Diversified Trend Program - Enhanced Risk USD
Aggregate Nominal Account Size: ca. USD N/A
million.
| December 2008 |
2.29% |
|
|
| Year 2008 |
29.38% |
Last 12 Months |
29.38% p.a. |
| Year 2007 |
22.39% |
Last 24 Months |
25.83% p.a. |
| Year 2006 |
12.03% |
Last 36 Months |
21.05% p.a. |
| Year 2005 |
5.98% |
Last 48 Months |
17.09% p.a. |
| Year 2004 |
12.82% |
Last 60 Months |
16.23% p.a. |
| Year 2003 |
8.48% |
Last 72 Months |
14.90% p.a. |
| Year 2002 |
26.24% |
Last 84 Months |
16.45% p.a. |
| Year 2001 |
26.36% |
Last 96 Months |
17.65% p.a. |
| Year 2000 |
12.39% |
Last 108 Months |
17.05% p.a. |
| Year 1999 |
(2.21%) |
Last 120 Months |
14.97% p.a. |
| Year 1998 |
21.94% |
Last 132 Months |
15.58% p.a. |
| Year 1997 |
37.92% |
Last 144 Months |
17.30% p.a. |
| Year 1996 |
31.68% |
Last 156 Months |
18.35% p.a. |
| Year 1995 |
29.10% |
Last 168 Months |
19.08% p.a. |

| Average Monthly Rate of Return |
1.55% |
| Average Monthly Profit |
3.97% |
| Average Monthly Loss |
(2.58%) |
| % Profitable Months |
63.10% |
| % Losing Months |
36.90% |
|
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
| 2008 |
( 0.48%) |
5.55% |
1.33% |
0.59% |
3.28% |
3.03% |
( 2.38%) |
( 1.38%) |
4.95% |
7.12% |
2.57% |
2.29% |
| 2007 |
1.64% |
( 4.07%) |
( 3.24%) |
5.69% |
6.84% |
3.65% |
( 2.50%) |
( 2.44%) |
7.81% |
9.02% |
( 2.16%) |
1.32% |
| 2006 |
1.78% |
( 2.26%) |
0.89% |
1.94% |
( 3.78%) |
( 1.26%) |
( 3.69%) |
4.72% |
0.12% |
4.56% |
3.68% |
5.29% |
| 2005 |
( 4.35%) |
2.74% |
2.03% |
( 3.48%) |
1.03% |
4.02% |
3.26% |
( 0.49%) |
1.80% |
( 0.67%) |
3.40% |
( 3.00%) |
| 2004 |
2.08% |
4.95% |
( 2.18%) |
( 3.17%) |
( 0.31%) |
( 2.35%) |
( 1.34%) |
( 0.42%) |
1.63% |
3.20% |
8.97% |
1.71% |
| 2003 |
5.18% |
4.03% |
( 5.04%) |
3.77% |
5.81% |
( 2.45%) |
( 2.36%) |
( 0.09%) |
( 2.04%) |
2.48% |
( 0.69%) |
0.22% |
| 2002 |
( 1.17%) |
( 0.69%) |
2.00% |
( 0.99%) |
2.34% |
8.41% |
5.97% |
2.78% |
3.44% |
( 2.72%) |
( 1.71%) |
6.58% |
| 2001 |
0.72% |
0.60% |
6.75% |
( 1.48%) |
1.29% |
( 1.36%) |
4.72% |
2.37% |
7.82% |
1.07% |
( 3.12%) |
4.86% |
| 2000 |
1.55% |
( 1.99%) |
( 2.29%) |
0.14% |
2.52% |
( 2.44%) |
( 0.77%) |
1.81% |
0.62% |
2.54% |
5.97% |
4.47% |
| 1999 |
( 3.86%) |
1.22% |
( 2.77%) |
3.11% |
( 3.10%) |
4.51% |
1.95% |
( 2.51%) |
0.63% |
( 6.82%) |
1.84% |
4.29% |
| 1998 |
0.25% |
0.21% |
2.79% |
( 5.43%) |
3.55% |
1.36% |
( 4.75%) |
19.57% |
1.93% |
0.86% |
( 1.06%) |
2.70% |
| 1997 |
9.64% |
5.12% |
( 2.17%) |
( 4.07%) |
( 0.62%) |
0.20% |
19.27% |
1.02% |
1.87% |
( 8.58%) |
5.72% |
7.95% |
| 1996 |
5.38% |
( 6.65%) |
( 0.48%) |
8.59% |
( 4.40%) |
( 0.30%) |
3.88% |
7.26% |
7.51% |
10.37% |
1.46% |
( 3.12%) |
| 1995 |
( 6.16%) |
9.57% |
10.15% |
2.16% |
6.49% |
3.63% |
( 3.70%) |
( 0.58%) |
1.75% |
( 3.81%) |
2.07% |
5.70% |
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.