Global X MSCI Vietnam (VNAM) Daily/Weekly Backtest Results globe

Signal:                  
                [ What are these? | Switch to VNAM's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:           Threshold:         [ What are these scores? ]
Expectancy: -0.94%.   Win rate: 50.0%.   Sharpe Ratio: -1.003.   Maximum drawdown: -46.03% on 15 November 2022.
Mean CAGR: 69.11%. Time in market: 2423 days.   Hypothetical return: $1000 would be worth $641.22 on 20 May 2025.
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 Vietnam

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 22 May 2024 for a 7.5% profit target: (50.0% * 9.16%) + (25.00% * 0.34%) - (25.00% * 22.40%) = -0.94%.
Wins: 4 Breakevens: 2 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.

 

50 day low Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each 50 day 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 Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
06 March 2026   MEDIUM   smart_toy0.786  factory0.279   50 Day Low $ 23.63 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt schedule
07 November 2025   MEDIUM   smart_toy0.445  factory0.374   50 Day Low $ 21.98 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
03 April 2025   MEDIUM   smart_toy0.922  factory0.622   FIRE SALE 50 Day Low $ 14.31 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 select_check_box electric_boltelectric_bolt
07 January 2025   MEDIUM   smart_toy0.933  factory0.378   50 Day Low $ 14.90 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
01 November 2024   MEDIUM   smart_toy0.255  factory0.293   50 Day Low $ 15.68 select_check_box select_check_box select_check_box select_check_box select_check_box electric_bolt
18 July 2024   MEDIUM   smart_toy0.238  factory0.159   50 Day Low $ 15.92 select_check_box electric_bolt select_check_box select_check_box select_check_box select_check_box
15 April 2024   MEDIUM   smart_toy0.358  factory0.201   50 Day Low $ 16.38 select_check_box select_check_box select_check_box select_check_box select_check_box
30 October 2023   MEDIUM   smart_toy0.802  factory0.603   FIRE SALE 50 Day Low $ 14.64 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_bolt
25 September 2023   MEDIUM   smart_toy0.313  factory0.381   50 Day Low $ 16.74 select_check_box select_check_box select_check_box select_check_box select_check_box
24 February 2023   MEDIUM   smart_toy0.439  factory0.472   50 Day Low $ 14.76 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
25 October 2022   LOW   smart_toy0.625  factory0.763   50 Day Low $ 14.49 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
23 September 2022   LOW   smart_toy0.416  factory0.799   50 Day Low $ 18.44 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
21 June 2022   LOW   smart_toy0.44  factory0.84   50 Day Low $ 18.71 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
18 April 2022   LOW   smart_toy0.902  factory0.306   50 Day Low $ 23.92 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default

 

The data for Global X MSCI Vietnam (exchange: ARCX symbol: VNAM) was last updated 30 May 2026 15:00. Data for this ETF is available from 10 Dec 2021 - 29 May 2026.