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    Summary Performance
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    Cumulative Returns
        1 Year
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  Investars
  Predictive History
MARKET NEUTRAL MONTHLY RETURN
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Months
Tranche1
Tranche2
Tranche3
TBill
Hedge
1/31/19966.59%0.00%0.00%0.43%6.59%
2/29/1996-4.00%-1.48%0.00%0.41%-2.74%
3/31/1996-3.88%-3.11%0.32%0.43%-2.22%
4/30/1996-5.63%1.72%-0.04%0.42%-1.32%
5/31/1996-2.61%3.93%3.54%0.43%1.62%
6/30/19964.71%4.05%1.92%0.44%3.56%
7/31/19963.80%3.57%-3.88%0.44%1.16%
8/31/19965.56%1.46%4.73%0.43%3.92%
9/30/19961.79%0.31%1.48%0.44%1.19%
10/31/199610.93%8.73%8.28%0.43%9.32%
11/30/19961.19%0.62%-3.01%0.43%-0.40%
12/31/19963.40%2.98%-0.34%0.42%2.01%
1/31/19975.56%3.01%4.08%0.43%4.22%
2/28/19970.14%-1.36%0.79%0.43%-0.14%
3/31/199710.31%7.92%4.20%0.44%7.48%
4/30/199710.18%9.38%10.02%0.44%9.86%
5/31/1997-3.47%-7.69%-1.63%0.43%-4.26%
6/30/19970.76%-0.62%0.46%0.42%0.20%
7/31/199710.63%7.59%6.50%0.43%8.24%
8/31/19972.05%5.36%2.22%0.44%3.21%
9/30/19972.37%3.78%4.68%0.42%3.61%
10/31/19975.08%2.94%4.17%0.43%4.06%
11/30/1997-0.40%2.17%1.73%0.44%1.17%
12/31/19971.33%0.04%8.24%0.44%3.21%
1/31/19984.15%3.42%2.27%0.43%3.28%
2/28/19980.20%4.19%2.37%0.44%2.25%
3/31/19986.51%4.88%-5.61%0.43%1.93%
4/30/19981.49%1.26%0.15%0.42%0.97%
5/31/19982.32%4.49%1.61%0.43%2.81%
6/30/199812.24%10.28%12.83%0.43%11.78%
7/31/19987.23%8.95%7.37%0.42%7.85%
8/31/19987.11%15.92%8.26%0.42%10.43%
9/30/19981.47%-2.65%-5.24%0.40%-2.14%
10/31/1998-10.53%-7.78%-12.81%0.34%-10.37%
11/30/199811.24%10.54%12.17%0.38%11.32%
12/31/19985.99%-0.74%7.24%0.38%4.16%
1/31/199917.95%-5.43%1.75%0.37%4.75%
2/28/19992.67%-2.17%6.53%0.38%2.35%
3/31/1999-18.42%-12.92%-14.84%0.38%-15.39%
4/30/1999-10.07%-6.80%-11.56%0.37%-9.48%
5/31/19993.22%2.55%5.45%0.39%3.74%
6/30/19997.06%7.58%6.15%0.39%6.93%
7/31/19993.88%4.18%2.28%0.39%3.45%
8/31/19998.87%8.92%2.22%0.41%6.67%
9/30/19995.74%7.57%7.90%0.40%7.07%
10/31/199911.08%12.07%14.94%0.42%12.70%
11/30/199914.23%10.08%11.21%0.44%11.84%
12/31/199925.61%25.20%24.12%0.45%24.98%
1/31/200017.37%16.41%19.39%0.46%17.72%
2/29/200056.44%66.39%46.28%0.48%56.37%
3/31/2000-23.76%-27.25%-26.73%0.49%-25.91%
4/30/2000-3.69%-7.54%-12.04%0.49%-7.76%
5/31/2000-18.08%-17.49%-19.94%0.50%-18.50%
6/30/200027.98%25.96%20.87%0.49%24.94%
7/31/2000-8.63%-11.76%-5.97%0.51%-8.79%
8/31/200021.38%20.25%24.39%0.52%22.00%
9/30/2000-4.81%-2.77%3.10%0.52%-1.49%
10/31/20002.54%-5.19%-5.60%0.52%-2.75%
