Diversified Trend Program - Enhanced Risk JPY
Aggregate Nominal Account Size: ca. JPY N/A
million.
| December 2008 |
1.95% |
|
|
| Year 2008 |
26.75% |
Last 12 Months |
26.75% p.a. |
| Year 2007 |
19.88% |
Last 24 Months |
23.26% p.a. |
| Year 2006 |
10.94% |
Last 36 Months |
19.01% p.a. |
| Year 2005 |
5.12% |
Last 48 Months |
15.38% p.a. |
| Year 2004 |
12.50% |
Last 60 Months |
N/A p.a. |
(Year 2004 = Last 5 months)

| Average Monthly Rate of Return |
1.37% |
| Average Monthly Profit |
3.57% |
| Average Monthly Loss |
(2.57%) |
| % Profitable Months |
64.15% |
| % Losing Months |
35.85% |
|
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
| 2008 |
( 0.75%) |
5.11% |
0.64% |
0.73% |
3.41% |
2.79% |
( 2.10%) |
( 1.19%) |
4.77% |
6.77% |
2.21% |
1.95% |
| 2007 |
1.82% |
( 4.46%) |
( 3.75%) |
5.85% |
7.25% |
3.38% |
( 2.75%) |
( 2.90%) |
8.42% |
8.45% |
( 2.86%) |
1.14% |
| 2006 |
1.51% |
( 2.34%) |
0.66% |
1.77% |
( 3.96%) |
( 1.56%) |
( 3.75%) |
4.86% |
( 0.00%) |
4.87% |
3.45% |
5.53% |
| 2005 |
( 4.37%) |
2.99% |
2.37% |
( 3.63%) |
1.07% |
3.80% |
3.69% |
( 0.87%) |
1.94% |
( 1.43%) |
3.14% |
( 3.18%) |
| 2004 |
. |
. |
. |
. |
. |
. |
. |
( 2.88%) |
1.80% |
2.99% |
8.80% |
1.55% |
These data should be viewed in conjunction with the
explanatory notes,
which are an integral part of these performance data. PAST
PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.