1. Portfolio Equity

2. Underwater Equity

3. Profit Table

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Yr%
2005	3.0%	2.0%	-3.4%	-2.8%	5.5%	1.7%	3.1%	-1.8%	-2.5%	-1.6%	2.1%	-4.1%	0.6%
2006	8.8%	1.3%	5.0%	2.5%	-1.1%	12.6%	10.6%	3.0%	7.2%	3.8%	1.0%	2.0%	72.4%
2007	9.1%	-7.4%	5.5%	-0.9%	-0.1%	-0.2%	4.4%	-2.5%	2.0%	9.4%	0.8%	7.8%	29.9%
2008	-11.8%	3.8%	4.5%	6.5%	-0.1%	-7.0%	10.1%	-4.1%	1.9%	-0.7%	4.0%	1.4%	6.5%
2009	6.7%	-3.9%	3.5%	-0.0%	-0.7%	-2.4%	11.5%	0.0%	4.5%	-4.2%	2.7%	1.1%	19.1%
2010	-3.9%	-2.8%	1.0%	4.3%	0.4%	-0.1%	-0.0%	1.8%	6.0%	-0.3%	-0.3%	3.7%	9.8%
2011	0.5%	3.5%	3.4%	7.6%	-1.6%	4.1%	0.0%	2.9%	4.3%	5.0%	-2.9%	2.7%	33.4%
2012	1.6%	4.2%	0.3%	1.1%	0.3%	4.3%	0.2%	0.5%	3.0%	0.2%	2.0%	0.1%	19.2%
2013	1.0%	-1.5%	1.5%	1.1%	1.9%	0.6%	1.7%	-0.6%	1.0%	1.2%	0.2%	4.4%	12.8%
2014	0.4%	2.4%	2.6%	0.7%	5.3%	1.7%	1.0%	0.5%	0.6%	-1.9%	2.6%	-0.3%	16.5%
2015	2.0%	-0.4%	0.8%	0.5%	2.9%	N/A	N/A	N/A	N/A	N/A	N/A	N/A	5.9%
Avg	1.6%	0.1%	2.3%	1.9%	1.2%	1.5%	4.3%	-0.0%	2.8%	1.1%	1.2%	1.9%

4. Profit Table Enhanced

(in%)	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year	MaxDD
2005	3.0	2.0	-3.4	-2.8	5.5	1.7	3.1	-1.8	-2.5	-1.6	2.1	-4.1	0.6	-10.2
2006	8.8	1.3	5.0	2.5	-1.1	12.6	10.6	3.0	7.2	3.8	1.0	2.0	72.4	-5.7
2007	9.1	-7.4	5.5	-0.9	-0.1	-0.2	4.4	-2.5	2.0	9.4	0.8	7.8	29.9	-10.4
2008	-11.8	3.8	4.5	6.5	-0.1	-7.0	10.1	-4.1	1.9	-0.7	4.0	1.4	6.5	-16.3
2009	6.7	-3.9	3.5	-0.0	-0.7	-2.4	11.5	0.0	4.5	-4.2	2.7	1.1	19.1	-7.0
2010	-3.9	-2.8	1.0	4.3	0.4	-0.1	-0.0	1.8	6.0	-0.3	-0.3	3.7	9.8	-8.6
2011	0.5	3.5	3.4	7.6	-1.6	4.1	0.0	2.9	4.3	5.0	-2.9	2.7	33.4	-4.4
2012	1.6	4.2	0.3	1.1	0.3	4.3	0.2	0.5	3.0	0.2	2.0	0.1	19.2	-1.2
2013	1.0	-1.5	1.5	1.1	1.9	0.6	1.7	-0.6	1.0	1.2	0.2	4.4	12.8	-2.6
2014	0.4	2.4	2.6	0.7	5.3	1.7	1.0	0.5	0.6	-1.9	2.6	-0.3	16.5	-2.9
2015	2.0	-0.4	0.8	0.5	2.9	N/A	N/A	N/A	N/A	N/A	N/A	N/A	5.9	-1.7
Avg|Max	1.6	0.1	2.3	1.9	1.2	1.5	4.3	-0.0	2.8	1.1	1.2	1.9	20.4	-16.3

5. Performance Reports

Profit distribution

Max. Adverse Excursion distribution

Max. Favorable Excursion distribution