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 2010 - 31 DEC 2010: 11.510%
mean ROI for trades shown: 72.816%
mean ROI if you were to also sell everything you're still holding: 72.816%
Symbol | 10-Day Trade Volume | Buy Date | Buy Price | Days Held | ROI Threshold | Sell Date | Sell Price | Sell ROI | SPY ROI |
---|---|---|---|---|---|---|---|---|---|
NR | 7449720 | 2010-11-02 | $5.350 | 87 | 39.000% | 2011-03-09 | $7.460 | 39.439% | 10.861% |
STAR | 9663860 | 2010-09-23 | $2.850 | 55 | 135.000% | 2010-12-10 | $6.980 | 144.912% | 10.659% |
FBP | 9945000 | 2010-07-13 | $7.872 | 752 | 0.000% | 2013-07-09 | $8.070 | 2.510% | 51.287% |
GENN | 5725052 | 2010-07-09 | $2.350 | 80 | 60.000% | 2010-11-01 | $3.930 | 67.234% | 10.641% |
GENN | 4455595 | 2010-07-08 | $1.620 | 44 | 168.000% | 2010-09-09 | $4.870 | 200.617% | 3.664% |
HAL | 43106560 | 2010-06-02 | $21.980 | 83 | 51.000% | 2010-09-29 | $33.400 | 51.956% | 5.912% |
RDN | 12332940 | 2010-05-07 | $10.180 | 710 | 0.000% | 2013-03-05 | $10.490 | 3.045% | 36.976% |