<?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="-1.1744"/><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="-0.7866"/></PerformancePA><Volatility><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="5.9326"/></Volatility><VolatilityAnnualized><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="20.5513"/></VolatilityAnnualized><SharpeRatio><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-0.0383"/></SharpeRatio><MaxLoss><Period id="SP" value="-26.0101"/></MaxLoss><MaxTimeOffPeak><Period id="SP" value="34"/></MaxTimeOffPeak><PercentageOfPositiveMonths><Period id="SP" value="42.1053"/></PercentageOfPositiveMonths><BestMonthPerformance><Period id="SP" value="10.1852"/></BestMonthPerformance><WorstMonthPerformance><Period id="SP" value="-11.0187"/></WorstMonthPerformance><AverageMonthPerformance><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="0.1048"/></AverageMonthPerformance><MaxInitRiskPerTrade><Period id="SP"/></MaxInitRiskPerTrade><PerformancePM><Period id="SP" value="-0.0658"/></PerformancePM><MarRatio><Period id="SP" value="-0.0302"/></MarRatio><LastMonthUltimoEstimated><Period id="SP" value="0"/></LastMonthUltimoEstimated><DownsideVolatilityAnnualized><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="11.7483"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-0.067"/></SortinoRatio><Comparison><Security id="CSFB"><Performance><Period id="SP" value="25.5557"/></Performance><PerformancePA><Period id="1Y" value="5.8938"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="6.5598"/></PerformancePA><Volatility><Period id="SP" value="1.3388"/></Volatility><VolatilityAnnualized><Period id="SP" value="4.6376"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="1.433"/></SharpeRatio><MaxLoss><Period id="SP" value="-6.971"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.5192"/></Correlation><MarRatio><Period id="SP" value="0.941"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="2.522"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="3.0973"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="2.337"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="2.1179"/></SortinoRatio></Security><Security id="DJI"><Performance><Period id="SP" value="62.7678"/></Performance><PerformancePA><Period id="1Y" value="11.1976"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="14.0005"/></PerformancePA><Volatility><Period id="SP" value="3.5931"/></Volatility><VolatilityAnnualized><Period id="SP" value="12.4467"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="1.1275"/></SharpeRatio><MaxLoss><Period id="SP" value="-14.8094"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.1158"/></Correlation><MarRatio><Period id="SP" value="0.9454"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="6.922"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="6.5822"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="1.6177"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="2.127"/></SortinoRatio></Security><Security id="DX"><Performance><Period id="SP" value="52.1567"/></Performance><PerformancePA><Period id="1Y" value="13.092"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="11.952"/></PerformancePA><Volatility><Period id="SP" value="5.0816"/></Volatility><VolatilityAnnualized><Period id="SP" value="17.6031"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.6806"/></SharpeRatio><MaxLoss><Period id="SP" value="-26.7809"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.1225"/></Correlation><MarRatio><Period id="SP" value="0.4463"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="7.1224"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="15.499"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="1.8381"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="0.7711"/></SortinoRatio></Security><Security id="GOLD"><Performance><Period id="SP" value="9.0643"/></Performance><PerformancePA><Period id="1Y" value="-17.5577"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="1.7808"/></PerformancePA><Volatility><Period id="SP" value="5.7212"/></Volatility><VolatilityAnnualized><Period id="SP" value="19.8189"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.091"/></SharpeRatio><MaxLoss><Period id="SP" value="-33.963"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.5266"/></Correlation><MarRatio><Period id="SP" value="0.0524"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="11.3698"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="11.7027"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="-1.5442"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="0.1522"/></SortinoRatio></Security><Security id="MAR"><Performance><Period id="SP" value="7.9979"/></Performance><PerformancePA><Period id="1Y" value="-2.8496"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="2.043"/></PerformancePA><Volatility><Period id="SP" value="2.2463"/></Volatility><VolatilityAnnualized><Period id="SP" value="7.7815"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.2717"/></SharpeRatio><MaxLoss><Period id="SP" value="-11.9404"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.8632"/></Correlation><MarRatio><Period id="SP" value="0.1711"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="3.0156"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="3.6455"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="-0.9449"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="0.5604"/></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="76.8209"/></Performance><PerformancePA><Period id="1Y" value="18.6775"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="16.5683"/></PerformancePA><Volatility><Period id="SP" value="3.8645"/></Volatility><VolatilityAnnualized><Period id="SP" value="13.387"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="1.2406"/></SharpeRatio><MaxLoss><Period id="SP" value="-17.0276"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.1407"/></Correlation><MarRatio><Period id="SP" value="0.973"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="4.3083"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="7.8939"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="4.3352"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="2.0989"/></SortinoRatio></Security></Comparison></Result>
