Portfolio Performance Statistics
Uploaded by
Ram CaceresPortfolio Performance Statistics
Uploaded by
Ram CaceresDate Portfolio Total Margin Returns Negative Returns Drawdown Sharpe Ratio Sortino Ratio Calmar Ratio Annualised
atio Calmar Ratio Annualised Std Dev Annualised Downside Std Dev
3/4/2013 15,000.00 0.98 1.77 2.56 10.19% 5.65%
3/11/2013 14,830.48 -1.13% -1.13% -1.13%
3/18/2013 14,884.90 0.37%
3/25/2013 14,620.11 -1.78% -1.78% -1.78%
4/1/2013 14,697.53 0.53%
4/8/2013 14,715.33 0.12%
4/15/2013 14,645.31 -0.48% -0.48%
4/22/2013 14,361.41 -1.94% -1.94%
4/29/2013 14,351.91 -0.07% -0.07%
5/6/2013 14,268.14 -0.58% -0.58% -3.04%
5/13/2013 14,473.91 1.44% Portfolio Total Margin
5/20/2013 14,200.52 -1.89% -1.89%
18,000.00
5/27/2013 14,015.52 -1.30% -1.30%
6/3/2013 13,914.34 -0.72% -0.72% -3.87% 17,000.00
6/10/2013 13,939.45 0.18%
6/17/2013 13,886.13 -0.38% -0.38% -0.38% 16,000.00
6/24/2013 14,186.66 2.16%
7/1/2013 14,203.89 0.12% 15,000.00 Portfolio Total M
7/8/2013 13,856.11 -2.45% -2.45% -2.45%
14,000.00
7/15/2013 14,097.76 1.74%
7/22/2013 13,933.91 -1.16% -1.16% -1.16% 13,000.00
7/29/2013 14,027.89 0.67%
8/5/2013 14,137.24 0.78% 12,000.00
8/12/2013 14,313.25 1.25% 13 13 13 13 13 13 13 13 13 13 13 13 13 13 13 13 13 13 13 13 13 14 14 14 14 14 14 14 14 14 14 14 14 14 14 14
20 2 0 20 2 0 20 2 0 20 2 0 20 2 0 20 2 0 2 0 2 0 2 0 20 20 20 20 20 20 2 0 2 0 2 0 2 0 2 0 2 0 2 0 2 0 2 0 2 0 2 0 2 0 20 2 0 2 0
/4/ 19/ /3/ 18/ /3/ 18/ /2/ 17/ /2/ 17/ /1/ 16/ 31/ 15/ 30/ 15/ 30/ 14/ 29/ 14/ 29/ 13/ 28/ 12/ 27/ 14/ 29/ 13/ 28/ 13/ 28/ 12/ 27/ 12/ 27/ 11/
3 3/ 4 4/ 5 5/ 6 6/ 7 7/ 8 8/ 8/ 9/ 9/ 0/ 0/ 1/ 1/ 2/ 2/ 1/ 1/ 2/ 2/ 3/ 3/ 4/ 4/ 5/ 5/ 6/ 6/ 7/ 7/ 8/
1 1 1 1 1 1
Max Drawdown Annualised Return
3.96% 10.12%
Portfolio Total Margin
14 014 014 014 014 014 0 14 014 014
/2 /2 /2 /2 /2 /2 /2 /2
28 /13 /28 /12 /27 /12 /27 /11
5 5 6 6 7 7 8