aribrown.com | generated ( 2022-03-25 ) by a program
Year | # of Buys | # Unsold | # Delist. | Med. Hold | S&P 500 | Mean ROI | Median | STDDEV | Sharpe |
---|---|---|---|---|---|---|---|---|---|
2022 | 44 | 43 | 0 | (unsold) | -8.412% | -92.443% | -100% | 50.126% | -1.844 |
2021 | 124 | 81 | 10 | (unsold) | 27.734% | -37.881% | -100% | 94.098% | -0.403 |
2020 | 326 | 23 | 5 | 85 | 16.644% | 80.165% | 51.376% | 106.367% | 0.754 |
2019 | 56 | 9 | 6 | 99 | 28.971% | 40.3% | 18.254% | 102.768% | 0.392 |
2018 | 36 | 9 | 6 | 120 | -6.691% | 2.038% | 3.093% | 79.494% | 0.026 |
2017 | 35 | 8 | 4 | 119 | 18.747% | -9.838% | 2.154% | 52.169% | -0.189 |
2016 | 44 | 5 | 4 | 82 | 8.97% | 52.521% | 69.702% | 74.784% | 0.702 |
2015 | 40 | 3 | 3 | 98 | -1.981% | 72.54% | 25.402% | 126.855% | 0.572 |
2014 | 26 | 2 | 1 | 105 | 11.664% | 15.221% | 9.182% | 45.428% | 0.335 |
2013 | 14 | 1 | 1 | 98 | 32.243% | 30.435% | 15.355% | 53.406% | 0.57 |
2012 | 29 | 5 | 5 | 94 | 13.006% | 16.959% | 25.285% | 63.027% | 0.269 |
2011 | 22 | 1 | 0 | 100 | -0.024% | 11.895% | 6.763% | 38.076% | 0.312 |
2010 | 7 | 0 | 0 | 83 | 11.51% | 72.816% | 51.956% | 74.075% | 0.983 |
2009 | 214 | 0 | 0 | 64 | 25.101% | 131.657% | 130.678% | 87.7% | 1.501 |
2008 | 357 | 2 | 0 | 100 | -38.654% | 65.516% | 12.766% | 178.345% | 0.367 |
2007 | 17 | 1 | 0 | 97 | 2.784% | 135.078% | 15.147% | 373.974% | 0.361 |
2006 | 16 | 0 | 0 | 95 | 13.478% | 65.414% | 25.448% | 97.949% | 0.668 |
2005 | 28 | 0 | 0 | 97 | 2.646% | 41.323% | 14.634% | 53.659% | 0.77 |
2004 | 20 | 0 | 0 | 132 | 8.676% | 12.973% | 2.288% | 19.325% | 0.671 |
2003 | 23 | 0 | 0 | 86 | 26.469% | 52.899% | 46.833% | 48.317% | 1.095 |
2002 | 135 | 0 | 0 | 93 | -24.038% | 63.809% | 30.597% | 78.085% | 0.817 |
2001 | 76 | 0 | 0 | 98 | -13.409% | 49.542% | 21.118% | 67.397% | 0.735 |
2000 | 139 | 10 | 0 | 100 | -10.662% | 33.84% | 12.119% | 76.202% | 0.444 |
a full explanation is available here
SPY ROI for 1 JAN 2007 - 31 DEC 2007: 2.784%
mean ROI for trades shown: 135.078%
mean ROI if you were to also sell everything you're still holding: 139.383%
Symbol | 10-Day Trade Volume | Buy Date | Buy Price | Days Held | ROI Threshold | Sell Date | Sell Price | Sell ROI | SPY ROI |
---|---|---|---|---|---|---|---|---|---|
RAD | 27014700 | 2007-12-21 | $3.030 | 6 | 282.000% | 2008-01-02 | $50.036 | 1551.360% | -1.656% |
MBI | 20148880 | 2007-12-21 | $21.250 | 3582 | 0.000% | - | $15.550 | -26.824% | 195.603% |
PHM | 9444460 | 2007-11-23 | $9.450 | 81 | 57.000% | 2008-03-24 | $15.480 | 63.810% | -5.836% |
URI | 13700500 | 2007-11-16 | $23.250 | 772 | 0.000% | 2010-12-10 | $23.510 | 1.118% | -14.920% |
RDN | 8164300 | 2007-10-26 | $12.610 | 605 | 0.000% | 2010-03-24 | $14.520 | 15.147% | -23.664% |
VALE | 14225460 | 2007-09-14 | $27.480 | 96 | 12.000% | 2008-02-01 | $31.630 | 15.102% | -5.664% |
BZH | 7035200 | 2007-08-15 | $11.100 | 96 | 12.000% | 2008-01-02 | $35.010 | 215.401% | 1.548% |
BZH | 8345700 | 2007-08-14 | $12.030 | 97 | 9.000% | 2008-01-02 | $35.010 | 191.018% | -0.528% |
ANH | 2250500 | 2007-08-13 | $4.510 | 80 | 60.000% | 2007-12-05 | $7.590 | 68.293% | 1.577% |
HMY | 6075346 | 2007-08-08 | $9.900 | 98 | 6.000% | 2007-12-27 | $10.620 | 7.273% | -0.499% |
DS | 8616660 | 2007-08-02 | $14.630 | 100 | 0.000% | 2007-12-24 | $14.650 | 0.137% | 1.683% |
BZH | 12750700 | 2007-08-02 | $12.080 | 105 | 0.000% | 2008-01-02 | $35.010 | 189.814% | -1.247% |
EGO | 4116048 | 2007-07-13 | $5.150 | 96 | 12.000% | 2007-11-28 | $6.030 | 17.087% | -4.813% |
MO | 18364380 | 2007-04-03 | $68.905 | 100 | 0.000% | 2007-08-24 | $69.190 | 0.414% | 3.749% |
AAIC | 5752000 | 2007-03-14 | $4.960 | 103 | 0.000% | 2007-08-09 | $4.960 | 0.000% | 5.028% |
CLS | 4437940 | 2007-02-01 | $5.960 | 97 | 9.000% | 2007-06-21 | $6.500 | 9.060% | 5.432% |
UFI | 825540 | 2007-01-12 | $1.930 | 88 | 36.000% | 2007-05-21 | $2.920 | 51.295% | 7.309% |