03 | 2023-12-29 | Completed | 100% | $137.91 | $136.78 | -0.82% | Signal |
| 2022-06-14 | 2023-01-03 | Interest | 100% | $1.00 | $1.02 | 1.88% | Interest Income |
| 2021-05-25 | 2022-06-14 | Completed | 100% | $121.55 | $123.95 | 1.97% | Stop |
| 2021-03-01 | 2021-05-25 | Interest | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2020-08-04 | 2021-03-01 | Completed | 100% | $113.09 | $108.63 | -3.95% | Stop |
| 2020-07-13 | 2020-08-04 | Interest | 100% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-07-09 | 2020-07-13 | Completed | 100% | $105.55 | $106.57 | 0.96% | Signal |
| 2020-04-02 | 2020-07-09 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2020-03-24 | 2020-04-02 | Completed | 100% | $86.42 | $91.94 | 6.38% | Signal |
| 2020-03-02 | 2020-03-24 | Interest | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2018-08-31 | 2020-03-02 | Completed | 100% | $68.20 | $96.63 | 41.69% | Stop |
| 2018-02-12 | 2018-08-31 | Interest | 100% | $1.00 | $1.02 | 1.60% | Interest Income |
| 2017-02-15 | 2018-02-12 | Completed | 100% | $69.99 | $64.77 | -7.46% | Stop |
| 2017-01-24 | 2017-02-15 | Interest | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2015-12-29 | 2017-01-24 | Completed | 100% | $60.05 | $67.97 | 13.19% | Signal |
| 2015-10-14 | 2015-12-29 | Interest | 100% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2015-10-12 | 2015-10-14 | Completed | 100% | $55.41 | $55.06 | -0.64% | Signal |
| 2015-04-09 | 2015-10-12 | Interest | 100% | $1.00 | $1.01 | 1.12% | Interest Income |
| 2014-04-28 | 2015-04-09 | Completed | 100% | $58.19 | $60.32 | 3.66% | Signal |
| 2014-03-07 | 2014-04-28 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2012-08-29 | 2014-03-07 | Completed | 100% | $45.27 | $55.51 | 22.64% | Signal |
| 2012-06-21 | 2012-08-29 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2011-10-24 | 2012-06-21 | Completed | 100% | $43.34 | $40.45 | -6.68% | Signal |
| 2011-08-18 | 2011-10-24 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2010-11-02 | 2011-08-18 | Completed | 100% | $40.78 | $39.77 | -2.48% | Signal |
| 2010-08-05 | 2010-11-02 | Interest | 100% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2010-06-01 | 2010-08-05 | Completed | 100% | $38.28 | $37.73 | -1.44% | Signal |
| 2010-05-07 | 2010-06-01 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2009-08-28 | 2010-05-07 | Completed | 100% | $32.65 | $38.11 | 16.71% | Stop |
| 2008-11-14 | 2009-08-28 | Interest | 100% | $1.00 | $1.02 | 2.41% | Interest Income |
| 2008-11-03 | 2008-11-14 | Completed | 100% | $38.86 | $38.95 | 0.23% | Signal |
| 2008-10-10 | 2008-11-03 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2008-09-12 | 2008-10-10 | Completed | 100% | $43.16 | $35.06 | -18.75% | Stop |
| 2008-03-19 | 2008-09-12 | Interest | 100% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2008-02-14 | 2008-03-19 | Completed | 100% | $39.58 | $40.53 | 2.38% | Signal |
| 2008-01-23 | 2008-02-14 | Interest | 100% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2007-08-28 | 2008-01-23 | Completed | 100% | $38.03 | $36.99 | -2.73% | Stop |
| 2007-06-26 | 2007-08-28 | Interest | 100% | $1.00 | $1.01 | 0.84% | Interest Income |
| 2006-08-24 | 2007-06-26 | Completed | 100% | $34.80 | $35.52 | 2.07% | Signal |
| 2006-05-25 | 2006-08-24 | Interest | 100% | $1.00 | $1.01 | 1.24% | Interest Income |
| 2005-05-19 | 2006-05-25 | Completed | 100% | $31.07 | $31.34 | 0.86% | Signal |
| 2005-03-16 | 2005-05-19 | Interest | 100% | $1.00 | $1.01 | 0.76% | Interest Income |
| 2003-05-06 | 2005-03-16 | Completed | 100% | $24.08 | $29.31 | 21.73% | Signal |
