<?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"/><Period id="3M" value="0"/><Period id="5Y"/><Period id="MTD" value="0"/><Period id="SP" value="-58.762"/><Period id="WTD" value="0"/><Period id="YTD" value="0"/></Performance><PerformancePA><Period id="1997"/><Period id="1Y" value="0"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-38.3249"/></PerformancePA><Volatility><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="15.1378"/></Volatility><VolatilityAnnualized><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="52.4388"/></VolatilityAnnualized><SharpeRatio><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-0.7308"/></SharpeRatio><MaxLoss><Period id="SP" value="-70.2158"/></MaxLoss><MaxTimeOffPeak><Period id="SP" value="30"/></MaxTimeOffPeak><PercentageOfPositiveMonths><Period id="SP" value="45.4545"/></PercentageOfPositiveMonths><BestMonthPerformance><Period id="SP" value="20.549"/></BestMonthPerformance><WorstMonthPerformance><Period id="SP" value="-40.103"/></WorstMonthPerformance><AverageMonthPerformance><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-2.7247"/></AverageMonthPerformance><MaxInitRiskPerTrade><Period id="SP"/></MaxInitRiskPerTrade><PerformancePM><Period id="SP" value="-3.9474"/></PerformancePM><MarRatio><Period id="SP" value="-0.5458"/></MarRatio><LastMonthUltimoEstimated><Period id="SP" value="0"/></LastMonthUltimoEstimated><DownsideVolatilityAnnualized><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="38.5467"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-0.9942"/></SortinoRatio><Comparison><Security id="CSFB"><Performance><Period id="SP" value="14.8422"/></Performance><PerformancePA><Period id="1Y" value="5.8938"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="4.2972"/></PerformancePA><Volatility><Period id="SP" value="1.2556"/></Volatility><VolatilityAnnualized><Period id="SP" value="4.3496"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="1.0032"/></SharpeRatio><MaxLoss><Period id="SP" value="-6.971"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.1658"/></Correlation><MarRatio><Period id="SP" value="0.6164"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="2.522"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="3.2453"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="2.337"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="1.3241"/></SortinoRatio></Security><Security id="DJI"><Performance><Period id="SP" value="38.7662"/></Performance><PerformancePA><Period id="1Y" value="11.1976"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="10.4938"/></PerformancePA><Volatility><Period id="SP" value="3.3387"/></Volatility><VolatilityAnnualized><Period id="SP" value="11.5656"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.9098"/></SharpeRatio><MaxLoss><Period id="SP" value="-14.8094"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="-0.3323"/></Correlation><MarRatio><Period id="SP" value="0.7086"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="6.922"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="6.9653"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="1.6177"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="1.5066"/></SortinoRatio></Security><Security id="DX"><Performance><Period id="SP" value="30.9829"/></Performance><PerformancePA><Period id="1Y" value="13.092"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="8.4238"/></PerformancePA><Volatility><Period id="SP" value="5.3483"/></Volatility><VolatilityAnnualized><Period id="SP" value="18.5271"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.4559"/></SharpeRatio><MaxLoss><Period id="SP" value="-26.7809"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="-0.2029"/></Correlation><MarRatio><Period id="SP" value="0.3145"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="7.1224"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="16.0619"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="1.8381"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="0.5245"/></SortinoRatio></Security><Security id="GOLD"><Performance><Period id="SP" value="-6.64"/></Performance><PerformancePA><Period id="1Y" value="-17.5577"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-0.1529"/></PerformancePA><Volatility><Period id="SP" value="6.0093"/></Volatility><VolatilityAnnualized><Period id="SP" value="20.8167"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="-0.0075"/></SharpeRatio><MaxLoss><Period id="SP" value="-33.963"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.4088"/></Correlation><MarRatio><Period id="SP" value="-0.0045"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="11.3698"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="11.9851"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="-1.5442"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-0.0128"/></SortinoRatio></Security><Security id="MAR"><Performance><Period id="SP" value="-5.6995"/></Performance><PerformancePA><Period id="1Y" value="-2.8496"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-1.6095"/></PerformancePA><Volatility><Period id="SP" value="1.9335"/></Volatility><VolatilityAnnualized><Period id="SP" value="6.6977"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="-0.2501"/></SharpeRatio><MaxLoss><Period id="SP" value="-11.9404"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.6015"/></Correlation><MarRatio><Period id="SP" value="-0.1348"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="3.0156"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="3.6804"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="-0.9449"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-0.4373"/></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="46.3956"/></Performance><PerformancePA><Period id="1Y" value="18.6775"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="12.242"/></PerformancePA><Volatility><Period id="SP" value="3.5033"/></Volatility><VolatilityAnnualized><Period id="SP" value="12.136"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="1.0115"/></SharpeRatio><MaxLoss><Period id="SP" value="-17.0276"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="-0.3009"/></Correlation><MarRatio><Period id="SP" value="0.719"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="4.3083"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="7.7839"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="4.3352"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="1.5727"/></SortinoRatio></Security></Comparison></Result>
