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Performance: From 01/01/1997 To 07/30/2010

	1997	1998	1999	2000	2001	2002	2003	2004	2005	2006	2007	2008	2009	2010	1 Yr	3 Yr	5 Yr	Inception
Annualized Return (%)	4.05	9.18	-4.08	-7.15	2.42	-6.3	5.45	-1.31	2.01	15.06	4.9	17.07	-1.53	-6.2	-1.83	6.51	6.12	2.55
Sharpe Ratio (%)	9.26	107.36	-76.78	-94.53	0.63	-79.94	36.85	-19.39	-1.3	93.16	9.36	141.94	-11.26	-49.07	-12.85	40.12	30.46	3.62

From 01/01/1997 To 07/30/2010

	1997	1998	1999	2000	2001	2002	2003	2004	2005	2006	2007	2008	2009	2010	1 Yr	3 Yr	5 Yr	Inception
Annualized Return (%)	4.05	9.18	-4.08	-7.15	2.42	-6.3	5.45	-1.31	2.01	15.06	4.9	17.07	-1.53	-6.2	-1.83	6.51	6.12	2.55
Sharpe Ratio (%)	9.26	107.36	-76.78	-94.53	0.63	-79.94	36.85	-19.39	-1.3	93.16	9.36	141.94	-11.26	-49.07	-12.85	40.12	30.46	3.62
Alpha(%)	0.02	0.05	-0.01	0.01	0.04	-0.01	0	-0.01	0.02	0.05	0.03	0.07	-0.02	-0.03	-0.02	0.03	0.02	0
Beta	0.179	0.111	0.224	0.082	0.226	0.076	0.282	0.42	0.309	0.506	0.615	-0.002	0.17	0.211	0.322	0.082	0.128	0.147
RSquare	0.301	0.169	0.182	0.024	0.118	0.046	0.139	0.161	0.07	0.162	0.243	0	0.104	0.114	0.166	0.031	0.047	0.067
Standard Deviation	0.059	0.055	0.095	0.118	0.141	0.092	0.129	0.117	0.12	0.126	0.2	0.114	0.144	0.128	0.148	0.144	0.146	0.122
Treynor Ratio	0.031	0.53	-0.326	-1.363	0.004	-0.973	0.168	-0.054	-0.005	0.233	0.03	-97.527	-0.096	-0.297	-0.059	0.703	0.348	0.03
Draw Down	0.057	0.033	0.102	0.101	0.12	0.101	0.145	0.189	0.095	0.122	0.109	0.056	0.083	0.107	0.101	0.111	0.122	0.257
Sortino Ratio	0.13	1.634	-0.972	-1.219	0.01	-1.039	0.531	-0.262	-0.018	1.3	0.128	2.161	-0.155	-0.583	-0.167	0.564	0.417	0.05

Strategies:

Asset Allocation Srategy

Invest with Winners

Rebalancing Strategy

STATIC check
parameters getParameter

Cash Flow Strategy

STATIC check
parameters

Asset Allocation Strategy

Invest with Winners check
parameters getParameter

Asset Name	Asset Type	Strategy Name	Target Percentage	Actual Percentage	Total Amount	Securities	operation

Holdings on 07/30/2010

Last Transaction Date		07/27/2010
Starting Date		01/01/1997
Original Amount		10,000
Benchmark		^GSPC
Symbol		P_4602

Historical Info
Monthly Holding Date:

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