Free Strategy

Up-to-date data!

FreeHolds:FXI   from:2012/01/06,For: 29 days,Gaining: 15.1%,Gain/Day: 0.52%,Strength: 7%

Free                    Lev.   CAGR  Sharpe UPI(21)   MaxDD   MaxDDDate Ulx(21) TurnOver [2006/01/03-2012/02/03] 1.0X    45%     1.4     2.3   29.7%, 2007/11/26   18.9%     690% [2006/01/03-2007/01/03] 1.0X    78%     2.8     7.9   21.8%, 2006/06/14    9.8%     700% [2007/01/03-2008/01/02] 1.0X    65%     1.4     3.4   29.7%, 2007/11/26   18.9%     500% [2008/01/02-2009/01/02] 1.0X    28%     1.1     2.2   20.9%, 2008/08/12   12.6%     496% [2009/01/02-2010/01/04] 1.0X    69%     1.9     7.1   14.4%, 2009/07/13    9.7%    1295% [2010/01/04-2011/01/03] 1.0X     3%     0.1     0.2   19.2%, 2010/02/08   11.9%     797% [2011/01/03-2012/01/03] 1.0X    21%     1.0     2.0   20.8%, 2011/10/27   10.4%     299% [2012/01/03-2012/02/03] 1.0X   349%    19.0   444.5    2.9%, 2012/01/30    0.8%    1096% Efficiency= 67% [W 500%:H 243%:L-271%], $1Becomes=$  9.5, R(2003)= 2.5, R(2006)= 2.2,    %WinningTr= 64% {Number[27:15], Average[ 10.2%: -2.2%], SD[  8.5%:  2.4%]}, GSD=56%