0137895 28 dec 07 00069307 000191 0 27 dec 07

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Unformatted text preview: ec-07 0 0 0 24-Dec-07 0 0 0 21-Dec-07 0 0 0 20-Dec-07 -0.0081646 0 0 19-Dec-07 0 -0.0077007 0 18-Dec-07 0 -0.0314617 0 17-Dec-07 0 -0.0075066 -0.0141478 14-Dec-07 -0.016034 0 -0.0166091 13-Dec-07 -0.0035866 0 0 12-Dec-07 -0.0032499 -0.0291952 0 11-Dec-07 -0.0572917 -0.0004632 -0.0190155 10-Dec-07 0 0 0 7-Dec-07 -0.0270021 0 0 6-Dec-07 0 0 0 5-Dec-07 0 0 0 4-Dec-07 -0.0025126 -0.0184392 -0.0082161 3-Dec-07 -0.018193 -0.0112323 -0.0034769 30-Nov-07 0 0 0 29-Nov-07 -0.0058594 0 0 28-Nov-07 0 0 0 27-Nov-07 0 0 0 26-Nov-07 -0.0437743 0 -0.0295617 23-Nov-07 0 -0.0023097 0 21-Nov-07 -0.0164366 0 -0.0088818 20-Nov-07 -0.003603 -0.0146643 0 19-Nov-07 -0.019589 0 -0.0116334 16-Nov-07 -0.0259618 -0.0108964 0 15-Nov-07 -0.0384962 -0.0226524 -0.0210868 14-Nov-07 -0.0188846 0 -0.0065608 13-Nov-07 0 -0.0702062 0 12-Nov-07 0 -0.0575597 -0.0265976 9-Nov-07 0 -0.058132 -0.0287408 Std Dev Semi-Std Dev WFC AAPL XOM #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? Worst 2nd Worst 3rd Worst Worst 2nd Worst 3rd Worst Worst 2nd Worst 3rd Worst WFC -79.60% Calmer Ratio 45 40 AAPL -60.87% 35 Max Drawdown / Average Annual Return WFC AAPL XOM -25.9887424 1.66726951 7.16557425 30 25 20 XOM -41.22% Calmer Ratio = Years to recupe maximum drawdown Compare Drawdowns to Std Dev 15 10 5 0 2-Nov-11 14-Sep-10 4-Aug-09 20-Jun-08 1-May-07 8-Mar-06 450 400 350 300 250 200 150 100 50 0 2-Nov-11 14-Sep-10 4-Aug-09 20-Jun-08 1-May-07 8-Mar-06 100 90 80 70 60 50 40 30 20 10 0 2-Nov-11 14-Sep-10 4-Aug-09 20-Jun-08 1-May-07 8-Mar-06 Which stock is riskiest?...
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