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Swinford 90 Day  Cash Barclay Discretionary S&P500
Last day of month: T-Bill Return S&P 500 Price Index Vami Value Returns
7/31/10                      4,556.93 0.0132% 1101.60 1,837 6.88%
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Calculations
Name: Swinford S&P500 Barclay Discretionary Index
Trailing 12 months: 3.27% 11.56% 0.95%
Start to Date: 355.7% 8.3% 83.6%
Winning months: 89 81 88
Losing months: 53 61 54
% of profitable months: 63% 57% 62%
Average Winning months: 2.76% 3.34% 1.13%
Average Losing months: -1.62% -4.05% -0.69%
Max peak-to-valley (%): -9.89% -52.56% -3.94%
Max peak-to-valley (months): 22 80 14
Annual Sharpe Ratio: 0.98 -0.05 0.56
Standard Deviation of returns: 3.13% 4.69% 1.22%
Downside Deviation: 1.86% 3.39% 0.67%
Correlation with S&P500 0.055 1.000 -0.027
Correlation with Barclay 0.183 -0.027 1.000
Program Start Date Oct-98
Start Value 1,000.00 0.3896% 1017.01 1,000.00
Trailing 12 months:                      4,412.73 0.0153% 987.48 1,819.06
Program VAMI Benchmark Data Return % VAMI winning months losing months Peak-2-Valley: New Peak Peak-2-Valley: # Months off peak Peak-to-Valley: % (Return-risk free rate) for Sharpe
Year End Swinford 90-Day T-Bill S&P500 Barclay Discretionary Model S&P Barclay Model S&P Barclay Model S&P Barclay Model S&P Barclay Model S&P Barclay Model S&P Barclay Model S&P Barclay Model S&P Barclay
7/31/10                      4,556.93 0.0132% 1101.60 1,836.42 -0.29% 6.88% 0.51% 4557 1102 1836   6.9% 0.5% -0.3%     4713 1549 1878 22 33 14 -3.3% -28.9% -2.2% -0.3% 6.9% 0.5%
6/30/10                      4,570.07 0.0099% 1030.71 1,827.11 0.08% -5.39% 0.34% 4570 1031 1827 0.1%   0.3%   -5.4%   4713 1549 1878 21 32 13 -3.0% -33.5% -2.7% 0.1% -5.4% 0.3%
5/31/10                      4,566.29 0.0136% 1089.41 1,820.91 -0.50% -8.20% -0.95% 4566 1089 1821       -0.5% -8.2% -1.0% 4713 1549 1878 20 31 12 -3.1% -29.7% -3.0% -0.5% -8.2% -1.0%
4/30/10                      4,589.40 0.0132% 1186.69 1,838.38 0.06% 1.48% -0.29% 4589 1187 1838 0.1% 1.5%       -0.3% 4713 1549 1878 19 30 11 -2.6% -23.4% -2.1% 0.0% 1.5% -0.3%
3/31/10                      4,586.63 0.0127% 1169.43 1,843.73 0.66% 5.88% 0.55% 4587 1169 1844 0.7% 5.9% 0.6%       4713 1549 1878 18 29 10 -2.7% -24.5% -1.8% 0.6% 5.9% 0.5%
2/28/10                      4,556.68 0.0087% 1104.49 1,833.64 1.40% 2.85% -0.14% 4557 1104 1834 1.4% 2.9%       -0.1% 4713 1549 1878 17 28 9 -3.3% -28.7% -2.4% 1.4% 2.8% -0.1%
1/31/10                      4,493.57 0.0051% 1073.87 1,836.21 0.33% -3.70% -0.17% 4494 1074 1836 0.3%       -3.7% -0.2% 4713 1549 1878 16 27 8 -4.6% -30.7% -2.2% 0.3% -3.7% -0.2%
12/31/09                      4,478.60 0.0042% 1115.10 1,839.34 1.07% 1.78% 0.76% 4479 1115 1839 1.1% 1.8% 0.8%       4713 1549 1878 15 26 7 -5.0% -28.0% -2.1% 1.1% 1.8% 0.8%
11/30/09                      4,431.13 0.0041% 1095.63 1,825.46 0.97% 5.74% 1.19% 4431 1096 1825 1.0% 5.7% 1.2%       4713 1549 1878 14 25 6 -6.0% -29.3% -2.8% 1.0% 5.7% 1.2%
10/31/09                      4,388.64 0.0059% 1036.19 1,804.00 -0.19% -1.98% -0.53% 4389 1036 1804       -0.2% -2.0% -0.5% 4713 1549 1878 13 24 5 -6.9% -33.1% -3.9% -0.2% -2.0% -0.5%
