Trailing Performance

Non-compounded trailing performance over various periods in time.

Up-to-date data!

Strategies	1 Week	2 Weeks	1 Month	2 Months	3 Months	6 Months	1 Year	2 Years	3_Years____
Pro1	1.9%	-1.6%	1.7%	6.4%	2.1%	-2.2%	-7.3%	31.7%	110.7%
Pro2	0.3%	-2.3%	-3.2%	23.2%	17.3%	6.5%	43.1%	105.8%	396.3%
Pro3	-0.3%	-0.6%	0.6%	-0.8%	0.6%	3.1%	31.9%	93.6%	235.0%
Pro4	1.9%	-1.6%	1.7%	11.2%	6.6%	-4.7%	0.2%	20.4%	133.1%
Std1	-0.5%	-1.0%	-0.1%	-5.4%	-1.5%	6.6%	1.0%	20.5%	109.6%
Std2	-0.5%	-1.0%	-0.1%	-5.4%	-1.5%	-14.2%	7.1%	28.0%	165.7%
Std3	0.3%	0.1%	6.2%	7.3%	11.6%	-2.7%	-9.5%	18.5%	146.2%
Std4	2.2%	6.1%	10.1%	4.9%	-15.8%	-8.9%	-29.1%	9.0%	146.0%
Bons	-0.5%	-1.0%	-0.1%	-5.4%	-1.2%	-8.3%	9.7%	30.8%	48.7%
Free	0.1%	-1.8%	1.2%	7.5%	11.9%	-1.4%	29.5%	55.0%	113.3%
Diversified	0.5%	-0.4%	1.9%	4.3%	3.0%	-2.1%	7.4%	42.4%	160.7%