11/30/20002.23%10.74%-15.21%0.53%-0.75%
12/31/200016.37%11.40%8.21%0.50%12.00%
1/31/2001-25.67%-17.39%-27.58%0.44%-23.55%
2/28/200128.84%34.74%31.84%0.42%31.81%
3/31/20019.38%18.04%19.31%0.38%15.58%
4/30/2001-14.98%-15.78%-13.11%0.33%-14.62%
5/31/20013.20%1.97%-0.96%0.31%1.40%
6/30/20011.84%0.28%-1.59%0.30%0.18%
7/31/200117.93%20.33%16.82%0.30%18.36%
8/31/200118.28%18.57%14.19%0.29%17.01%
9/30/20014.90%14.33%19.75%0.22%12.99%
10/31/2001-29.09%-13.36%-27.61%0.18%-23.35%
11/30/2001-16.63%-19.43%-11.12%0.16%-15.73%
12/31/2001-0.95%3.38%-0.41%0.14%0.67%
1/31/200217.42%11.31%20.01%0.14%16.25%
2/28/20028.03%15.76%14.42%0.15%12.73%
3/31/20022.54%1.09%2.98%0.15%2.20%
4/30/200220.30%11.98%19.11%0.15%17.13%
5/31/20025.17%10.93%9.06%0.15%8.39%
6/30/200222.35%20.43%18.02%0.14%20.27%
7/31/20020.74%-6.08%-7.61%0.14%-4.32%
8/31/200213.80%13.19%6.75%0.14%11.24%
9/30/200211.89%14.92%11.20%0.14%12.67%
10/31/2002-18.00%-15.88%-14.84%0.13%-16.24%
11/30/2002-34.57%-29.28%-22.57%0.10%-28.81%
12/31/200220.19%20.94%15.93%0.10%19.02%
1/31/20033.53%3.22%0.63%0.10%2.46%
2/28/20037.50%6.32%2.95%0.10%5.59%
3/31/20030.99%2.03%1.43%0.10%1.48%
4/30/2003-8.63%-2.32%-7.81%0.10%-6.25%
5/31/2003-3.17%-0.77%-1.94%0.09%-1.96%
6/30/2003-4.34%-3.43%0.27%0.08%-2.50%
7/31/2003-0.76%-4.53%1.26%0.08%-1.34%
8/31/20033.03%5.26%3.90%0.08%4.07%
9/30/20032.47%-2.60%-2.52%0.08%-0.88%
10/31/20032.21%4.84%9.11%0.08%5.39%
11/30/2003-0.04%2.36%2.53%0.08%1.62%
12/31/2003-3.92%-5.64%-4.64%0.08%-4.73%
1/31/2004-5.06%2.99%5.32%0.08%1.09%
2/29/20042.68%-0.45%-2.08%0.08%0.05%
3/31/20041.34%-7.39%-0.76%0.08%-2.27%
4/30/20044.01%-9.45%-2.97%0.08%-2.80%
5/31/2004-1.24%0.51%0.02%0.09%-0.23%
6/30/20046.04%12.07%8.72%0.11%8.94%
7/31/200415.33%10.23%13.10%0.11%12.89%
8/31/20040.34%0.55%-0.84%0.13%0.02%
9/30/20044.07%8.87%0.71%0.14%4.55%
10/31/20041.19%-0.44%0.55%0.15%0.43%
11/30/20045.02%5.63%-1.63%0.18%3.00%
12/31/2004-7.12%-8.96%-8.08%0.19%-8.06%
1/31/200512.26%10.52%11.53%0.20%11.44%
2/28/200513.35%13.66%13.55%0.22%13.52%
3/31/20052.20%4.35%4.32%0.23%3.62%
4/30/2005-3.78%-0.93%-3.35%0.24%-2.69%
5/31/2005-0.06%-3.84%-0.03%0.24%-1.31%
6/30/20054.83%6.80%6.47%0.25%6.04%
7/31/2005-0.33%-2.03%-0.65%0.27%-1.00%
8/31/20056.67%8.79%8.11%0.29%7.86%
9/30/20053.95%6.39%10.03%0.29%6.79%
10/31/2005-4.56%-6.16%-3.43%0.32%-4.72%
11/30/2005-1.56%-2.55%-1.50%0.33%-1.87%
12/31/20055.48%2.22%2.29%0.33%3.33%
1/31/200615.78%15.46%14.45%0.36%15.23%
2/28/2006-12.54%-11.54%-10.50%0.38%-11.53%
3/31/20067.78%6.27%5.47%0.39%6.51%
4/30/20063.00%7.95%5.58%0.39%5.51%
5/31/2006-5.37%-6.25%-1.43%0.40%-4.35%