9/30/09                      4,397.11 0.0099% 1057.08 1,813.61 0.13% 3.57% -0.20% 4397 1057 1814 0.1% 3.6%       -0.2% 4713 1549 1878 12 23 4 -6.7% -31.8% -3.4% 0.1% 3.6% -0.2%
8/31/09                      4,391.49 0.0144% 1020.62 1,817.24 -0.48% 3.36% -0.10% 4391 1021 1817   3.4%   -0.5%   -0.1% 4713 1549 1878 11 22 3 -6.8% -34.1% -3.2% -0.5% 3.3% -0.1%
7/31/09                      4,412.73 0.0153% 987.48 1,819.06 -0.44% 8.12% -1.64% 4413 987 1819   8.1%   -0.4%   -1.6% 4713 1549 1878 10 21 2 -6.4% -36.3% -3.1% -0.5% 8.1% -1.7%
6/30/09                      4,432.19 0.0148% 913.32 1,849.39 1.51% -0.63% -1.52% 4432 913 1849 1.5%       -0.6% -1.5% 4713 1549 1878 9 20 1 -6.0% -41.1% -1.5% 1.5% -0.6% -1.5%
5/31/09                      4,366.47 0.0153% 919.14 1,877.94 -1.18% 5.30% 3.87% 4366 919 1878   5.3% 3.9% -1.2%     4713 1549 1878 8 19 0 -7.3% -40.7% 0.0% -1.2% 5.3% 3.9%
4/30/09                      4,418.74 0.0132% 872.84 1,807.97 0.41% 9.40% -0.10% 4419 873 1808 0.4% 9.4%       -0.1% 4713 1549 1820 7 18 3 -6.2% -43.7% -0.6% 0.4% 9.4% -0.1%
3/31/09                      4,400.60 0.0187% 797.87 1,809.78 -0.37% 8.54% 0.08% 4401 798 1810   8.5% 0.1% -0.4%     4713 1549 1820 6 17 2 -6.6% -48.5% -0.5% -0.4% 8.5% 0.1%
2/28/09                      4,417.09 0.0230% 735.09 1,808.33 -0.92% -10.99% -0.62% 4417 735 1808       -0.9% -11.0% -0.6% 4713 1549 1820 5 16 1 -6.3% -52.6% -0.6% -0.9% -11.0% -0.6%
1/31/09                      4,458.09 0.0110% 825.88 1,819.61 -1.52% -8.57% 1.06% 4458 826 1820     1.1% -1.5% -8.6%   4713 1549 1820 4 15 0 -5.4% -46.7% 0.0% -1.5% -8.6% 1.0%
12/31/08                      4,526.99 0.0025% 903.25 1,800.53 -1.38% 0.78% 0.28% 4527 903 1801   0.8% 0.3% -1.4%     4713 1549 1801 3 14 0 -3.9% -41.7% 0.0% -1.4% 0.8% 0.3%
11/30/08                      4,590.47 0.0156% 896.24 1,795.50 -1.37% -7.48% 0.26% 4590 896 1796     0.3% -1.4% -7.5%   4713 1549 1796 2 13 0 -2.6% -42.2% 0.0% -1.4% -7.5% 0.2%
10/31/08                      4,654.33 0.0584% 968.75 1,790.84 -1.24% -16.94% 2.84% 4654 969 1791     2.8% -1.2% -16.9%   4713 1549 1791 1 12 0 -1.2% -37.5% 0.0% -1.3% -17.0% 2.8%
9/30/08                      4,712.66 0.0943% 1166.36 1,741.39 1.08% -9.08% 0.16% 4713 1166 1741 1.1%   0.2%   -9.1%   4713 1549 1762 0 11 3 0.0% -24.7% -1.2% 1.0% -9.2% 0.1%
8/31/08                      4,662.19 0.1482% 1282.83 1,738.61 -0.32% 1.22% 0.21% 4662 1283 1739   1.2% 0.2% -0.3%     4677 1549 1762 1 10 2 -0.3% -17.2% -1.4% -0.5% 1.1% 0.1%
7/31/08                      4,677.05 0.1406% 1267.38 1,734.96 2.60% -0.99% -1.56% 4677 1267 1735 2.6%       -1.0% -1.6% 4677 1549 1762 0 9 1 0.0% -18.2% -1.6% 2.5% -1.1% -1.7%
6/30/08                      4,558.59 0.1549% 1280.00 1,762.46 7.95% -8.60% 2.58% 4559 1280 1762 8.0%   2.6%   -8.6%   4559 1549 1762 0 8 0 0.0% -17.4% 0.0% 7.8% -8.8% 2.4%
5/31/08                      4,222.82 0.1491% 1400.37 1,718.13 -0.80% 1.07% 0.60% 4223 1400 1718   1.1% 0.6% -0.8%     4342 1549 1728 2 7 3 -2.8% -9.6% -0.6% -0.9% 0.9% 0.5%
4/30/08                      4,256.72 0.1074% 1385.58 1,707.88 -1.97% 4.75% -0.05% 4257 1386 1708   4.8%   -2.0%   -0.0% 4342 1549 1728 1 6 2 -2.0% -10.6% -1.2% -2.1% 4.6% -0.2%
3/31/08                      4,342.47 0.1084% 1322.70 1,708.74 4.44% -0.60% -1.14% 4342 1323 1709 4.4%       -0.6% -1.1% 4342 1549 1728 0 5 1 0.0% -14.6% -1.1% 4.3% -0.7% -1.2%
