<?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"/><Period id="1Y" value="-34.0621"/><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"/><Period id="5Y"/><Period id="MTD" value="0"/><Period id="SP" value="-20.98"/><Period id="WTD" value="0"/><Period id="YTD" value="-37.2309"/></Performance><PerformancePA><Period id="1997"/><Period id="1Y" value="-44.1668"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-15.3157"/></PerformancePA><Volatility><Period id="1Y" value="7.3333"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="11.0652"/></Volatility><VolatilityAnnualized><Period id="1Y" value="25.4034"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="38.3311"/></VolatilityAnnualized><SharpeRatio><Period id="1Y" value="-1.7386"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-0.3996"/></SharpeRatio><MaxLoss><Period id="SP" value="-40.6833"/></MaxLoss><MaxTimeOffPeak><Period id="SP" value="8"/></MaxTimeOffPeak><PercentageOfPositiveMonths><Period id="SP" value="52.9412"/></PercentageOfPositiveMonths><BestMonthPerformance><Period id="SP" value="26.0412"/></BestMonthPerformance><WorstMonthPerformance><Period id="SP" value="-18.0133"/></WorstMonthPerformance><AverageMonthPerformance><Period id="1Y" value="-3.8176"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-0.8095"/></AverageMonthPerformance><MaxInitRiskPerTrade><Period id="SP"/></MaxInitRiskPerTrade><PerformancePM><Period id="SP" value="-1.3758"/></PerformancePM><MarRatio><Period id="SP" value="-0.3765"/></MarRatio><LastMonthUltimoEstimated><Period id="SP" value="0"/></LastMonthUltimoEstimated><DownsideVolatilityAnnualized><Period id="1Y" value="19.1296"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="18.7326"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="-2.3088"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-0.8176"/></SortinoRatio><Comparison><Security id="CSFB"><Performance><Period id="SP" value="-7.8546"/></Performance><PerformancePA><Period id="1Y" value="12.551"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-5.6317"/></PerformancePA><Volatility><Period id="SP" value="2.9632"/></Volatility><VolatilityAnnualized><Period id="SP" value="10.2647"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="-0.6172"/></SharpeRatio><MaxLoss><Period id="SP" value="-19.49"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="-0.5057"/></Correlation><MarRatio><Period id="SP" value="-0.289"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="7.5186"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="9.1684"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="1.6693"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-0.6142"/></SortinoRatio></Security><Security id="DJI"><Performance><Period id="SP" value="-23.246"/></Performance><PerformancePA><Period id="1Y" value="4.2276"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-15.3371"/></PerformancePA><Volatility><Period id="SP" value="6.7068"/></Volatility><VolatilityAnnualized><Period id="SP" value="23.2329"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="-0.6633"/></SharpeRatio><MaxLoss><Period id="SP" value="-44.9075"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="-0.7186"/></Correlation><MarRatio><Period id="SP" value="-0.3415"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="17.1154"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="17.3353"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="0.247"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-0.8847"/></SortinoRatio></Security><Security id="DX"><Performance><Period id="SP" value="-19.4242"/></Performance><PerformancePA><Period id="1Y" value="7.743"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-12.7082"/></PerformancePA><Volatility><Period id="SP" value="8.1651"/></Volatility><VolatilityAnnualized><Period id="SP" value="28.2847"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="-0.4515"/></SharpeRatio><MaxLoss><Period id="SP" value="-45.8383"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="-0.6385"/></Correlation><MarRatio><Period id="SP" value="-0.2772"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="12.5103"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="15.1332"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="0.6189"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-0.8398"/></SortinoRatio></Security><Security id="GOLD"><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"/></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="MAR"><Performance><Period id="SP" value="9.3716"/></Performance><PerformancePA><Period id="1Y" value="0.8397"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="6.4403"/></PerformancePA><Volatility><Period id="SP" value="2.3265"/></Volatility><VolatilityAnnualized><Period id="SP" value="8.0592"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.906"/></SharpeRatio><MaxLoss><Period id="SP" value="-4.4154"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.6577"/></Correlation><MarRatio><Period id="SP" value="1.4586"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="2.604"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="4.1064"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="0.3225"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="1.5683"/></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="-24.3756"/></Performance><PerformancePA><Period id="1Y" value="7.2533"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-16.1234"/></PerformancePA><Volatility><Period id="SP" value="7.3533"/></Volatility><VolatilityAnnualized><Period id="SP" value="25.4725"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="-0.636"/></SharpeRatio><MaxLoss><Period id="SP" value="-47.5078"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="-0.7059"/></Correlation><MarRatio><Period id="SP" value="-0.3394"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="13.2076"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="17.3929"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="0.5492"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-0.927"/></SortinoRatio></Security></Comparison></Result>