Benchmark	1 Week	2 Weeks	1 Month	2 Months	3 Months	6 Months	1 Year	2 Years	3_Years____
[UUP] US Dollar	0.5%	0.4%	-1.1%	-1.9%	0.3%	5.2%	-0.8%	-6.5%	-14.9%
[FXE] Euro	-0.2%	0.2%	1.7%	1.2%	-2.3%	-8.6%	-3.7%	-3.2%	2.4%
[FXB] British Pound	0.4%	0.0%	1.7%	2.1%	0.4%	-4.0%	-2.7%	1.8%	8.8%
[FXY] Japanese Yen	-2.4%	-3.7%	-3.2%	-1.9%	-3.3%	-4.0%	4.1%	13.7%	15.7%
[FXF] Swiss Franc	-0.3%	-0.0%	1.7%	2.0%	0.2%	-14.6%	2.5%	16.2%	24.0%
[BZF] Brazillian Real	0.5%	1.2%	3.9%	11.3%	6.8%	-3.1%	3.8%	21.3%	74.9%
[FXA] Australian Dollar	-0.1%	-0.0%	2.5%	9.1%	8.2%	4.9%	9.7%	27.8%	81.3%
[IEF] Bonds 7-10y USA	-0.3%	-0.6%	0.6%	-0.8%	0.6%	1.9%	16.8%	24.2%	21.4%
[TLT] Bonds >20y USA	-0.5%	-1.0%	-0.1%	-5.4%	-1.5%	6.6%	35.4%	41.6%	25.3%
[TIP] TIPS Bonds USA	-0.3%	-0.4%	1.2%	0.8%	1.8%	2.6%	15.9%	22.1%	31.6%
[AGG] Aggregate Bond	-0.1%	-0.3%	0.6%	0.4%	1.5%	1.8%	8.8%	13.9%	21.7%
[BWX] Intl. Bond	-0.3%	-0.6%	1.2%	2.4%	2.5%	-3.4%	5.2%	11.6%	25.4%
[PCY] EmMkt Debt	-0.0%	0.2%	2.4%	2.6%	2.8%	2.3%	11.7%	22.7%	58.8%
[MUB] Muni. Bonds	-0.6%	1.6%	2.7%	5.7%	7.7%	8.8%	17.0%	17.7%	24.6%
[LQD] Corp. Bonds 8Y	-0.4%	-0.5%	1.8%	3.0%	4.7%	4.5%	12.2%	22.1%	38.2%
[JNK] Junk Bond	-0.1%	-0.1%	1.8%	5.6%	7.4%	8.9%	5.1%	22.3%	82.0%
[PGF] Finanicial Prefered	0.7%	1.2%	3.5%	11.5%	8.9%	11.0%	5.3%	20.6%	208.2%
[PFF] Preferred Stock	0.6%	0.9%	3.2%	10.2%	8.1%	8.9%	4.5%	17.6%	167.6%
[GLD] Gold	-0.1%	0.1%	3.3%	8.1%	0.1%	-7.0%	23.6%	53.4%	71.1%
[SLV] Silver	-1.4%	-1.2%	3.4%	15.5%	5.4%	-22.6%	1.5%	103.0%	126.5%
[PPLT] Platinum	-1.1%	0.3%	6.2%	15.9%	2.8%	-13.2%	-11.6%	5.6%	N/A
[PALL] Palladium	-1.8%	-3.2%	0.9%	12.5%	12.9%	-8.4%	-20.0%	53.0%	N/A
[DBA] Agriculture	0.7%	-0.9%	0.7%	3.6%	-1.7%	-12.4%	-17.0%	13.6%	24.3%
[DBB] Basic Materials	-3.8%	-5.2%	-2.5%	9.8%	5.0%	-10.2%	-20.9%	-5.9%	79.7%
[DBO] Oil	2.3%	5.6%	5.6%	11.7%	7.0%	21.1%	6.0%	11.0%	81.7%
[DBC] Broad Commodities	0.6%	0.8%	4.7%	10.1%	5.0%	-1.4%	0.0%	20.4%	54.7%
[DBV] Currency Harvest	0.9%	1.8%	3.7%	8.0%	8.1%	8.6%	4.9%	8.5%	34.0%
[TAO] China Real Est	6.7%	8.5%	10.8%	31.5%	28.3%	10.4%	-0.5%	15.1%	117.6%
[AGNC] American Capital	-0.2%	3.0%	4.7%	10.2%	14.2%	17.2%	26.0%	80.8%	248.3%
[NLY] Annaly	0.1%	-2.5%	0.7%	5.6%	5.7%	0.4%	8.9%	24.3%	78.8%
[ICF] Real Estate USA	-0.6%	-1.1%	3.9%	12.1%	14.3%	18.6%	10.4%	53.1%	176.0%
[RWX] Real Estate Int.	1.9%	2.1%	5.5%	18.0%	13.1%	5.5%	-4.4%	21.7%	110.1%
[IWM] SmallCap USA	0.6%	0.1%	5.8%	17.2%	15.5%	27.9%	0.7%	34.4%	109.4%
[EEM] Emerging Markets	0.7%	1.0%	6.2%	21.4%	15.5%	11.8%	-3.3%	15.3%	114.8%
[EFA] Europe + Asia	1.2%	1.6%	5.0%	15.2%	12.1%	10.0%	-9.2%	9.1%	66.2%
[IEV] Europe	0.6%	0.9%	5.2%	16.2%	12.5%	11.5%	-9.7%	7.9%	65.5%
[AAXJ] Asia ex-Japan	1.8%	2.1%	6.1%	20.3%	15.0%	10.6%	-4.3%	12.2%	107.9%
[EWY] Korea	1.0%	1.9%	4.7%	21.0%	14.6%	17.7%	-0.5%	28.3%	172.1%
[EWJ] Japan	2.5%	3.4%	5.5%	13.2%	10.7%	7.0%	-12.2%	3.7%	36.4%
[EWZ] Brazil	-0.0%	0.9%	5.7%	24.4%	17.0%	14.9%	-6.0%	4.9%	119.3%
[EWW] Mexico	-1.1%	-0.6%	5.4%	16.7%	13.2%	11.5%	-1.7%	25.4%	148.3%
[FXI] China	2.1%	1.0%	4.1%	19.8%	14.4%	12.5%	-4.0%	6.4%	68.0%
[EWM] Malaysia	0.1%	0.0%	4.6%	13.2%	13.4%	4.8%	5.4%	44.8%	126.4%
[EWS] Singapore	0.5%	0.9%	7.3%	21.5%	14.7%	6.8%	-0.3%	24.7%	140.3%
[IFN] India	2.1%	1.7%	10.2%	23.2%	7.2%	-3.9%	-19.4%	-7.1%	81.4%
Diversified	0.3%	0.5%	3.4%	10.4%	7.9%	4.4%	3.2%	23.6%	78.4%

