Portfolio Evaluator Report
Fixed Capital Return Analysis
Management Fee: none
Performance Fee: none
Performance Statistics
Cummulative P/L 11191.05%
Avg Annual Return 2797.76% Std Dev of Annual Returns 3152.04%
Avg Monthly Return 414.48% Std Dev of Monthly Return 290.47%
Avg Weekly Return 98.17% Std Dev of Weekly Returns 148.67%
Avg Daily Return 20.35% Std Dev of Daily Returns 70.17%
Best 12-Month Period 6437.10% Skewness 0.12
Worst 12-Month Period 4632.75% Kurtosis (0.10)
% Years Profitable 75.00% Sharpe Ratio 4.94
% Months Profitable 88.89% Sortino Ratio 10.29
% Weeks Profitable 75.44% CMGR 0.00%
% Days Profitable 56.00% CAGR 0.00%
Largest Drawdowns Maximum Drawdown % (133.31%)
01/28/04 (133.31%) Months in Max Drawdown 0.07
02/13/04 (18.93%) Max Drawdown Date 01/28/04
03/12/04 (15.27%) Average Months to Recovery 0.09
03/17/04 (10.90%) Longest Period Between Equity Peaks (months) 1.28
04/23/04 (10.23%) Average Months to New Equity Peak 0.21
Annual Return Statistics
2003 2004 2005 2006
Cummulative Return 0.00% 5268.00% 11042.25% 11191.05%
Annual Return 0.00% 5268.00% 5774.25% 148.80%
Max Drawdown 0.00% (144.00%) 0.00% 0.00%
Monthly Return
  Jan Feb Mar Apr May June Jul Aug Sept Oct Nov Dec
2003 0.00% 0.00%
2004 79.80% 491.40% 667.50% 482.70% 613.80% 238.35% 666.45% 425.25% 721.35% 246.15% 844.65% (209.40%)
2005 790.05% 447.75% 545.25% 1107.45% 261.60% 555.15% 287.40% 511.50% 293.40% 350.70% 395.10% 228.90%
2006 148.80%