| Monthly
Returns |
| Period |
ROR |
N.A.V. |
| Year |
| 1999 |
| January |
1.19%
|
101190
|
| February |
2.72%
|
103910
|
| March |
2.23%
|
106140
|
| April |
-0.53%
|
105610
|
| May |
-1.18%
|
104430
|
| June |
2.96%
|
107390
|
| July |
2.69%
|
110080
|
| August |
1.09%
|
111170
|
| September |
2.54%
|
113710
|
| October |
3.45%
|
117160
|
| November |
-1.21% |
115950
|
| December |
-0.71%
|
115240
|
| 2000 |
| January |
2.06%
|
117300
|
| February |
1.51%
|
118810
|
| March |
5.72%
|
124530
|
| April |
1.17%
|
125700
|
| May |
0.15%
|
125850
|
| June |
-1.28%
|
124570
|
| July |
0.95%
|
125520
|
| August |
0.43%
|
125950
|
| September |
2.15%
|
128100
|
| October |
2.99%
|
131090
|
| November |
1.52%
|
132610
|
| December |
0.10%
|
132710
|
| 2001 |
| January |
0.41%
|
133120
|
| February |
0.69%
|
133810 |
| March |
1.43%
|
135240
|
| April |
1.96%
|
137200
|
| May |
0.53%
|
137730 |
| June |
0.08%
|
137810 |
| July |
-1.24%
|
136570 |
| August |
1.62%
|
138190 |
| September |
0.69%
|
138880 |
| October |
1.66%
|
140540 |
| November |
0.63%
|
141170 |
| December |
0.58%
|
141750 |
| 2002 |
| January |
0.00%
|
141750 |
|
|
| Annually
Compounded |
| Jan '99
- Jan '00 |
15.24%
|
| Jan '00
- Jan '01 |
17.47%
|
| Jan '01
- Jan '02 |
9.04%
|
| Jan '02
- Jan '02 |
0.00%
|
|
| Performance
Summary |
| Net
Profit |
41.75%
|
| Percent
profitable |
60.27%
|
| Profit
factor |
1.79
|
| Max drawdown |
-3.87%
|
| |
|
|
