1. Portfolio Equity

2. Underwater Equity

3. Profit Table

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Yr%
2008	44.9%	-6.2%	15.1%	-9.1%	-2.4%	11.9%	15.8%	3.2%	15.8%	24.8%	5.6%	3.5%	193.2%
2009	-2.3%	-2.2%	0.9%	4.0%	15.3%	7.9%	6.6%	1.2%	1.6%	1.1%	6.1%	2.7%	50.7%
2010	2.1%	2.0%	0.5%	-0.5%	5.1%	-1.8%	-2.9%	-1.9%	2.5%	-0.1%	-0.6%	1.0%	5.3%
2011	0.8%	2.9%	-2.3%	1.4%	1.8%	2.0%	-0.1%	-1.2%	4.9%	0.1%	1.9%	3.4%	16.5%
2012	1.5%	2.0%	2.8%	-0.7%	1.7%	0.7%	0.9%	0.3%	-1.9%	-1.2%	3.2%	-2.7%	6.6%
2013	-0.8%	-0.3%	4.3%	0.7%	1.0%	0.5%	-0.6%	2.9%	2.2%	1.2%	-0.5%	-0.9%	10.0%
2014	1.7%	0.4%	0.8%	-2.5%	4.0%	0.3%	3.5%	-1.5%	N/A	N/A	N/A	N/A	6.7%
Avg	6.8%	-0.2%	3.1%	-0.9%	3.8%	3.1%	3.3%	0.4%	4.2%	4.3%	2.6%	1.2%

4. Profit Table Enhanced

(in%)	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year	MaxDD
2008	44.9	-6.2	15.1	-9.1	-2.4	11.9	15.8	3.2	15.8	24.8	5.6	3.5	193.2	-29.1
2009	-2.3	-2.2	0.9	4.0	15.3	7.9	6.6	1.2	1.6	1.1	6.1	2.7	50.7	-11.6
2010	2.1	2.0	0.5	-0.5	5.1	-1.8	-2.9	-1.9	2.5	-0.1	-0.6	1.0	5.3	-7.4
2011	0.8	2.9	-2.3	1.4	1.8	2.0	-0.1	-1.2	4.9	0.1	1.9	3.4	16.5	-6.5
2012	1.5	2.0	2.8	-0.7	1.7	0.7	0.9	0.3	-1.9	-1.2	3.2	-2.7	6.6	-4.1
2013	-0.8	-0.3	4.3	0.7	1.0	0.5	-0.6	2.9	2.2	1.2	-0.5	-0.9	10.0	-3.6
2014	1.7	0.4	0.8	-2.5	4.0	0.3	3.5	-1.5	N/A	N/A	N/A	N/A	6.7	-4.8
Avg|Max	6.8	-0.2	3.1	-0.9	3.8	3.1	3.3	0.4	4.2	4.3	2.6	1.2	33.3	-29.1

Profit distribution

Max. Adverse Excursion distribution

Max. Favorable Excursion distribution