PM
Philip Morris International Inc
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
PM Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | -6.40% | -1.05% | 6.65% | 16.76% | 3.96% | 10.53% | 8.24% | 13.75% |
| Sharpe Ratio | -0.34 | -0.04 | 0.36 | 0.70 | 0.24 | 0.41 | 0.51 | 0.59 |
| Max Drawdown | -20.34% | -20.64% | -25.27% | -22.78% | -28.78% | -42.87% | -28.78% | -42.87% |
| % Time Invested | 93.3% | 100.0% | 92.2% | 100.0% | 90.0% | 100.0% | 91.1% | 100.0% |
| Trades / Year | 6.0 | 0.0 | 6.4 | 0.0 | 5.8 | 0.0 | 4.9 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-04-27 | Open | Open | 33% | $163.05 | $162.71 | -0.21% | Mark-to-Market |
| 2026-04-07 | Open | Open | 33% | $160.38 | $162.71 | 1.45% | Mark-to-Market |
| 2026-01-29 | Open | Interest | 34% | $1.00 | $1.00 | 1.04% | Mark-to-Market |
| 2026-04-02 | 2026-04-27 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2026-03-13 | 2026-04-07 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2026-02-13 | 2026-04-02 | Completed | 33% | $186.82 | $157.35 | -15.78% | Stop |
| 2025-11-13 | 2026-03-13 | Completed | 33% | $152.92 | $171.96 | 12.46% | Stop |
| 2026-01-22 | 2026-02-13 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2025-11-13 | 2026-01-29 | Completed | 34% | $152.92 | $177.13 | 15.83% | Signal |
| 2026-01-20 | 2026-01-22 | Completed | 33% | $169.42 | $167.58 | -1.08% | Signal |
| 2025-11-14 | 2026-01-20 | Interest | 33% | $1.00 | $1.01 | 0.69% | Interest Income |
| 2025-11-12 | 2025-11-14 | Completed | 33% | $153.47 | $152.49 | -0.64% | Signal |
| 2025-10-22 | 2025-11-13 | Interest | 34% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2025-10-22 | 2025-11-13 | Interest | 33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2025-10-09 | 2025-11-12 | Interest | 33% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2025-08-20 | 2025-10-22 | Completed | 33% | $165.42 | $149.17 | -9.83% | Stop |
| 2024-05-23 | 2025-10-22 | Completed | 34% | $92.99 | $149.17 | 60.41% | Stop |
| 2024-05-08 | 2025-10-09 | Completed | 33% | $90.16 | $152.52 | 69.15% | Signal |
| 2025-07-29 | 2025-08-20 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-07-30 | 2025-07-29 | Completed | 33% | $106.82 | $154.20 | 44.35% | Stop |
| 2024-04-29 | 2024-07-30 | Interest | 33% | $1.00 | $1.01 | 1.07% | Interest Income |
| 2024-04-29 | 2024-05-23 | Interest | 34% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2024-04-16 | 2024-05-08 | Interest | 33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2024-04-25 | 2024-04-29 | Completed | 34% | $91.97 | $87.85 | -4.47% | Signal |
| 2024-04-25 | 2024-04-29 | Completed | 33% | $91.97 | $87.85 | -4.47% | Signal |
| 2024-03-15 | 2024-04-25 | Interest | 34% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2024-03-15 | 2024-04-25 | Interest | 33% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2024-02-27 | 2024-04-16 | Completed | 33% | $82.43 | $81.89 | -0.65% | Signal |
| 2024-03-13 | 2024-03-15 | Completed | 34% | $86.61 | $84.57 | -2.35% | Signal |
| 2024-03-13 | 2024-03-15 | Completed | 33% | $86.61 | $84.57 | -2.35% | Signal |
| 2024-02-12 | 2024-03-13 | Interest | 33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2023-10-10 | 2024-03-13 | Interest | 34% | $1.00 | $1.02 | 1.78% | Interest Income |
| 2023-10-20 | 2024-02-27 | Interest | 33% | $1.00 | $1.01 | 1.45% | Interest Income |
| 2023-11-20 | 2024-02-12 | Completed | 33% | $82.14 | $81.24 | -1.09% | Signal |
| 2023-07-19 | 2023-11-20 | Interest | 33% | $1.00 | $1.02 | 1.50% | Interest Income |