6/30/2006-0.57%2.19%-0.18%0.41%0.48%
7/31/20063.91%-6.55%0.85%0.42%-0.60%
8/31/2006-5.34%-4.96%-4.73%0.42%-5.01%
9/30/2006-1.32%-0.60%-0.49%0.41%-0.80%
10/31/2006-1.68%-1.28%-1.92%0.42%-1.63%
11/30/2006-2.00%-1.31%-2.00%0.42%-1.77%
12/31/20064.52%6.44%7.55%0.41%6.17%
1/31/20071.22%1.40%2.14%0.43%1.59%
2/28/20070.93%4.65%2.15%0.43%2.58%
3/31/20070.34%1.02%3.04%0.42%1.47%
4/30/20074.01%-1.68%0.87%0.42%1.07%
5/31/20070.83%2.55%0.38%0.41%1.25%
6/30/20071.90%2.94%8.32%0.40%4.39%
7/31/20078.97%4.46%6.93%0.41%6.79%
8/31/2007-1.77%0.95%-4.49%0.36%-1.77%
9/30/20077.06%7.92%9.34%0.33%8.11%
10/31/200714.22%9.46%9.83%0.33%11.17%
11/30/20076.26%4.66%6.11%0.28%5.67%
12/31/20073.53%6.97%6.27%0.26%5.59%
1/31/2008-13.74%-13.86%-12.88%0.24%-13.49%
2/29/200820.30%17.61%17.45%0.18%18.46%
3/31/200812.35%11.12%14.06%0.11%12.51%
4/30/20080.99%-3.38%4.50%0.11%0.70%
5/31/200817.14%22.89%19.53%0.15%19.85%
6/30/200830.35%30.32%25.54%0.16%28.74%
7/31/2008-21.80%-22.77%-24.90%0.14%-23.15%
8/31/2008-11.95%-8.26%-11.70%0.15%-10.64%
9/30/2008-4.34%2.76%3.88%0.10%0.76%
10/31/20083.93%10.17%8.87%0.06%7.66%
11/30/20088.07%11.14%7.31%0.02%8.84%
12/31/20080.25%-2.08%-3.19%0.00%-1.67%
1/31/2009-4.16%0.09%-3.86%0.01%-2.65%
2/28/20093.17%3.39%6.40%0.03%4.32%
3/31/2009-2.14%-2.31%0.47%0.02%-1.33%
4/30/2009-1.36%-20.92%-21.56%0.01%-14.61%
5/31/2009-15.54%-12.83%-19.81%0.02%-16.06%
6/30/20098.55%7.80%2.75%0.02%6.37%
7/31/20097.19%3.79%8.36%0.02%6.45%
8/31/200911.04%8.88%10.91%0.01%10.28%
9/30/20096.49%7.08%3.68%0.01%5.75%
10/31/2009-5.49%-10.99%-10.10%0.01%-8.86%
11/30/20090.96%-1.47%2.19%0.00%0.56%
12/31/20092.96%6.13%1.14%0.00%3.41%
1/31/20105.03%-2.32%0.67%0.01%1.12%
2/28/20100.11%4.33%-3.63%0.01%0.27%
3/31/20100.65%-0.76%3.06%0.01%0.98%
4/30/20102.29%1.53%0.93%0.01%1.58%
5/10/2010-0.39%0.51%-2.81%0.01%-0.90%
6/30/2010-6.45%-8.37%-1.67%0.01%-5.50%
7/31/2010-0.14%6.49%4.29%0.01%3.55%
8/31/2010-1.92%-1.16%-5.48%0.01%-2.85%
9/30/2010-4.45%-0.27%-2.54%0.01%-2.42%
10/31/20104.52%0.08%1.83%0.01%2.14%
11/30/20103.54%3.35%-1.55%0.01%1.78%
12/31/2010-6.29%-2.41%-5.28%0.01%-4.66%
1/31/20110.65%1.33%-0.01%0.01%0.66%
2/28/20115.62%4.05%1.98%0.01%3.88%
3/31/20112.74%-0.22%-1.55%0.01%0.33%
4/30/2011-2.90%-4.88%-3.98%0.01%-3.92%
5/31/2011-5.25%-1.89%-3.64%0.00%-3.59%
6/30/20111.68%0.32%5.19%0.00%2.39%
7/31/20116.72%6.78%8.81%0.00%7.44%
8/31/20110.85%1.25%1.38%0.00%1.16%
9/30/2011-1.50%-3.07%6.78%0.00%0.74%
10/31/2011-14.18%4.67%-6.13%0.00%-5.22%
11/30/20115.24%5.68%8.56%0.00%6.49%
12/31/20117.13%4.37%7.94%0.00%6.48%

       
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