MARK IV PERFORMANCE (Intraday Module)
CHART
TABLE
| No. | Date | Beginning Net Asset Value | Cash Add. | Cash Withdr | Gross Realized P/L | Change in OTE | Number contracts traded | Broker Commission ($20 RT) | CTA Fees | Net Realized P/L | Monthly % Rate of Return | Ending Equity | (VAMI) |
| [1] | [2] | [3] | [4] | [5] | [6] | [7] | [8] | [9] | [10] | [11] | [12] | ||
| 1 | Jan-04 | $50,000 | $0 | $0 | $1,740 | $0 | 10 | $200 | $348 | $1,192 | 2.38% | $51,192 | $1,024 |
| 2 | Feb-04 | $51,192 | $0 | $0 | $1,492 | $0 | 73 | $1,460 | $298 | ($266) | -0.52% | $50,926 | $1,019 |
| 3 | Mar-04 | $50,926 | $0 | $0 | $20,733 | $0 | 110 | $2,200 | $4,147 | $14,386 | 28.25% | $65,312 | $1,306 |
| 4 | Apr-04 | $65,312 | $0 | $0 | $8,740 | $0 | 50 | $1,000 | $1,748 | $5,992 | 9.17% | $71,304 | $1,426 |
| 5 | May-04 | $71,304 | $0 | $0 | $1,110 | $0 | 4 | $80 | $222 | $808 | 1.13% | $72,112 | $1,442 |
| 6 | Jun-04 | $72,112 | $0 | $0 | $8,890 | $0 | 28 | $560 | $1,778 | $6,552 | 9.09% | $78,664 | $1,573 |
| 7 | Jul-04 | $78,664 | $0 | $0 | $1,993 | $0 | 58 | $1,160 | $399 | $434 | 0.55% | $79,098 | $1,582 |
| 8 | Aug-04 | $79,098 | $0 | $0 | $6,158 | $0 | 44 | $880 | $1,232 | $4,046 | 5.12% | $83,144 | $1,663 |
| 9 | Sep-04 | $83,144 | $0 | $0 | $173 | $0 | 19 | $380 | $35 | ($242) | -0.29% | $82,902 | $1,658 |
| 10 | Oct-04 | $82,902 | $0 | $0 | $4,558 | $0 | 36 | $720 | $912 | $2,926 | 3.53% | $85,828 | $1,717 |
| 11 | Nov-04 | $85,828 | $0 | $0 | $80 | $0 | 2 | $40 | $16 | $24 | 0.03% | $85,852 | $1,717 |
| 12 | Dec-04 | $85,852 | $0 | $0 | $1,790 | $0 | 23 | $460 | $358 | $972 | 1.13% | $86,824 | $1,736 |
| 13 | Jan-05 | $86,824 | $0 | $0 | $795 | $0 | 6 | $120 | $159 | $516 | 0.59% | $87,340 | $1,747 |
| 14 | Feb-05 | $87,340 | $0 | $0 | $150 | $0 | 8 | $160 | $30 | ($40) | -0.05% | $87,300 | $1,746 |
| 15 | Mar-05 | $87,300 | $0 | $0 | $695 | $0 | 9 | $180 | $139 | $376 | 0.43% | $87,676 | $1,754 |
| 16 | Apr-05 | $87,676 | $0 | $0 | $9,153 | $0 | 54 | $1,080 | $1,831 | $6,242 | 7.12% | $93,918 | $1,878 |
| 17 | May-05 | $93,918 | $0 | $0 | $1,720 | $0 | 53 | $1,060 | $344 | $316 | 0.34% | $94,234 | $1,885 |
| 18 | Jun-05 | $94,234 | $0 | $0 | $3,235 | $0 | 28 | $560 | $647 | $2,028 | 2.15% | $96,262 | $1,925 |
| 19 | Jul-05 | $96,262 | $0 | $0 | ($50) | $0 | 2 | $40 | $0 | ($90) | -0.09% | $96,172 | $1,923 |
| 20 | Aug-05 | $96,172 | $0 | $0 | $365 | $0 | 4 | $80 | $53 | $232 | 0.24% | $96,404 | $1,928 |
| 21 | Sep-05 | $96,404 | $0 | $0 | $5,687 | $0 | 58 | $1,160 | $1,138 | $3,390 | 3.52% | $99,794 | $1,996 |
| 22 | Oct-05 | $99,794 | $0 | $0 | $9,645 | $0 | 57 | $1,140 | $1,929 | $6,576 | 6.59% | $106,370 | $2,127 |
| 23 | Nov-05 | $106,370 | $0 | $0 | $3,210 | $0 | 34 | $680 | $642 | $1,888 | 1.77% | $108,258 | $2,165 |
| 24 | Dec-05 | $108,258 | $0 | $0 | ($443) | $0 | 32 | $640 | $0 | ($1,083) | -1.00% | $107,176 | $2,144 |
| 25 | Jan-06 | $107,176 | $0 | $0 | ($1,293) | $0 | 22 | $440 | $0 | ($1,733) | -1.62% | $105,443 | $2,109 |
| 26 | Feb-06 | $105,443 | $0 | $0 | $2,370 | $0 | 12 | $240 | $821 | $1,309 | 1.24% | $106,752 | $2,135 |
| 27 | Mar-06 | $106,752 | $0 | $0 | $1,177 | $0 | 57 | $1,140 | $235 | ($198) | -0.19% | $106,554 | $2,131 |
| 28 | Apr-06 | $106,554 | $0 | $0 | $5,455 | $0 | 31 | $620 | $1,091 | $3,744 | 3.51% | $110,298 | $2,206 |