<?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" value="675.971"/><Period id="1998" value="540.8933"/><Period id="1999" value="305.3793"/><Period id="1M" value="0"/><Period id="1Y" value="0"/><Period id="2000" value="223.3512"/><Period id="2001" value="165.7771"/><Period id="2002" value="130.378"/><Period id="2003" value="69.2598"/><Period id="2004" value="36.6577"/><Period id="2005" value="22.4699"/><Period id="2006" value="22.1097"/><Period id="2Y"/><Period id="3M" value="0"/><Period id="5Y" value="-17.9719"/><Period id="MTD" value="0"/><Period id="SP" value="620.9067"/><Period id="WTD" value="0"/><Period id="YTD" value="0"/></Performance><PerformancePA><Period id="1997" value="16.4967"/><Period id="1Y" value="0"/><Period id="2Y"/><Period id="5Y" value="-16.2044"/><Period id="SP" value="15.0713"/></PerformancePA><Volatility><Period id="1Y"/><Period id="2Y"/><Period id="5Y" value="8.8609"/><Period id="SP" value="6.5334"/></Volatility><VolatilityAnnualized><Period id="1Y"/><Period id="2Y"/><Period id="5Y" value="30.6951"/><Period id="SP" value="22.6322"/></VolatilityAnnualized><SharpeRatio><Period id="1Y"/><Period id="2Y"/><Period id="5Y" value="-0.5279"/><Period id="SP" value="0.6659"/></SharpeRatio><MaxLoss><Period id="SP" value="-30.4386"/></MaxLoss><MaxTimeOffPeak><Period id="SP" value="60"/></MaxTimeOffPeak><PercentageOfPositiveMonths><Period id="SP" value="60.355"/></PercentageOfPositiveMonths><BestMonthPerformance><Period id="SP" value="17.6962"/></BestMonthPerformance><WorstMonthPerformance><Period id="SP" value="-16.4503"/></WorstMonthPerformance><AverageMonthPerformance><Period id="1Y"/><Period id="2Y"/><Period id="5Y" value="-1.1586"/><Period id="SP" value="1.3859"/></AverageMonthPerformance><MaxInitRiskPerTrade><Period id="SP"/></MaxInitRiskPerTrade><PerformancePM><Period id="SP" value="1.1767"/></PerformancePM><MarRatio><Period id="SP" value="0.4951"/></MarRatio><LastMonthUltimoEstimated><Period id="SP" value="0"/></LastMonthUltimoEstimated><DownsideVolatilityAnnualized><Period id="1Y"/><Period id="2Y"/><Period id="5Y" value="11.8141"/><Period id="SP" value="13.2913"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y"/><Period id="2Y"/><Period id="5Y" value="-1.3716"/><Period id="SP" value="1.1339"/></SortinoRatio><Comparison><Security id="CSFB"><Performance><Period id="SP" value="341.9347"/></Performance><PerformancePA><Period id="1Y" value="5.8938"/><Period id="2Y"/><Period id="5Y" value="8.4811"/><Period id="SP" value="8.5881"/></PerformancePA><Volatility><Period id="SP" value="2.0319"/></Volatility><VolatilityAnnualized><Period id="SP" value="7.0386"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="1.2234"/></SharpeRatio><MaxLoss><Period id="SP" value="-19.676"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.1811"/></Correlation><MarRatio><Period id="SP" value="0.4365"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="2.522"/><Period id="2Y"/><Period id="5Y" value="3.3789"/><Period id="SP" value="5.6576"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="2.337"/><Period id="2Y"/><Period id="5Y" value="2.51"/><Period id="SP" value="1.518"/></SortinoRatio></Security><Security id="DJI"><Performance><Period id="SP" value="193.6809"/></Performance><PerformancePA><Period id="1Y" value="11.1976"/><Period id="2Y"/><Period id="5Y" value="16.7742"/><Period id="SP" value="6.1553"/></PerformancePA><Volatility><Period id="SP" value="4.4204"/></Volatility><VolatilityAnnualized><Period id="SP" value="15.3126"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.4022"/></SharpeRatio><MaxLoss><Period id="SP" value="-49.297"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="-0.1405"/></Correlation><MarRatio><Period id="SP" value="0.1249"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="6.922"/><Period