Spreadsheet: robert_badeer__33064__CA-LT Perf
Sheet: Sheet1

Performance Summary
As of June, 2000
4
 |  |  |  |  |  |  |  |  |  |  |  |  |  | YTD | Average | YTD | Average
Period | Trader |  | P&L |  | Budget | Over/(Under) |  | RoVaR | Budget |  | [NAME] | Efficiency |  | VaR | Daily VaR | STD P&L | Daily STD P&L
YTD | [NAME] |  | 7891421.562936364 |  | 10000000 | -2108578.437063636 |  | 1.202696864079883 | 0.5 |  | 1.225422098647789 | 0.6193891979226275 |  | 6561438.54584144 | 579954.7112629102 | 6439757.836621583 | 569199.5544342916
QTD | [NAME] |  | 6627717.396647865 |  | 2500000 | 4127717.396647865 |  | 1.245158598538511 | 0.5 |  | 1.441740412452997 | 0.7038765517337452 |  | 5322789.726888658 | 665348.7158610822 | 4597025.469634562 | 574628.1837043202
MTD | [NAME] |  | 4310454.263395578 |  | 833333.3333333334 | 3477120.930062244 |  | 1.463023107400134 | 0.5 |  | 1.183521828061438 | 0.4917667760933603 |  | 2946265.333467953 | 628145.8796690691 | 3642057.257580059 | 776489.2163242184
 |  |  | P&L |  | RoVaR | [NAME] | Efficiency
Long-Term
YTD | High |  | 130666576.4730522 |  | 3.545090156622408 | 3.366479636930884 | 0.8020523037934627
 | Low |  | 7891421.562936364 |  | 0.8680699648142561 | 0.7876179780202504 | 0.3825233444298582
 | Median |  | 22010722.9292229 |  | 1.227186214738142 | 1.185366405520938 | 0.5983321356798292
 | Standard Deviation |  | 57109093.04531994 |  | 1.230667883144416 | 1.172400692448188 | 0.1721681419574885
QTD | High |  | 71923232.5003393 |  | 2.382085585926701 | 2.444315371318641 | 1.49136286093197
 | Low |  | 4811877.259382248 |  | 0.1795079511220623 | 0.4403854035922407 | 0.5376826845322413
 | Median |  | 9729615.269279962 |  | 1.069152476115656 | 1.11585882943899 | 0.663830092344899
 | Standard Deviation |  | 32100582.17074741 |  | 0.9187715957444932 | 0.8806932889353719 | 0.440055198554771
MTD | High |  | 24598894.11664216 |  | 1.463023107400134 | 1.183521828061438 | 1.886111656953992
 | Low |  | -14178251.79895734 |  | -0.5757101808087005 | -1.786229308617876 | 0.4917667760933603
 | Median |  | 5135495.358017002 |  | 0.8034613939437328 | 0.7906365640391018 | 0.5832317474504456
 | Standard Deviation |  | 15845088.69435516 |  | 0.8875567148269504 | 1.391985180495407 | 0.6690038148641935
Short-Term
YTD | High |  | 41910691.66000492 |  | 5.431625136125915 | 2.738617306979584 | 0.3880268654500502
 | Low |  | 2326411.333765403 |  | 3.684899437505755 | 1.753215973791581 | 0.1962183986908213
 | Median |  | 14849617.72236338 |  | 4.290457957441308 | 1.981283131596323 | 0.3268548995833985
 | Standard Deviation |  | 15920851.84881822 |  | 0.8869436582062414 | 0.515846467649898 | 0.09797822266025373
QTD | High |  | 38766461.34915583 |  | 6.024591923666184 | 4.569601204314508 | 0.5667471276129098
 | Low |  | 2324176.930898916 |  | 3.702049616601017 | 3.176144455744203 | 0.4610890011685935
 | Median |  | 13806213.07235296 |  | 4.109694262775901 | 3.831463953918592 | 0.5215453878656249
 | Standard Deviation |  | 14575914.08578097 |  | 1.240108192682244 | 0.6971384314043775 | 0.05301228104940349
MTD | High |  | 25492141.00204714 |  | 4.482144977386769 | 3.927660604205482 | 0.6677184100153493
 | Low |  | 4567878.23183276 |  | 2.216296135451249 | 2.185200082271467 | 0.5326993298304453
 | Median |  | 7429887.358794652 |  | 2.388096167788296 | 2.623077151716331 | 0.5993734711328832
 | Standard Deviation |  | 8648098.810115533 |  | 1.261522006849421 | 0.9064438742463772 | 0.06751126301494995
[NAME]
 | P&L | Excludes originations ( the larger, the better)
 | RoVaR | P&L divided by VaR ( the larger, the better)
 | [NAME] | P&L divided by volatility of P&L (the larger, the better)
 | Efficiency | VaR divided by volatility of P&L*1.645 (closer to 1 is better)
1 | [NAME]
2 | [NAME]
3 | [NAME]
4 | [NAME]
5 | [NAME]
6 | [NAME]/[NAME]
7 | [NAME] Richter
8 | Hourly Trading West
9 | [NAME]