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7 May 2010
All of this information was taken from Timer Trac's website. The graph and statistics can be found by clicking the Timer Trac medallion below, modifiying or accepting the paramaters and clicking on the "Graph with Statistics" button. The graph and statistics are based on the Nasdaq-100 and STT signals applied to that index from August 27, 2008 to May 7, 2010.
Timer Trac Stats for STT Long/Cash and Long/Short Plans from 8/27/08 to 5/7/10 |
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Risk Table |
Monthly Returns |
||||||
Nas-100 |
STT L/C |
STT L/S |
Values in % |
Nas-100 |
STT L/C |
STT L/S |
|
Std Dev |
35.78 |
18.08 |
35.33 |
Aug-08 |
-1.46 |
0.02 |
1.48 |
Down Std Dev |
27.39 |
13.06 |
25.24 |
Sep-08 |
-15.37 |
0.19 |
18.17 |
Ulcer Index |
30.7 |
0.44 |
0.22 |
Oct-08 |
-15.77 |
0.2 |
18.72 |
MaxDD Peaks |
-45.88 |
-8.71 |
-23.57 |
Nov-08 |
-11.16 |
0.18 |
12.57 |
MaxDD Entry |
-45.46 |
-3.42 |
-0.77 |
Dec-08 |
2.18 |
-0.01 |
-2.27 |
Beta (NDX100) |
1 |
0.26 |
-0.46 |
Jan-09 |
-2.59 |
-1.03 |
0.38 |
Feb-09 |
-5.36 |
0.17 |
-6.54 |
||||
Performance Table |
Mar-09 |
10.75 |
8.1 |
5.31 |
|||
Nas-100 |
STT L/C |
STT L/S |
Apr-09 |
12.7 |
12.72 |
12.72 |
|
AR/Std Dev |
-0.04 |
1.23 |
1.11 |
May-09 |
2.96 |
2.95 |
2.96 |
AR/Down SD |
-0.06 |
1.7 |
1.55 |
Jun-09 |
2.91 |
0.84 |
-1.26 |
AR/MaxDD Pk |
-0.03 |
2.55 |
1.66 |
Jul-09 |
8.53 |
3.92 |
-0.64 |
Alpha |
1 |
1.02 |
2.04 |
Aug-09 |
1.36 |
1.37 |
1.36 |
Sharpe Ratio |
0 |
1.19 |
1.09 |
Sep-09 |
5.78 |
5.77 |
5.77 |
Oct-09 |
-3.02 |
-3.02 |
-3.02 |
||||
Annual Returns |
Nov-09 |
6.02 |
-0.47 |
-6.66 |
|||
Values in % |
Nas-100 |
STT L/C |
STT L/S |
Dec-09 |
5.26 |
5.26 |
5.25 |
Part Year 2008 |
-36.24 |
0.58 |
56.63 |
Jan-10 |
-6.41 |
-6.41 |
-6.41 |
Year 2009 |
53.54 |
41.96 |
14.9 |
Feb-10 |
4.45 |
0.98 |
-2.59 |
YTD 2010 |
-0.58 |
-1.59 |
-2.81 |
Mar-10 |
7.68 |
7.68 |
7.68 |
Apr-10 |
2.16 |
2.16 |
2.16 |
||||
Total Returns |
May-10 |
-7.56 |
-5.34 |
-3.08 |
|||
Values in % |
Nas-100 |
STT L/C |
STT L/S |
Average |
0.18 |
1.65 |
2.82 |
Total Return |
-2.68 |
40.53 |
74.92 |
Best Month |
12.7 |
12.72 |
18.72 |
Ann Return |
-1.59 |
22.26 |
39.13 |
Worst Month |
-15.77 |
-6.41 |
-6.66 |
For definitions of the Risk and Performance Statistics, follow these links to Timer Trac: