FFMTT :
SwissCanto LPP Diversification III
of
12.10.2005 |
Financial Instrument
|
Value
|
Instrument Name | SwissCanto LPP Diversification III |
Symbol | #1131590 |
Currency | CHF |
|
Signal
|
Value
|
Current | Buy |
Strenght | 1.8 |
Date | 12.10.2005 |
|
Quotes Used
|
Value
|
Quote File Used | /opt/TrendTimer/data/PREV_20051012.csv |
# of Quotes | 1145 |
File first date | 23.01.2001 |
File first quote | 139.84 |
File last date | 10.10.2005 |
File last quote | 152.50 |
First data considered | 21.06.2001 |
First data considered | 136.20 |
Min. Quote date | 13.03.2003 |
Min. Quote value | 109.54 |
Max Quote date | 04.10.2005 |
Max Quote value | 154.05 |
|
Operations Statistics
|
Value
|
# Generated operations | 6 |
Avg # op. by year | 2.43 |
# Days | 889 |
# Days in years | 2.47 |
Biggest loose (Long only)
| -1.27 |
|
Time Weighted Return of
|
Value (over the Period)
|
Buy and Hold | +9.05 |
Model Buy and Hold | +28.35 |
Model Long Onlyc | +25.57 |
Model Short Only | -2.21 |
Model Long and Short | +22.80 |
|
Time Weighted Return of
|
Value (Annualized)
|
Buy and Hold | +3.67 |
Model Buy and Hold | +11.48 |
Model Long Only | +10.35 |
Model Short Only | -0.89 |
Model Long and Short | +9.23 |
|
Model OverPerf vs Model Buy and
Hold
|
Value (Annualized)
|
Model Long vs Model Buy and
Hold
| -1.12 |
Model Short vs Model Buy and
Hold
| -12.37 |
Model Long and Short vs
Model Buy and Hold
| -2.25 |
|
Model OverPerf vs Buy and Hold
|
Value (Annualized)
|
Model Long vs Buy and Hold
| +6.69 |
Model Short vs Buy and Hold
| -4.56 |
Model Long and Short vs Buy
and Hold
| +5.57 |
|
|
Disclaimer |
All information provided "as is"
for informational purposes only,
not intended for trading
purposes or advice. Prior to
execution of any security trade,
you are advised to consult your
authorized financial advisor to
verify the accuracy of all
information. Neither FFMTT nor
anyone is liable for any
informational errors,
incompleteness, or delays, or
for any actions taken in
reliance on information
contained herein. You can freely
redistribute the information
found herein as long as this
disclaimer is included
unmodified. Past performance
does not guarantee future
results.
|
|
Generated Operations
|
Nature | Date |
# Days previous op.
| Quote |
Result previous op.
|
Buy | 05.05.2003 | 000 | 118.82 | +0.00 |
Sell | 09.07.2004 | 431 | 133.48 | +12.34 |
Buy | 27.09.2004 | 080 | 134.10 | +0.46 |
Sell | 27.10.2004 | 030 | 132.40 | -1.27 |
Buy | 09.11.2004 | 013 | 134.70 | +1.74 |
Out | 10.10.2005 | 335 | 152.50 | +13.21 |
|
Generated Operations Chart
|
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|