2/29/08                      4,157.86 0.1719% 1330.63 1,728.44 -0.10% -3.48% 4.70% 4158 1331 1728     4.7% -0.1% -3.5%   4162 1549 1728 1 4 0 -0.1% -14.1% 0.0% -0.3% -3.6% 4.5%
1/31/08                      4,162.18 0.2389% 1378.54 1,650.85 4.89% -6.12% 2.84% 4162 1379 1651 4.9%   2.8%   -6.1%   4162 1549 1651 0 3 0 0.0% -11.0% 0.0% 4.7% -6.4% 2.6%
12/31/07                      3,968.01 0.2607% 1468.35 1,605.26 3.41% -0.86% 2.02% 3968 1468 1605 3.4%   2.0%   -0.9%   3968 1549 1605 0 2 0 0.0% -5.2% 0.0% 3.1% -1.1% 1.8%
11/30/07                      3,837.26 0.2753% 1481.14 1,573.48 0.37% -4.40% 0.54% 3837 1481 1573 0.4%   0.5%   -4.4%   3837 1549 1573 0 1 0 0.0% -4.4% 0.0% 0.1% -4.7% 0.3%
10/31/07                      3,823.26 0.3397% 1549.37 1,565.03 5.85% 1.48% -0.20% 3823 1549 1565 5.8% 1.5%       -0.2% 3823 1549 1568 0 0 1 0.0% 0.0% -0.2% 5.5% 1.1% -0.5%
9/30/07                      3,611.98 0.3279% 1526.74 1568.16 2.15% 3.58% 2.17% 3612 1527 1568 2.2% 3.6% 2.2%       3777 1531 1568 3 4 0 -4.4% -0.3% 0.0% 1.8% 3.3% 1.8%
8/31/07                      3,535.85 0.3669% 1473.99 1534.86 0.29% 1.29% -0.49% 3536 1474 1535 0.3% 1.3%       -0.5% 3777 1531 1542 2 3 1 -6.4% -3.7% -0.5% -0.1% 0.9% -0.9%
7/31/07                      3,525.48 0.4213% 1455.27 1542.41 -6.66% -3.20% 0.77% 3525 1455 1542     0.8% -6.7% -3.2%   3777 1531 1542 1 2 0 -6.7% -4.9% 0.0% -7.1% -3.6% 0.3%
6/30/07                      3,776.93 0.3896% 1503.35 1530.63 5.01% -1.78% 0.54% 3777 1503 1531 5.0%   0.5%   -1.8%   3777 1531 1542 0 1 4 0.0% -1.8% -0.7% 4.6% -2.2% 0.2%
5/31/07                      3,596.59 0.4136% 1530.62 1522.41 -0.25% 3.25% 0.88% 3597 1531 1522   3.3% 0.9% -0.3%     3699 1531 1542 5 0 3 -2.8% 0.0% -1.3% -0.7% 2.8% 0.5%
4/30/07                      3,605.65 0.4118% 1482.37 1509.13 -1.04% 4.33% -1.80% 3606 1482 1509   4.3%   -1.0%   -1.8% 3699 1518 1542 4 80 2 -2.5% -2.3% -2.1% -1.5% 3.9% -2.2%
3/31/07                      3,643.59 0.4315% 1420.86 1536.79 -0.88% 1.00% -0.34% 3644 1421 1537   1.0%   -0.9%   -0.3% 3699 1518 1542 3 79 1 -1.5% -6.4% -0.3% -1.3% 0.6% -0.8%
2/28/07                      3,675.94 0.3958% 1406.82 1542.03 2.88% -2.18% 1.24% 3676 1407 1542 2.9%   1.2%   -2.2%   3699 1518 1542 2 78 0 -0.6% -7.3% 0.0% 2.5% -2.6% 0.8%
1/31/07                      3,573.04 0.4340% 1438.24 1523.15 -3.39% 1.41% 0.78% 3573 1438 1523   1.4% 0.8% -3.4%     3699 1518 1523 1 77 0 -3.4% -5.2% 0.0% -3.8% 1.0% 0.3%
12/31/06                      3,698.59 0.4221% 1418.30 1511.36 3.03% 1.26% 0.95% 3699 1418 1511 3.0% 1.3% 1.0%       3699 1518 1511 0 76 0 0.0% -6.5% 0.0% 2.6% 0.8% 0.5%
11/30/06                      3,589.67 0.4167% 1400.63 1497.13 6.91% 1.65% 1.92% 3590 1401 1497 6.9% 1.6% 1.9%       3590 1518 1497 0 75 0 0.0% -7.7% 0.0% 6.5% 1.2% 1.5%
10/31/06                      3,357.62 0.4289% 1377.94 1468.93 4.69% 3.15% 2.65% 3358 1378 1469 4.7% 3.2% 2.7%       3559 1518 1469 5 74 0 -5.7% -9.2% 0.0% 4.3% 2.7% 2.2%
9/30/06                      3,207.28 0.4052% 1335.85 1431.01 -1.10% 2.46% -0.18% 3207 1336 1431   2.5%   -1.1%   -0.2% 3559 1518 1464 4 73 5 -9.9% -12.0% -2.3% -1.5% 2.1% -0.6%
8/31/06                      3,242.83 0.4323% 1303.82 1433.59 -6.25% 2.13% -0.84% 3243 1304 1434   2.1%   -6.3%   -0.8% 3559 1518 1464 3 72 4 -8.9% -14.1% -2.1% -6.7% 1.7% -1.3%