| 2002-12-05 | 2003-05-06 | Interest | 100% | $1.00 | $1.02 | 1.59% | Interest Income |
| 2002-08-07 | 2002-12-05 | Completed | 100% | $23.31 | $22.85 | -1.98% | Signal |
| 2002-07-16 | 2002-08-07 | Interest | 100% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2001-08-22 | 2002-07-16 | Completed | 100% | $19.34 | $21.43 | 10.80% | Stop |
| 2001-04-20 | 2001-08-22 | Interest | 100% | $1.00 | $1.02 | 1.76% | Interest Income |
| 2001-04-06 | 2001-04-20 | Completed | 100% | $15.64 | $15.02 | -3.95% | Signal |
| 2001-03-15 | 2001-04-06 | Interest | 100% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2000-11-02 | 2001-03-15 | Completed | 100% | $17.40 | $16.97 | -2.43% | Stop |
| 2000-10-11 | 2000-11-02 | Interest | 100% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2000-10-09 | 2000-10-11 | Completed | 100% | $18.38 | $18.19 | -1.03% | Signal |
| 2000-03-08 | 2000-10-09 | Interest | 100% | $1.00 | $1.04 | 3.54% | Interest Income |
| 2000-02-15 | 2000-03-08 | Completed | 100% | $23.05 | $15.20 | -34.05% | Stop |
| 2000-01-24 | 2000-02-15 | Interest | 100% | $1.00 | $1.00 | 0.41% | Interest Income |
| 1999-09-02 | 2000-01-24 | Completed | 100% | $24.41 | $23.92 | -2.01% | Stop |
| 1999-07-28 | 1999-09-02 | Interest | 100% | $1.00 | $1.01 | 0.60% | Interest Income |
| 1999-07-07 | 1999-07-28 | Completed | 100% | $21.15 | $21.58 | 2.04% | Signal |
| 1999-06-14 | 1999-07-07 | Interest | 100% | $1.00 | $1.00 | 0.37% | Interest Income |
| 1998-12-02 | 1999-06-14 | Completed | 100% | $21.54 | $21.39 | -0.66% | Stop |
| 1998-09-11 | 1998-12-02 | Interest | 100% | $1.00 | $1.01 | 1.04% | Interest Income |
| 1998-08-25 | 1998-09-11 | Completed | 100% | $20.04 | $16.91 | -15.63% | Stop |
| 1998-08-03 | 1998-08-25 | Interest | 100% | $1.00 | $1.00 | 0.33% | Interest Income |
| 1997-11-20 | 1998-08-03 | Completed | 100% | $18.13 | $19.32 | 6.59% | Stop |
| 1997-10-29 | 1997-11-20 | Interest | 100% | $1.00 | $1.00 | 0.36% | Interest Income |
| 1997-10-03 | 1997-10-29 | Completed | 100% | $17.55 | $16.96 | -3.36% | Stop |
| 1997-09-11 | 1997-10-03 | Interest | 100% | $1.00 | $1.00 | 0.38% | Interest Income |
| 1994-09-12 | 1997-09-11 | Completed | 100% | $6.66 | $15.56 | 133.55% | Stop |
| 1994-07-21 | 1994-09-12 | Interest | 100% | $1.00 | $1.01 | 1.00% | Interest Income |
| 1993-11-02 | 1994-07-21 | Completed | 100% | $6.03 | $6.07 | 0.60% | Signal |
| 1993-04-06 | 1993-11-02 | Interest | 100% | $1.00 | $1.03 | 3.28% | Interest Income |
| 1992-11-06 | 1993-04-06 | Completed | 100% | $5.82 | $5.18 | -11.02% | Stop |
| 1992-09-25 | 1992-11-06 | Interest | 100% | $1.00 | $1.01 | 0.76% | Interest Income |
| 1991-09-27 | 1992-09-25 | Completed | 100% | $4.45 | $5.33 | 19.82% | Signal |
| 1991-06-27 | 1991-09-27 | Interest | 100% | $1.00 | $1.02 | 1.97% | Interest Income |
| 1990-08-28 | 1991-06-27 | Completed | 100% | $3.91 | $4.14 | 5.77% | Stop |
| 1990-08-06 | 1990-08-28 | Interest | 100% | $1.00 | $1.01 | 0.54% | Interest Income |
| 1988-10-21 | 1990-08-06 | Completed | 100% | $2.04 | $3.89 | 90.84% | Stop |
| 1988-09-16 | 1988-10-21 | Interest | 100% | $1.00 | $1.01 | 0.76% | Interest Income |
| 1988-09-14 | 1988-09-16 | Completed | 100% | $1.96 | $1.94 | -0.94% | Signal |
| 1987-11-17 | 1988-09-14 | Interest | 100% | $1.00 | $1.07 | 6.51% | Interest Income |
| 1987-11-10 | 1987-11-17 | Completed | 100% | $1.99 | $2.03 | 1.80% | Signal |
| 1987-10-19 | 1987-11-10 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1986-12-08 | 1987-10-19 | Completed | 100% | $1.80 | $1.67 | -7.15% | Stop |
| 1986-11-05 | 1986-12-08 | Interest | 100% | $1.00 | $1.01 | 0.67% | Interest Income |
