| Portfolio Evaluator Report | |||||||||
| Portfolio Evaluator Report - usall_stocks_p1-port (10/11/2003-13/01/2006) | |||||||||
| Portfolio Overview | |||||||||
| # | Name | Market | Start Date |
End Date |
Initial Capital |
Weight | Net Profit |
Number of Trades |
|
| 1 | AXP | AXP | 10/11/2003 | 13/01/2006 | $10,000.00 | 1 | $83,850.00 | 46 | |
| 2 | C | C | 10/11/2003 | 13/01/2006 | $10,000.00 | 1 | $83,610.00 | 44 | |
| 3 | CAT | CAT | 11/12/2003 | 13/01/2006 | $10,000.00 | 1 | $77,295.00 | 45 | |
| 4 | IBM | IBM | 10/11/2003 | 13/01/2006 | $10,000.00 | 1 | $159,060.01 | 31 | |
| 5 | KO | KO | 10/11/2003 | 13/01/2006 | $10,000.00 | 1 | $93,540.00 | 36 | |
| 6 | DD | DD | 10/11/2003 | 13/01/2006 | $10,000.00 | 1 | $125,040.01 | 30 | |
| 7 | DIS | DIS | 10/11/2003 | 13/01/2006 | $10,000.00 | 1 | $44,040.00 | 35 | |
| 8 | GM | GM | 10/11/2003 | 13/01/2006 | $10,000.00 | 1 | $117,330.01 | 43 | |
| 9 | HD | HD | 10/11/2003 | 13/01/2006 | $10,000.00 | 1 | $56,940.00 | 28 | |
| 10 | MRK | MRK | 10/11/2003 | 13/01/2006 | $10,000.00 | 1 | $131,610.01 | 37 | |
| 11 | WMT | WMT | 10/11/2003 | 13/01/2006 | $10,000.00 | 1 | $82,950.00 | 27 | |
| Performance Ratios | |||||||||
| # | Name | Market | RINA Index |
Sharpe Ratio |
Average Trade |
Avg Trade/ Margin |
Profit Factor |
Percent Profitable |
|
| 1 | AXP | AXP | 31.07 | 1.98 | $1,822.83 | 364.57 | 300.50% | 57.45% | |
| 2 | C | C | 64.13 | 2.09 | $1,900.23 | 380.05 | 375.67% | 51.11% | |
| 3 | CAT | CAT | 34.59 | 1.27 | $1,717.67 | 343.53 | 204.54% | 41.30% | |
| 4 | IBM | IBM | 47.54 | 2.09 | $5,130.97 | 1026.19 | 510.37% | 59.38% | |
| 5 | KO | KO | 53.63 | 1.42 | $2,598.33 | 519.67 | 719.88% | 62.16% | |
| 6 | DD | DD | 78.01 | 2.20 | $4,168.00 | 833.60 | 1099.52% | 70.97% | |
| 7 | DIS | DIS | 31.53 | 1.39 | $1,258.29 | 251.66 | 281.23% | 47.22% | |
| 8 | GM | GM | 47.92 | 1.45 | $2,728.60 | 545.72 | 300.67% | 52.27% | |
| 9 | HD | HD | 15.37 | 1.40 | $2,033.57 | 406.71 | 366.95% | 51.72% | |
| 10 | MRK | MRK | 60.44 | 1.48 | $3,557.03 | 711.41 | 661.00% | 52.63% | |
| 11 | WMT | WMT | 49.45 | 1.11 | $3,072.22 | 614.44 | 517.67% | 46.43% | |
| Equity Curve Analysis | |||||||||
| # | Name | Market | Max. Equity Drawdown |
Max. Equity Drawdown(%) |
Max. Equity Run-up |
Max. Equity Run-up(%) |
Avg. Monthly Return |
Std. Dev. of Returns |
|
| 1 | AXP | AXP | (19740.00) | 41.64% | 97080.00 | 16.57 | 3325.56 | 5804.79 | |
| 2 | C | C | (14820.00) | 55.36% | 92310.00 | 16.25 | 3090.00 | 4621.10 | |
| 3 | CAT | CAT | (33660.00) | 68.49% | 110280.01 | 17.03 | 3420.58 | 8757.46 | |
| 4 | IBM | IBM | (22590.00) | 62.46% | 187380.01 | 31.49 | 6527.78 | 10935.54 | |
| 5 | KO | KO | (15390.00) | 50.78% | 100500.00 | 17.42 | 3510.00 | 4811.24 | |
| 6 | DD | DD | (10680.00) | 49.81% | 138210.01 | 25.98 | 4936.67 | 5061.61 | |
| 7 | DIS | DIS | (21600.00) | 59.32% | 52950.00 | 5.34 | 1737.78 | 3261.08 | |
| 8 | GM | GM | (21330.00) | 63.03% | 133080.01 | 14.16 | 4118.89 | 7850.73 | |
| 9 | HD | HD | (19518.00) | 86.45% | 82728.00 | 49.84 | 2121.11 | 4866.26 | |
| 10 | MRK | MRK | (11220.00) | 91.20% | 152580.01 | 173.39 | 5285.56 | 7596.02 | |
| 11 | WMT | WMT | (13410.00) | 44.68% | 98670.00 | 14.60 | 3501.11 | 6580.43 | |