7/31/06                      3,459.12 0.4315% 1276.66 1445.73 0.23% 0.51% -0.19% 3459 1277 1446 0.2% 0.5%       -0.2% 3559 1518 1464 2 71 3 -2.8% -15.9% -1.3% -0.2% 0.1% -0.6%
6/30/06                      3,451.28 0.4044% 1270.20 1448.49 -3.03% 0.01% -0.85% 3451 1270 1448   0.0%   -3.0%   -0.9% 3559 1518 1464 1 70 2 -3.0% -16.3% -1.1% -3.4% -0.4% -1.3%
5/31/06                      3,559.29 0.4111% 1270.09 1460.90 0.65% -3.09% -0.22% 3559 1270 1461 0.7%       -3.1% -0.2% 3559 1518 1464 0 69 1 0.0% -16.3% -0.2% 0.2% -3.5% -0.6%
4/30/06                      3,536.21 0.3879% 1310.61 1464.12 -0.05% 1.22% 0.99% 3536 1311 1464   1.2% 1.0% -0.1%     3538 1518 1464 1 68 0 -0.1% -13.6% 0.0% -0.4% 0.8% 0.6%
3/31/06                      3,538.11 0.3932% 1294.83 1449.77 3.51% 1.11% 1.31% 3538 1295 1450 3.5% 1.1% 1.3%       3538 1518 1450 0 67 0 0.0% -14.7% 0.0% 3.1% 0.7% 0.9%
2/28/06                      3,418.27 0.3483% 1280.66 1431.03 1.00% 0.05% 0.69% 3418 1281 1431 1.0% 0.0% 0.7%       3418 1518 1431 0 66 0 0.0% -15.6% 0.0% 0.7% -0.3% 0.3%
1/31/06                      3,384.39 0.3686% 1280.08 1421.22 3.26% 2.55% 1.19% 3384 1280 1421 3.3% 2.5% 1.2%       3384 1518 1421 0 65 0 0.0% -15.7% 0.0% 2.9% 2.2% 0.8%
12/31/05                      3,277.52 0.3372% 1248.29 1404.51 0.04% -0.10% 1.39% 3278 1248 1405 0.0%   1.4%   -0.1%   3278 1518 1405 0 64 0 0.0% -17.8% 0.0% -0.3% -0.4% 1.1%
11/30/05                      3,276.34 0.3263% 1249.48 1385.25 0.91% 3.52% 0.45% 3276 1249 1385 0.9% 3.5% 0.4%       3276 1518 1385 0 63 0 0.0% -17.7% 0.0% 0.6% 3.2% 0.1%
10/31/05                      3,246.76 0.3219% 1207.01 1379.04 1.05% -1.77% -0.14% 3247 1207 1379 1.0%       -1.8% -0.1% 3263 1518 1381 4 62 1 -0.5% -20.5% -0.1% 0.7% -2.1% -0.5%
9/30/05                      3,213.05 0.2868% 1228.81 1380.98 1.22% 0.69% 0.71% 3213 1229 1381 1.2% 0.7% 0.7%       3263 1518 1381 3 61 0 -1.5% -19.0% 0.0% 0.9% 0.4% 0.4%
8/31/05                      3,174.21 0.2990% 1220.33 1371.24 -2.53% -1.12% 0.86% 3174 1220 1371     0.9% -2.5% -1.1%   3263 1518 1371 2 60 0 -2.7% -19.6% 0.0% -2.8% -1.4% 0.6%
7/31/05                      3,256.69 0.2794% 1234.18 1359.55 -0.20% 3.60% -0.76% 3257 1234 1360   3.6%   -0.2%   -0.8% 3263 1518 1370 1 59 1 -0.2% -18.7% -0.8% -0.5% 3.3% -1.0%
6/30/05                      3,263.22 0.2499% 1191.33 1369.96 2.96% -0.01% 2.49% 3263 1191 1370 3.0%   2.5%   -0.0%   3263 1518 1370 0 58 0 0.0% -21.5% 0.0% 2.7% -0.3% 2.2%
5/31/05                      3,169.43 0.2463% 1191.50 1336.68 5.13% 3.00% 0.86% 3169 1192 1337 5.1% 3.0% 0.9%       3169 1518 1337 0 57 0 0.0% -21.5% 0.0% 4.9% 2.7% 0.6%
4/30/05                      3,014.67 0.2334% 1156.85 1325.28 1.74% -2.01% 0.69% 3015 1157 1325 1.7%   0.7%   -2.0%   3015 1518 1325 0 56 0 0.0% -23.8% 0.0% 1.5% -2.2% 0.5%
3/31/05                      2,962.97 0.2378% 1180.59 1316.20 3.48% -1.91% 0.85% 2963 1181 1316 3.5%   0.8%   -1.9%   2963 1518 1316 0 55 0 0.0% -22.2% 0.0% 3.2% -2.1% 0.6%
2/28/05                      2,863.41 0.1979% 1203.60 1305.11 1.34% 1.89% -0.25% 2863 1204 1305 1.3% 1.9%       -0.3% 2863 1518 1308 0 54 1 0.0% -20.7% -0.3% 1.1% 1.7% -0.4%
1/31/05                      2,825.44 0.2013% 1181.27 1308.38 2.62% -2.53% 0.01% 2825 1181 1308 2.6%   0.0%   -2.5%   2825 1518 1308 0 53 0 0.0% -22.2% 0.0% 2.4% -2.7% -0.2%
