% Gain in a portfolio after adjusting for cash movements

I have tried to get a % gain calculation up based on;
1. The amount in cash and shares at the start of the month,
2. Adjust for withdrawals and additions of cash during the month,
3. Determine the % movement in the portfolio after adjusting for the cash movement.

I get the following graphs as % gains / losses from the spreadsheet, although it is probably not correct to just sum the % moves.



The % gains of my portfolio on a monthly basis are shown below;


It's relatively easy for me to work this out now that I am balancing my cashbook and timing issues over time will be pretty irrelevant.

I better go and check to see if I have to take any action next week.

regards
Stevo

% Profit by trade

Continuing on from understanding my trading results I plotted % profit for all trades since Jan 2003 up to the 1st quarter 2007. The worst % loser in dollar terms was quite small since I use % risk based position sizing. The same goes for the biggest % winner!

What I did find interesting was that I worked out I was turning over my capital 2 to 3 times. So $400,000 worth of capital typically made over $1 million worth of trades in a year. I suspect that this level of turnover is quite low for a trader. For example in 2005 I closed out $1.274 million in trades for a profit of $141,000 (excluding dividends). I averaged around $400,000 of capital in the market so return was around 35% for the year, plus some dividends and bank interest. There were a couple of months in 2005 where I had most of the capital in the bank - as can be seen from this post:
http://drawdown.blogspot.com/2007/01/money-in-market.html

Stevo

Net Profit per Security, Equity Curves & other stats

The charts below are generated from my trading portfolio.


Since I add and subtract cash from my trading portfolio it's a little hard to give % return type figures. So I look at other statistics and graphs - like the equity curve shown above.

137 trades in a little over 4 years means that I am averaging 32 round trip trades a year. This means that I have at least 20 weeks a year where I just watch the portfolio.




Profit per security is an interesting chart above. I know that I stuffed up the KIM trade - my biggest loser in the last 4 years. I bought far to many by using postion sizing for my Super fund rather than my trading portfolio.

I will be happy to keep the win / loss ratio above 3. So far so good. I also am happy with the % winners I am achieving. I know that the systems I am trading could have produced better results. For starters I didn't (or couldn't) take the SMY trade....

regards
Stevo

Sun(land) sets!

I exited Sunland (SDG) yesterday for a 48% profit.

I held it for just over a year - as shown by the little yellow dot on the chart a couple of weeks back. The one year target isn't a big deal since I trade in a company, but at least it was a decent length trade.