ENHANCED MARKET NEUTRAL MONTHLY RETURN
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Months
Portfolio
TBill
Excess Return
1/31/19967.86%0.43%7.43%
2/29/19963.40%0.41%2.98%
3/31/19960.00%0.43%-0.42%
4/30/19961.39%0.42%0.97%
5/31/19964.66%0.43%4.23%
6/30/19961.57%0.44%1.14%
7/31/1996-1.14%0.44%-1.58%
8/31/19964.47%0.43%4.04%
9/30/19964.56%0.41%4.15%
10/31/19964.87%0.42%4.45%
11/30/19960.19%0.42%-0.22%
12/31/1996-0.53%0.42%-0.95%
1/31/19973.80%0.42%3.38%
2/28/19974.23%0.42%3.80%
3/31/19974.05%0.43%3.62%
4/30/19976.29%0.43%5.86%
5/31/19972.07%0.40%1.67%
6/30/19970.84%0.42%0.42%
7/31/199710.44%0.43%10.01%
8/31/19972.07%0.43%1.64%
9/30/19975.69%0.41%5.28%
10/31/19973.96%0.42%3.54%
11/30/1997-2.11%0.42%-2.53%
12/31/19976.38%0.44%5.94%
1/31/19984.39%0.42%3.97%
2/28/19985.85%0.43%5.42%
3/31/1998-0.44%0.42%-0.86%
4/30/19982.14%0.41%1.74%
5/31/19986.08%0.41%5.68%
6/30/19988.11%0.41%7.69%
7/31/19983.54%0.41%3.12%
8/31/19989.31%0.40%8.92%
9/30/1998-0.38%0.36%-0.73%
10/31/1998-3.77%0.35%-4.13%
11/30/199811.80%0.37%11.44%
12/31/19988.64%0.36%8.28%
1/31/19991.35%0.36%0.98%
2/28/19997.11%0.38%6.73%
3/31/1999-7.55%0.36%-7.92%
4/30/1999-18.17%0.37%-18.54%
5/31/19997.49%0.38%7.12%
6/30/19998.26%0.39%7.87%
7/31/19996.46%0.39%6.07%
8/31/1999-3.13%0.40%-3.53%
9/30/19993.68%0.40%3.29%
10/31/19997.48%0.41%7.07%
11/30/199910.01%0.43%9.58%
12/31/199917.69%0.43%17.26%
1/31/200010.68%0.46%10.22%
2/29/200041.62%0.47%41.15%
3/31/2000-22.04%0.48%-22.52%
4/30/2000-8.70%0.47%-9.18%
5/31/2000-5.44%0.46%-5.90%
6/30/200027.90%0.48%27.42%
7/31/2000-8.12%0.50%-8.62%
8/31/200017.32%0.51%16.81%
9/30/2000-16.45%0.50%-16.95%
10/31/2000-8.40%0.52%-8.92%
11/30/20008.82%0.50%8.31%
12/31/200010.98%0.48%10.50%
1/31/2001-18.98%0.41%-19.39%
2/28/200111.13%0.39%10.73%
3/31/200112.86%0.35%12.51%
4/30/2001-11.39%0.32%-11.72%
5/31/2001-0.01%0.30%-0.30%
6/30/2001-7.91%0.30%-8.21%
7/31/200114.99%0.29%14.71%
8/31/200111.23%0.28%10.96%
9/30/200120.50%0.20%20.31%
10/31/2001-25.75%0.17%-25.92%
11/30/2001-13.77%0.15%-13.92%
12/31/2001-3.62%0.14%-3.77%
1/31/200211.55%0.14%11.40%
2/28/20029.96%0.15%9.81%
3/31/2002-2.73%0.15%-2.87%
4/30/200212.35%0.15%12.21%
5/31/20021.44%0.14%1.29%
6/30/200212.70%0.14%12.56%
7/31/20022.13%0.14%1.99%
8/31/200214.15%0.14%14.02%
