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Diamond Capital Management LLC - Option Trading Program

September 18, 2006

Advisor Name: Diamond Capital Management LLC
Program Name: Option Trading Program
Address: 5311 North Plaza Drive

Menomonee Falls, WI 53051
Telephone Number: 262.790.9175
Status: Managed Futures Advisor
Commodity Trading Advisor
Yearly Statistics
Year Return Drawdown Assets
2006 4.73 % -0.73 % $28,300,000
2005 10.98 % -0.20 % $23,200,000
2004 16.06 % 0.00 % $5,600,000
2003 4.36 % -3.17 % $1,800,000
2002 27.60 % 0.00 % $700,000
2001 13.13 % -2.90 % $ 0

Year by Year Analysis
Total Number of Years: 6
Average Year: 12.81 %
Largest Year: 27.60 %
Smallest Year: ( 4.36 %)
Standard Dev. of Year Returns: 8.60 %
Average Win/Average Lose: - -
Month by Month Analysis
Total Number of Months: 64
Average Month: 1.13 %
Largest Month: 5.50 %
Smallest Month: ( -3.17 %)
Standard Dev. of Monthly Returns: 1.50 %
Average Win/Average Lose: 0.89

Month by Month Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2001 - - - - -2.90 3.96 1.05 2.18 3.97 0.57 -2.20 1.64 1.90 2.48
2002 5.50 2.85 1.23 0.38 1.30 1.41 0.74 1.89 2.39 2.08 2.88 2.07
2003 -3.17 3.02 0.81 0.98 0.40 -2.51 2.62 1.33 1.18 1.20 0.51 -1.89
2004 3.21 1.73 0.09 1.51 1.57 1.29 1.18 1.09 0.73 1.10 0.94 0.58
2005 1.10 1.22 0.82 -0.20 1.60 0.76 0.05 1.62 1.54 1.30 -0.17 0.85
2006 0.68 0.61 1.53 0.64 -0.73 1.93

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