<?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="-22.282"/><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="-4.7492"/></PerformancePA><Volatility><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="10.818"/></Volatility><VolatilityAnnualized><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="37.4745"/></VolatilityAnnualized><SharpeRatio><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-0.1267"/></SharpeRatio><MaxLoss><Period id="SP" value="-63.959"/></MaxLoss><MaxTimeOffPeak><Period id="SP" value="182"/></MaxTimeOffPeak><PercentageOfPositiveMonths><Period id="SP" value="44.4444"/></PercentageOfPositiveMonths><BestMonthPerformance><Period id="SP" value="24.2133"/></BestMonthPerformance><WorstMonthPerformance><Period id="SP" value="-28.0239"/></WorstMonthPerformance><AverageMonthPerformance><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="0.1747"/></AverageMonthPerformance><MaxInitRiskPerTrade><Period id="SP"/></MaxInitRiskPerTrade><PerformancePM><Period id="SP" value="-0.4047"/></PerformancePM><MarRatio><Period id="SP" value="-0.0743"/></MarRatio><LastMonthUltimoEstimated><Period id="SP" value="0"/></LastMonthUltimoEstimated><DownsideVolatilityAnnualized><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="20.6406"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-0.2301"/></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="1.493"/></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="0.4283"/></Correlation><MarRatio><Period id="SP" value="0.2142"/></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="0.51"/></SortinoRatio></Security><Security id="DJI"><Performance><Period id="SP" value="385.0257"/></Performance><PerformancePA><Period id="1Y" value="17.7562"/><Period id="2Y" value="13.7698"/><Period id="5Y" value="8.9496"/><Period id="SP" value="10.5103"/></PerformancePA><Volatility><Period id="SP" value="3.9948"/></Volatility><VolatilityAnnualized><Period id="SP" value="13.8385"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.7598"/></SharpeRatio><MaxLoss><Period id="SP" value="-23.2013"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.168"/></Correlation><MarRatio><Period id="SP" value="0.453"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="12.3763"/><Period id="2Y" value="6.954"/><Period id="5Y" value="6.4972"/><Period id="SP" value="9.2286"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="1.4347"/><Period id="2Y" value="1.9801"/><Period id="5Y" value="1.3774"/><Period id="SP" value="1.1389"/></SortinoRatio></Security><Security id="DX"><Performance><Period id="SP" value="304.7951"/></Performance><PerformancePA><Period id="1Y" value="2.1643"/><Period id="2Y" value="16.8951"/><Period id="5Y" value="10.4051"/><Period id="SP" value="9.2528"/></PerformancePA><Volatility><Period id="SP" value="4.8569"/></Volatility><VolatilityAnnualized><Period id="SP" value="16.8246"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.5502"/></SharpeRatio><MaxLoss><Period id="SP" value="-26.7809"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.2731"/></Correlation><MarRatio><Period id="SP" value="0.3455"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="13.9157"/><Period id="2Y" value="11.198"/><Period id="5Y" value="10.0042"/><Period id="SP" value="12.0857"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="0.1555"/><Period id="2Y" value="1.5088"/><Period id="5Y" value="1.0401"/><Period id="SP" value="0.7656"/></SortinoRatio></Security><Security id="GOLD"><Performance><Period id="SP" value="205.3832"/></Performance><PerformancePA><Period id="1Y" value="18.3393"/><Period id="2Y" value="29.3641"/><Period id="5Y" value="17.2366"/><Period id="SP" value="7.3214"/></PerformancePA><Volatility><Period id="SP" value="4.7535"/></Volatility><VolatilityAnnualized><Period id="SP" value="16.4666"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.4448"/></SharpeRatio><MaxLoss><Period id="SP" value="-41.9171"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.7756"/></Correlation><MarRatio><Period id="SP" value="0.1747"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="19.8732"/><Period id="2Y" value="17.1741"/><Period id="5Y" value="10.1483"/><Period id="SP" value="9.6419"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="0.9228"/><Period id="2Y" value="1.7098"/><Period id="5Y" value="1.6985"/><Period id="SP" value="0.7593"/></SortinoRatio></Security><Security id="MAR"><Performance><Period id="SP" value="135.8881"/></Performance><PerformancePA><Period id="1Y" value="18.6078"/><Period id="2Y" value="5.5241"/><Period id="5Y" value="8.2355"/><Period id="SP" value="5.2808"/></PerformancePA><Volatility><Period id="SP" value="2.3426"/></Volatility><VolatilityAnnualized><Period id="SP" value="8.1149"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.6638"/></SharpeRatio><MaxLoss><Period id="SP" value="-11.9404"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.1887"/></Correlation><MarRatio><Period id="SP" value="0.4423"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y"/><Period id="2Y" value="3.8136"/><Period id="5Y" value="4.6892"/><Period id="SP" value="4.2455"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y"/><Period id="2Y" value="1.4485"/><Period id="5Y" value="1.7563"/><Period id="SP" value="1.2439"/></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="555.8921"/></Performance><PerformancePA><Period id="1Y" value="18.3803"/><Period id="2Y" value="16.3921"/><Period id="5Y" value="11.8518"/><Period id="SP" value="12.6415"/></PerformancePA><Volatility><Period id="SP" value="4.0406"/></Volatility><VolatilityAnnualized><Period id="SP" value="13.9971"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.9035"/></SharpeRatio><MaxLoss><Period id="SP" value="-24.7695"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.2206"/></Correlation><MarRatio><Period id="SP" value="0.5104"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="7.0326"/><Period id="2Y" value="6.8066"/><Period id="5Y" value="9.4774"/><Period id="SP" value="9.708"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="2.6136"/><Period id="2Y" value="2.4083"/><Period id="5Y" value="1.2505"/><Period id="SP" value="1.3022"/></SortinoRatio></Security></Comparison></Result>
