Portfolio Evaluator Report
Fixed Capital Return Analysis
Management Fee: none
Performance Fee: none
Performance Statistics
Cummulative P/L 3458.12%
Avg Annual Return 691.62% Std Dev of Annual Returns 572.48%
Avg Monthly Return 86.45% Std Dev of Monthly Return 94.96%
Avg Weekly Return 20.11% Std Dev of Weekly Returns 49.00%
Avg Daily Return 4.19% Std Dev of Daily Returns 27.07%
Best 12-Month Period 1461.48% Skewness 1.12
Worst 12-Month Period 691.26% Kurtosis 1.79
% Years Profitable 100.00% Sharpe Ratio 3.14
% Months Profitable 77.50% Sortino Ratio 8.57
% Weeks Profitable 62.21% CMGR 64.93%
% Days Profitable 54.12% CAGR 40405.47%
Largest Drawdowns Maximum Drawdown % (29.15%)
01/16/03 (29.15%) Months in Max Drawdown 0.46
12/30/02 (21.51%) Max Drawdown Date 01/16/03
04/02/03 (18.41%) Average Months to Recovery 0.15
11/13/03 (12.21%) Longest Period Between Equity Peaks (months) 1.58
04/13/05 (10.53%) Average Months to New Equity Peak 0.33
Annual Return Statistics
2002 2003 2004 2005 2006
Cummulative Return 13.10% 1069.72% 1965.18% 3290.33% 3458.12%
Annual Return 13.10% 1056.62% 895.46% 1325.15% 167.79%
Max Drawdown (3.84%) 0.00% (5.32%) (1.84%) 0.00%
Monthly Return
  Jan Feb Mar Apr May June Jul Aug Sept Oct Nov Dec
2002 0.00% 0.00% 13.10%
2003 141.08% 173.74% 80.72% 127.68% 13.38% 71.36% 89.70% 104.72% 9.36% (2.40%) 58.56% 188.72%
2004 (12.38%) 14.06% 28.50% 134.80% 50.76% 79.56% 149.97% 88.55% 107.48% (0.67%) 183.58% 71.25%
2005 31.47% 131.06% 148.96% (31.64%) (29.35%) 420.19% (32.73%) 37.02% 232.86% (31.30%) 228.03% 220.58%
2006 167.79%