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Thanks Moreleverage, that is indeed a better explanation.

I hope I didn't bore you guys too much LOL Well, some good stuff there, and I learned something new today, hope you did as well

Daily Standard Deviation is pretty straightforward imo. 20+% is quite high for S&p it is 1.1 and nasdaq 1.8

'Kurtosis' A statistical measure used to describe the distribution of observed data around the mean. It is sometimes referred to as the "volatility of volatility."

DEFINITION of 'Mean Return' 1. In securities analysis, it is the expected value, or mean, of all the likely returns of investments comprising a portfolio. It is also known as "expected return". Daily mean return of 1.54% is pretty high imo

'Skewness' Describe asymmetry from the normal distribution in a set of statistical data. Skewness can come in the form of "negative skewness" or "positive skewness", depending on whether data points are skewed to the left (negative skew) or to the right (positive skew) of the data average.

Value-at-Risk (VAR) is defined as the daily loss level that is expected to be exceeded on less than 5% of all days and. So, negative again, which means low risk of fat tails, I believe.

Expected Shortfall is defined as the average loss level of returns below the VAR. The purpose of the expected shortfall is to highlight return distributions in which the worst 5% of returns contain losses much greater than the VAR. For example, an investment with a VAR of 4% and an expected...

The CALMAR Ratio is exactly the same as the MAR Ratio except that the calculation is restricted to the past three years of data.

The MAR Ratio is the ratio of the annualized compounded return to the maximum drawdown. Both these terms have been defined above. The MAR Ratio gets its name from the Managed Accounts Report newsletter, which developed this metric

Daily Gain to Pain Ratio (GPR)—This ratio is equal to the sum of all daily returns divided by the absolute value of the sum of all daily losses. The GPR essentially shows the ratio of net returns to the losses incurred in getting those returns.

FundSeeder Score—This measure is a complex proprietary formula that is computed based on the time-series of daily returns. When assessing the FundSeeder score, it is important to know the following five facts: ● The core component of the score is the Probabilistic Sharpe Ratio developed by David...

One I never heard of before: Sortino Ratio A modification of the Sharpe ratio that differentiates harmful volatility from general volatility by taking into account the standard deviation of negative asset returns, called downside deviation. The Sortino ratio subtracts the risk-free rate of...

'Drawdown' The peak-to-trough decline during a specific record period of an investment, fund or commodity. A drawdown is usually quoted as the percentage between the peak and the trough.

'Cumulative Return' The aggregate amount that an investment has gained or lost over time, independent of the period of time involved. Presented as a percentage, the cumulative return is the raw mathematical return

DEFINITION OF 'SHARPE RATIO' The Sharpe Ratio is a measure for calculating risk-adjusted return, and this ratio has become the industry standard for such calculations. It was developed by Nobel laureate William F. Sharpe. The Sharpe ratio is the average return earned in excess of therisk-free...

Annualized Volatility: To present this volatility in annualized terms, we simply need to multiply our daily standard deviation by the square root of 252. This assumes there are 252 trading days in a given year. The formula for square root in Excel is =SQRT(). In our example, 1.73% times the...

'Annualized Total Return' The average amount of money earned by an investment each year over a given time period. An annualized total return provides only a snapshot of an investment's performance and does not give investors any indication of its volatility. Annualized total return merely...

I'll do some more research, hope I can find out more by myself Thanks, PS: I'll post some of my findings here, maybe it can be of use to someone else.

Rob, Thanks for analysis. That is correct. As I mentioned above, this is my secondary swing trading account. Where I am only long calls and puts on spy or in cash. As you know, due to the nature of options, it is to be expected to be down small when not much is happening and the timevalue...