9/30/20026.95%0.13%6.82%
10/31/2002-16.02%0.12%-16.14%
11/30/2002-23.07%0.10%-23.17%
12/31/200212.62%0.10%12.52%
1/31/20034.31%0.10%4.22%
2/28/2003-1.46%0.10%-1.55%
3/31/20033.68%0.09%3.58%
4/30/2003-6.73%0.09%-6.82%
5/31/2003-0.39%0.09%-0.48%
6/30/20035.38%0.07%5.30%
7/31/2003-0.51%0.08%-0.58%
8/31/20032.42%0.08%2.34%
9/30/20032.56%0.08%2.48%
10/31/20030.23%0.08%0.15%
11/30/2003-5.87%0.08%-5.94%
12/31/2003-1.10%0.08%-1.17%
1/31/2004-3.16%0.08%-3.24%
2/29/20040.10%0.08%0.03%
3/31/20042.76%0.08%2.68%
4/30/20041.09%0.08%1.01%
5/31/20040.86%0.09%0.78%
6/30/2004-0.56%0.11%-0.67%
7/31/20046.30%0.12%6.18%
8/31/2004-3.06%0.13%-3.19%
9/30/20044.97%0.14%4.83%
10/31/20042.10%0.16%1.94%
11/30/20045.39%0.18%5.20%
12/31/2004-5.64%0.18%-5.82%
1/31/20054.14%0.21%3.94%
2/28/200511.68%0.23%11.45%
3/31/20052.16%0.23%1.93%
4/30/2005-4.99%0.24%-5.22%
5/31/2005-2.16%0.24%-2.41%
6/30/20054.17%0.26%3.91%
7/31/20051.58%0.28%1.30%
8/31/20055.53%0.29%5.24%
9/30/20055.13%0.29%4.84%
10/31/2005-5.27%0.32%-5.60%
11/30/2005-1.08%0.32%-1.40%
12/31/20052.55%0.33%2.22%
1/31/200610.03%0.36%9.67%
2/28/2006-4.33%0.39%-4.72%
3/31/20065.49%0.38%5.10%
4/30/20061.84%0.40%1.44%
5/31/2006-5.97%0.40%-6.37%
6/30/20062.16%0.42%1.74%
7/31/20063.42%0.43%3.00%
8/31/2006-5.84%0.42%-6.26%
9/30/2006-4.07%0.41%-4.47%
10/31/20061.11%0.42%0.69%
11/30/2006-2.87%0.42%-3.29%
12/31/200610.95%0.42%10.53%
1/31/20072.69%0.43%2.26%
2/28/20070.84%0.43%0.41%
3/31/20071.72%0.42%1.30%
4/30/2007-1.49%0.41%-1.90%
5/31/20077.81%0.39%7.42%
6/30/20076.11%0.40%5.71%
7/31/20079.00%0.41%8.59%
8/31/2007-1.40%0.34%-1.74%
9/30/20079.52%0.32%9.21%
10/31/20077.79%0.33%7.46%
11/30/20075.42%0.26%5.16%
12/31/20077.41%0.26%7.15%
1/31/2008-13.98%0.16%-14.14%
2/29/200818.00%0.15%17.85%
3/31/200810.65%0.11%10.54%
4/30/20080.59%0.12%0.48%
5/31/200820.43%0.16%20.27%
6/30/200836.91%0.16%36.75%
7/31/2008-27.94%0.14%-28.08%
8/31/2008-11.16%0.14%-11.31%
9/30/20083.41%0.08%3.33%
10/31/200813.74%0.03%13.71%
11/30/200816.57%0.00%16.57%
12/31/2008-6.99%0.01%-7.00%
1/31/2009-3.09%0.02%-3.11%
2/28/20096.28%0.02%6.26%
3/31/2009-3.55%0.02%-3.57%
4/30/2009-4.82%0.01%-4.83%
5/31/2009-4.43%0.01%-4.44%
6/30/20094.18%0.02%4.16%
7/31/20098.32%0.02%8.30%
8/31/200911.82%0.01%11.81%
9/30/20099.63%0.01%9.62%
