Performance analysis of Simulations Plus (SLP)
Annual Return
Over the past 3 years, SLP has had an average annual return of -29.18%, underperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, SLP has had an average annual return of -19.92%, underperforming the benchmark SPY, which returned +14% annual.
Over the past 10 years, SLP has had an average annual return of +9.17%, underperforming the benchmark SPY, which returned +15.53% annual.
Since Nov 1, 1999, SLP has had an average annual return of +16.80%, outperforming the benchmark SPY, which returned +8.59% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| -8.01% | -34.64% | -37.40% | +23.09% | -22.29% | -33.94% | +148.63% | +47.44% | +25.25% | +69.50% | -0.40% | +52.72% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 |
| +36.70% | +17.48% | +58.69% | +11.15% | +94.93% | +50% | -75.92% | +31.72% | +123.94% | -6.84% | +23.55% | +87.51% |
| 2002 | 2001 | 2000 | 1999 | ||||||||
| +182.37% | -57.50% | +6.39% | +36.23% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -7.35% | -27.59% | -3.35% | +19.88% | +20.75% | -1.99% | -8.01% | ||||||
| 2025 | +23.05% | -15.56% | -15.39% | +40.09% | -7.29% | -45.20% | -25.39% | +8.83% | +6.35% | +14% | -1.05% | +7.24% | -34.64% |
| 2024 | -15.18% | +9.50% | -0.84% | +10.35% | +6.37% | +0.79% | -15.88% | -11.24% | -11.67% | -14.99% | +16.72% | -12.21% | -37.40% |
| 2023 | +12.67% | -7.54% | +15.51% | -4.85% | +5.84% | -1.95% | +15.07% | -10.66% | -6.27% | -15.27% | +11.14% | +14.16% | +23.09% |
| 2022 | -9.97% | -7.36% | +29.42% | -8.36% | +1.76% | +3.90% | +30.17% | -6.39% | -19.17% | -14.38% | -2.19% | -9.90% | -22.29% |
| 2021 | +10.13% | -9.38% | -11.82% | -0.07% | -16.41% | +4.04% | -13.95% | -6.12% | -10.84% | +28.04% | -6.99% | +0.70% | -33.94% |
| 2020 | +12.27% | -0.06% | +7.25% | +9.12% | +33.17% | +18.06% | +17.79% | -15.37% | +26.49% | -13.91% | -13.65% | +28.50% | +148.63% |
| 2019 | -2.91% | +6.49% | +2.93% | +7.02% | +11.27% | +13.92% | +36.15% | -6.98% | -3.90% | +2.23% | -5.62% | -13.02% | +47.44% |
| 2018 | +0.68% | -3.72% | -5.14% | +11.91% | +16.72% | +15.89% | -19.97% | +17.46% | -3.12% | +0.35% | -1.93% | +0.40% | +25.25% |
| 2017 | +4.15% | -3.50% | +21.76% | -0.43% | +4.69% | +1.23% | +20.22% | -2.03% | +6.90% | +5.16% | -4.25% | +3.54% | +69.50% |
Drawdown analysis of Simulations Plus (SLP)
The maximum drawdown for the SLP was -89.63%, occurring on Feb 20, 2009. Recovery took 1646 trading sessions.
The current SLP drawdown is -80.91%.
Since Nov 1, 1999 SLP has experienced the following drawdowns:
- 50% or more: 4 times
- 40% or more: 5 times
- 30% or more: 9 times
- 20% or more: 13 times
- 10% or more: 24 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -89.63% | Sep 19, 2007 | 358 | Feb 20, 2009 | 1646 | Sep 3, 2015 | 2004 |
| -87.07% | Feb 9, 2021 | 1289 | Mar 30, 2026 | Ongoing | Ongoing | Ongoing |
| -83.62% | Feb 14, 2000 | 470 | Dec 31, 2001 | 469 | Nov 10, 2003 | 939 |
| -60.27% | Feb 11, 2004 | 434 | Oct 31, 2005 | 283 | Dec 14, 2006 | 717 |
| -42.99% | Apr 10, 2007 | 57 | Jun 29, 2007 | 56 | Sep 19, 2007 | 113 |
| -39.91% | Jan 19, 2016 | 110 | Jun 24, 2016 | 189 | Mar 27, 2017 | 299 |
| -36.37% | Nov 18, 1999 | 41 | Jan 19, 2000 | 14 | Feb 8, 2000 | 55 |
| -35.60% | Aug 1, 2019 | 156 | Mar 16, 2020 | 26 | Apr 22, 2020 | 182 |
| -30.93% | Oct 13, 2020 | 30 | Nov 24, 2020 | 29 | Jan 7, 2021 | 59 |
| -28.00% | Jun 26, 2018 | 11 | Jul 12, 2018 | 206 | May 8, 2019 | 217 |
| -25.86% | Nov 10, 2003 | 31 | Dec 24, 2003 | 25 | Feb 2, 2004 | 56 |
| -20.34% | Feb 16, 2007 | 9 | Mar 2, 2007 | 15 | Mar 23, 2007 | 24 |
| -20.22% | Aug 3, 2020 | 15 | Aug 24, 2020 | 24 | Sep 28, 2020 | 39 |
| -19.71% | Oct 2, 2015 | 20 | Oct 30, 2015 | 48 | Jan 11, 2016 | 68 |
| -16.63% | Oct 13, 2017 | 113 | Mar 28, 2018 | 13 | Apr 17, 2018 | 126 |
| -15.36% | Dec 22, 2006 | 2 | Dec 27, 2006 | 2 | Dec 29, 2006 | 4 |
| -13.56% | Jul 25, 2017 | 12 | Aug 10, 2017 | 36 | Oct 2, 2017 | 48 |
| -13.56% | Jan 8, 2021 | 2 | Jan 12, 2021 | 15 | Feb 3, 2021 | 17 |
| -12.58% | Jan 18, 2007 | 11 | Feb 2, 2007 | 1 | Feb 5, 2007 | 12 |
| -12.50% | Nov 10, 1999 | 1 | Nov 11, 1999 | 2 | Nov 15, 1999 | 3 |
| -11.80% | Apr 23, 2020 | 14 | May 13, 2020 | 10 | May 28, 2020 | 24 |
| -10.67% | May 4, 2017 | 9 | May 17, 2017 | 10 | Jun 1, 2017 | 19 |
| -10.50% | Nov 4, 1999 | 1 | Nov 5, 1999 | 2 | Nov 9, 1999 | 3 |
| -10.04% | Jun 1, 2017 | 8 | Jun 13, 2017 | 19 | Jul 11, 2017 | 27 |
| -9.87% | Dec 14, 2006 | 4 | Dec 20, 2006 | 1 | Dec 21, 2006 | 5 |