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Performance
Value Added Monthly
   Index (VAMI)
Average Return (Mean)
Average Gain (Gain Mean)
Average Loss (Loss Mean)
Compound Return
Annualized Compound
   Return

Risk Analysis
Standard Deviation
Annualized Standard
   Deviation
Gain Standard Deviation
Loss Standard Deviation
Downside Deviation
Semi Deviation
Skewness
Kurtosis
Drawdown

Risk/Return Ratios
Sharpe Ratio
Sortino Ratio
Calmar Ratio
Sterling Ratio
$ Profit to Loss Ratio
Gain to Loss Ratio

Benchmark Analysis
Beta
Alpha
Annualized Alpha
Correlation Coefficient (r)
Coefficient of
   Determination (r²)
Tracking Error
   (Annualized)
Treynor Ratio
Jensen Alpha
Active Premium
Information Ratio

Benchmark Ratios
Up Capture Ratio
Down Capture Ratio
Up Number Ratio
Down Number Ratio
Up Percentage Ratio
Down Percentage Ratio
Percent Gain Ratio
   (% Gain)