Spreadsheet: robert_badeer__33081__CA-LT Perf
Sheet: Sheet1

Performance Summary
As of July, 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] |  | 7340155.148255877 |  | 10000000 | -2659844.851744123 |  | 0.9234063718907078 | 0.5 |  | 1.07826646945494 | 0.7098512165393127 |  | 7948997.723750427 | 653403.5879385803 | 6807366.598319895 | 559562.0874900528
QTD | [NAME] |  | -551266.4146804862 |  | 2500000 | -3051266.414680486 |  | -0.1218784007753289 | 0.5 |  | -0.2464856227363304 | 1.229416232777858 |  | 4523085.396375465 | 1011392.641433212 | 2236505.352972188 | 500097.8001287973
MTD | [NAME] |  | -551266.4146804862 |  | 833333.3333333334 | -1384599.74801382 |  | -0.1218784007753289 | 0.5 |  | -0.2464856227363304 | 1.229416232777858 |  | 4523085.396375465 | 1011392.641433212 | 2236505.352972188 | 500097.8001287973
 |  |  | P&L |  | RoVaR | [NAME] | Efficiency
Long-Term
YTD | High |  | 123868009.560652 |  | 2.311335581771096 | 2.91807067234328 | 1.090031524310001
 | Low |  | 7340155.148255877 |  | 0.3076038960662483 | 0.5515651174075357 | 0.4496393124741494
 | Median |  | 24324914.72692201 |  | 1.306635505016876 | 1.164093059399235 | 0.7386654594344858
 | Standard Deviation |  | 53824572.43995209 |  | 0.8758248500668527 | 1.023170483624814 | 0.2631116239790438
QTD | High |  | 14867107.2706334 |  | 1.129547977087807 | 1.243405244507752 | 1.543117880940343
 | Low |  | -10201223.67523519 |  | -0.2713529234488269 | -0.6888101068207829 | 0.6691787023492024
 | Median |  | -2909386.663540344 |  | -0.1279453679692655 | -0.2807310653048325 | 1.329101610617959
 | Standard Deviation |  | 10844569.73354996 |  | 0.6561585350555352 | 0.852539254063547 | 0.3879292785589003
MTD | High |  | 14867107.2706334 |  | 1.129547977087807 | 1.243405244507752 | 1.543117880940343
 | Low |  | -10201223.67523519 |  | -0.2713529234488269 | -0.6888101068207829 | 0.6691787023492024
 | Median |  | -2909386.663540344 |  | -0.1279453679692655 | -0.2807310653048325 | 1.329101610617959
 | Standard Deviation |  | 10844569.73354996 |  | 0.6561585350555352 | 0.852539254063547 | 0.3879292785589003
Short-Term
YTD | High |  | 55219235.36158909 |  | 4.817666680005188 | 3.031346409665508 | 0.4560769888339169
 | Low |  | 3411895.490101964 |  | 2.62324122416731 | 1.618784004431098 | 0.2733915758697718
 | Median |  | 12893506.41562784 |  | 4.040466456297584 | 2.166645103913842 | 0.3751325709249421
 | Standard Deviation |  | 21175137.01531778 |  | 1.112659773361949 | 0.7121788962024352 | 0.09153978094733758
QTD | High |  | 13308543.70158417 |  | 1.55394658587275 | 1.485029339806197 | 0.7824057204968574
 | Low |  | -1956111.306735544 |  | -0.689497053513857 | -0.7483981094465872 | 0.58094236073852
 | Median |  | 1403063.011054331 |  | 1.011320901500432 | 1.301628060383802 | 0.6598335057469512
 | Standard Deviation |  | 5855503.086724713 |  | 1.170488766323976 | 1.239922141195367 | 0.1015178522186742
MTD | High |  | 13308543.70158417 |  | 1.55394658587275 | 1.485029339806197 | 0.7824057204968574
 | Low |  | -1956111.306735544 |  | -0.689497053513857 | -0.7483981094465872 | 0.58094236073852
 | Median |  | 1403063.011054331 |  | 1.011320901500432 | 1.301628060383802 | 0.6598335057469512
 | Standard Deviation |  | 5855503.086724713 |  | 1.170488766323976 | 1.239922141195367 | 0.1015178522186742
[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]