| 2023-09-08 | 2023-10-20 | Completed | 33% | $82.83 | $81.57 | -1.51% | Signal |
| 2023-05-01 | 2023-10-10 | Completed | 34% | $87.28 | $83.94 | -3.83% | Signal |
| 2023-05-17 | 2023-09-08 | Interest | 33% | $1.00 | $1.01 | 1.20% | Interest Income |
| 2023-04-18 | 2023-07-19 | Completed | 33% | $87.37 | $86.91 | -0.53% | Signal |
| 2023-01-10 | 2023-05-17 | Completed | 33% | $88.60 | $82.27 | -7.15% | Signal |
| 2023-04-06 | 2023-05-01 | Interest | 34% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-03-24 | 2023-04-18 | Interest | 33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-04-04 | 2023-04-06 | Completed | 34% | $85.36 | $86.41 | 1.23% | Signal |
| 2022-11-14 | 2023-04-04 | Interest | 34% | $1.00 | $1.01 | 1.38% | Interest Income |
| 2022-10-20 | 2023-03-24 | Completed | 33% | $72.47 | $79.38 | 9.54% | Stop |
| 2022-11-29 | 2023-01-10 | Interest | 33% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2022-11-25 | 2022-11-29 | Completed | 33% | $83.56 | $83.40 | -0.19% | Signal |
| 2022-09-06 | 2022-11-25 | Interest | 33% | $1.00 | $1.01 | 0.85% | Interest Income |
| 2022-10-21 | 2022-11-14 | Completed | 34% | $72.59 | $80.61 | 11.04% | Signal |
| 2022-09-29 | 2022-10-21 | Interest | 34% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2022-09-28 | 2022-10-20 | Interest | 33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2022-04-04 | 2022-09-29 | Completed | 34% | $79.68 | $74.27 | -6.79% | Stop |
| 2022-08-03 | 2022-09-28 | Completed | 33% | $82.96 | $74.41 | -10.31% | Stop |
| 2022-04-05 | 2022-09-06 | Completed | 33% | $79.20 | $79.83 | 0.79% | Signal |
| 2022-07-12 | 2022-08-03 | Interest | 33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-03-30 | 2022-07-12 | Completed | 33% | $77.77 | $78.41 | 0.81% | Stop |
| 2022-03-14 | 2022-04-05 | Interest | 33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2022-03-11 | 2022-04-04 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2022-03-08 | 2022-03-30 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2022-02-17 | 2022-03-14 | Completed | 33% | $90.66 | $73.62 | -18.79% | Stop |
| 2021-12-23 | 2022-03-11 | Completed | 34% | $76.17 | $75.57 | -0.78% | Stop |
| 2021-12-14 | 2022-03-08 | Completed | 33% | $73.88 | $77.15 | 4.42% | Stop |
| 2022-01-20 | 2022-02-17 | Interest | 33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2022-01-18 | 2022-01-20 | Completed | 33% | $84.54 | $82.77 | -2.09% | Signal |
| 2021-12-01 | 2022-01-18 | Interest | 33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2021-12-01 | 2021-12-23 | Interest | 34% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2021-11-19 | 2021-12-14 | Interest | 33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2020-12-08 | 2021-12-01 | Completed | 34% | $62.35 | $70.28 | 12.73% | Stop |
| 2020-08-21 | 2021-12-01 | Completed | 33% | $59.13 | $70.28 | 18.86% | Stop |
| 2021-05-07 | 2021-11-19 | Completed | 33% | $76.20 | $74.21 | -2.62% | Stop |
| 2021-04-15 | 2021-05-07 | Interest | 33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-11-20 | 2021-04-15 | Completed | 33% | $59.13 | $72.31 | 22.30% | Signal |
| 2020-06-30 | 2020-12-08 | Interest | 34% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2020-10-29 | 2020-11-20 | Interest | 33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-06-09 | 2020-10-29 | Completed | 33% | $57.28 | $53.43 | -6.72% | Stop |
| 2020-04-23 | 2020-08-21 | Interest | 33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2020-04-06 | 2020-06-30 | Completed | 34% | $56.03 | $52.89 | -5.60% | Signal |