12/31/04                      2,753.27 0.1885% 1211.92 1308.25 0.91% 3.25% 0.05% 2753 1212 1308 0.9% 3.2% 0.1%       2753 1518 1308 0 52 0 0.0% -20.1% 0.0% 0.7% 3.1% -0.1%
11/30/04                      2,728.51 0.1734% 1173.82 1307.59 2.75% 3.86% 1.56% 2729 1174 1308 2.8% 3.9% 1.6%       2729 1518 1308 0 51 0 0.0% -22.7% 0.0% 2.6% 3.7% 1.4%
10/31/04                      2,655.45 0.1520% 1130.20 1287.51 2.46% 1.40% 0.37% 2655 1130 1288 2.5% 1.4% 0.4%       2655 1518 1288 0 50 0 0.0% -25.5% 0.0% 2.3% 1.2% 0.2%
9/30/04                      2,591.67 0.1381% 1114.58 1282.76 5.03% 0.94% 1.41% 2592 1115 1283 5.0% 0.9% 1.4%       2592 1518 1283 0 49 0 0.0% -26.6% 0.0% 4.9% 0.8% 1.3%
8/31/04                      2,467.49 0.1274% 1104.24 1264.93 2.52% 0.23% 0.45% 2467 1104 1265 2.5% 0.2% 0.5%       2472 1518 1265 4 48 0 -0.2% -27.2% 0.0% 2.4% 0.1% 0.3%
7/31/04                      2,406.87 0.1155% 1101.72 1259.26 -1.36% -3.43% 0.92% 2407 1102 1259     0.9% -1.4% -3.4%   2472 1518 1259 3 47 0 -2.6% -27.4% 0.0% -1.5% -3.5% 0.8%
6/30/04                      2,440.14 0.1060% 1140.84 1247.78 0.18% 1.80% -0.12% 2440 1141 1248 0.2% 1.8%       -0.1% 2472 1518 1259 2 46 3 -1.3% -24.8% -0.9% 0.1% 1.7% -0.2%
5/31/04                      2,435.68 0.0883% 1120.68 1249.28 -1.48% 1.21% -0.34% 2436 1121 1249   1.2%   -1.5%   -0.3% 2472 1518 1259 1 45 2 -1.5% -26.2% -0.8% -1.6% 1.1% -0.4%
4/30/04                      2,472.37 0.0789% 1107.30 1253.54 6.33% -1.68% -0.42% 2472 1107 1254 6.3%       -1.7% -0.4% 2472 1518 1259 0 44 1 0.0% -27.0% -0.4% 6.3% -1.8% -0.5%
3/31/04                      2,325.11 0.0807% 1126.21 1258.83 9.44% -1.64% 1.29% 2325 1126 1259 9.4%   1.3%   -1.6%   2325 1518 1259 0 43 0 0.0% -25.8% 0.0% 9.4% -1.7% 1.2%
2/29/04                      2,124.57 0.0747% 1144.94 1242.80 -0.50% 1.22% 2.67% 2125 1145 1243   1.2% 2.7% -0.5%     2196 1518 1243 4 42 0 -3.2% -24.6% 0.0% -0.6% 1.1% 2.6%
1/31/04                      2,135.24 0.0764% 1131.13 1210.48 3.92% 1.73% 0.56% 2135 1131 1210 3.9% 1.7% 0.6%       2196 1518 1210 3 41 0 -2.8% -25.5% 0.0% 3.8% 1.7% 0.5%
12/31/03                      2,054.74 0.0773% 1111.92 1203.73 -6.14% 5.08% 1.60% 2055 1112 1204   5.1% 1.6% -6.1%     2196 1518 1204 2 40 0 -6.4% -26.7% 0.0% -6.2% 5.0% 1.5%
11/30/03                      2,189.24 0.0781% 1058.20 1184.78 -0.30% 0.71% 0.05% 2189 1058 1185   0.7% 0.1% -0.3%     2196 1518 1185 1 39 0 -0.3% -30.3% 0.0% -0.4% 0.6% 0.0%
10/31/03                      2,195.90 0.0798% 1050.71 1184.19 9.50% 5.50% 1.47% 2196 1051 1184 9.5% 5.5% 1.5%       2196 1518 1184 0 38 0 0.0% -30.8% 0.0% 9.4% 5.4% 1.4%
9/30/03                      2,005.43 0.0789% 995.97 1167.03 7.65% -1.19% 1.17% 2005 996 1167 7.6%   1.2%   -1.2%   2005 1518 1167 0 37 0 0.0% -34.4% 0.0% 7.6% -1.3% 1.1%
8/31/03                      1,862.92 0.0824% 1008.01 1153.53 7.42% 1.79% 1.27% 1863 1008 1154 7.4% 1.8% 1.3%       1863 1518 1154 0 36 0 0.0% -33.6% 0.0% 7.3% 1.7% 1.2%
7/31/03                      1,734.20 0.0781% 990.31 1139.07 9.30% 1.62% 0.30% 1734 990 1139 9.3% 1.6% 0.3%       1734 1518 1145 0 35 7 0.0% -34.7% -0.5% 9.2% 1.5% 0.2%
6/30/03                      1,586.63 0.0773% 974.50 1135.66 1.21% 1.13% -0.15% 1587 975 1136 1.2% 1.1%       -0.1% 1675 1518 1145 7 34 6 -5.3% -35.8% -0.8% 1.1% 1.1% -0.2%
