<?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" value="-35.9867"/><Period id="2Y" value="0"/><Period id="3M" value="0"/><Period id="5Y" value="0"/><Period id="MTD" value="0"/><Period id="SP" value="-35.9867"/><Period id="WTD" value="0"/><Period id="YTD" value="0"/></Performance><PerformancePA><Period id="1997"/><Period id="1Y" value="0"/><Period id="2Y" value="0"/><Period id="5Y" value="0"/><Period id="SP" value="-3.5473"/></PerformancePA><Volatility><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="7.7221"/></Volatility><VolatilityAnnualized><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="26.75"/></VolatilityAnnualized><SharpeRatio><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-0.1326"/></SharpeRatio><MaxLoss><Period id="SP" value="-62.3991"/></MaxLoss><MaxTimeOffPeak><Period id="SP" value="207"/></MaxTimeOffPeak><PercentageOfPositiveMonths><Period id="SP" value="47.651"/></PercentageOfPositiveMonths><BestMonthPerformance><Period id="SP" value="27.6772"/></BestMonthPerformance><WorstMonthPerformance><Period id="SP" value="-29.668"/></WorstMonthPerformance><AverageMonthPerformance><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="0.0029"/></AverageMonthPerformance><MaxInitRiskPerTrade><Period id="SP"/></MaxInitRiskPerTrade><PerformancePM><Period id="SP" value="-0.3005"/></PerformancePM><MarRatio><Period id="SP" value="-0.0568"/></MarRatio><LastMonthUltimoEstimated><Period id="SP" value="0"/></LastMonthUltimoEstimated><DownsideVolatilityAnnualized><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="18.4436"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="-0.1923"/></SortinoRatio><Comparison><Security id="CSFB"><Performance><Period id="SP" value="55.8078"/></Performance><PerformancePA><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="2.1921"/></PerformancePA><Volatility><Period id="SP" value="1.7422"/></Volatility><VolatilityAnnualized><Period id="SP" value="6.035"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.8513"/></SharpeRatio><MaxLoss><Period id="SP" value="-19.676"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.0913"/></Correlation><MarRatio><Period id="SP" value="0.1114"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="5.6543"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y"/><Period id="2Y"/><Period id="5Y"/><Period id="SP" value="0.3877"/></SortinoRatio></Security><Security id="DJI"><Performance><Period id="SP" value="335.2274"/></Performance><PerformancePA><Period id="1Y" value="23.1758"/><Period id="2Y" value="15.7996"/><Period id="5Y" value="8.9773"/><Period id="SP" value="7.754"/></PerformancePA><Volatility><Period id="SP" value="4.2774"/></Volatility><VolatilityAnnualized><Period id="SP" value="14.8172"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.5234"/></SharpeRatio><MaxLoss><Period id="SP" value="-49.297"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.0081"/></Correlation><MarRatio><Period id="SP" value="0.1573"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y"/><Period id="2Y" value="6.1233"/><Period id="5Y" value="6.5775"/><Period id="SP" value="10.5362"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y"/><Period id="2Y" value="2.5802"/><Period id="5Y" value="1.3648"/><Period id="SP" value="0.7359"/></SortinoRatio></Security><Security id="DX"><Performance><Period id="SP" value="304.3714"/></Performance><PerformancePA><Period id="1Y" value="6.2973"/><Period id="2Y" value="17.4175"/><Period id="5Y" value="9.628"/><Period id="SP" value="7.3524"/></PerformancePA><Volatility><Period id="SP" value="5.1901"/></Volatility><VolatilityAnnualized><Period id="SP" value="17.979"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.409"/></SharpeRatio><MaxLoss><Period id="SP" value="-52.3542"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.0337"/></Correlation><MarRatio><Period id="SP" value="0.1404"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="13.908"/><Period id="2Y" value="11.0589"/><Period id="5Y" value="10.0208"/><Period id="SP" value="13.1807"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="0.4528"/><Period id="2Y" value="1.575"/><Period id="5Y" value="0.9608"/><Period id="SP" value="0.5578"/></SortinoRatio></Security><Security id="GOLD"><Performance><Period id="SP" value="647.9658"/></Performance><PerformancePA><Period id="1Y" value="27.827"/><Period id="2Y" value="36.6633"/><Period id="5Y" value="19.5451"/><Period id="SP" value="10.7579"/></PerformancePA><Volatility><Period id="SP" value="4.9405"/></Volatility><VolatilityAnnualized><Period id="SP" value="17.1143"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.6287"/></SharpeRatio><MaxLoss><Period id="SP" value="-41.9171"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.1222"/></Correlation><MarRatio><Period id="SP" value="0.2566"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="15.4007"/><Period id="2Y" value="12.7591"/><Period id="5Y" value="8.4075"/><Period id="SP" value="10.0598"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="1.8069"/><Period id="2Y" value="2.8735"/><Period id="5Y" value="2.3247"/><Period id="SP" value="1.0694"/></SortinoRatio></Security><Security id="MAR"><Performance><Period id="SP" value="256.6099"/></Performance><PerformancePA><Period id="1Y" value="18.8434"/><Period id="2Y" value="4.3857"/><Period id="5Y" value="8.5738"/><Period id="SP" value="6.638"/></PerformancePA><Volatility><Period id="SP" value="2.3731"/></Volatility><VolatilityAnnualized><Period id="SP" value="8.2205"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.8167"/></SharpeRatio><MaxLoss><Period id="SP" value="-11.9404"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="0.6856"/></Correlation><MarRatio><Period id="SP" value="0.5559"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y"/><Period id="2Y" value="3.5696"/><Period id="5Y" value="4.5684"/><Period id="SP" value="4.1393"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y"/><Period id="2Y" value="1.2286"/><Period id="5Y" value="1.8767"/><Period id="SP" value="1.6037"/></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="451.1583"/></Performance><PerformancePA><Period id="1Y" value="25.5508"/><Period id="2Y" value="17.1486"/><Period id="5Y" value="12.2058"/><Period id="SP" value="9.0539"/></PerformancePA><Volatility><Period id="SP" value="4.4249"/></Volatility><VolatilityAnnualized><Period id="SP" value="15.3284"/></VolatilityAnnualized><SharpeRatio><Period id="SP" value="0.5908"/></SharpeRatio><MaxLoss><Period id="SP" value="-52.5559"/></MaxLoss><Correlation><Period id="2Y"/><Period id="SP" value="-0.0121"/></Correlation><MarRatio><Period id="SP" value="0.1723"/></MarRatio><DownsideVolatilityAnnualized><Period id="1Y" value="7.8865"/><Period id="2Y" value="7.0417"/><Period id="5Y" value="9.4471"/><Period id="SP" value="11.3428"/></DownsideVolatilityAnnualized><SortinoRatio><Period id="1Y" value="3.2398"/><Period id="2Y" value="2.4353"/><Period id="5Y" value="1.292"/><Period id="SP" value="0.7982"/></SortinoRatio></Security></Comparison></Result>
