SPDR S&P Emerging Markets Asia Pacific (GMF) Daily/Weekly Backtest Results south_america

Buy indicator:                
              [ What are these indicators? | Switch to GMF's monthly backtests ]
Fixed profit target:               -or-  

Expectancy: 1.22%.   Win rate: 75.00%.   Sharpe Ratio: -0.961.   Maximum drawdown: 32.51% on 31 October 2022.
Mean CAGR: 121.9%. Time in market: 1678 days.   Hypothetical return: $1000 would be worth $899.82 on 15 November 2023.
Key: change_history : profitable trade change_history : breakeven trade (minimal loss after 2 years) change_history : losing trade (not profitable in a 2 year timeframe)


*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.

Calculations for Asia (Emerging)

Expectancy is the percentage profit or loss you would expect to make on the next purchase of this stock with an entry point at the specified signal and profit target as set above. Given a large enough sample size, a positive expectancy indicates the trading strategy is likely to be profitable.

Expectancy calculation for 8 signal(s) occurring before 19 March 2024 for a 5% profit target: (75.00% * 5.74%) + (0% * 0%) - (25.00% * 12.33%) = 1.22%.
Wins: 6 Breakevens: 0 Losses: 2

To even out CAGR calculations, large individual returns from particularly quick trades have been capped at 300%.

The Sharpe Ratio calculation assumes a risk free return rate of 2% per calendar year. Ideally the ratio should be a positive number. A higher positive number indicates the strategy has a more attractive risk adjusted rate of return for this particular buy signal and stock over the chart's timeframe.

 

26 week low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 26 week low entry signal. Hover over the icons to see more details of the particular trade, including the maximum percentage drawdown and how long it took to reach the desired percentage profit.

Key:   disabled_by_default = profit point not achieved. select_check_box = profit point achieved with CAGR above 15%.
select_check_box = profit point achieved with CAGR of between 5% and 15%. select_check_box = profit point achieved but CAGR was less than 5%.

Signal Date and Score Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
26 March 2026   30 $ 135.10 schedule schedule schedule schedule schedule
04 April 2025  bubble_chart   25 $ 108.39 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
20 October 2023   35 $ 94.66 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
24 October 2022   35 $ 84.40 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt
16 September 2022   35 $ 96.84 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box
06 May 2022   35 $ 100.96 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
04 March 2022   55 $ 111.20 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
28 January 2022   -1 $ 116.24 select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default disabled_by_default disabled_by_default
20 December 2021   -1 $ 116.96 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default disabled_by_default
26 July 2021   -1 $ 125.02 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default

 

The data for SPDR S&P Emerging Markets Asia Pacific (exchange: ARCX symbol: GMF) was last updated 27 Mar 2026 13:44. Data for this ETF is available from 04 Jan 2021 - 26 Mar 2026.