5/31/03                      1,567.60 0.0926% 963.59 1137.37 -0.48% 5.09% 0.63% 1568 964 1137   5.1% 0.6% -0.5%     1675 1518 1145 6 33 5 -6.4% -36.5% -0.7% -0.6% 5.0% 0.5%
4/30/03                      1,575.14 0.0945% 916.92 1130.25 -0.69% 8.10% 0.25% 1575 917 1130   8.1% 0.2% -0.7%     1675 1518 1145 5 32 4 -6.0% -39.6% -1.3% -0.8% 8.0% 0.2%
3/31/03                      1,586.08 0.0977% 848.18 1127.43 -1.78% 0.84% -0.76% 1586 848 1127   0.8%   -1.8%   -0.8% 1675 1518 1145 4 31 3 -5.3% -44.1% -1.6% -1.9% 0.7% -0.9%
2/28/03                      1,614.81 0.0913% 841.15 1136.06 0.43% -1.70% -0.37% 1615 841 1136 0.4%       -1.7% -0.4% 1675 1518 1145 3 30 2 -3.6% -44.6% -0.8% 0.3% -1.8% -0.5%
1/31/03                      1,607.90 0.1011% 855.70 1140.28 -0.42% -2.74% -0.43% 1608 856 1140       -0.4% -2.7% -0.4% 1675 1518 1145 2 29 1 -4.0% -43.6% -0.4% -0.5% -2.8% -0.5%
12/31/02                      1,614.73 0.1028% 879.82 1145.21 -3.62% -6.03% 0.58% 1615 880 1145     0.6% -3.6% -6.0%   1675 1518 1145 1 28 0 -3.6% -42.0% 0.0% -3.7% -6.1% 0.5%
11/30/02                      1,675.37 0.1027% 936.31 1138.60 7.38% 5.71% 0.52% 1675 936 1139 7.4% 5.7% 0.5%       1675 1518 1139 0 27 0 0.0% -38.3% 0.0% 7.3% 5.6% 0.4%
10/31/02                      1,560.26 0.1367% 885.76 1132.71 1.79% 8.64% 0.96% 1560 886 1133 1.8% 8.6% 1.0%       1560 1518 1133 0 26 0 0.0% -41.6% 0.0% 1.7% 8.5% 0.8%
9/30/02                      1,532.83 0.1364% 815.28 1121.94 1.52% -11.00% 0.25% 1533 815 1122 1.5%   0.3%   -11.0%   1533 1518 1122 0 25 0 0.0% -46.3% 0.0% 1.4% -11.1% 0.1%
8/31/02                      1,509.82 0.1401% 916.07 1119.14 0.98% 0.49% 0.54% 1510 916 1119 1.0% 0.5% 0.5%       1510 1518 1119 0 24 0 0.0% -39.6% 0.0% 0.8% 0.3% 0.4%
7/31/02                      1,495.11 0.1452% 911.62 1113.13 0.78% -7.90% 0.51% 1495 912 1113 0.8%   0.5%   -7.9%   1500 1518 1113 2 23 0 -0.3% -39.9% 0.0% 0.6% -8.0% 0.4%
6/30/02                      1,483.47 0.1422% 989.82 1107.48 -1.09% -7.25% 3.81% 1483 990 1107     3.8% -1.1% -7.2%   1500 1518 1107 1 22 0 -1.1% -34.8% 0.0% -1.2% -7.4% 3.7%
5/31/02                      1,499.78 0.1495% 1067.14 1066.84 3.13% -0.91% 1.72% 1500 1067 1067 3.1%   1.7%   -0.9%   1500 1518 1067 0 21 0 0.0% -29.7% 0.0% 3.0% -1.1% 1.6%
4/30/02                      1,454.29 0.1438% 1076.92 1048.80 0.19% -6.14% -1.12% 1454 1077 1049 0.2%       -6.1% -1.1% 1457 1518 1061 2 20 1 -0.2% -29.0% -1.1% 0.0% -6.3% -1.3%
3/31/02                      1,451.58 0.1554% 1147.39 1060.68 -0.38% 3.67% 2.37% 1452 1147 1061   3.7% 2.4% -0.4%     1457 1518 1061 1 19 0 -0.4% -24.4% 0.0% -0.5% 3.5% 2.2%
2/28/02                      1,457.17 0.1350% 1106.73 1036.12 0.87% -2.08% -0.06% 1457 1107 1036 0.9%       -2.1% -0.1% 1457 1518 1057 0 18 13 0.0% -27.1% -2.0% 0.7% -2.2% -0.2%
1/31/02                      1,444.59 0.1427% 1130.20 1036.74 0.68% -1.56% 0.57% 1445 1130 1037 0.7%   0.6%   -1.6%   1445 1518 1057 0 17 12 0.0% -25.5% -1.9% 0.5% -1.7% 0.4%
12/31/01                      1,434.84 0.1461% 1148.08 1030.87 0.26% 0.76% 0.49% 1435 1148 1031 0.3% 0.8% 0.5%       1438 1518 1057 2 16 11 -0.2% -24.4% -2.5% 0.1% 0.6% 0.3%
11/30/01                      1,431.17 0.1570% 1139.45 1025.84 -0.45% 7.52% 0.35% 1431 1139 1026   7.5% 0.3% -0.5%     1438 1518 1057 1 15 10 -0.5% -24.9% -3.0% -0.6% 7.4% 0.2%