10/31/2009-2.60%0.00%-2.60%
11/30/20090.63%0.00%0.62%
12/31/20092.06%0.01%2.06%
1/31/20104.90%0.01%4.89%
2/28/20104.77%0.01%4.76%
3/31/2010-1.59%0.01%-1.61%
4/30/20102.76%0.01%2.75%
5/10/20101.55%0.01%1.53%
6/30/2010-5.62%0.02%-5.64%
7/31/2010-0.10%0.01%-0.12%
8/31/20101.29%0.01%1.28%
9/30/2010-4.22%0.01%-4.23%
10/31/20102.74%0.01%2.73%
11/30/20102.14%0.01%2.12%
12/31/2010-4.02%0.01%-4.03%
1/31/20114.27%0.01%4.26%
2/28/20110.61%0.01%0.60%
3/31/2011-0.83%0.01%-0.84%
4/30/2011-2.44%0.00%-2.44%
5/31/20110.95%0.00%0.95%
6/30/20114.91%0.00%4.91%
7/31/20118.50%0.01%8.50%
8/31/20113.78%0.00%3.78%
9/30/20115.75%0.00%5.75%
10/31/2011-14.67%0.00%-14.67%
11/30/20115.53%0.00%5.53%
12/31/20115.70%0.00%5.70%
1/31/2012-12.98%0.00%-12.99%
2/28/20120.22%0.01%0.21%
3/31/20124.80%0.01%4.79%
4/30/2012-0.72%0.01%-0.73%
5/31/20128.07%0.01%8.07%
6/30/20120.07%0.01%0.07%
7/31/2012-2.02%0.01%-2.03%
8/31/20120.82%0.01%0.82%
9/30/2012-0.58%0.01%-0.59%
10/31/20123.72%0.01%3.71%
11/30/2012-3.61%0.01%-3.62%
12/31/20120.91%0.00%0.90%
1/31/20130.15%0.01%0.14%
2/28/2013-2.25%0.01%-2.26%
3/31/20131.87%0.01%1.86%
4/30/20133.64%0.00%3.63%
5/31/20137.00%0.00%7.00%
6/30/20132.47%0.00%2.47%
7/31/20130.86%0.00%0.85%
8/31/2013-2.31%0.00%-2.32%
9/30/20136.88%0.00%6.88%
10/31/20130.54%0.00%0.53%
11/30/20133.97%0.00%3.96%
12/31/20132.70%0.01%2.69%
1/31/2014-1.35%0.00%-1.35%
2/28/20140.27%0.00%0.26%
3/31/20140.56%0.00%0.56%
4/30/20142.24%0.00%2.24%
5/31/20144.16%0.00%4.15%
6/30/2014-3.30%0.00%-3.30%
7/31/20141.22%0.00%1.21%
8/31/2014-6.93%0.00%-6.93%
9/30/20142.52%0.00%2.51%
10/31/20142.50%0.00%2.50%
11/30/201417.30%0.00%17.30%
12/31/201411.18%0.00%11.18%
1/31/20156.96%0.00%6.96%
2/28/2015-3.65%0.00%-3.65%
3/31/20154.75%0.00%4.75%
4/30/2015-16.29%0.00%-16.29%
5/31/20157.91%0.00%7.91%
6/30/20157.42%0.00%7.42%
7/31/201520.02%0.01%20.02%
8/31/2015-7.80%0.00%-7.80%
9/30/20155.63%0.00%5.64%
10/31/2015-2.70%0.01%-2.70%
11/30/20156.65%0.01%6.63%
12/31/2015-1.10%0.01%-1.11%
1/31/20162.94%0.03%2.92%
2/29/20161.28%0.03%1.25%
3/31/2016-0.56%0.02%-0.58%
4/30/2016-4.62%0.02%-4.63%
5/31/2016-5.64%0.02%-5.66%
6/30/20165.82%0.02%5.80%
7/31/2016-7.96%0.02%-7.98%
8/31/20161.32%0.03%1.29%
9/30/2016-0.53%0.02%-0.55%

       
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