Date Portf1 Portf2 Portf3 Portf4 Portf5

Jan 1997 -2.46% 11.58% -10.87% 7.86% 5.34%

Feb 1997 0.08% -10.39% 2.15% -4.53% -0.11%
Mar 1997 -6.39% 2.82% -2.98% 2.59% -4.48%
Apr 1997 1.44% 1.45% 2.66% -5.15% 4.23%
May 1997 12.27% -0.36% 13.05% 5.39% 7.16%
Jun 1997 4.46% 9.27% 6.74% 1.76% 4.41%
Jul 1997 5.97% 5.34% -3.01% 1.95% 7.65%
Aug 1997 -13.24% -2.27% -8.96% 0.60% -3.63%
Sep 1997 5.62% 14.95% -1.91% 10.59% 5.84%
Oct 1997 -28.60% -5.46% -8.41% -3.18% -3.45%
Nov 1997 -2.33% 1.70% -6.54% -6.76% 3.05%
Dec 1997 1.55% 7.84% -6.60% -0.56% 1.78%
Jan 1998 -15.50% 11.16% 9.59% -7.05% 0.45%
Feb 1998 21.69% 4.71% 0.57% 3.93% 7.32%
Mar 1998 -2.48% 21.22% -6.79% 8.73% 5.13%
Apr 1998 -10.56% -3.26% -0.85% 5.37% 1.09%
May 1998 -14.25% 4.96% -4.81% -8.49% -2.58%
Jun 1998 -6.88% -5.74% 0.69% -3.36% 3.20%
Jul 1998 -7.72% 9.75% -1.02% 1.39% -2.33%
Aug 1998 -7.41% -13.97% -10.72% -28.23% -15.77%
Sep 1998 17.11% -5.08% -2.05% -1.99% 6.38%
Oct 1998 32.18% 6.27% 16.74% 15.17% 7.44%
Nov 1998 0.07% 10.98% 4.23% -7.86% 6.20%
Dec 1998 -2.02% 7.53% 3.55% -5.87% 6.31%
Jan 1999 -8.25% -4.36% 0.73% 11.65% 3.83%
Feb 1999 0.58% -1.55% -2.82% -9.16% -3.81%
Mar 1999 12.74% 3.64% 14.64% 10.39% 3.79%
Apr 1999 21.88% -2.34% 4.93% 7.46% 4.90%
May 1999 -7.63% -4.15% -4.41% -2.56% -2.07%
Jun 1999 10.27% -2.11% 9.62% -1.41% 5.10%
Jul 1999 -2.78% -2.40% 10.35% 4.07% -3.06%
Aug 1999 0.49% 1.86% 2.38% 2.88% -1.00%
Sep 1999 -4.62% 1.74% 6.77% 1.16% -2.28%
Oct 1999 3.62% -2.80% 6.89% -4.62% 6.20%
Nov 1999 11.43% 3.71% 7.63% 4.05% 3.69%
Dec 1999 9.70% 20.44% 5.08% 11.34% 8.39%
Jan 2000 -7.53% -5.15% -5.53% -7.59% -3.98%
Feb 2000 3.06% 17.04% -2.27% 0.67% 3.17%
Mar 2000 4.13% -7.22% 7.87% 1.08% 5.35%
Apr 2000 -9.23% -6.44% -8.02% -7.38% -5.95%
May 2000 -10.03% 2.84% -7.09% 3.89% -3.90%
Jun 2000 8.67% 5.68% 6.73% 10.10% 5.16%
Jul 2000 6.61% -3.55% -11.26% -1.74% -1.71%
Aug 2000 5.84% -0.47% 6.36% 6.50% 7.64%
Sep 2000 -4.13% -5.65% -4.29% -2.29% -5.11%
Oct 2000 -4.63% 1.03% -6.77% -2.83% -2.46%
Nov 2000 -1.94% 1.32% -2.68% -3.56% -10.25%
Dec 2000 11.39% 1.69% -8.61% 6.60% 2.03%
Jan 2001 3.04% 2.40% -0.34% 3.80% 3.95%
Feb 2001 -1.81% -10.80% -5.49% -2.75% -9.93%
Mar 2001 -10.95% -6.96% -3.49% -8.08% -7.03%
Apr 2001 1.80% 5.38% 8.59% 7.38% 8.39%
May 2001 -0.85% -8.59% -0.38% -2.47% 1.06%
Jun 2001 -3.24% -4.83% -5.70% -3.44% -1.75%
Jul 2001 -1.97% 2.06% -8.50% 0.13% -1.83%
Aug 2001 -6.05% -1.40% -3.08% -3.06% -5.91%
Sep 2001 -13.47% -15.17% -7.28% -13.85% -9.15%
Oct 2001 3.75% 4.09% 0.54% 1.49% 2.80%
Nov 2001 10.53% 3.76% 0.30% 5.97% 7.87%
Dec 2001 5.11% 1.18% -8.17% 5.13% 1.78%
