<?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="-44.0179"/><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="-28.83"/><Period id="WTD" value="0"/><Period id="YTD" value="-47.6268"/></Performance><PerformancePA><Period id="1997"/><Period id="1Y" value="-55.5408"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-26.9677"/></PerformancePA><Volatility><Period id="1Y" value="9.7899"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="14.7112"/></Volatility><VolatilityAnnualized><Period id="1Y" value="33.9132"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="50.9611"/></VolatilityAnnualized><SharpeRatio><Period id="1Y" value="-1.6377"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-0.5292"/></SharpeRatio><MaxLoss><Period id="SP" value="-51.2984"/></MaxLoss><MaxTimeOffPeak><Period id="SP" value="8"/></MaxTimeOffPeak><PercentageOfPositiveMonths><Period id="SP" value="53.8462"/></PercentageOfPositiveMonths><BestMonthPerformance><Period id="SP" value="35.4464"/></BestMonthPerformance><WorstMonthPerformance><Period id="SP" value="-23.9241"/></WorstMonthPerformance><AverageMonthPerformance><Period id="1Y" value="-5.1568"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-1.6273"/></AverageMonthPerformance><MaxInitRiskPerTrade><Period id="SP"/></MaxInitRiskPerTrade><PerformancePM><Period id="SP" value="-2.5849"/></PerformancePM><MarRatio><Period id="SP" value="-0.5257"/></MarRatio><LastMonthUltimoEstimated><Period id="SP" value="0"/></LastMonthUltimoEstimated><DownsideVolatilityAnnualized><Period id="1Y" value="25.3613"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="22.6853"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="-2.19"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-1.1888"/></SortinoRatio><Comparison><Security id="CSFB"><Performance><Period id="SP" value="-7.7635"/></Performance><PerformancePA><Period id="1Y" value="12.551"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-5.4721"/></PerformancePA><Volatility><Period id="SP" value="3.2713"/></Volatility><VolatilityAnnualized><Period id="SP" value="11.3321"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="-0.5635"/></SharpeRatio><MaxLoss><Period id="SP" value="-16.0959"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="-0.7671"/></Correlation><MarRatio><Period id="SP" value="-0.34"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="7.5186"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="9.8089"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="1.6693"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-0.5579"/></SortinoRatio></Security><Security id="DJI"><Performance><Period id="SP" value="-14.2464"/></Performance><PerformancePA><Period id="1Y" value="4.2276"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-11.528"/></PerformancePA><Volatility><Period id="SP" value="7.0312"/></Volatility><VolatilityAnnualized><Period id="SP" value="24.3568"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="-0.4762"/></SharpeRatio><MaxLoss><Period id="SP" value="-38.8149"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="-0.7506"/></Correlation><MarRatio><Period id="SP" value="-0.297"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="17.1154"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="17.9157"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="0.247"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-0.6435"/></SortinoRatio></Security><Security id="DX"><Performance><Period id="SP" value="-15.3444"/></Performance><PerformancePA><Period id="1Y" value="7.743"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-12.432"/></PerformancePA><Volatility><Period id="SP" value="8.7058"/></Volatility><VolatilityAnnualized><Period id="SP" value="30.1578"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="-0.4148"/></SharpeRatio><MaxLoss><Period id="SP" value="-40.1501"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="-0.694"/></Correlation><MarRatio><Period id="SP" value="-0.3096"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="12.5103"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="15.962"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="0.6189"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-0.7788"/></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="8.3276"/></Performance><PerformancePA><Period id="1Y" value="0.8397"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="7.6227"/></PerformancePA><Volatility><Period id="SP" value="2.1676"/></Volatility><VolatilityAnnualized><Period id="SP" value="7.5089"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="1.198"/></SharpeRatio><MaxLoss><Period id="SP" value="-3.3787"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.5308"/></Correlation><MarRatio><Period id="SP" value="2.2561"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="2.604"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="2.3989"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="0.3225"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="3.1775"/></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="-17.7829"/></Performance><PerformancePA><Period id="1Y" value="7.2533"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-14.4481"/></PerformancePA><Volatility><Period id="SP" value="7.92"/></Volatility><VolatilityAnnualized><Period id="SP" value="27.4357"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="-0.5298"/></SharpeRatio><MaxLoss><Period id="SP" value="-42.6978"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="-0.7906"/></Correlation><MarRatio><Period id="SP" value="-0.3384"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="13.2076"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="16.8783"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="0.5492"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-0.856"/></SortinoRatio></Security></Comparison></Result>
