Madoff trading statistics

[Daal]

Thank you! That looks very professional! I assumed it must be an external program.

Funnily I've just started using R and PerformanceAnalytics, to get some stats that the IB PortfolioAnalyst does not provide (and check some figures)

https://cran.r-project.org/web/packages/PerformanceAnalytics/index.html

Cool, you might want to check out Tradervue as well. Its pretty good
http://www.beathft.com/?p=128

 

[Illini Trader]

I found his returns in this paper
http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.611.5044&rep=rep1&type=pdf

and decided to have a little fun calculating his trading statistics. These are all monthly inflation adjusted returns since 1990

View attachment 190892

Now wonder he was called "the jewish T-Bill"
There you go, now you know what to shoot for

Pretty good stats for a guy that did not make any trades

 

[777]

I found his returns in this paper
http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.611.5044&rep=rep1&type=pdf

and decided to have a little fun calculating his trading statistics. These are all monthly inflation adjusted returns since 1990

View attachment 190892

Now wonder he was called "the jewish T-Bill"
There you go, now you know what to shoot for

Thorp took a brief look.at what Madoff claimed to be doing and said toma frirnd that the returns were too smooth to be true.

Any knowledgeable person looking at what Madoff claimed should have been leary.