Monthly Performance Summary - October 2008

Total funds under management (including notional funds): ca. USD 7.8 billion (or ca. EUR 6.2 billion)

Diversified Trend Program

Last Month:

YTD 2008

Last 12 Months

Last 36 Months

Standard Risk USD 4.93% 15.39% 14.88% 13.25% p.a.
Enhanced Risk USD 7.12% 23.32% 22.25% 19.25% p.a.
Standard Risk EUR 5.49% 15.32% 14.48% 11.05% p.a.
Enhanced Risk EUR 7.90% 24.69% 23.37% 19.11% p.a.
Enhanced Risk JPY 6.77% 21.63% 19.49% N/A p.a.

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.


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