Tear Sheet
QQQVN
Day Trading CAGR 28.88%
Sharpe 3.15
Max DD -23.98%
CAR/DD 1.20
Profit Factor 1.46
Exposure 17.24%
Equity curve
Underwater equity
Monthly Returns
Return heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2007 | - | - | - | 0.0% | 0.6% | -0.2% | 6.9% | 6.9% | -1.6% | -3.4% | 2.9% | 3.0% | 15.4% |
| 2008 | -8.8% | -2.2% | 5.1% | 10.7% | 3.8% | -2.3% | -0.2% | 13.3% | -0.7% | 19.1% | 22.4% | -6.4% | 61.0% |
| 2009 | 7.1% | 3.3% | 10.5% | 12.4% | 3.7% | -2.8% | 9.8% | -2.2% | 1.0% | -4.4% | -1.2% | -2.1% | 39.1% |
| 2010 | -0.5% | -4.9% | -1.6% | 1.0% | -1.6% | -1.4% | -1.1% | -1.7% | 4.5% | 1.9% | -0.5% | -3.3% | -9.2% |
| 2011 | 4.3% | 2.7% | 1.8% | -1.9% | -1.3% | 11.5% | 5.2% | -1.7% | -1.0% | 7.3% | 2.6% | -0.3% | 32.4% |
| 2012 | 1.2% | 1.5% | 5.4% | 5.3% | -3.8% | 8.9% | 4.2% | -1.0% | 10.4% | -1.1% | 5.7% | 3.6% | 47.3% |
| 2013 | -3.1% | 3.0% | -1.0% | -0.6% | 2.1% | 0.5% | 0.2% | -0.4% | 1.0% | 9.9% | 5.7% | 0.8% | 19.0% |
| 2014 | 2.1% | 1.6% | -3.6% | 2.3% | 0.9% | 1.1% | -3.1% | 4.9% | 2.9% | 10.1% | -0.8% | 0.0% | 19.3% |
| 2015 | 5.4% | 2.1% | -0.4% | 1.2% | 0.3% | 1.3% | 2.4% | 2.9% | -7.1% | 6.7% | 3.3% | 3.5% | 23.0% |
| 2016 | 2.2% | 3.0% | 3.3% | 3.6% | 8.7% | 4.4% | 2.9% | -2.8% | 2.2% | -2.0% | 1.1% | 0.1% | 29.5% |
| 2017 | 3.0% | -1.0% | 2.5% | -0.4% | 1.3% | 2.6% | 2.6% | 6.0% | -2.4% | 3.8% | 3.9% | -3.8% | 19.2% |
| 2018 | 4.1% | 0.0% | 2.6% | 2.3% | 3.2% | 0.7% | 5.0% | 0.3% | 1.1% | -2.0% | 5.3% | -5.2% | 18.0% |
| 2019 | 3.1% | 2.5% | 0.8% | -2.7% | 1.3% | 2.4% | 0.2% | -1.4% | 2.3% | 3.9% | 3.1% | -0.5% | 15.9% |
| 2020 | 0.8% | 1.5% | 16.2% | 16.9% | 6.1% | 1.4% | 1.9% | 1.8% | -5.3% | 0.6% | -1.4% | -2.5% | 42.0% |
| 2021 | 6.9% | 3.1% | 5.9% | -2.4% | 5.3% | 0.5% | 2.6% | 4.1% | 1.2% | 1.6% | 4.7% | 17.6% | 63.0% |
| 2022 | 2.1% | -1.3% | 4.7% | 4.5% | 15.6% | 5.6% | 11.4% | 2.6% | -1.5% | 7.7% | 21.6% | -1.5% | 95.5% |
| 2023 | 10.7% | -1.4% | 12.5% | 5.3% | 8.1% | 2.5% | -2.6% | 0.9% | -2.6% | -2.6% | 9.4% | 0.1% | 46.4% |
| 2024 | 5.2% | 3.3% | -0.9% | 3.4% | -0.3% | 1.9% | 2.2% | 2.4% | 1.8% | -3.2% | -4.3% | 6.0% | 18.5% |
| 2025 | -0.3% | -2.8% | -2.6% | 1.3% | -1.7% | -0.9% | -0.6% | 3.7% | -3.8% | 3.5% | -0.3% | -2.1% | -6.8% |
| 2026 | -4.8% | 0.4% | -4.5% | 12.6% | 0.1% | - | - | - | - | - | - | - | 2.8% |