10/31/01                      1,437.65 0.1868% 1059.78 1022.26 2.72% 1.81% -0.41% 1438 1060 1022 2.7% 1.8%       -0.4% 1438 1518 1057 0 14 9 0.0% -30.2% -3.3% 2.5% 1.6% -0.6%
9/30/01                      1,399.55 0.2211% 1040.94 1026.47 2.37% -8.17% -0.47% 1400 1041 1026 2.4%       -8.2% -0.5% 1400 1518 1057 0 13 8 0.0% -31.4% -2.9% 2.1% -8.4% -0.7%
8/31/01                      1,367.18 0.2922% 1133.58 1031.32 0.83% -6.41% -1.51% 1367 1134 1031 0.8%       -6.4% -1.5% 1367 1518 1057 0 12 7 0.0% -25.3% -2.4% 0.5% -6.7% -1.8%
7/31/01                      1,355.96 0.3049% 1211.23 1047.13 1.69% -1.07% 1.44% 1356 1211 1047 1.7%   1.4%   -1.1%   1356 1518 1057 0 11 6 0.0% -20.2% -0.9% 1.4% -1.4% 1.1%
6/30/01                      1,333.44 0.2934% 1224.38 1032.27 -0.10% -2.50% -1.23% 1333 1224 1032       -0.1% -2.5% -1.2% 1335 1518 1057 1 10 5 -0.1% -19.3% -2.3% -0.4% -2.8% -1.5%
5/31/01                      1,334.71 0.3142% 1255.82 1045.12 1.42% 0.51% 0.27% 1335 1256 1045 1.4% 0.5% 0.3%       1335 1518 1057 0 9 4 0.0% -17.3% -1.1% 1.1% 0.2% 0.0%
4/30/01                      1,316.08 0.3263% 1249.46 1042.31 -0.43% 7.68% 1.48% 1316 1249 1042   7.7% 1.5% -0.4%     1327 1518 1057 2 8 3 -0.8% -17.7% -1.4% -0.8% 7.4% 1.2%
3/31/01                      1,321.74 0.3856% 1160.33 1027.11 -0.37% -6.42% -0.16% 1322 1160 1027       -0.4% -6.4% -0.2% 1327 1518 1057 1 7 2 -0.4% -23.5% -2.8% -0.8% -6.8% -0.5%
2/28/01                      1,326.65 0.3843% 1239.94 1028.75 0.90% -9.23% -2.68% 1327 1240 1029 0.9%       -9.2% -2.7% 1327 1518 1057 0 6 1 0.0% -18.3% -2.7% 0.5% -9.6% -3.1%
1/31/01                      1,314.84 0.4493% 1366.01 1057.08 0.13% 3.46% 2.43% 1315 1366 1057 0.1% 3.5% 2.4%       1315 1518 1057 0 5 0 0.0% -10.0% 0.0% -0.3% 3.0% 2.0%
12/31/00                      1,313.12 0.5045% 1320.28 1032.00 8.51% 0.41% 1.26% 1313 1320 1032 8.5% 0.4% 1.3%       1313 1518 1032 0 4 0 0.0% -13.0% 0.0% 8.0% -0.1% 0.8%
11/30/00                      1,210.19 0.5227% 1314.95 1019.16 4.23% -8.01% 1.75% 1210 1315 1019 4.2%   1.8%   -8.0%   1235 1518 1019 8 3 0 -2.0% -13.4% 0.0% 3.7% -8.5% 1.2%
10/31/00                      1,161.05 0.5342% 1429.4 1001.63 1.95% -0.49% -0.71% 1161 1429 1002 2.0%       -0.5% -0.7% 1235 1518 1015 7 2 5 -6.0% -5.8% -1.3% 1.4% -1.0% -1.2%
9/30/00                      1,138.81 0.5079% 1436.51 1008.80 1.03% -5.35% 0.38% 1139 1437 1009 1.0%   0.4%   -5.3%   1235 1518 1015 6 1 4 -7.8% -5.3% -0.6% 0.5% -5.9% -0.1%
8/31/00                      1,127.20 0.5334% 1517.68 1004.98 -2.30% 6.07% -0.10% 1127 1518 1005   6.1%   -2.3%   -0.1% 1235 1518 1015 5 0 3 -8.7% 0.0% -1.0% -2.8% 5.5% -0.6%
7/31/00                      1,153.69 0.5215% 1430.83 1005.98 -0.11% -1.63% -0.08% 1154 1431 1006       -0.1% -1.6% -0.1% 1235 1499 1015 4 4 2 -6.6% -4.5% -0.9% -0.6% -2.2% -0.6%
6/30/00                      1,155.00 0.4816% 1454.6 1006.79 1.48% 2.39% -0.84% 1155 1455 1007 1.5% 2.4%       -0.8% 1235 1499 1015 3 3 1 -6.5% -2.9% -0.8% 1.0% 1.9% -1.3%
5/31/00                      1,138.13 0.5087% 1420.6 1015.32 -2.15% -2.19% 2.23% 1138 1421 1015     2.2% -2.2% -2.2%   1235 1499 1015 2 2 0 -7.8% -5.2% 0.0% -2.7% -2.7% 1.7%
4/30/00                      1,163.18 0.4784% 1452.43 993.17 -5.79% -3.08% -1.44% 1163 1452 993       -5.8% -3.1% -1.4% 1235 1499 1010 1 1 4 -5.8% -3.1% -1.7% -6.3% -3.6% -1.9%