Jan 2002 -1.50% -3.37% -7.64% -4.22% -1.61%
Feb 2002 -3.33% 0.10% 4.21% 5.59% -2.17%
Mar 2002 5.50% 6.92% 6.32% 8.89% 4.47%
Apr 2002 5.57% 0.51% 5.45% 1.41% -4.96%
May 2002 -3.19% -2.30% 7.15% 1.21% -1.05%
Jun 2002 -5.52% -1.38% -5.35% -1.58% -7.02%
Jul 2002 -3.83% -9.17% -5.93% -8.87% -8.11%
Aug 2002 -4.68% 1.91% -1.37% 0.17% 0.80%
Sep 2002 -7.49% -13.83% -4.94% -12.05% -10.00%
Oct 2002 3.70% 9.26% -6.59% 4.43% 7.50%
Nov 2002 6.00% 9.71% 3.97% 6.31% 6.13%
Dec 2002 -6.45% -3.18% -2.40% 2.84% -5.33%
Jan 2003 1.35% -1.44% -3.65% -5.62% -2.34%
Feb 2003 -1.04% 1.98% 1.05% -7.30% -1.54%
Mar 2003 -5.08% -5.59% -4.36% 0.54% 1.03%
Apr 2003 -0.96% 13.73% 0.62% 12.87% 8.28%
May 2003 8.64% 10.57% 4.68% 4.95% 6.35%
Jun 2003 1.18% -2.77% 7.86% 3.91% 1.63%
Jul 2003 6.50% -0.03% 4.06% 6.38% 2.31%
Aug 2003 11.32% -2.38% 10.47% 0.80% 2.49%
Sep 2003 5.94% 4.25% 6.14% -0.20% -0.91%
Oct 2003 4.79% 5.09% 4.16% 11.93% 6.03%
Nov 2003 -0.19% 8.08% -3.23% 5.36% 1.66%
Dec 2003 2.26% 5.00% 6.73% 9.40% 4.55%
Jan 2004 9.62% 2.02% 1.69% 0.96% 2.31%
Feb 2004 3.16% 1.64% 0.06% 8.81% 1.55%
Mar 2004 -6.05% -2.78% 14.24% -0.09% -1.07%
Apr 2004 -5.04% 1.35% -4.96% -2.60% -2.42%
May 2004 -0.69% -0.54% -2.90% 3.60% 1.41%
Jun 2004 0.31% 2.88% 4.50% 3.24% 2.16%
Jul 2004 1.76% -2.35% -6.10% -1.47% -3.77%
Aug 2004 6.34% -0.55% 0.67% 2.73% 0.27%
Sep 2004 1.41% 5.95% -2.80% 11.37% 2.06%
Oct 2004 -0.65% 5.91% 2.41% 2.48% 1.78%
Nov 2004 9.70% 7.85% 4.80% 12.62% 4.82%
Dec 2004 2.13% 8.06% 5.29% 0.20% 3.52%
Jan 2005 -3.62% -1.70% -1.67% -2.12% -2.66%
Feb 2005 3.72% 2.92% 1.62% 12.62% 2.27%
Mar 2005 -3.42% -0.62% -2.24% -3.36% -1.69%
Apr 2005 3.73% -4.89% -2.15% -3.52% -2.52%
May 2005 -0.39% -1.79% -1.93% 1.15% 3.79%
Jun 2005 3.70% 0.79% 0.70% 10.71% 1.15%
Jul 2005 6.19% 4.62% 1.02% 6.49% 4.33%
Aug 2005 -0.99% 1.82% 7.46% 8.38% -0.59%
Sep 2005 2.39% 1.46% 8.99% 1.80% 1.06%
Oct 2005 -6.91% -6.41% -0.74% -7.15% -2.08%
Nov 2005 3.30% 1.86% 3.64% -0.04% 4.04%
Dec 2005 1.20% 4.39% 8.91% 4.59% 0.35%
Jan 2006 5.80% 6.14% 4.34% 12.09% 4.01%
Feb 2006 0.69% 1.52% -1.02% -0.81% -0.16%
Mar 2006 1.19% 3.08% 2.27% 11.77% 1.91%
Apr 2006 5.08% 4.15% 2.75% 9.82% 1.30%
May 2006 -6.27% -2.14% -6.28% -7.52% -3.10%
Jun 2006 0.73% -0.20% -1.10% -2.90% -0.04%
Jul 2006 2.44% 1.03% -0.83% 4.06% -0.18%
Aug 2006 2.71% 3.98% 1.68% -3.98% 2.51%
Sep 2006 0.79% 0.67% -1.88% -7.52% 1.95%
Oct 2006 1.10% 4.27% 1.94% 8.84% 3.71%
Nov 2006 6.04% 5.74% 0.45% 8.90% 2.37%
Dec 2006 6.23% 2.72% 2.40% 5.39% 1.08%
0.79% 1.36% 0.42% 1.40% 0.82%
7.83% 6.33% 5.91% 6.78% 4.60%
30.55% 62.71% 48.70%