1. Portfolio Equity

2. Underwater Equity

3. Profit Table

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Yr%
2010	0.0%	8.5%	8.5%	0.0%	11.6%	-8.5%	0.0%	0.0%	0.0%	-0.2%	8.7%	15.3%	50.1%
2011	-1.1%	-12.9%	10.6%	0.0%	0.0%	0.0%	0.0%	-15.8%	16.9%	24.2%	0.0%	0.0%	16.5%
2012	0.0%	0.0%	0.0%	0.0%	-2.3%	0.0%	0.0%	0.0%	0.0%	0.0%	0.0%	0.0%	-2.3%
2013	0.0%	-9.8%	9.7%	-2.4%	9.6%	15.9%	0.0%	10.6%	20.7%	0.0%	0.0%	0.0%	63.7%
2014	0.0%	0.7%	6.7%	-3.9%	17.0%	0.0%	0.0%	0.0%	0.0%	1.4%	0.0%	6.1%	30.1%
2015	8.1%	1.9%	0.0%	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A	10.2%
Avg	1.2%	-1.9%	5.9%	-1.3%	7.2%	1.5%	0.0%	-1.0%	7.5%	5.1%	1.7%	4.3%

4. Profit Table Enhanced

(in%)	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year	MaxDD
2010	0.0	8.5	8.5	0.0	11.6	-8.5	0.0	0.0	0.0	-0.2	8.7	15.3	50.1	-17.8
2011	-1.1	-12.9	10.6	0.0	0.0	0.0	0.0	-15.8	16.9	24.2	0.0	0.0	16.5	-24.4
2012	0.0	0.0	0.0	0.0	-2.3	0.0	0.0	0.0	0.0	0.0	0.0	0.0	-2.3	-4.4
2013	0.0	-9.8	9.7	-2.4	9.6	15.9	0.0	10.6	20.7	0.0	0.0	0.0	63.7	-15.6
2014	0.0	0.7	6.7	-3.9	17.0	0.0	0.0	0.0	0.0	1.4	0.0	6.1	30.1	-6.9
2015	8.1	1.9	0.0	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A	10.2	-8.2
Avg|Max	1.2	-1.9	5.9	-1.3	7.2	1.5	0.0	-1.0	7.5	5.1	1.7	4.3	30.3	-24.4

Profit distribution

Max. Adverse Excursion distribution

Max. Favorable Excursion distribution