3/31/00                      1,234.64 0.4977% 1498.58 1007.68 9.13% 9.67% 0.86% 1235 1499 1008 9.1% 9.7% 0.9%       1235 1499 1010 0 0 3 0.0% 0.0% -0.3% 8.6% 9.2% 0.4%
2/29/00                      1,131.32 0.4663% 1366.42 999.09 2.42% -2.01% -1.00% 1131 1366 999 2.4%       -2.0% -1.0% 1131 1469 1010 0 2 2 0.0% -7.0% -1.1% 2.0% -2.5% -1.5%
1/31/00                      1,104.57 0.4671% 1394.46 1009.18 3.77% -5.09% -0.12% 1105 1394 1009 3.8%       -5.1% -0.1% 1105 1469 1010 0 1 1 0.0% -5.1% -0.1% 3.3% -5.6% -0.6%
12/31/99                      1,064.45 0.4552% 1469.25 1010.39 -1.67% 5.78% 1.41% 1064 1469 1010   5.8% 1.4% -1.7%     1096 1469 1010 8 0 0 -2.9% 0.0% 0.0% -2.1% 5.3% 1.0%
11/30/99                      1,082.52 0.4299% 1388.91 996.34 5.79% 1.91% 0.42% 1083 1389 996 5.8% 1.9% 0.4%       1096 1389 1009 7 0 7 -1.2% 0.0% -1.3% 5.4% 1.5% 0.0%
10/31/99                      1,023.31 0.4264% 1362.93 992.18 0.47% 6.25% -1.40% 1023 1363 992 0.5% 6.3%       -1.4% 1096 1373 1009 6 4 6 -6.6% -0.7% -1.7% 0.0% 5.8% -1.8%
9/30/99                      1,018.52 0.3962% 1282.71 1006.26 -1.77% -2.86% 1.62% 1019 1283 1006     1.6% -1.8% -2.9%   1096 1373 1009 5 3 5 -7.1% -6.6% -0.3% -2.2% -3.3% 1.2%
8/31/99                      1,036.89 0.4136% 1320.41 990.22 2.26% -0.63% 0.78% 1037 1320 990 2.3%   0.8%   -0.6%   1096 1373 1009 4 2 4 -5.4% -3.8% -1.9% 1.8% -1.0% 0.4%
7/31/99                      1,013.94 0.3983% 1328.72 982.56 -0.21% -3.20% -0.44% 1014 1329 983       -0.2% -3.2% -0.4% 1096 1373 1009 3 1 3 -7.5% -3.2% -2.6% -0.6% -3.6% -0.8%
6/30/99                      1,016.04 0.3879% 1372.71 986.90 0.26% 5.44% 0.33% 1016 1373 987 0.3% 5.4% 0.3%       1096 1373 1009 2 0 2 -7.3% 0.0% -2.2% -0.1% 5.1% -0.1%
5/31/99                      1,013.43 0.3932% 1301.84 983.66 -7.53% -2.50% -2.51% 1013 1302 984       -7.5% -2.5% -2.5% 1096 1335 1009 1 1 1 -7.5% -2.5% -2.5% -7.9% -2.9% -2.9%
4/30/99                      1,096.01 0.3625% 1335.18 1008.98 4.28% 3.79% 0.49% 1096 1335 1009 4.3% 3.8% 0.5%       1096 1335 1009 0 0 0 0.0% 0.0% 0.0% 3.9% 3.4% 0.1%
3/31/99                      1,051.06 0.3881% 1286.37 1004.06 -2.09% 3.88% 0.47% 1051 1286 1004   3.9% 0.5% -2.1%     1074 1286 1004 1 0 0 -2.1% 0.0% 0.0% -2.5% 3.5% 0.1%
2/28/99                      1,073.51 0.3498% 1238.33 999.36 1.38% -3.23% 2.18% 1074 1238 999 1.4%   2.2%   -3.2%   1074 1280 1000 0 1 5 0.0% -3.2% -0.1% 1.0% -3.6% 1.8%
1/31/99                      1,058.86 0.3779% 1279.64 978.04 4.10% 4.10% -0.08% 1059 1280 978 4.1% 4.1%       -0.1% 1062 1280 1000 2 0 4 -0.3% 0.0% -2.2% 3.7% 3.7% -0.5%
12/31/98                      1,017.19 0.3822% 1229.23 978.83 -4.22% 5.64% 1.17% 1017 1229 979   5.6% 1.2% -4.2%     1062 1229 1000 1 0 3 -4.2% 0.0% -2.1% -4.6% 5.3% 0.8%
11/30/98                      1,062.04 0.3723% 1163.63 967.51 3.74% 5.91% -2.42% 1062 1164 968 3.7% 5.9%       -2.4% 1062 1164 1000 0 0 2 0.0% 0.0% -3.2% 3.4% 5.5% -2.8%
10/31/98                      1,023.75 0.3457% 1098.67 991.50 2.38% 8.03% -0.85% 1024 1099 992 2.4% 8.0%       -0.9% 1024 1099 1000 0 0 1 0.0% 0.0% -0.9% 2.0% 7.7% -1.2%
9/30/98                      1,000.00 0.3896% 1017.01 1000.00       1000 1017 1000         1000 1017 1000 0 0 0  
0