<?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="-39.871"/><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="-5.3527"/></PerformancePA><Volatility><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="3.0409"/></Volatility><VolatilityAnnualized><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="10.534"/></VolatilityAnnualized><SharpeRatio><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-0.5081"/></SharpeRatio><MaxLoss><Period id="SP" value="-48.9914"/></MaxLoss><MaxTimeOffPeak><Period id="SP" value="128"/></MaxTimeOffPeak><PercentageOfPositiveMonths><Period id="SP" value="53.1532"/></PercentageOfPositiveMonths><BestMonthPerformance><Period id="SP" value="6.4989"/></BestMonthPerformance><WorstMonthPerformance><Period id="SP" value="-16.6786"/></WorstMonthPerformance><AverageMonthPerformance><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-0.4093"/></AverageMonthPerformance><MaxInitRiskPerTrade><Period id="SP"/></MaxInitRiskPerTrade><PerformancePM><Period id="SP" value="-0.4574"/></PerformancePM><MarRatio><Period id="SP" value="-0.1093"/></MarRatio><LastMonthUltimoEstimated><Period id="SP" value="0"/></LastMonthUltimoEstimated><DownsideVolatilityAnnualized><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="10.2978"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-0.5198"/></SortinoRatio><Comparison><Security id="CSFB"><Performance><Period id="SP" value="28.6708"/></Performance><PerformancePA><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="1.5267"/></PerformancePA><Volatility><Period id="SP" value="1.1793"/></Volatility><VolatilityAnnualized><Period id="SP" value="4.0852"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="1.3015"/></SharpeRatio><MaxLoss><Period id="SP" value="-6.971"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.241"/></Correlation><MarRatio><Period id="SP" value="0.219"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="2.9273"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="0.5216"/></SortinoRatio></Security><Security id="DJI"><Performance><Period id="SP" value="333.0509"/></Performance><PerformancePA><Period id="1Y" value="11.3386"/><Period id="2Y" value="9.6632"/><Period id="5Y" value="7.1527"/><Period id="SP" value="9.948"/></PerformancePA><Volatility><Period id="SP" value="4.0027"/></Volatility><VolatilityAnnualized><Period id="SP" value="13.8658"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.7177"/></SharpeRatio><MaxLoss><Period id="SP" value="-23.2013"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.2992"/></Correlation><MarRatio><Period id="SP" value="0.4288"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="3.0742"/><Period id="2Y" value="5.704"/><Period id="5Y" value="6.5261"/><Period id="SP" value="9.1825"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="3.6883"/><Period id="2Y" value="1.6941"/><Period id="5Y" value="1.096"/><Period id="SP" value="1.0834"/></SortinoRatio></Security><Security id="DX"><Performance><Period id="SP" value="282.2381"/></Performance><PerformancePA><Period id="1Y" value="1.2712"/><Period id="2Y" value="14.3341"/><Period id="5Y" value="10.1421"/><Period id="SP" value="9.0636"/></PerformancePA><Volatility><Period id="SP" value="4.8494"/></Volatility><VolatilityAnnualized><Period id="SP" value="16.7987"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.5397"/></SharpeRatio><MaxLoss><Period id="SP" value="-26.7809"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.1981"/></Correlation><MarRatio><Period id="SP" value="0.3384"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="9.5222"/><Period id="2Y" value="7.7179"/><Period id="5Y" value="9.1245"/><Period id="SP" value="11.911"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="0.1335"/><Period id="2Y" value="1.8572"/><Period id="5Y" value="1.1115"/><Period id="SP" value="0.7609"/></SortinoRatio></Security><Security id="GOLD"><Performance><Period id="SP" value="281.6384"/></Performance><PerformancePA><Period id="1Y" value="67.7257"/><Period id="2Y" value="52.5673"/><Period id="5Y" value="23.7006"/><Period id="SP" value="9.0525"/></PerformancePA><Volatility><Period id="SP" value="4.6435"/></Volatility><VolatilityAnnualized><Period id="SP" value="16.0856"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.563"/></SharpeRatio><MaxLoss><Period id="SP" value="-41.9171"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.084"/></Correlation><MarRatio><Period id="SP" value="0.216"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="10.2016"/><Period id="2Y" value="6.8817"/><Period id="5Y" value="6.0242"/><Period id="SP" value="8.7239"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="6.6387"/><Period id="2Y" value="7.6387"/><Period id="5Y" value="3.9343"/><Period id="SP" value="1.0377"/></SortinoRatio></Security><Security id="MAR"><Performance><Period id="SP" value="121.1265"/></Performance><PerformancePA><Period id="1Y"/><Period id="2Y" value="0"/><Period id="5Y" value="8.0896"/><Period id="SP" value="4.9606"/></PerformancePA><Volatility><Period id="SP" value="2.3561"/></Volatility><VolatilityAnnualized><Period id="SP" value="8.1617"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.6988"/></SharpeRatio><MaxLoss><Period id="SP" value="-11.9404"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="-0.0523"/></Correlation><MarRatio><Period id="SP" value="0.4154"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y"/><Period id="2Y"/><Period id="5Y" value="5.6253"/><Period id="SP" value="4.3207"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y"/><Period id="2Y"/><Period id="5Y" value="1.4381"/><Period id="SP" value="1.1481"/></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="483.2907"/></Performance><PerformancePA><Period id="1Y" value="16.9647"/><Period id="2Y" value="13.8458"/><Period id="5Y" value="10.8082"/><Period id="SP" value="12.0873"/></PerformancePA><Volatility><Period id="SP" value="3.9985"/></Volatility><VolatilityAnnualized><Period id="SP" value="13.8513"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.873"/></SharpeRatio><MaxLoss><Period id="SP" value="-24.7695"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.337"/></Correlation><MarRatio><Period id="SP" value="0.488"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="8.3087"/><Period id="2Y" value="6.5961"/><Period id="5Y" value="9.3769"/><Period id="SP" value="9.709"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="2.0418"/><Period id="2Y" value="2.0991"/><Period id="5Y" value="1.1527"/><Period id="SP" value="1.245"/></SortinoRatio></Security></Comparison></Result>
