Long
Only
Year Gain/loss
(largest draw down that year)
1988 P_ALO:-3.2% (-14.6% on
11/21/88)
1989 P_ALO:+26.2% (-11.0% on 12/18/89)
1990
P_ALO:-2.3% (-23.7% on 09/27/90)
1991 P_ALO:+65.0% (-11.5% on
06/24/91)
1992 P_ALO:+8.3% (-18.7% on 08/24/92)
1993
P_ALO:+10.6% (-14.2% on 04/26/93)
1994 P_ALO:+6.0% (-11.3% on
06/24/94)
1995 P_ALO:+37.4% (-11.8% on 12/18/95)
1996
P_ALO:+45.0% (-11.5% on 07/15/96)
1997 P_ALO:+20.6% (-18.2% on
12/24/97)
1998 P_ALO:+101.9% (-17.4% on 10/08/98)
1999
P_ALO:+96.6% (-11.9% on 04/19/99)
2000 P_ALO:+29.9% (-17.2% on
05/10/00)
2001 P_ALO:+31.0% (-14.0% on 06/18/01)
2002
P_ALO:-0.1% (-13.7% on 07/10/02)
2003 P_ALO:+50.6% (-7.0% on
08/08/03)
2004 P_ALO:+20.2% (-9.3% on 03/23/04)
2005
P_ALO:+5.9% (-6.5% on 10/12/05)
2006 P_ALO:+14.8% (-9.1% on
07/21/06)
2007 P_ALO:+2.1% (+0.0% on )
----------------------------------------
Results
Summary
----------------------------------------
Starting
Date: 06/20/88
Ending
Date:
01/04/07
----------------------------------------
Composite
Long
Only Results:
----------------------------------------
Start:
183.20
End:
16694.10
Total
Gain:
+9012.50%
Maximum Drawdown: -23.89%
on
09/27/90
CAR:
+27.53%
Ulcer
Index:
6.62%
----------------------------------------
Long and
Short
Year Gain/loss
(largest draw down that year)
1988 P_CRO:-3.2% (-14.6% on 11/21/88)
1989
P_CRO:+26.2% (-11.0% on 12/18/89)
1990 P_CRO:+3.1% (-20.2% on
08/23/90)
1991 P_CRO:+65.0% (-11.5% on 06/24/91)
1992
P_CRO:+7.6% (-19.3% on 08/24/92)
1993 P_CRO:+10.6% (-14.2% on
04/26/93)
1994 P_CRO:+10.2% (-10.3% on 04/04/94)
1995
P_CRO:+31.5% (-13.2% on 12/18/95)
1996 P_CRO:+46.3% (-11.0% on
09/05/96)
1997 P_CRO:+20.6% (-18.2% on 12/24/97)
1998
P_CRO:+118.8% (-16.1% on 10/08/98)
1999 P_CRO:+89.1% (-11.9% on
04/19/99)
2000 P_CRO:+127.6% (-20.4% on 09/01/00)
2001
P_CRO:+105.2% (-15.6% on 01/23/01)
2002 P_CRO:+46.3% (-15.2% on
03/08/02)
2003 P_CRO:+50.5% (-8.8% on 03/31/03)
2004
P_CRO:+29.4% (-10.2% on 06/25/04)
2005 P_CRO:+6.1% (-6.5% on
10/12/05)
2006 P_CRO:+18.3% (-6.6% on 08/18/06)
2007
P_CRO:+2.0% (+0.0% on )
----------------------------------------
Results
Summary
----------------------------------------
Starting
Date: 06/20/88
Ending
Date:
01/04/07
----------------------------------------
Composite
Long and Short
Results:
----------------------------------------
Start:
183.20
End:
81690.80
Total
Gain:
+44491.05%
Maximum Drawdown:
-23.27% on
08/23/90
CAR:
+38.93%
Ulcer
Index:
6.15%
----------------------------------------
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