Monday, May 26, 2008

KLCI June Performance

This is the performance of KLCI for month of June from 1994 onwards.

Entry DateEntry PriceExit DateExit Price% ChangeDraw Down %Max Gain %Bars Held
6/1/1994991.606/30/19941011.582.01-4.365.0821
6/1/19951058.136/30/19951026.62-2.98-3.323.1321
6/3/19961139.786/28/19961136.31-0.3-2.081.3719
6/2/19971107.556/30/19971077.30-2.73-4.132.7720
6/1/1998537.606/30/1998455.64-15.25-19.030.1821
6/1/1999742.706/30/1999811.109.21-1.8112.0721
6/1/2000914.126/30/2000833.37-8.83-12.820.2518
6/1/2001573.306/29/2001592.993.43-1.845.8819
6/3/2002741.906/28/2002725.44-2.22-5.121.9419
6/2/2003672.926/30/2003691.962.83-0.423.4120
6/1/2004811.666/30/2004819.861.01-2.312.0421
6/1/2005861.056/30/2005888.323.17-0.265.2221
6/1/2006927.656/30/2006914.69-1.4-4.780.8321
6/1/20071348.366/29/20071354.380.45-0.163.2020

The records are pretty even with 7 winners and 7 losers. However, the average winning size is less than the average losing size.

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