<?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" value="0"/><Period id="MTD" value="0"/><Period id="SP" value="-35.7302"/><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" value="0"/><Period id="SP" value="-4.3596"/></PerformancePA><Volatility><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="4.8268"/></Volatility><VolatilityAnnualized><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="16.7206"/></VolatilityAnnualized><SharpeRatio><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-0.2607"/></SharpeRatio><MaxLoss><Period id="SP" value="-47.5367"/></MaxLoss><MaxTimeOffPeak><Period id="SP" value="206"/></MaxTimeOffPeak><PercentageOfPositiveMonths><Period id="SP" value="48.7395"/></PercentageOfPositiveMonths><BestMonthPerformance><Period id="SP" value="11.3952"/></BestMonthPerformance><WorstMonthPerformance><Period id="SP" value="-13.2045"/></WorstMonthPerformance><AverageMonthPerformance><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-0.2545"/></AverageMonthPerformance><MaxInitRiskPerTrade><Period id="SP"/></MaxInitRiskPerTrade><PerformancePM><Period id="SP" value="-0.3708"/></PerformancePM><MarRatio><Period id="SP" value="-0.0917"/></MarRatio><LastMonthUltimoEstimated><Period id="SP" value="0"/></LastMonthUltimoEstimated><DownsideVolatilityAnnualized><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="10.1901"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-0.4278"/></SortinoRatio><Comparison><Security id="CSFB"><Performance><Period id="SP" value="33.538"/></Performance><PerformancePA><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="1.5846"/></PerformancePA><Volatility><Period id="SP" value="1.7732"/></Volatility><VolatilityAnnualized><Period id="SP" value="6.1427"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.6726"/></SharpeRatio><MaxLoss><Period id="SP" value="-19.49"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.0443"/></Correlation><MarRatio><Period id="SP" value="0.0813"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="6.0503"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="0.2619"/></SortinoRatio></Security><Security id="DJI"><Performance><Period id="SP" value="291.9358"/></Performance><PerformancePA><Period id="1Y" value="19.8908"/><Period id="2Y" value="12.689"/><Period id="5Y" value="7.3829"/><Period id="SP" value="7.8331"/></PerformancePA><Volatility><Period id="SP" value="4.3802"/></Volatility><VolatilityAnnualized><Period id="SP" value="15.1734"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.5163"/></SharpeRatio><MaxLoss><Period id="SP" value="-44.9075"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="-0.1257"/></Correlation><MarRatio><Period id="SP" value="0.1744"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="12.9131"/><Period id="2Y" value="7.1284"/><Period id="5Y" value="6.9678"/><Period id="SP" value="10.855"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="1.5404"/><Period id="2Y" value="1.7801"/><Period id="5Y" value="1.0596"/><Period id="SP" value="0.7216"/></SortinoRatio></Security><Security id="DX"><Performance><Period id="SP" value="267"/></Performance><PerformancePA><Period id="1Y" value="5.6136"/><Period id="2Y" value="15.468"/><Period id="5Y" value="9.8822"/><Period id="SP" value="7.4424"/></PerformancePA><Volatility><Period id="SP" value="5.2194"/></Volatility><VolatilityAnnualized><Period id="SP" value="18.0805"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.4117"/></SharpeRatio><MaxLoss><Period id="SP" value="-45.8383"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="-0.0988"/></Correlation><MarRatio><Period id="SP" value="0.1624"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="15.3387"/><Period id="2Y" value="11.7179"/><Period id="5Y" value="10.0858"/><Period id="SP" value="12.9027"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="0.366"/><Period id="2Y" value="1.32"/><Period id="5Y" value="0.9798"/><Period id="SP" value="0.5768"/></SortinoRatio></Security><Security id="GOLD"><Performance><Period id="SP" value="430.6751"/></Performance><PerformancePA><Period id="1Y" value="41.7569"/><Period id="2Y" value="42.4666"/><Period id="5Y" value="20.6287"/><Period id="SP" value="9.6525"/></PerformancePA><Volatility><Period id="SP" value="4.9466"/></Volatility><VolatilityAnnualized><Period id="SP" value="17.1355"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.5633"/></SharpeRatio><MaxLoss><Period id="SP" value="-41.9171"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.3013"/></Correlation><MarRatio><Period id="SP" value="0.2303"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="20.9765"/><Period id="2Y" value="14.7345"/><Period id="5Y" value="8.6179"/><Period id="SP" value="10.3248"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="1.9907"/><Period id="2Y" value="2.8821"/><Period id="5Y" value="2.3937"/><Period id="SP" value="0.9349"/></SortinoRatio></Security><Security id="MAR"><Performance><Period id="SP" value="161.4815"/></Performance><PerformancePA><Period id="1Y"/><Period id="2Y"/><Period id="5Y" value="6.8445"/><Period id="SP" value="5.502"/></PerformancePA><Volatility><Period id="SP" value="2.3475"/></Volatility><VolatilityAnnualized><Period id="SP" value="8.1319"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.7687"/></SharpeRatio><MaxLoss><Period id="SP" value="-11.9404"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.7567"/></Correlation><MarRatio><Period id="SP" value="0.4608"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y"/><Period id="2Y"/><Period id="5Y" value="5.6016"/><Period id="SP" value="4.2343"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y"/><Period id="2Y"/><Period id="5Y" value="1.2219"/><Period id="SP" value="1.2994"/></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="435.4851"/></Performance><PerformancePA><Period id="1Y" value="29.5407"/><Period id="2Y" value="18.9259"/><Period id="5Y" value="11.872"/><Period id="SP" value="9.7071"/></PerformancePA><Volatility><Period id="SP" value="4.5209"/></Volatility><VolatilityAnnualized><Period id="SP" value="15.6608"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.6199"/></SharpeRatio><MaxLoss><Period id="SP" value="-47.5078"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="-0.1409"/></Correlation><MarRatio><Period id="SP" value="0.2043"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="9.374"/><Period id="2Y" value="7.3618"/><Period id="5Y" value="9.429"/><Period id="SP" value="11.7289"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="3.1513"/><Period id="2Y" value="2.5708"/><Period id="5Y" value="1.2591"/><Period id="SP" value="0.8276"/></SortinoRatio></Security></Comparison></Result>
