1. Portfolio Equity

2. Underwater Equity

3. Profit Table

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Yr%
2005	0.0%	0.0%	3.1%	0.0%	1.8%	3.8%	-0.5%	1.1%	1.2%	0.0%	11.7%	3.6%	28.4%
2006	-0.2%	3.5%	7.4%	2.9%	8.0%	-25.0%	-1.2%	3.8%	-4.4%	5.7%	0.0%	0.0%	-4.1%
2007	0.0%	0.0%	18.7%	1.6%	10.0%	4.2%	8.1%	3.5%	0.2%	-12.4%	0.9%	0.0%	36.9%
2008	0.0%	19.8%	5.6%	16.7%	4.1%	1.0%	14.4%	-8.3%	7.3%	-1.1%	2.5%	4.1%	84.1%
2009	1.6%	3.7%	2.0%	5.6%	17.4%	-5.7%	5.3%	4.9%	3.9%	-3.8%	2.0%	3.5%	46.5%
2010	0.0%	0.5%	3.8%	-0.2%	1.8%	-3.9%	2.6%	-1.2%	1.6%	-0.8%	-0.1%	4.5%	8.7%
2011	-0.2%	2.6%	3.2%	-1.1%	1.5%	2.5%	-2.4%	0.4%	0.4%	2.1%	-1.0%	-1.3%	6.8%
2012	3.9%	5.2%	2.8%	-2.2%	-2.8%	2.0%	-1.9%	-0.6%	0.3%	-1.5%	1.3%	0.3%	6.7%
2013	-0.6%	-2.5%	2.2%	0.0%	-0.4%	0.6%	0.4%	2.4%	-1.3%	0.4%	1.0%	-0.4%	1.8%
2014	-2.7%	3.3%	2.0%	-0.9%	0.0%	0.8%	1.6%	1.4%	-0.6%	4.6%	0.0%	-3.1%	6.3%
2015	0.0%	0.0%	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A	0.0%
Avg	0.1%	3.3%	5.1%	2.2%	4.1%	-2.0%	2.6%	0.8%	0.9%	-0.7%	1.8%	1.1%

4. Profit Table Enhanced

(in%)	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year	MaxDD
2005	0.0	0.0	3.1	0.0	1.8	3.8	-0.5	1.1	1.2	0.0	11.7	3.6	28.4	-5.9
2006	-0.2	3.5	7.4	2.9	8.0	-25.0	-1.2	3.8	-4.4	5.7	0.0	0.0	-4.1	-38.4
2007	0.0	0.0	18.7	1.6	10.0	4.2	8.1	3.5	0.2	-12.4	0.9	0.0	36.9	-16.5
2008	0.0	19.8	5.6	16.7	4.1	1.0	14.4	-8.3	7.3	-1.1	2.5	4.1	84.1	-13.1
2009	1.6	3.7	2.0	5.6	17.4	-5.7	5.3	4.9	3.9	-3.8	2.0	3.5	46.5	-13.0
2010	0.0	0.5	3.8	-0.2	1.8	-3.9	2.6	-1.2	1.6	-0.8	-0.1	4.5	8.7	-5.2
2011	-0.2	2.6	3.2	-1.1	1.5	2.5	-2.4	0.4	0.4	2.1	-1.0	-1.3	6.8	-4.6
2012	3.9	5.2	2.8	-2.2	-2.8	2.0	-1.9	-0.6	0.3	-1.5	1.3	0.3	6.7	-8.6
2013	-0.6	-2.5	2.2	0.0	-0.4	0.6	0.4	2.4	-1.3	0.4	1.0	-0.4	1.8	-4.7
2014	-2.7	3.3	2.0	-0.9	0.0	0.8	1.6	1.4	-0.6	4.6	0.0	-3.1	6.3	-3.3
2015	0.0	0.0	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A	0.0	0.0
Avg|Max	0.1	3.3	5.1	2.2	4.1	-2.0	2.6	0.8	0.9	-0.7	1.8	1.1	19.4	-38.4

Profit distribution

Max. Adverse Excursion distribution

Max. Favorable Excursion distribution