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Strategic Investments - Modified Stragetic Program

September 18, 2006

Advisor Name: Strategic Investments
Program Name: Modified Stragetic Program
Address: 302 Rivershire Court

Lincolnshire, IL 60069
Telephone Number: 847.883.8748
Status: Managed Futures Advisor
Commodity Trading Advisor
Yearly Statistics
Year Return Drawdown Assets
2006 11.12 % -1.48 % $200,000
2005 11.51 % -9.62 % $300,000
2004 -7.94 % -18.34 % $500,000
2003 24.61 % -5.22 % $500,000
2002 8.60 % -8.04 % $200,000
2001 14.08 % -7.71 % $100,000
2000 1.98 % -7.01 % $100,000
1999 -0.54 % -5.74 % $100,000
1998 21.72 % -5.64 % $100,000
1997 13.99 % -8.13 % $100,000
1996 29.09 % -6.87 % $100,000
1995 15.31 % -10.27 % $200,000
1994 2.79 % -11.12 % $100,000
1993 54.72 % -9.43 % $100,000
1992 10.69 % -9.26 % $100,000

Year by Year Analysis
Total Number of Years: 15
Average Year: 14.12 %
Largest Year: 54.72 %
Smallest Year: ( -7.94 %)
Standard Dev. of Year Returns: 14.83 %
Average Win/Average Lose: 4.00
Month by Month Analysis
Total Number of Months: 167
Average Month: 1.22 %
Largest Month: 12.27 %
Smallest Month: ( -9.55 %)
Standard Dev. of Monthly Returns: 4.20 %
Average Win/Average Lose: 1.41

Month by Month Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
1992 - - - - - - - - - - - - 10.92 8.20 1.64 -5.12 -1.06 -3.34
1993 4.37 12.27 -0.39 4.94 7.10 2.61 10.52 -8.25 -1.29 2.70 3.61 7.92
1994 -7.04 -2.43 10.29 -4.56 -3.04 3.19 -3.60 -3.45 10.20 5.36 -1.13 0.71
1995 -0.75 5.50 10.71 4.16 -2.11 -2.03 -2.25 -2.55 -1.78 2.80 2.61 0.90
1996 4.98 -6.08 9.22 7.07 -1.46 -1.67 -3.88 3.85 3.56 3.61 5.49 2.27
1997 6.74 -2.02 -1.60 -0.38 -4.35 1.36 8.88 -1.19 0.82 -1.20 2.89 4.01
1998 2.18 -2.35 0.33 -3.69 5.88 1.13 0.65 6.48 9.30 2.15 -2.11 0.66
1999 -4.00 -1.81 1.48 1.05 -0.31 3.50 -4.04 2.87 -2.79 -0.94 2.61 2.24
2000 0.21 1.07 -3.75 -0.54 2.04 -3.32 -0.75 3.54 -4.18 4.67 1.01 2.41
2001 -0.01 2.55 8.46 -5.13 -2.72 0.08 1.56 2.27 6.91 3.27 -3.83 0.70
2002 -1.60 -0.92 -2.39 -3.37 1.03 2.38 0.60 1.67 2.56 -2.37 -0.32 11.84
2003 5.99 2.75 -5.22 2.48 10.02 -4.00 -1.18 2.19 0.40 3.31 0.20 6.27
2004 -1.77 -1.88 2.68 -9.55 -2.44 -2.33 -1.46 -2.84 6.28 4.45 3.67 -2.04
2005 -3.95 0.31 0.38 -6.55 1.19 6.67 4.49 1.46 1.11 0.59 4.53 1.42
2006 1.67 2.75 5.87 1.99 -0.95

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