Strategies	$1 Becomes	CAGR	SharpeRatio	UPI	MaxDD	Turnover	GSD	%Winning	%Efficiency	R(2003)	R(2006)	R(ALL)
Pro1	$8.0	41%	1.3	2.2	42%	669%	26%	66%	63%	4.0	4.4	4.3
Pro2	$21.7	65%	2.1	4.4	29%	669%	19%	76%	63%	3.1	5.2	4.5
Pro3	$12.0	50%	1.8	2.1	29%	653%	26%	80%	65%	3.5	4.9	4.4
Pro4	$9.5	44%	1.6	3.3	26%	506%	27%	61%	63%	4.7	4.5	4.6
Diversified	$12.8	52%	2.2	4.5	21%	N/A	14%	N/A	N/A	3.8	3.8	3.8

Strategies	$1 Becomes	CAGR	SharpeRatio	UPI	MaxDD	Turnover	GSD	%Winning	%Efficiency	R(2003)	R(2006)	R(ALL)
Pro1	$8.0	41%	1.3	2.2	42%	669%	26%	66%	63%	4.0	4.4	4.3
Pro2	$21.7	65%	2.1	4.4	29%	669%	19%	76%	63%	3.1	5.2	4.5
Pro3	$12.0	50%	1.8	2.1	29%	653%	26%	80%	65%	3.5	4.9	4.4
Pro4	$9.5	44%	1.6	3.3	26%	506%	27%	61%	63%	4.7	4.5	4.6
Std1	$8.5	42%	1.6	4.4	21%	343%	29%	71%	72%	4.4	4.6	4.5
Std2	$8.5	42%	1.6	3.4	22%	424%	28%	77%	67%	3.8	4.5	4.3
Std3	$12.1	50%	1.8	4.6	33%	588%	36%	61%	70%	3.1	3.3	3.2
Std4	$10.3	46%	1.3	2.5	41%	653%	40%	65%	67%	2.9	2.5	2.6
Bons	$6.4	35%	1.4	3.7	21%	392%	27%	67%	68%	2.9	3.7	3.5
Free	$9.2	44%	1.4	2.3	30%	718%	27%	64%	66%	2.5	2.2	2.3
Diversified	$10.9	48%	2.2	5.1	21%	N/A	18%	N/A	N/A	3.9	3.9	3.9

