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 |
11191.05% |
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Avg Annual Return |
2797.76% |
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Std Dev of Annual Returns |
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3152.04% |
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Avg Monthly Return |
414.48% |
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Std Dev of Monthly Return |
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290.47% |
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Avg Weekly Return |
98.17% |
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Std Dev of Weekly Returns |
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148.67% |
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Avg Daily Return |
20.35% |
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Std Dev of Daily Returns |
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70.17% |
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Best 12-Month Period |
6437.10% |
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Skewness |
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0.12 |
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Worst 12-Month Period |
4632.75% |
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Kurtosis |
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(0.10) |
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% Years Profitable |
75.00% |
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Sharpe Ratio |
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4.94 |
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% Months Profitable |
88.89% |
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Sortino Ratio |
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10.29 |
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% Weeks Profitable |
75.44% |
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CMGR |
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0.00% |
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% Days Profitable |
56.00% |
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CAGR |
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0.00% |
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Largest Drawdowns |
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Maximum Drawdown % |
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(133.31%) |
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01/28/04 |
(133.31%) |
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Months in Max Drawdown |
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0.07 |
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02/13/04 |
(18.93%) |
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Max Drawdown Date |
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01/28/04 |
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03/12/04 |
(15.27%) |
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Average Months to
Recovery |
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0.09 |
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03/17/04 |
(10.90%) |
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Longest Period Between
Equity Peaks (months) |
1.28 |
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04/23/04 |
(10.23%) |
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Average Months to New
Equity Peak |
0.21 |
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Annual Return Statistics |
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2003 |
2004 |
2005 |
2006 |
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Cummulative Return |
0.00% |
5268.00% |
11042.25% |
11191.05% |
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Annual Return |
0.00% |
5268.00% |
5774.25% |
148.80% |
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Max Drawdown |
0.00% |
(144.00%) |
0.00% |
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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2003 |
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0.00% |
0.00% |
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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%) |
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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% |
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2006 |
148.80% |
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