| 2020-05-15 | 2020-06-09 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-04-06 | 2020-05-15 | Completed | 33% | $56.03 | $51.02 | -8.94% | Stop |
| 2020-04-06 | 2020-04-23 | Completed | 33% | $56.03 | $54.30 | -3.08% | Signal |
| 2020-03-13 | 2020-04-06 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-13 | 2020-04-06 | Interest | 34% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-13 | 2020-04-06 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-10 | 2020-03-13 | Completed | 33% | $60.81 | $54.85 | -9.80% | Stop |
| 2019-12-11 | 2020-03-13 | Completed | 33% | $60.68 | $54.85 | -9.61% | Stop |
| 2019-09-20 | 2020-03-13 | Completed | 34% | $50.46 | $54.85 | 8.71% | Stop |
| 2020-02-14 | 2020-03-10 | Interest | 33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2020-02-12 | 2020-02-14 | Completed | 33% | $64.99 | $64.90 | -0.13% | Signal |
| 2019-10-23 | 2020-02-12 | Interest | 33% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2019-10-23 | 2019-12-11 | Interest | 33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2019-10-18 | 2019-10-23 | Completed | 33% | $57.58 | $58.58 | 1.74% | Signal |
| 2019-10-18 | 2019-10-23 | Completed | 33% | $57.58 | $58.58 | 1.74% | Signal |
| 2019-08-08 | 2019-10-18 | Interest | 33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2019-01-23 | 2019-10-18 | Interest | 33% | $1.00 | $1.02 | 1.61% | Interest Income |
| 2019-08-28 | 2019-09-20 | Interest | 34% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2019-07-03 | 2019-08-28 | Completed | 34% | $56.67 | $50.96 | -10.08% | Stop |
| 2019-04-09 | 2019-08-08 | Completed | 33% | $59.49 | $57.70 | -3.02% | Signal |
| 2019-06-11 | 2019-07-03 | Interest | 34% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2019-03-29 | 2019-06-11 | Completed | 34% | $61.06 | $53.87 | -11.79% | Signal |
| 2019-01-23 | 2019-04-09 | Interest | 33% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2019-01-23 | 2019-03-29 | Interest | 34% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2019-01-17 | 2019-01-23 | Completed | 34% | $48.67 | $50.43 | 3.63% | Signal |
| 2019-01-17 | 2019-01-23 | Completed | 33% | $48.67 | $50.43 | 3.63% | Signal |
| 2019-01-15 | 2019-01-23 | Completed | 33% | $47.80 | $50.43 | 5.51% | Signal |
| 2018-08-17 | 2019-01-17 | Interest | 33% | $1.00 | $1.01 | 1.22% | Interest Income |
| 2018-01-25 | 2019-01-17 | Interest | 34% | $1.00 | $1.03 | 2.86% | Interest Income |
| 2018-12-20 | 2019-01-15 | Interest | 33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-10-19 | 2018-12-20 | Completed | 33% | $59.96 | $49.28 | -17.82% | Stop |
| 2017-10-23 | 2018-10-19 | Interest | 33% | $1.00 | $1.03 | 2.77% | Interest Income |
| 2018-05-14 | 2018-08-17 | Completed | 33% | $53.63 | $56.47 | 5.31% | Signal |
| 2018-04-20 | 2018-05-14 | Interest | 33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2017-11-22 | 2018-04-20 | Completed | 33% | $66.85 | $56.57 | -15.38% | Stop |
| 2017-04-10 | 2018-01-25 | Completed | 34% | $72.13 | $72.11 | -0.03% | Signal |
| 2017-10-31 | 2017-11-22 | Interest | 33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2016-12-07 | 2017-10-31 | Completed | 33% | $54.93 | $67.72 | 23.29% | Stop |
| 2017-03-03 | 2017-10-23 | Completed | 33% | $68.96 | $70.76 | 2.61% | Signal |
| 2017-01-25 | 2017-04-10 | Interest | 34% | $1.00 | $1.01 | 0.50% | Interest Income |
| 2017-01-30 | 2017-03-03 | Interest | 33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2017-01-26 | 2017-01-30 | Completed | 33% | $60.75 | $60.72 | -0.05% | Signal |