| 1986-10-13 | 1986-11-05 | Completed | 100% | $1.62 | $1.76 | 8.59% | Signal |
| 1986-09-19 | 1986-10-13 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1985-07-25 | 1986-09-19 | Completed | 100% | $1.28 | $1.58 | 23.43% | Stop |
| 1985-04-29 | 1985-07-25 | Interest | 100% | $1.00 | $1.02 | 1.87% | Interest Income |
| 1984-07-26 | 1985-04-29 | Completed | 100% | $1.14 | $1.14 | -0.12% | Signal |
| 1984-02-09 | 1984-07-26 | Interest | 100% | $1.00 | $1.04 | 3.58% | Interest Income |
| 1983-10-21 | 1984-02-09 | Completed | 100% | $1.19 | $0.98 | -17.56% | Stop |
| 1983-07-08 | 1983-10-21 | Interest | 100% | $1.00 | $1.02 | 2.27% | Interest Income |
| 1983-06-23 | 1983-07-08 | Completed | 100% | $1.08 | $1.13 | 4.60% | Signal |
| 1983-06-01 | 1983-06-23 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1983-02-16 | 1983-06-01 | Completed | 100% | $1.12 | $1.07 | -4.68% | Stop |
| 1983-01-25 | 1983-02-16 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1981-04-29 | 1983-01-25 | Completed | 100% | $0.67 | $1.07 | 59.22% | Stop |
| 1981-01-06 | 1981-04-29 | Interest | 100% | $1.00 | $1.02 | 2.42% | Interest Income |
| 1981-01-02 | 1981-01-06 | Completed | 100% | $0.61 | $0.61 | 0.91% | Signal |
| 1980-11-24 | 1981-01-02 | Interest | 100% | $1.00 | $1.01 | 0.79% | Interest Income |
| 1980-11-06 | 1980-11-24 | Completed | 100% | $0.61 | $0.64 | 4.92% | Signal |
| 1980-10-14 | 1980-11-06 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1980-06-06 | 1980-10-14 | Completed | 100% | $0.67 | $0.62 | -7.01% | Stop |
| 1980-05-13 | 1980-06-06 | Interest | 100% | $1.00 | $1.01 | 0.52% | Interest Income |
| 1980-05-09 | 1980-05-13 | Completed | 100% | $0.65 | $0.65 | -0.16% | Signal |
| 1979-02-27 | 1980-05-09 | Interest | 100% | $1.00 | $1.10 | 9.66% | Interest Income |
| 1978-06-02 | 1979-02-27 | Completed | 100% | $0.68 | $0.66 | -2.52% | Signal |
| 1978-03-02 | 1978-06-02 | Interest | 100% | $1.00 | $1.02 | 1.96% | Interest Income |
| 1977-09-09 | 1978-03-02 | Completed | 100% | $0.66 | $0.60 | -9.46% | Signal |
| 1977-01-24 | 1977-09-09 | Interest | 100% | $1.00 | $1.05 | 4.91% | Interest Income |
| 1976-05-13 | 1977-01-24 | Completed | 100% | $0.66 | $0.66 | -0.38% | Signal |
| 1976-03-17 | 1976-05-13 | Interest | 100% | $1.00 | $1.01 | 1.22% | Interest Income |
| 1975-12-24 | 1976-03-17 | Completed | 100% | $0.66 | $0.62 | -6.61% | Signal |
| 1975-08-21 | 1975-12-24 | Interest | 100% | $1.00 | $1.03 | 2.67% | Interest Income |
| 1975-03-05 | 1975-08-21 | Completed | 100% | $0.70 | $0.61 | -12.53% | Stop |
| 1974-09-10 | 1975-03-05 | Interest | 100% | $1.00 | $1.04 | 3.77% | Interest Income |
| 1974-09-06 | 1974-09-10 | Completed | 100% | $0.59 | $0.58 | -1.83% | Signal |
| 1974-08-14 | 1974-09-06 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1974-06-05 | 1974-08-14 | Completed | 100% | $0.70 | $0.63 | -9.82% | Stop |
| 1974-05-07 | 1974-06-05 | Interest | 100% | $1.00 | $1.01 | 0.61% | Interest Income |
| 1974-05-03 | 1974-05-07 | Completed | 100% | $0.68 | $0.68 | -0.26% | Signal |
| 1973-09-26 | 1974-05-03 | Interest | 100% | $1.00 | $1.05 | 4.72% | Interest Income |
| 1973-09-24 | 1973-09-26 | Completed | 100% | $0.69 | $0.68 | -1.65% | Signal |
| 1973-05-10 | 1973-09-24 | Interest | 100% | $1.00 | $1.03 | 2.89% | Interest Income |
| 1973-04-25 | 1973-05-10 | Completed | 100% | $0.70 | $0.71 | 2.64% | Signal |
| 1973-04-02 | 1973-04-25 | Interest | 100% | $1.00 | $1.00 | 0.49% | Interest Income |
| 1972-03-13 | 1973-04-02 | Completed | 100% | $0.60 | $0.70 | 16.74% | Stop |
| 1972-03-09 | 1972-03-13 | Interest | 100% | $1.00 | $1.00 | 0.03% | Interest Income |
Return Distribution Analysis
