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 | -12.49% | -1.05% | 3.02% | 16.76% | 2.39% | 10.53% | 7.26% | 13.75% |
| Sharpe Ratio | -0.57 | -0.04 | 0.15 | 0.70 | 0.12 | 0.41 | 0.39 | 0.59 |
| Max Drawdown | -25.71% | -20.64% | -29.93% | -22.78% | -37.00% | -42.87% | -37.00% | -42.87% |
| % Time Invested | 81.0% | 100.0% | 74.4% | 100.0% | 68.1% | 100.0% | 72.2% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 2.0 | 0.0 | 1.8 | 0.0 | 1.5 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2026-04-27 | Open | Open | 100% | $163.05 | $162.71 | -0.21% | Mark-to-Market |
| 2026-04-02 | 2026-04-27 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-11-13 | 2026-04-02 | Completed | 100% | $152.92 | $157.35 | 2.90% | Stop |
| 2025-10-22 | 2025-11-13 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2025-08-20 | 2025-10-22 | Completed | 100% | $165.42 | $149.17 | -9.83% | Stop |
| 2025-07-29 | 2025-08-20 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-07-29 | 2025-07-29 | Completed | 100% | $106.10 | $154.20 | 45.33% | Stop |
| 2024-04-29 | 2024-07-29 | Interest | 100% | $1.00 | $1.01 | 1.06% | Interest Income |
| 2024-04-25 | 2024-04-29 | Completed | 100% | $91.97 | $87.85 | -4.47% | Signal |
| 2024-03-15 | 2024-04-25 | Interest | 100% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2024-03-13 | 2024-03-15 | Completed | 100% | $86.61 | $84.57 | -2.35% | Signal |
| 2023-12-22 | 2024-03-13 | Interest | 100% | $1.00 | $1.01 | 0.87% | Interest Income |
| 2023-09-07 | 2023-12-22 | Completed | 100% | $83.51 | $84.77 | 1.51% | Signal |
| 2023-06-02 | 2023-09-07 | Interest | 100% | $1.00 | $1.01 | 1.02% | Interest Income |
| 2022-10-25 | 2023-06-02 | Completed | 100% | $74.46 | $79.19 | 6.35% | Signal |
| 2022-10-03 | 2022-10-25 | Interest | 100% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2022-08-05 | 2022-10-03 | Completed | 100% | $82.26 | $71.76 | -12.77% | Stop |
| 2022-07-14 | 2022-08-05 | Interest | 100% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-03-30 | 2022-07-14 | Completed | 100% | $77.77 | $75.02 | -3.54% | Stop |
| 2022-03-08 | 2022-03-30 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2021-12-21 | 2022-03-08 | Completed | 100% | $75.56 | $77.15 | 2.10% | Stop |
| 2021-11-29 | 2021-12-21 | Interest | 100% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2021-03-19 | 2021-11-29 | Completed | 100% | $70.30 | $71.20 | 1.28% | Stop |
| 2021-01-12 | 2021-03-19 | Interest | 100% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2020-04-06 | 2021-01-12 | Completed | 100% | $56.03 | $63.81 | 13.89% | Signal |
| 2020-03-13 | 2020-04-06 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-01-22 | 2020-03-13 | Completed | 100% | $64.67 | $54.85 | -15.19% | Stop |
| 2019-10-23 | 2020-01-22 | Interest | 100% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2019-10-18 | 2019-10-23 | Completed | 100% | $57.58 | $58.58 | 1.74% | Signal |
| 2019-01-23 | 2019-10-18 | Interest | 100% | $1.00 | $1.02 | 1.61% | Interest Income |
| 2019-01-17 | 2019-01-23 | Completed | 100% | $48.67 | $50.43 | 3.63% | Signal |
| 2018-07-24 | 2019-01-17 | Interest | 100% | $1.00 | $1.01 | 1.43% | Interest Income |
| 2018-05-14 | 2018-07-24 | Completed | 100% | $53.63 | $55.68 | 3.82% | Signal |
| 2018-04-20 | 2018-05-14 | Interest | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2017-11-28 | 2018-04-20 | Completed | 100% | $66.47 | $56.57 | -14.90% | Stop |
| 2017-11-03 | 2017-11-28 | Interest | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2016-12-08 | 2017-11-03 | Completed | 100% | $55.58 | $66.59 | 19.81% | Stop |
| 2016-11-15 | 2016-12-08 | Interest | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2015-04-28 | 2016-11-15 | Completed | 100% | $47.69 | $54.42 | 14.12% | Stop |
| 2014-10-29 | 2015-04-28 | Interest | 100% | $1.00 | $1.01 | 1.00% | Interest Income |
| 2014-10-27 | 2014-10-29 | Completed | 100% | $49.87 | $50.02 | 0.31% | Signal |
| 2014-06-04 | 2014-10-27 | Interest | 100% | $1.00 | $1.01 | 0.99% | Interest Income |
| 2014-06-02 | 2014-06-04 | Completed | 100% | $49.01 | $48.70 | -0.63% | Signal |
| 2014-03-13 | 2014-06-02 | Interest | 100% | $1.00 | $1.01 | 0.57% | Interest Income |
| 2014-02-24 | 2014-03-13 | Completed | 100% | $43.20 | $43.54 | 0.79% | Signal |
| 2014-01-30 | 2014-02-24 | Interest | 100% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2011-10-27 | 2014-01-30 | Completed | 100% | $36.37 | $43.65 | 20.03% | Stop |
| 2011-10-05 | 2011-10-27 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-06-01 | 2011-10-05 | Completed | 100% | $20.75 | $32.15 | 54.96% | Stop |
| 2010-05-27 | 2010-06-01 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
