<?xml version="1.0" encoding="UTF-8"?>
<Result xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" errorNumber="0"><Performance><Period id="1997"/><Period id="1998"/><Period id="1999"/><Period id="1M" value="0"/><Period id="1Y" value="0"/><Period id="2000"/><Period id="2001"/><Period id="2002"/><Period id="2003"/><Period id="2004"/><Period id="2005"/><Period id="2006"/><Period id="2Y" value="0"/><Period id="3M" value="0"/><Period id="5Y"/><Period id="MTD" value="0"/><Period id="SP" value="-13.32"/><Period id="WTD" value="0"/><Period id="YTD" value="0"/></Performance><PerformancePA><Period id="1997"/><Period id="1Y" value="0"/><Period id="2Y" value="0"/><Period id="5Y"/><Period id="SP" value="-9.1777"/></PerformancePA><Volatility><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="1.3749"/></Volatility><VolatilityAnnualized><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="4.7626"/></VolatilityAnnualized><SharpeRatio><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-1.927"/></SharpeRatio><MaxLoss><Period id="SP" value="-13.32"/></MaxLoss><MaxTimeOffPeak><Period id="SP" value="42"/></MaxTimeOffPeak><PercentageOfPositiveMonths><Period id="SP" value="15.7895"/></PercentageOfPositiveMonths><BestMonthPerformance><Period id="SP" value="1.8966"/></BestMonthPerformance><WorstMonthPerformance><Period id="SP" value="-3.7634"/></WorstMonthPerformance><AverageMonthPerformance><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-0.7405"/></AverageMonthPerformance><MaxInitRiskPerTrade><Period id="SP"/></MaxInitRiskPerTrade><PerformancePM><Period id="SP" value="-0.799"/></PerformancePM><MarRatio><Period id="SP" value="-0.689"/></MarRatio><LastMonthUltimoEstimated><Period id="SP" value="0"/></LastMonthUltimoEstimated><DownsideVolatilityAnnualized><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="4.0901"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-2.2439"/></SortinoRatio><Comparison><Security id="CSFB"><Performance><Period id="SP" value="20.725"/></Performance><PerformancePA><Period id="1Y" value="7.1677"/><Period id="2Y" value="7.9221"/><Period id="5Y"/><Period id="SP" value="4.6121"/></PerformancePA><Volatility><Period id="SP" value="1.2719"/></Volatility><VolatilityAnnualized><Period id="SP" value="4.4061"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="1.0602"/></SharpeRatio><MaxLoss><Period id="SP" value="-6.971"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.4939"/></Correlation><MarRatio><Period id="SP" value="0.6616"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="0.5515"/><Period id="2Y" value="1.9295"/><Period id="5Y"/><Period id="SP" value="3.1203"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="12.9976"/><Period id="2Y" value="4.1058"/><Period id="5Y"/><Period id="SP" value="1.4781"/></SortinoRatio></Security><Security id="DJI"><Performance><Period id="SP" value="47.6472"/></Performance><PerformancePA><Period id="1Y" value="10.4119"/><Period id="2Y" value="15.7795"/><Period id="5Y"/><Period id="SP" value="11.5895"/></PerformancePA><Volatility><Period id="SP" value="3.1815"/></Volatility><VolatilityAnnualized><Period id="SP" value="11.0211"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="1.0524"/></SharpeRatio><MaxLoss><Period id="SP" value="-14.8094"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.5061"/></Correlation><MarRatio><Period id="SP" value="0.7826"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="2.0788"/><Period id="2Y" value="6.9651"/><Period id="5Y"/><Period id="SP" value="7.0814"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="5.0085"/><Period id="2Y" value="2.2655"/><Period id="5Y"/><Period id="SP" value="1.6366"/></SortinoRatio></Security><Security id="DX"><Performance><Period id="SP" value="39.4317"/></Performance><PerformancePA><Period id="1Y" value="18.5142"/><Period id="2Y" value="21.6687"/><Period id="5Y"/><Period id="SP" value="9.806"/></PerformancePA><Volatility><Period id="SP" value="4.9604"/></Volatility><VolatilityAnnualized><Period id="SP" value="17.1834"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.5711"/></SharpeRatio><MaxLoss><Period id="SP" value="-26.7809"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.5965"/></Correlation><MarRatio><Period id="SP" value="0.3662"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="2.2171"/><Period id="2Y" value="4.8356"/><Period id="5Y"/><Period id="SP" value="15.476"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="8.3508"/><Period id="2Y" value="4.4811"/><Period id="5Y"/><Period id="SP" value="0.6336"/></SortinoRatio></Security><Security id="GOLD"><Performance><Period id="SP" value="-4.2351"/></Performance><PerformancePA><Period id="1Y" value="0.1629"/><Period id="2Y" value="-9.5093"/><Period id="5Y"/><Period id="SP" value="-1.9025"/></PerformancePA><Volatility><Period id="SP" value="5.7773"/></Volatility><VolatilityAnnualized><Period id="SP" value="20.0132"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="-0.0962"/></SharpeRatio><MaxLoss><Period id="SP" value="-33.963"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.0014"/></Correlation><MarRatio><Period id="SP" value="-0.056"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="5.8511"/><Period id="2Y" value="10.1894"/><Period id="5Y"/><Period id="SP" value="11.4888"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="0.0278"/><Period id="2Y" value="-0.9333"/><Period id="5Y"/><Period id="SP" value="-0.1656"/></SortinoRatio></Security><Security id="MAR"><Performance><Period id="SP" value="0.953"/></Performance><PerformancePA><Period id="1Y" value="1.7081"/><Period id="2Y" value="-1.5431"/><Period id="5Y"/><Period id="SP" value="-1.1087"/></PerformancePA><Volatility><Period id="SP" value="2.0164"/></Volatility><VolatilityAnnualized><Period id="SP" value="6.985"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="-0.1646"/></SharpeRatio><MaxLoss><Period id="SP" value="-11.9404"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="-0.0721"/></Correlation><MarRatio><Period id="SP" value="-0.0929"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="2.1012"/><Period id="2Y" value="2.9085"/><Period id="5Y"/><Period id="SP" value="3.5965"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="0.8129"/><Period id="2Y" value="-0.5306"/><Period id="5Y"/><Period id="SP" value="-0.3083"/></SortinoRatio></Security><Security id="SFQAG"><Performance><Period id="SP"/></Performance><PerformancePA><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP"/></PerformancePA><Volatility><Period id="SP"/></Volatility><VolatilityAnnualized><Period id="SP"/></VolatilityAnnualized><SharpeRatio><Period id="SP"/></SharpeRatio><MaxLoss><Period id="SP" value="0"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP"/></Correlation><MarRatio><Period id="SP"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP"/></SortinoRatio></Security><Security id="SP500"><Performance><Period id="SP" value="56.9159"/></Performance><PerformancePA><Period id="1Y" value="17.7192"/><Period id="2Y" value="20.7377"/><Period id="5Y"/><Period id="SP" value="13.5179"/></PerformancePA><Volatility><Period id="SP" value="3.3866"/></Volatility><VolatilityAnnualized><Period id="SP" value="11.7314"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="1.1532"/></SharpeRatio><MaxLoss><Period id="SP" value="-17.0276"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.577"/></Correlation><MarRatio><Period id="SP" value="0.7939"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="1.0496"/><Period id="2Y" value="3.3354"/><Period id="5Y"/><Period id="SP" value="7.9177"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="16.8822"/><Period id="2Y" value="6.2174"/><Period id="5Y"/><Period id="SP" value="1.7073"/></SortinoRatio></Security></Comparison></Result>
