Various statistical indicators for this asset |
Last 20 quotes Statistics | Value |
Mean quote | 1.17280 |
Standard Deviation | 0.01022 |
Lowest quote | 1.15260 |
Highest quote | 1.18710 |
Median | 1.16985 |
Max Daily Loose percent | -1.03233 |
Max Daily Gain percent | 0.90099 |
Simple Perf. | -2.03144 |
|
Last 5 quotes Statistics | Value |
Mean quote | 1.15957 |
Standard Deviation | 0.00459 |
Lowest quote | 1.15260 |
Highest quote | 1.16530 |
Median | 1.15895 |
Max Daily Loose percent | -0.38617 |
Max Daily Gain percent | 0.23223 |
Simple Perf. | -0.86015 |
|
Previous year Statistics | Value |
Mean quote | 1.25380 |
Standard Deviation | 0.03314 |
Lowest quote | 1.19205 |
Highest quote | 1.32050 |
Median | 1.25627 |
Max Daily Loose percent | -1.96901 |
Max Daily Gain percent | 1.10434 |
Simple Perf. | -7.37888 |
First quote | 1.31795 |
Last quote | 1.22070 |
|
Current year Statistics | Value |
Mean quote | 1.21275 |
Standard Deviation | 0.02351 |
Lowest quote | 1.15260 |
Highest quote | 1.25455 |
Median | 1.20358 |
Max Daily Loose percent | -1.28238 |
Max Daily Gain percent | 0.90099 |
Simple Perf. | -5.57877 |
First quote | 1.22070 |
Last quote | 1.15260 |
|
Seasonal Return by Month for this asset |
Month | Cumulated TWR Return. | #Month | Average TWR Return |
January | +13.04 | 8 | +1.63 |
February | -0.16 | 8 | -0.02 |
March | +4.55 | 8 | +0.57 |
April | -3.97 | 8 | -0.50 |
May | -5.57 | 8 | -0.70 |
June | -0.66 | 8 | -0.08 |
July | +0.19 | 8 | +0.02 |
August | +1.37 | 8 | +0.17 |
September | -10.97 | 8 | -1.37 |
October | +0.98 | 8 | +0.12 |
November | -13.12 | 8 | -1.64 |
December | -14.24 | 7 | -2.03 |
|
TWR Return by Year for this asset |
Year | TWR Return. |
2000 | +1.69 |
2001 | +2.46 |
2002 | -16.72 |
2003 | -10.56 |
2004 | -8.06 |
2005 | +15.90 |
2006 | -7.38 |
2007 | -5.58 |
|
Year 2004 to 2005 Monthly performance |
Month | Year | Performance |
January | 2004 | +1.91 |
February | 2004 | +0.77 |
March | 2004 | -0.25 |
April | 2004 | +2.35 |
May | 2004 | -3.25 |
June | 2004 | -0.16 |
July | 2004 | +2.15 |
August | 2004 | -0.88 |
September | 2004 | -1.53 |
October | 2004 | -3.78 |
November | 2004 | -5.29 |
December | 2004 | -0.07 |
January | 2005 | +4.52 |
February | 2005 | -2.57 |
March | 2005 | +2.93 |
April | 2005 | -0.12 |
May | 2005 | +4.58 |
June | 2005 | +2.90 |
July | 2005 | +0.32 |
August | 2005 | -2.08 |
September | 2005 | +2.45 |
October | 2005 | +0.14 |
November | 2005 | +1.82 |
December | 2005 | +0.25 |
|
Year 2006 to 200n Monthly performance |
Month | Year | Performance |
January | 2006 | -2.80 |
February | 2006 | +2.38 |
March | 2006 | -0.37 |
April | 2006 | -4.83 |
May | 2006 | -2.31 |
June | 2006 | +0.82 |
July | 2006 | +0.52 |
August | 2006 | +0.13 |
September | 2006 | +1.70 |
October | 2006 | -0.81 |
November | 2006 | -3.68 |
December | 2006 | +1.89 |
January | 2007 | +2.22 |
February | 2007 | -2.13 |
March | 2007 | -0.03 |
April | 2007 | -1.15 |
May | 2007 | +1.55 |
June | 2007 | -0.14 |
July | 2007 | -1.76 |
August | 2007 | +0.42 |
September | 2007 | -3.32 |
October | 2007 | -0.60 |
November | 2007 | -0.65 |
|
Quotes Used | Value |
Link on Quote File | USDCHF_20071102.csv |
Quote File Used | /local/java/TrendTimer/quote_data/USDCHF_20071102.csv |
# of Quotes | 1998 |
File first date (dd.MM.yyyy) | 03.01.2000 |
File first quote | 1.59350 |
File last date (dd.MM.yyyy) | 02.11.2007 |
File last quote | 1.15260 |
First data considered (dd.MM.yyyy) | 18.05.2000 |
First data considered | 1.73500 |
Min. Quote date (dd.MM.yyyy) | 30.12.2004 |
Min. Quote value | 1.13335 |
Max Quote date (dd.MM.yyyy) | 26.10.2000 |
Max Quote value | 1.82000 |
Max daily drop date (dd.MM.yyyy) | 22.09.2000 |
Max Daily Drop percent | -3.31834 |
Max daily gain date (dd.MM.yyyy) | 15.02.2001 |
Max daily Gain percent | 2.61980 |
|
Signals Statistics | Value |
# Generated Signals | 26 |
Avg # op. by year | 3.88 |
# Days | 2411 |
# Days in years | 6.70 |
Biggest loose (Long only) | -4.46 |
Min # days uninvested (before Buy Signal) | 3 |
Max # days uninvested (before Buy Signal) | 470 |
Min # days invested (before Sell Signal) | 1 |
Max # days invested (before Sell Signal) | 288 |
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