Benchmark	$1 Becomes	CAGR	SharpeRatio	UPI	MaxDD	Turnover	GSD	%Winning	%Efficiency	R(2003)	R(2006)	R(ALL)
[UUP] US Dollar	$0.9	-2%	-0.3	-0.4	23%	N/A	5%	N/A	N/A	-0.4	-0.4	-0.4
[FXE] Euro	$1.1	2%	0.2	0.2	25%	N/A	8%	N/A	N/A	0.2	0.2	0.2
[FXB] British Pound	$0.9	-2%	-0.2	-0.3	34%	N/A	15%	N/A	N/A	-0.3	-0.3	-0.3
[FXY] Japanese Yen	$1.5	8%	0.7	1.2	14%	N/A	16%	N/A	N/A	1.1	1.1	1.1
[FXF] Swiss Franc	$1.4	6%	0.4	0.5	24%	N/A	4%	N/A	N/A	0.6	0.6	0.6
[BZF] Brazillian Real	$1.3	7%	0.3	0.4	38%	N/A	44%	N/A	N/A	0.4	0.4	0.4
[FXA] Australian Dollar	$1.7	10%	0.6	0.6	38%	N/A	16%	N/A	N/A	0.8	0.8	0.8
[IEF] Bonds 7-10y USA	$1.6	8%	0.9	1.9	10%	N/A	7%	N/A	N/A	1.6	1.6	1.6
[TLT] Bonds >20y USA	$1.6	8%	0.5	0.8	27%	N/A	19%	N/A	N/A	0.8	0.8	0.8
[TIP] TIPS Bonds USA	$1.5	7%	0.8	1.0	15%	N/A	6%	N/A	N/A	1.1	1.1	1.1
[AGG] Aggregate Bond	$1.4	6%	0.9	1.1	13%	N/A	1%	N/A	N/A	1.2	1.2	1.2
[BWX] Intl. Bond	$1.3	5%	0.4	0.7	17%	N/A	6%	N/A	N/A	0.7	0.7	0.7
[PCY] EmMkt Debt	$1.4	8%	0.3	0.2	49%	N/A	13%	N/A	N/A	0.4	0.4	0.4
[MUB] Muni. Bonds	$1.3	6%	0.8	0.9	12%	N/A	13%	N/A	N/A	1.1	1.1	1.1
[LQD] Corp. Bonds 8Y	$1.5	6%	0.6	0.6	22%	N/A	5%	N/A	N/A	0.8	0.8	0.8
[JNK] Junk Bond	$1.3	7%	0.4	0.4	38%	N/A	23%	N/A	N/A	0.5	0.5	0.5
[PGF] Finanicial Prefered	$1.1	1%	0.0	0.0	76%	N/A	37%	N/A	N/A	0.0	0.0	0.0
[PFF] Preferred Stock	$1.1	2%	0.1	0.1	66%	N/A	34%	N/A	N/A	0.1	0.1	0.1
[GLD] Gold	$3.2	21%	0.9	1.2	29%	N/A	17%	N/A	N/A	1.3	1.3	1.3
[SLV] Silver	$2.3	16%	0.4	0.6	57%	N/A	46%	N/A	N/A	0.6	0.6	0.6
[PPLT] Platinum	$1.0	1%	0.0	0.0	28%	N/A	67%	N/A	N/A	0.0	0.0	0.0
[PALL] Palladium	$1.5	22%	0.6	1.3	35%	N/A	37%	N/A	N/A	1.1	1.1	1.1
[DBA] Agriculture	$1.2	4%	0.1	0.2	49%	N/A	19%	N/A	N/A	0.2	0.2	0.2
[DBB] Basic Materials	$0.9	-2%	-0.1	-0.1	60%	N/A	46%	N/A	N/A	-0.1	-0.1	-0.1
[DBO] Oil	$1.3	5%	0.1	0.2	71%	N/A	36%	N/A	N/A	0.2	0.2	0.2
[DBC] Broad Commodities	$1.3	4%	0.1	0.2	60%	N/A	24%	N/A	N/A	0.2	0.2	0.2
[DBV] Currency Harvest	$1.1	1%	0.0	0.0	36%	N/A	21%	N/A	N/A	0.0	0.0	0.0
[TAO] China Real Est	$0.8	-4%	-0.1	-0.2	71%	N/A	156%	N/A	N/A	-0.2	-0.2	-0.2
[AGNC] American Capital	$3.3	37%	1.1	2.0	31%	N/A	15%	N/A	N/A	1.7	1.7	1.7
[NLY] Annaly	$2.9	19%	0.4	0.9	41%	N/A	14%	N/A	N/A	0.8	0.8	0.8
[ICF] Real Estate USA	$1.2	3%	0.1	0.1	78%	N/A	39%	N/A	N/A	0.1	0.1	0.1
[RWX] Real Estate Int.	$0.7	-6%	-0.2	-0.3	74%	N/A	58%	N/A	N/A	-0.3	-0.3	-0.3
[IWM] SmallCap USA	$1.3	4%	0.1	0.2	59%	N/A	39%	N/A	N/A	0.2	0.2	0.2
[EEM] Emerging Markets	$1.6	8%	0.2	0.3	67%	N/A	56%	N/A	N/A	0.3	0.3	0.3
[EFA] Europe + Asia	$1.0	0%	-0.0	-0.0	62%	N/A	36%	N/A	N/A	-0.0	-0.0	-0.0
[IEV] Europe	$1.0	1%	0.0	0.0	63%	N/A	37%	N/A	N/A	0.0	0.0	0.0
[AAXJ] Asia ex-Japan	$1.2	5%	0.1	0.2	49%	N/A	87%	N/A	N/A	0.2	0.2	0.2
[EWY] Korea	$1.3	5%	0.1	0.2	74%	N/A	55%	N/A	N/A	0.2	0.2	0.2
[EWJ] Japan	$0.8	-4%	-0.2	-0.3	55%	N/A	28%	N/A	N/A	-0.3	-0.3	-0.3
[EWZ] Brazil	$2.3	15%	0.3	0.4	73%	N/A	78%	N/A	N/A	0.5	0.5	0.5
[EWW] Mexico	$1.7	10%	0.3	0.3	65%	N/A	41%	N/A	N/A	0.4	0.4	0.4
[FXI] China	$2.1	13%	0.3	0.5	73%	N/A	57%	N/A	N/A	0.4	0.4	0.4
[EWM] Malaysia	$2.5	16%	0.6	1.2	53%	N/A	37%	N/A	N/A	1.0	1.0	1.0
[EWS] Singapore	$1.9	11%	0.3	0.5	64%	N/A	60%	N/A	N/A	0.5	0.5	0.5
[IFN] India	$1.0	0%	-0.0	-0.0	73%	N/A	102%	N/A	N/A	-0.0	-0.0	-0.0
Diversified	$1.6	8%	0.5	0.6	36%	N/A	22%	N/A	N/A	0.7	0.7	0.7