id="2Y"/><Period id="5Y" value="7.4963"/><Period id="SP" value="11.2589"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="1.6177"/><Period id="2Y"/><Period id="5Y" value="2.2377"/><Period id="SP" value="0.5467"/></SortinoRatio></Security><Security id="DX"><Performance><Period id="SP" value="266.7899"/></Performance><PerformancePA><Period id="1Y" value="13.092"/><Period id="2Y"/><Period id="5Y" value="17.8165"/><Period id="SP" value="7.4718"/></PerformancePA><Volatility><Period id="SP" value="6.4501"/></Volatility><VolatilityAnnualized><Period id="SP" value="22.3437"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.3346"/></SharpeRatio><MaxLoss><Period id="SP" value="-68.2928"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="-0.1107"/></Correlation><MarRatio><Period id="SP" value="0.1094"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="7.1224"/><Period id="2Y"/><Period id="5Y" value="13.8328"/><Period id="SP" value="17.2787"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="1.8381"/><Period id="2Y"/><Period id="5Y" value="1.288"/><Period id="SP" value="0.4324"/></SortinoRatio></Security><Security id="GOLD"><Performance><Period id="SP" value="230.9894"/></Performance><PerformancePA><Period id="1Y" value="-17.5577"/><Period id="2Y"/><Period id="5Y" value="7.6685"/><Period id="SP" value="6.9634"/></PerformancePA><Volatility><Period id="SP" value="4.8746"/></Volatility><VolatilityAnnualized><Period id="SP" value="16.886"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.4135"/></SharpeRatio><MaxLoss><Period id="SP" value="-35.3445"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.1571"/></Correlation><MarRatio><Period id="SP" value="0.197"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="11.3698"/><Period id="2Y"/><Period id="5Y" value="11.1588"/><Period id="SP" value="9.5581"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="-1.5442"/><Period id="2Y"/><Period id="5Y" value="0.6872"/><Period id="SP" value="0.7285"/></SortinoRatio></Security><Security id="MAR"><Performance><Period id="SP" value="249.8459"/></Performance><PerformancePA><Period id="1Y" value="-2.8496"/><Period id="2Y"/><Period id="5Y" value="2.098"/><Period id="SP" value="7.1666"/></PerformancePA><Volatility><Period id="SP" value="2.4624"/></Volatility><VolatilityAnnualized><Period id="SP" value="8.5301"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.8462"/></SharpeRatio><MaxLoss><Period id="SP" value="-11.9404"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.7234"/></Correlation><MarRatio><Period id="SP" value="0.6002"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="3.0156"/><Period id="2Y"/><Period id="5Y" value="3.4385"/><Period id="SP" value="3.8376"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="-0.9449"/><Period id="2Y"/><Period id="5Y" value="0.6101"/><Period id="SP" value="1.8674"/></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="190.6283"/></Performance><PerformancePA><Period id="1Y" value="18.6775"/><Period id="2Y"/><Period id="5Y" value="18.7864"/><Period id="SP" value="6.0938"/></PerformancePA><Volatility><Period id="SP" value="4.5441"/></Volatility><VolatilityAnnualized><Period id="SP" value="15.7412"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.3873"/></SharpeRatio><MaxLoss><Period id="SP" value="-52.5559"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="-0.1259"/></Correlation><MarRatio><Period id="SP" value="0.1159"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="4.3083"/><Period id="2Y"/><Period id="5Y" value="8.4237"/><Period id="SP" value="11.4924"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="4.3352"/><Period id="2Y"/><Period id="5Y" value="2.2302"/><Period id="SP" value="0.5302"/></SortinoRatio></Security></Comparison></Result>
