Various statistical indicators for this asset |
Last 20 quotes Statistics | Value |
Mean quote | 636.16 |
Standard Deviation | 24.07 |
Lowest quote | 590.03 |
Highest quote | 668.77 |
Median | 629.40 |
Max Daily Loose percent | -3.99 |
Max Daily Gain percent | 3.67 |
Simple Perf. | -1.62 |
|
Last 5 quotes Statistics | Value |
Mean quote | 609.19 |
Standard Deviation | 14.35 |
Lowest quote | 590.03 |
Highest quote | 629.43 |
Median | 609.73 |
Max Daily Loose percent | -1.49 |
Max Daily Gain percent | 3.67 |
Simple Perf. | 4.08 |
|
Previous year Statistics | Value |
Mean quote | 520.71 |
Standard Deviation | 71.87 |
Lowest quote | 343.26 |
Highest quote | 634.07 |
Median | 488.67 |
Max Daily Loose percent | -7.03 |
Max Daily Gain percent | 8.40 |
Simple Perf. | 26.95 |
First quote | 499.45 |
Last quote | 634.07 |
|
Current year Statistics | Value |
Mean quote | 657.60 |
Standard Deviation | 38.49 |
Lowest quote | 586.49 |
Highest quote | 741.92 |
Median | 664.20 |
Max Daily Loose percent | -5.09 |
Max Daily Gain percent | 5.61 |
Simple Perf. | -0.73 |
First quote | 634.07 |
Last quote | 629.43 |
|
Seasonal Return by Month for this asset |
Month | Cumulated TWR Return. | #Month | Average TWR Return |
January | -12.39 | 11 | -1.13 |
February | -8.85 | 11 | -0.80 |
March | +18.19 | 11 | +1.65 |
April | +27.75 | 11 | +2.52 |
May | +6.86 | 11 | +0.62 |
June | -0.57 | 11 | -0.05 |
July | -13.90 | 11 | -1.26 |
August | +17.73 | 10 | +1.77 |
September | -20.84 | 10 | -2.08 |
October | -10.99 | 10 | -1.10 |
November | +6.38 | 10 | +0.64 |
December | +30.25 | 10 | +3.03 |
|
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 | +26.95 |
2010 | -0.73 |
|
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 | +5.63 |
October | 2009 | -6.87 |
November | 2009 | +3.01 |
December | 2009 | +9.37 |
January | 2010 | -5.05 |
February | 2010 | +4.41 |
March | 2010 | +7.97 |
April | 2010 | +5.59 |
May | 2010 | -7.67 |
June | 2010 | -7.88 |
July | 2010 | +3.27 |
|
Quotes Used | Value |
Link on Quote File | RUS2000_20100712.csv |
Quote File Used | /local/java/TrendTimer/quote_data/RUS2000_20100712.csv |
# of Quotes | 2628 |
File first date (dd.MM.yyyy) | 03.01.2000 |
File first quote | 496.42 |
File last date (dd.MM.yyyy) | 09.07.2010 |
File last quote | 629.43 |
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 | 52 |
Avg # op. by year | 5.10 |
# Days | 3674 |
# Days in years | 10.21 |
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 |
|