Various statistical indicators for this asset |
Last 20 quotes Statistics | Value |
Mean quote | 573.18 |
Standard Deviation | 12.98 |
Lowest quote | 548.18 |
Highest quote | 594.90 |
Median | 571.54 |
Max Daily Loose percent | -2.79 |
Max Daily Gain percent | 2.26 |
Simple Perf. | 3.20 |
|
Last 5 quotes Statistics | Value |
Mean quote | 580.71 |
Standard Deviation | 13.07 |
Lowest quote | 562.49 |
Highest quote | 594.90 |
Median | 578.70 |
Max Daily Loose percent | -0.22 |
Max Daily Gain percent | 1.74 |
Simple Perf. | 5.53 |
|
Previous year Statistics | Value |
Mean quote | 655.65 |
Standard Deviation | 101.19 |
Lowest quote | 385.31 |
Highest quote | 766.03 |
Median | 575.67 |
Max Daily Loose percent | -11.85 |
Max Daily Gain percent | 9.27 |
Simple Perf. | -34.80 |
First quote | 766.03 |
Last quote | 499.45 |
|
Current year Statistics | Value |
Mean quote | 486.67 |
Standard Deviation | 57.94 |
Lowest quote | 343.26 |
Highest quote | 594.90 |
Median | 469.08 |
Max Daily Loose percent | -7.03 |
Max Daily Gain percent | 8.40 |
Simple Perf. | 18.85 |
First quote | 499.45 |
Last quote | 593.59 |
|
Seasonal Return by Month for this asset |
Month | Cumulated TWR Return. | #Month | Average TWR Return |
January | -7.72 | 10 | -0.77 |
February | -12.70 | 10 | -1.27 |
March | +9.47 | 10 | +0.95 |
April | +20.98 | 10 | +2.10 |
May | +15.75 | 10 | +1.57 |
June | +7.93 | 10 | +0.79 |
July | -16.63 | 10 | -1.66 |
August | +17.73 | 10 | +1.77 |
September | -22.24 | 10 | -2.22 |
October | -4.42 | 9 | -0.49 |
November | +3.27 | 9 | +0.36 |
December | +19.09 | 9 | +2.12 |
|
TWR Return by Year for this asset |
Year | TWR Return. |
2000 | -2.60 |
2001 | +1.03 |
2002 | -21.58 |
2003 | +45.37 |
2004 | +17.00 |
2005 | +3.32 |
2006 | +17.00 |
2007 | -2.75 |
2008 | -34.80 |
2009 | +18.85 |
|
Year 2006 to 2007 Monthly performance |
Month | Year | Performance |
January | 2006 | +8.91 |
February | 2006 | -0.35 |
March | 2006 | +4.72 |
April | 2006 | -0.08 |
May | 2006 | -5.69 |
June | 2006 | +0.51 |
July | 2006 | -3.33 |
August | 2006 | +2.85 |
September | 2006 | +0.70 |
October | 2006 | +5.69 |
November | 2006 | +2.51 |
December | 2006 | +0.20 |
January | 2007 | +1.61 |
February | 2007 | -0.88 |
March | 2007 | +0.93 |
April | 2007 | +1.73 |
May | 2007 | +4.00 |
June | 2007 | -1.59 |
July | 2007 | -6.91 |
August | 2007 | +2.16 |
September | 2007 | +1.59 |
October | 2007 | +2.80 |
November | 2007 | -7.28 |
December | 2007 | -0.23 |
|
Year 2008 to 200n Monthly performance |
Month | Year | Performance |
January | 2008 | -6.88 |
February | 2008 | -3.80 |
March | 2008 | +0.26 |
April | 2008 | +4.10 |
May | 2008 | +4.48 |
June | 2008 | -7.83 |
July | 2008 | +3.60 |
August | 2008 | +3.50 |
September | 2008 | -8.10 |
October | 2008 | -20.90 |
November | 2008 | -11.98 |
December | 2008 | +5.56 |
January | 2009 | -11.20 |
February | 2009 | -12.29 |
March | 2009 | +8.67 |
April | 2009 | +15.33 |
May | 2009 | +2.88 |
June | 2009 | +1.34 |
July | 2009 | +9.53 |
August | 2009 | +2.76 |
September | 2009 | +3.76 |
|
Quotes Used | Value |
Link on Quote File | RUS2000_20090914.csv |
Quote File Used | /local/java/TrendTimer/quote_data/RUS2000_20090914.csv |
# of Quotes | 2424 |
File first date (dd.MM.yyyy) | 03.01.2000 |
File first quote | 496.42 |
File last date (dd.MM.yyyy) | 11.09.2009 |
File last quote | 593.59 |
First data considered (dd.MM.yyyy) | 08.02.2000 |
First data considered | 537.49 |
Min. Quote date (dd.MM.yyyy) | 09.10.2002 |
Min. Quote value | 327.04 |
Max Quote date (dd.MM.yyyy) | 13.07.2007 |
Max Quote value | 855.77 |
Max daily drop date (dd.MM.yyyy) | 01.12.2008 |
Max Daily Drop percent | -11.85 |
Max daily gain date (dd.MM.yyyy) | 13.10.2008 |
Max daily Gain percent | 9.27 |
|
Signals Statistics | Value |
# Generated Signals | 47 |
Avg # op. by year | 5.01 |
# Days | 3374 |
# Days in years | 9.37 |
Biggest loose (Long only) | -8.54 |
Min # days uninvested (before Buy Signal) | 9 |
Max # days uninvested (before Buy Signal) | 163 |
Min # days invested (before Sell Signal) | 2 |
Max # days invested (before Sell Signal) | 355 |
|