| Monthly
Returns |
| Period |
ROR |
N.A.V. |
| Year |
| 1999 |
| January |
0.28%
|
100280
|
| February |
-1.91%
|
98370
|
| March |
0.21%
|
98580
|
| April |
0.76%
|
99340
|
| May |
-1.02%
|
98320
|
| June |
0.27%
|
98590
|
| July |
1.45%
|
100040
|
| August |
2.79%
|
102830
|
| September |
2.87%
|
105700
|
| October |
2.06%
|
107760
|
| November |
1.63%
|
109390
|
| December |
1.12%
|
110510
|
| 2000 |
| January |
1.82%
|
112330
|
| February |
-1.09%
|
111240
|
| March |
2.13%
|
113370
|
| April |
1.32%
|
114690
|
| May |
5.18%
|
119870
|
| June |
-1.24%
|
120060
|
| July |
1.20%
|
118630
|
| August |
-3.19%
|
116640
|
| September |
3.10%
|
119740
|
| October |
-0.31%
|
119430
|
| November |
-0.50%
|
118930
|
| December |
2.16%
|
121090
|
| 2001 |
| January |
5.26%
|
126350
|
| February |
-0.71% |
125640 |
| March |
0.79% |
126430 |
| April |
1.16% |
127590 |
| May |
-0.08% |
127510 |
| June |
1.95% |
129460 |
| July |
1.26% |
130720 |
| August |
2.20% |
132920 |
| September |
2.79% |
135710 |
|
October |
-1.32% |
134390 |
|
November |
0.51% |
134900 |
|
December |
-1.09% |
133810 |
| 2002 |
|
January |
0.00% |
138810 |
|
|
| Annually
Compounded |
| Jan '99
- Jan '00 |
10.51%
|
| Jan '00
- Jan '01 |
10.58%
|
| Jan '01
- Jan '02 |
12.72%
|
| Jan '02
- Jan '02 |
0.00%
|
|
| Performance
Summary |
| Net
Profit |
33.81%
|
| Percent
profitable |
56.64%
|
| Profit
factor |
1.49
|
| Max drawdown |
-4.68%
|
| |
|
|
