Wealth-Lab Developer 6.

9 Performance By Period
Strategy: Channel Breakout VT 20.10.2016 18:43:17
Dataset/Symbol: AAPL

Period: Annually
Average Return: 2.34%
Std. Deviation of Returns: 3.24
Sharpe Ratio: 0.72
Best Return: 11.05%
Worst Return: -2.86%
Number of Periods: 37
Profitable Periods: 27
% Profitable Periods: 72.97%
Max Consec Profitable: 7
Max Consec Unprofitable: 3

Period Starting Return Return % Max DD % Exposure % Entries Exits

15.12.1980 kr 0,00 0.00 0.00 0.00 0 0
02.01.1981 kr 3 546,84 3.55 -2.79 5.98 9 8
04.01.1982 kr 1 651,28 1.59 -3.31 5.59 9 10
03.01.1983 kr 1 875,38 1.78 -2.55 4.95 11 10
03.01.1984 kr -2 058,67 -1.92 -5.02 5.26 11 11
02.01.1985 kr 2 312,87 2.20 -1.91 6.69 8 8
02.01.1986 kr 7 194,16 6.70 -4.32 10.55 8 9
02.01.1987 kr 8 339,36 7.28 -2.86 6.55 8 7
04.01.1988 kr -3 508,56 -2.86 -3.44 7.29 11 11
03.01.1989 kr 5 549,96 4.65 -2.45 8.48 6 6
02.01.1990 kr 5 426,79 4.34 -3.32 7.17 8 8
02.01.1991 kr 7 647,12 5.87 -1.88 7.00 7 7
02.01.1992 kr 1 473,17 1.07 -2.37 8.69 11 11
04.01.1993 kr 5 406,98 3.88 -1.54 7.78 8 9
03.01.1994 kr 3 430,32 2.37 -1.34 7.01 10 9
03.01.1995 kr 3 685,96 2.49 -2.23 6.69 8 8
02.01.1996 kr -203,46 -0.13 -2.66 5.34 9 9
02.01.1997 kr 4 056,24 2.67 -3.65 6.61 9 9
02.01.1998 kr 1 101,90 0.71 -4.51 5.45 12 12
04.01.1999 kr 6 691,50 4.26 -2.08 5.75 8 9
03.01.2000 kr 4 089,01 2.50 -2.40 4.58 9 8
02.01.2001 kr -1 921,32 -1.15 -3.11 4.02 9 10
02.01.2002 kr -4 279,97 -2.58 -3.72 4.67 11 10
02.01.2003 kr -3 469,14 -2.15 -2.69 6.14 10 10
02.01.2004 kr 14 433,37 9.13 -3.19 9.58 8 9
03.01.2005 kr 9 619,13 5.58 -2.61 8.75 8 8
03.01.2006 kr 3 333,30 1.83 -2.44 8.08 10 9
03.01.2007 kr 5 842,83 3.15 -2.82 8.93 9 9
02.01.2008 kr 8 899,76 4.65 -2.83 6.31 9 9
02.01.2009 kr 5 007,22 2.50 -2.70 10.22 10 10
04.01.2010 kr 4 445,22 2.17 -4.36 10.59 9 9
03.01.2011 kr -2 584,53 -1.23 -4.09 9.54 11 11
03.01.2012 kr 22 873,12 11.05 -2.70 15.00 7 8
02.01.2013 kr 7 638,19 3.32 -1.94 9.74 10 10
02.01.2014 kr -6 759,76 -2.85 -4.37 10.07 10 10
02.01.2015 kr -4 493,10 -1.95 -3.81 7.99 9 8
04.01.2016 kr 4 630,15 2.05 -2.36 13.26 9 9

Backtesting provides a hypothetical calculation of how a security or portfolio of securities, subject to a trading strategy, would have performed over a historical time
period. You should not assume that backtesting of a trading strategy will provide any indication of how your portfolio of securities, or a new portfolio of securities,
might perform over time. You should choose your own trading strategies based on your particular objectives and risk tolerances. Be sure to review your decisions
periodically to make sure they are still consistent with your goals. Past performance is no guarantee of future results.

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