Timmay - you should do this

Timmays Audited Fund Performance:
Compounded Annual Return: 1.52% (underperformed money market rates, with much higher risk)


Return Statistics (3/2003 - 6/2007)

Year To Date: -8.75%
Total Return Since Inception: 6.76%
Average Monthly Return: 0.31%
Highest Monthly Return: 15.6%
Lowest Monthly Return: -18.69%
Average Monthly Gain: 4.17%
Average Monthly Loss: -4.56%
Profitable Percentage: 55.77%
Compounded Annual Return: 1.52%
Compounded Monthly Return: 0.13%
Longest Losing Streak: 7



Risk Analysis(3/2003 - 6/2007)

Sharpe Ratio (Rolling 12): 0.17
Sharpe Ratio (Annualized): -0.06
Sortino Ratio (Annualized 10%): -0.52
Sortino Ratio (Annualized 5%): -0.23
Sortino Ratio (Annualized 0%): 0.11
Sortino Ratio (Rolling 12 10%): -0.02
Sortino Ratio (Rolling 12 5%): 0.25
Sortino Ratio (Rolling 12 0%): 0.62
Standard Dev. (Monthly): 6.08%
Standard Dev. (Rolling 12): 27.44%
Downside Dev. (Annualized 10%): 15.5%
Downside Dev. (Annualized 5%): 14.8%
Downside Dev. (Annualized 0%): 14.07%
Downside Dev. (Rolling 12 10%): 21.02%
Downside Dev. (Rolling 12 5%): 18.23%
Downside Dev. (Rolling 12 0%): 15.51%
Sterling Ratio: -0.11
Calmar Ratio: 0.07




Drawdown Analysis (3/2003 - 6/2007)

Magnitude Length(in Months) Recovery(in Months) Peak Valley
-37.12% 21 0 6/2005 3/2007
-20.93% 3 3 2/2003 5/2003
-11.93% 4 3 9/2003 1/2004
-2.98% 1 1 8/2004 9/2004
-0.75% 2 1 4/2004 6/2004
-0.64% 1 1 12/2004 1/2005
 
Quote from WoodyAllen:

Timmays Audited Fund Performance:
Compounded Annual Return: 1.52% (underperformed money market rates, with much higher risk)


Return Statistics (3/2003 - 6/2007)

Year To Date: -8.75%
Total Return Since Inception: 6.76%
Average Monthly Return: 0.31%
Highest Monthly Return: 15.6%
Lowest Monthly Return: -18.69%
Average Monthly Gain: 4.17%
Average Monthly Loss: -4.56%
Profitable Percentage: 55.77%
Compounded Annual Return: 1.52%
Compounded Monthly Return: 0.13%
Longest Losing Streak: 7


Drawdown Analysis (3/2003 - 6/2007)

Magnitude Length(in Months) Recovery(in Months) Peak Valley
-37.12% 21 0 6/2005 3/2007
-20.93% 3 3 2/2003 5/2003
-11.93% 4 3 9/2003 1/2004
-2.98% 1 1 8/2004 9/2004
-0.75% 2 1 4/2004 6/2004
-0.64% 1 1 12/2004 1/2005
More...

ouch.


There you go Tim, that is what I was talking about.....


like I said where'd you get 2005 in your statement when you were dogging my math?

Thanks Woody
 
Quote from Darkside:

ouch.


There you go Tim, that is what I was talking about.....


like I said where'd you get 2005 in your statement when you were dogging my math?

Thanks Woody
More...

Never dogged your math, you just have to understand that a bad loss one year wipes out gains from several years. That doesn't mean that there weren't gains after the bubble.

You can see in my annual returns that my poor numbers are a direct result of 2006, nothing more.
 
Quote from TimothySykes:

Never dogged your math, you just have to understand that a bad loss one year wipes out gains from several years. That doesn't mean that there weren't gains after the bubble.

You can see in my annual returns that my poor numbers are a direct result of 2006, nothing more.
More...

I am probably going to stop responding to you unless you can get Seben back on here.

You need a fork stuck in you- you're done.
 
Quote from Darkside:

ouch.
There you go Tim, that is what I was talking about.....
More...

Timmay Fund Sharpe Ratio (Annualized): -0.06
(may as well do a coin flip, or give up and go on TV/self-publish etc)

Compounded Annual Return: 1.52% (underperformed money market rates, with much higher risk)
 
Quote from WoodyAllen:

Timmay Fund Sharpe Ratio (Annualized): -0.06
(may as well do a coin flip, or give up and go on TV/self-publish etc)
More...

Let's see what LTCM's sharpe ratio is? You guys just don't understand that the numbers don't tell the whole story----words do---and I pity you for not being open to the possibility of learning.
 
Quote from TimothySykes:

Let's see what LTCM's sharpe ratio is? You guys just don't understand that the numbers don't tell the whole story----words do---and I pity you for not being open to the possibility of learning.
More...

yeah you'd like us to think that....

your words tell a whole hell of a lot of stories.
 
You must log in or register to reply here.
Back
Top