<?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="-52.984"/><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="-9.2375"/></PerformancePA><Volatility><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="5.271"/></Volatility><VolatilityAnnualized><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="18.2593"/></VolatilityAnnualized><SharpeRatio><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-0.5059"/></SharpeRatio><MaxLoss><Period id="SP" value="-59.7591"/></MaxLoss><MaxTimeOffPeak><Period id="SP" value="171"/></MaxTimeOffPeak><PercentageOfPositiveMonths><Period id="SP" value="43.617"/></PercentageOfPositiveMonths><BestMonthPerformance><Period id="SP" value="10.8332"/></BestMonthPerformance><WorstMonthPerformance><Period id="SP" value="-15.3028"/></WorstMonthPerformance><AverageMonthPerformance><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-0.6597"/></AverageMonthPerformance><MaxInitRiskPerTrade><Period id="SP"/></MaxInitRiskPerTrade><PerformancePM><Period id="SP" value="-0.8044"/></PerformancePM><MarRatio><Period id="SP" value="-0.1546"/></MarRatio><LastMonthUltimoEstimated><Period id="SP" value="0"/></LastMonthUltimoEstimated><DownsideVolatilityAnnualized><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="12.2612"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-0.7534"/></SortinoRatio><Comparison><Security id="CSFB"><Performance><Period id="SP" value="21.253"/></Performance><PerformancePA><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="1.3523"/></PerformancePA><Volatility><Period id="SP" value="0.8822"/></Volatility><VolatilityAnnualized><Period id="SP" value="3.0561"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="2.1056"/></SharpeRatio><MaxLoss><Period id="SP" value="-1.7635"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.2247"/></Correlation><MarRatio><Period id="SP" value="0.7669"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="1.7619"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="0.7676"/></SortinoRatio></Security><Security id="DJI"><Performance><Period id="SP" value="295.9428"/></Performance><PerformancePA><Period id="1Y" value="17.7562"/><Period id="2Y" value="13.7698"/><Period id="5Y" value="8.9496"/><Period id="SP" value="10.072"/></PerformancePA><Volatility><Period id="SP" value="4.0286"/></Volatility><VolatilityAnnualized><Period id="SP" value="13.9556"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.722"/></SharpeRatio><MaxLoss><Period id="SP" value="-23.2013"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.1173"/></Correlation><MarRatio><Period id="SP" value="0.4341"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="12.3763"/><Period id="2Y" value="6.954"/><Period id="5Y" value="6.4972"/><Period id="SP" value="9.4614"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="1.4347"/><Period id="2Y" value="1.9801"/><Period id="5Y" value="1.3774"/><Period id="SP" value="1.0645"/></SortinoRatio></Security><Security id="DX"><Performance><Period id="SP" value="251.9659"/></Performance><PerformancePA><Period id="1Y" value="2.1643"/><Period id="2Y" value="16.8951"/><Period id="5Y" value="10.4051"/><Period id="SP" value="9.1719"/></PerformancePA><Volatility><Period id="SP" value="4.6178"/></Volatility><VolatilityAnnualized><Period id="SP" value="15.9964"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.5736"/></SharpeRatio><MaxLoss><Period id="SP" value="-25.0069"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.0534"/></Correlation><MarRatio><Period id="SP" value="0.3668"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="13.9157"/><Period id="2Y" value="11.198"/><Period id="5Y" value="10.0042"/><Period id="SP" value="10.7882"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="0.1555"/><Period id="2Y" value="1.5088"/><Period id="5Y" value="1.0401"/><Period id="SP" value="0.8502"/></SortinoRatio></Security><Security id="GOLD"><Performance><Period id="SP" value="143.2499"/></Performance><PerformancePA><Period id="1Y" value="18.3393"/><Period id="2Y" value="29.3641"/><Period id="5Y" value="17.2366"/><Period id="SP" value="6.3952"/></PerformancePA><Volatility><Period id="SP" value="4.5069"/></Volatility><VolatilityAnnualized><Period id="SP" value="15.6125"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.4098"/></SharpeRatio><MaxLoss><Period id="SP" value="-40.165"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.7897"/></Correlation><MarRatio><Period id="SP" value="0.1592"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="19.8732"/><Period id="2Y" value="17.1741"/><Period id="5Y" value="10.1483"/><Period id="SP" value="8.9943"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="0.9228"/><Period id="2Y" value="1.7098"/><Period id="5Y" value="1.6985"/><Period id="SP" value="0.711"/></SortinoRatio></Security><Security id="MAR"><Performance><Period id="SP" value="122.6412"/></Performance><PerformancePA><Period id="1Y" value="18.6078"/><Period id="2Y" value="5.5241"/><Period id="5Y" value="8.2355"/><Period id="SP" value="5.8863"/></PerformancePA><Volatility><Period id="SP" value="2.3012"/></Volatility><VolatilityAnnualized><Period id="SP" value="7.9716"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.7548"/></SharpeRatio><MaxLoss><Period id="SP" value="-11.6198"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.1207"/></Correlation><MarRatio><Period id="SP" value="0.5066"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y"/><Period id="2Y" value="3.8136"/><Period id="5Y" value="4.6892"/><Period id="SP" value="4.2595"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y"/><Period id="2Y" value="1.4485"/><Period id="5Y" value="1.7563"/><Period id="SP" value="1.3819"/></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="430.6001"/></Performance><PerformancePA><Period id="1Y" value="18.3803"/><Period id="2Y" value="16.3921"/><Period id="5Y" value="11.8518"/><Period id="SP" value="12.3421"/></PerformancePA><Volatility><Period id="SP" value="4.0527"/></Volatility><VolatilityAnnualized><Period id="SP" value="14.039"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.8795"/></SharpeRatio><MaxLoss><Period id="SP" value="-24.7695"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.1698"/></Correlation><MarRatio><Period id="SP" value="0.4983"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="7.0326"/><Period id="2Y" value="6.8066"/><Period id="5Y" value="9.4774"/><Period id="SP" value="9.8839"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="2.6136"/><Period id="2Y" value="2.4083"/><Period id="5Y" value="1.2505"/><Period id="SP" value="1.2487"/></SortinoRatio></Security></Comparison></Result>
