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SMN Investment Services GmbH - Diversified Futures
September 18, 2006
| Advisor Name: |
SMN Investment Services GmbH |
| Program Name: |
Diversified Futures |
| Address: |
Rotenturmstrasse 16-18
Vienna, A-1010 |
| Telephone Number: |
43.1513.2551 |
| Status: |
Managed Futures Advisor
Commodity Trading Advisor |
| Yearly Statistics |
| Year |
Return |
Drawdown |
Assets |
| 2006 |
0.66 % |
-8.33 % |
$290,400,000 |
| 2005 |
-3.67 % |
-13.93 % |
$265,200,000 |
| 2004 |
-8.77 % |
-28.74 % |
$325,200,000 |
| 2003 |
33.89 % |
-8.22 % |
$196,100,000 |
| 2002 |
16.52 % |
-12.15 % |
$63,100,000 |
| 2001 |
8.11 % |
-19.59 % |
$59,000,000 |
| 2000 |
7.54 % |
-6.35 % |
$56,000,000 |
| 1999 |
-3.30 % |
-10.60 % |
$67,100,000 |
| 1998 |
16.79 % |
-8.29 % |
$59,000,000 |
| 1997 |
12.55 % |
-6.79 % |
$25,000,000 |
| 1996 |
7.70 % |
0.00 % |
$5,500,000 |
| Year by Year Analysis |
| Total Number of Years: |
11 |
| Average Year: |
8.00 % |
| Largest Year: |
33.89 % |
| Smallest Year: |
( -8.77 %) |
| Standard Dev. of Year Returns: |
12.00 % |
| Average Win/Average Lose: |
2.47 |
|
|
| Month by Month Analysis |
| Total Number of Months: |
116 |
| Average Month: |
0.82 % |
| Largest Month: |
18.43 % |
| Smallest Month: |
(-15.18 %) |
| Standard Dev. of Monthly Returns: |
5.31 % |
| Average Win/Average Lose: |
1.13 |
|
| Month by Month Returns |
| Year |
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
| 1996 |
- - |
- - |
- - |
- - |
- - |
- - |
- - |
- - |
- - |
- - |
6.68 |
0.96 |
| 1997 |
3.38 |
3.82 |
-3.39 |
-2.23 |
-1.01 |
3.89 |
7.86 |
-5.69 |
0.60 |
-1.76 |
1.61 |
5.68 |
| 1998 |
2.48 |
3.46 |
0.39 |
-2.78 |
3.51 |
1.73 |
0.68 |
5.36 |
7.30 |
-5.75 |
-2.69 |
2.67 |
| 1999 |
-4.15 |
3.34 |
-4.87 |
6.28 |
-7.29 |
0.21 |
-2.98 |
1.55 |
-1.87 |
0.13 |
-0.60 |
8.01 |
| 2000 |
-2.85 |
0.88 |
-3.16 |
1.48 |
2.39 |
-1.60 |
-1.48 |
5.66 |
-4.10 |
-2.35 |
3.09 |
10.28 |
| 2001 |
-0.50 |
3.33 |
12.93 |
-12.71 |
0.49 |
-5.30 |
-3.20 |
0.12 |
18.43 |
3.37 |
-7.16 |
1.76 |
| 2002 |
-5.63 |
-2.87 |
-4.16 |
0.07 |
1.98 |
7.40 |
11.96 |
6.66 |
6.51 |
-3.87 |
-4.15 |
3.26 |
| 2003 |
13.07 |
9.39 |
-5.66 |
1.90 |
8.70 |
-6.52 |
1.84 |
-3.59 |
1.48 |
5.25 |
-1.14 |
6.89 |
| 2004 |
1.84 |
8.73 |
-5.54 |
-15.18 |
-1.01 |
-4.72 |
-1.54 |
-4.22 |
5.14 |
2.26 |
7.45 |
0.07 |
| 2005 |
-5.32 |
-2.41 |
-1.76 |
-5.18 |
1.25 |
3.29 |
-2.30 |
1.82 |
0.33 |
-0.76 |
10.37 |
-2.11 |
| 2006 |
1.19 |
-3.48 |
5.30 |
6.77 |
-6.37 |
-2.09 |
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