| Monthly
Returns |
| Period |
ROR |
N.A.V. |
| Year |
| 1999 |
| January |
4.32%
|
104320 |
| February |
2.28%
|
106600 |
| March |
-0.61%
|
105990
|
| April |
-0.64%
|
105350
|
| May |
1.07%
|
106420 |
| June |
3.88%
|
110300 |
| July |
-0.1%
|
110200 |
| August |
5.76%
|
115960 |
| September |
3.70%
|
119660 |
| October |
-0.45%
|
119210 |
| November |
-3.42%
|
115790 |
| December |
1.52%
|
117310 |
| 2000 |
| January |
1.65%
|
118960
|
| February |
6.56%
|
125520
|
| March |
6.52%
|
132040
|
| April |
-1.51%
|
130530
|
| May |
2.38%
|
132910
|
| June |
4.07%
|
136980
|
| July |
1.00%
|
137980
|
| August |
1.53%
|
139510
|
| September |
2.82%
|
142330
|
| October |
2.10%
|
144430
|
| November |
1.39%
|
145820
|
| December |
5.53%
|
151350
|
| 2001 |
| January |
-0.13%
|
151220
|
| February |
1.65%
|
152870
|
| March |
10.73%
|
163600
|
| April |
3.13%
|
166730
|
| May |
2.35%
|
169080 |
| June |
-6.41%
|
162670 |
| July |
1.87%
|
164540 |
| August |
8.16%
|
172700 |
| September |
3.78%
|
176480 |
| October |
0.34%
|
176820 |
| November |
-2.39%
|
174430 |
| December |
2.65%
|
177080 |
| 2002 |
| January |
0.00%
|
177080 |
|
|
| Annually
Compounded |
| Jan '99
- Jan '00 |
17.31%
|
| Jan '00
- Jan '01 |
34.04%
|
| Jan '01
- Jan '02 |
25.86%
|
| Jan '02
- Jan '02 |
0.00%
|
|
| Performance
Summary |
| Net
Profit |
77.08%
|
| Percent
profitable |
57.01%
|
| Profit
factor |
1.54
|
| Max drawdown |
-9.47%
|
| |
|
|
