VanEck Pharmaceutical (Global) (PPH) Daily/Weekly Backtest Results

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

Expectancy: 7.67%.   Win rate: 100%.   Sharpe Ratio: 29.172.   Maximum drawdown: -9.17% on 27 September 2022.
Mean CAGR: 56.63%. Time in market: 544 days.   Hypothetical return: $1000 would be worth $1342.43 on 04 January 2024.
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 Global Pharmaceuticals

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 5 signal(s) occurring before 17 April 2024 for a 7.5% profit target: (100% * 7.67%) + (0% * 0%) - (0% * 0%) = 7.67%.
Wins: 5 Breakevens: 0 Losses: 0

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.

 

Williams %R (Weekly) Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Williams %R (Weekly) 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%
24 April 2026   LOW   Williams %R (Weekly) $ 100.40 schedule schedule schedule schedule schedule
31 July 2025   MEDIUM   Williams %R (Weekly) $ 83.78 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
04 April 2025   MEDIUM   FIRE SALE Williams %R (Weekly) $ 85.52 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box electric_bolt
20 December 2024   MEDIUM   FIRE SALE Williams %R (Weekly) $ 86.28 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box
06 November 2024   MEDIUM   Williams %R (Weekly) $ 90.02 select_check_box select_check_box select_check_box select_check_box select_check_box
23 October 2023   MEDIUM   FIRE SALE Williams %R (Weekly) $ 77.57 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
08 March 2023   LOW   FIRE SALE Williams %R (Weekly) $ 74.94 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box electric_bolt select_check_box
29 August 2022   LOW   FIRE SALE Williams %R (Weekly) $ 72.08 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
13 June 2022   LOW   Williams %R (Weekly) $ 73.90 select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box select_check_box
30 November 2021   LOW   Williams %R (Weekly) $ 71.92 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box

 

The data for VanEck Pharmaceutical (Global) (exchange: XNAS symbol: PPH) was last updated 27 Apr 2026 02:46. Data for this ETF is available from 04 Jan 2021 - 24 Apr 2026.