Spreadsheet: scott_neal__38560__NG_9_Neal
Sheet: MTD_NG

 | Trader Performance Summary - North America Traders
 | For Period: 9/4/2001 through 9/28/2001
 |  |  |  |  | 2001-09-04 00:00:00 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | June
 |  |  |  |  | To
 |  |  |  |  | 2001-09-28 00:00:00 |  |  | Win/Loss |  | $ Weighted |  |  | VAR | Trans. Batting | Trader |  |  |  | Overall |  | P&L | RoVaR | Win/Loss | [NAME] | $ Weighted | VAR | [NAME] | Ranking
 | Desk |  | Trader |  | P&L | % | RoVaR | Ratio | [NAME] | [NAME]. |  |  | Eff. | Average | Eff. |  |  |  | Rank |  | Rank | Rank | Rank | Rank | [NAME] | Eff.  Rank | [NAME] | scale
 | Average |  |  |  | 2025.153846153846 |  | 0.536711627333497 | 2.396452749757323 | 0.4847570186502426 | 0.5689479000046107 | #[NAME]! | 0.47313777615942 | 0.8968717339549419 | 0.5010683760683763 | n/a |  |  |  |  |  | Ranking Weights
 | Median |  |  |  | 186 |  | 0.1527751338817833 | 1.347943064135516 | 0.395004028948466 | 0.5733338796023162 | #[NAME]! | 0.303173528851432 | 0.8282723469042795 | 0.5277777777777778 | n/a |  |  |  |  |  | 0.3 | 0.3 | 0.1 | 0.1 | 0.1 | 0.05 | 0.05
 | Standard Deviation |  |  |  | 6692.585816935316 |  | 1.388245370770429 | 4.02867239425686 | 0.9630470396415234 | 0.2019028476416115 | #[NAME]! | 0.5398789814600881 | 0.7133541138112869 | 0.168109363940318 | n/a
1 | Gulf 1 | NG | A_Ring |  | 55 | 0.0001188744534476833 | 0.02935786417689882 | 1.027791814047499 | 0.0377157800458111 | 0.5068527286319462 |  | 0.2190329062917248 | 0.7809670937082752 | 0.5555555555555556 | POS |  |  | 31.5 | 34 |  | 33 | 32 | 34 | 34 | 34 | 20 | 16 | 0.2173913043478261
1 | New York Firm | NG | B_Mckay |  | 2132 | 0.004608006086372017 | 0.6671626629690334 | 2.054923305294409 | 0.8517878356528948 | 0.6726595400064788 |  | 0.2238712024025118 | 0.7761287975974882 | 0.5 | POS |  |  | 18.05 | 18 |  | 16 | 17 | 19 | 19 | 19 | 22 | 27 | 0.136986301369863
1 | Gulf Coast Firm | NG | Brawner |  | 3212 | 0.006942268081344708 | 1.012357009028176 | 2.753275109170306 | 1.478848174438665 | 0.733566026759744 |  | 0.1119774519212409 | 0.8880225480787591 | 0.5555555555555556 | POS |  |  | 12.2 | 10 |  | 12 | 12 | 13 | 9 | 13 | 14 | 16 | 0.1273885350318471
1 | East Intra-Month | NG | C_Ames |  | 148 | 0.0003198803474592207 | 0.08960816018517383 | 1.447129909365559 | 0.5224659327976073 | 0.591358024691358 |  | 2.544414583777266 | 3.544414583777266 | 0.5555555555555556 | POS |  |  | 28.35 | 31 |  | 29 | 29 | 26 | 24 | 26 | 51 | 16 | 0.1104972375690608
1 | Transport 3 | NG | C_Germany |  | -141 | -0.0003047508715658792 | -0.1311942660279689 | 0.9231188658669575 | -0.1263974764254089 | 0.4800113410830734 |  | 0.4143237047357089 | 0.5856762952642911 | 0.4444444444444444 | NEG |  |  | 40.25 | 42 |  | 40 | 44 | 38 | 40 | 38 | 33 | 36 | 0.09950248756218906
1 | Market East | NG | J_Hodge |  | 1389 | 0.003002120287978767 | 0.621419211915079 | 1.571604938271605 | 0.7092217254505334 | 0.6111377820451273 |  | 0.306204541547842 | 0.693795458452158 | 0.5555555555555556 | POS |  |  | 20.05 | 21 |  | 20 | 18 | 22 | 21 | 22 | 27 | 16 | 0.07905138339920949
1 | Pipe Options | NG | J_Mckay |  | -232 | -0.0005014340581793188 | 0 | 0.7873510540788268 | -0.3591878114607282 | 0.4405128205128205 |  | 1 | 0 | 0.4444444444444444 | NEG |  |  | 39.3 | 39 |  | 43 | 33 | 41 | 43 | 41 | 44 | 36 | 0.101010101010101
1 | Transport 2 | NG | J_Townsend |  | 190 | 0.0004106572028192698 | 0.3686427732175858 | 1.516304347826087 | 0.6885568185624864 | 0.6025917926565875 |  | 0.1354503709398878 | 1.135450370939888 | 0.5 | POS |  |  | 23.55 | 24 |  | 26 | 22 | 24 | 22 | 24 | 16 | 27 | 0.07692307692307694
1 | Total Keavey | NG | P_Keavey |  | 452 | 0.0009769318719700523 | 0.1762720995075709 | 1.178303747534517 | 0.2623324771337858 | 0.54092720028975 |  | 0.09530418641427596 | 0.904695813585724 | 0.5 | POS |  |  | 25.6 | 26 |  | 24 | 26 | 29 | 28 | 29 | 13 | 27 | 0.07168458781362008
1 | East Intra-Month | NG | S_Neal |  | -4322 | -0.009341370687288863 | -0.5901327642957224 | 0.5258885476086003 | -0.7784001495778217 | 0.3446441409058231 |  | 0.1981608056363614 | 0.8018391943636386 | 0.3888888888888889 | NEG |  |  | 46.85 | 48 |  | 51 | 47 | 48 | 49 | 48 | 18 | 41 | 0.06644518272425248
1 | Gulf 2 | NG | [NAME] |  | -222 | -0.000479820521188831 | -0.09026984513289271 | 0.9142857142857143 | -0.1378698530822719 | 0.4776119402985075 |  | 0.07154531264674269 | 0.9284546873532573 | 0.3888888888888889 | NEG |  |  | 39.6 | 40 |  | 42 | 42 | 39 | 41 | 39 | 9 | 41 | 0.06389776357827476
1 | New York | NG | V_Pimenov |  | -1113 | -0.002405586667041301 | -0.3890595948428154 | 0.7868224478069336 | -0.3787786479513897 | 0.4403473041054776 |  | 0.4081611678147382 | 0.5918388321852618 | 0.4444444444444444 | NEG |  |  | 43.8 | 45 |  | 47 | 45 | 42 | 44 | 42 | 32 | 36 | 0.06269592476489029
1 | Transport 2 | NG | V_Versen |  | -855 | -0.001847957412686714 | -2.451045042535707 | 0.1625857002938296 | -2.403841381578933 | 0.1398483572030328 |  | 0.4038046113555139 | 0.5961953886444861 | 0.1111111111111111 | NEG |  |  | 48.65 | 52 |  | 46 | 52 | 50 | 52 | 50 | 31 | 50 | 0.0544959128065395
 | 0 | NG | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0.01886792452830189
 | 0 | NG | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0.0186046511627907
 | 0 | NG | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0.01872659176029963
 | 0 | NG | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0.01908396946564885
 | 0 | NG | 0 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0.01910219675262655
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0.01754385964912281