| 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% | ||||||||||||