| 2016-10-19 | 2017-01-26 | Interest | 33% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2015-10-05 | 2017-01-25 | Completed | 34% | $47.92 | $60.19 | 25.60% | Signal |
| 2016-11-14 | 2016-12-07 | Interest | 33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2015-08-10 | 2016-11-14 | Completed | 33% | $50.36 | $55.48 | 10.17% | Stop |
| 2015-06-24 | 2016-10-19 | Completed | 33% | $47.80 | $59.85 | 25.21% | Signal |
| 2015-03-26 | 2015-10-05 | Interest | 34% | $1.00 | $1.01 | 1.15% | Interest Income |
| 2014-10-29 | 2015-08-10 | Interest | 33% | $1.00 | $1.02 | 1.66% | Interest Income |
| 2015-02-18 | 2015-06-24 | Interest | 33% | $1.00 | $1.01 | 0.73% | Interest Income |
| 2014-08-22 | 2015-03-26 | Completed | 34% | $47.55 | $44.51 | -6.39% | Signal |
| 2014-11-20 | 2015-02-18 | Completed | 33% | $49.07 | $47.28 | -3.65% | Signal |
| 2014-10-29 | 2014-11-20 | Interest | 33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2014-10-27 | 2014-10-29 | Completed | 33% | $49.87 | $50.02 | 0.31% | Signal |
| 2014-10-27 | 2014-10-29 | Completed | 33% | $49.87 | $50.02 | 0.31% | Signal |
| 2014-10-03 | 2014-10-27 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2014-06-04 | 2014-10-27 | Interest | 33% | $1.00 | $1.01 | 0.99% | Interest Income |
| 2014-05-30 | 2014-10-03 | Completed | 33% | $48.96 | $47.85 | -2.28% | Signal |
| 2014-06-04 | 2014-08-22 | Interest | 34% | $1.00 | $1.01 | 0.56% | Interest Income |
| 2014-06-02 | 2014-06-04 | Completed | 34% | $49.01 | $48.70 | -0.63% | Signal |
| 2014-06-02 | 2014-06-04 | Completed | 33% | $49.01 | $48.70 | -0.63% | Signal |
| 2014-04-23 | 2014-06-02 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2013-10-31 | 2014-06-02 | Interest | 34% | $1.00 | $1.02 | 1.57% | Interest Income |
| 2014-01-14 | 2014-05-30 | Interest | 33% | $1.00 | $1.01 | 1.00% | Interest Income |
| 2014-02-24 | 2014-04-23 | Completed | 33% | $43.20 | $46.32 | 7.22% | Signal |
| 2014-01-30 | 2014-02-24 | Interest | 33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2013-09-23 | 2014-01-30 | Completed | 33% | $48.36 | $43.65 | -9.74% | Stop |
| 2013-12-17 | 2014-01-14 | Completed | 33% | $45.94 | $45.37 | -1.24% | Signal |
| 2013-08-08 | 2013-12-17 | Interest | 33% | $1.00 | $1.01 | 0.98% | Interest Income |
| 2010-06-01 | 2013-10-31 | Completed | 34% | $20.75 | $48.39 | 133.24% | Signal |
| 2013-08-29 | 2013-09-23 | Interest | 33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2011-10-26 | 2013-08-29 | Completed | 33% | $35.33 | $44.56 | 26.10% | Stop |
| 2013-03-26 | 2013-08-08 | Completed | 33% | $48.64 | $47.50 | -2.34% | Signal |
| 2012-12-31 | 2013-03-26 | Interest | 33% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2011-11-22 | 2012-12-31 | Completed | 33% | $36.52 | $43.55 | 19.23% | Signal |
| 2011-10-31 | 2011-11-22 | Interest | 33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2010-09-03 | 2011-10-31 | Completed | 33% | $25.49 | $36.27 | 42.28% | Signal |
| 2011-10-04 | 2011-10-26 | Interest | 33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2010-06-01 | 2011-10-04 | Completed | 33% | $20.75 | $30.99 | 49.36% | Stop |
| 2010-06-28 | 2010-09-03 | Interest | 33% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2010-06-01 | 2010-06-28 | Completed | 33% | $20.75 | $22.08 | 6.43% | Signal |
| 2010-05-27 | 2010-06-01 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-05-27 | 2010-06-01 | Interest | 34% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-05-27 | 2010-06-01 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
