Portfolio Evaluator Report |
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Fixed
Capital Return Analysis |
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Management
Fee: none |
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Performance
Fee: none |
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Performance Statistics |
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Cummulative P/L |
3458.12% |
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Avg Annual Return |
691.62% |
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Std Dev of Annual Returns |
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572.48% |
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Avg Monthly Return |
86.45% |
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Std Dev of Monthly Return |
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94.96% |
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Avg Weekly Return |
20.11% |
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Std Dev of Weekly Returns |
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49.00% |
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Avg Daily Return |
4.19% |
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Std Dev of Daily Returns |
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27.07% |
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Best 12-Month Period |
1461.48% |
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Skewness |
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1.12 |
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Worst 12-Month Period |
691.26% |
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Kurtosis |
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1.79 |
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% Years Profitable |
100.00% |
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Sharpe Ratio |
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3.14 |
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% Months Profitable |
77.50% |
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Sortino Ratio |
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8.57 |
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% Weeks Profitable |
62.21% |
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CMGR |
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64.93% |
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% Days Profitable |
54.12% |
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CAGR |
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40405.47% |
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Largest Drawdowns |
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Maximum Drawdown % |
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(29.15%) |
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01/16/03 |
(29.15%) |
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Months in Max Drawdown |
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0.46 |
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12/30/02 |
(21.51%) |
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Max Drawdown Date |
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01/16/03 |
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04/02/03 |
(18.41%) |
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Average Months to
Recovery |
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0.15 |
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11/13/03 |
(12.21%) |
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Longest Period Between
Equity Peaks (months) |
1.58 |
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04/13/05 |
(10.53%) |
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Average Months to New
Equity Peak |
0.33 |
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Annual Return Statistics |
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2002 |
2003 |
2004 |
2005 |
2006 |
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Cummulative Return |
13.10% |
1069.72% |
1965.18% |
3290.33% |
3458.12% |
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Annual Return |
13.10% |
1056.62% |
895.46% |
1325.15% |
167.79% |
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Max Drawdown |
(3.84%) |
0.00% |
(5.32%) |
(1.84%) |
0.00% |
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Monthly
Return |
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Jan |
Feb |
Mar |
Apr |
May |
June |
Jul |
Aug |
Sept |
Oct |
Nov |
Dec |
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2002 |
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0.00% |
0.00% |
13.10% |
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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% |
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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% |
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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% |
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2006 |
167.79% |
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