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