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Sunrise Capital Partners LLC - CIMCO Program

September 18, 2006

Advisor Name: Sunrise Capital Partners LLC
Program Name: CIMCO Program
Address: 990 Highland Drive
Suite 303
Solana Beach, CA 92075-2472
Telephone Number: 858.259.8911
Status: Managed Futures Advisor
Commodity Trading Advisor
Yearly Statistics
Year Return Drawdown Assets
2006 7.35 % -1.70 % $204,100,000
2005 1.13 % -13.40 % $194,500,000
2004 1.22 % -22.29 % $200,800,000
2003 0.94 % -20.14 % $145,700,000
2002 13.33 % -13.59 % $117,600,000
2001 9.17 % -16.89 % $97,500,000
2000 10.90 % -17.80 % $96,700,000
1999 -0.65 % -8.76 % $86,200,000
1998 7.72 % -8.15 % $68,800,000
1997 -3.02 % -6.69 % $91,700,000
1996 26.08 % -10.40 % $66,800,000
1995 50.87 % -5.61 % $60,600,000

Year by Year Analysis
Total Number of Years: 12
Average Year: 10.42 %
Largest Year: 50.87 %
Smallest Year: ( -3.02 %)
Standard Dev. of Year Returns: 14.99 %
Average Win/Average Lose: 7.01
Month by Month Analysis
Total Number of Months: 137
Average Month: 0.97 %
Largest Month: 30.80 %
Smallest Month: (-16.82 %)
Standard Dev. of Monthly Returns: 5.62 %
Average Win/Average Lose: 1.36

Month by Month Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
1995 -5.61 4.09 30.80 6.01 -1.83 -0.10 1.35 11.66 -2.42 0.88 0.71 0.65
1996 1.78 -10.40 3.98 6.39 -1.40 -0.62 -2.35 3.11 3.33 12.07 5.05 4.13
1997 1.67 1.08 -1.32 -1.17 -1.57 0.25 4.75 -4.85 -0.60 -1.34 0.56 -0.23
1998 0.13 1.87 4.10 -3.03 0.36 4.71 -1.62 5.64 4.29 -2.57 -4.87 -0.90
1999 -2.16 -1.67 4.08 3.31 -1.16 2.65 -4.59 0.07 0.33 -4.75 5.36 -1.53
2000 9.26 -7.15 -1.53 -2.63 0.45 -4.67 -3.58 4.90 -0.20 -0.26 7.17 10.35
2001 2.12 4.01 6.52 -9.28 2.64 -1.78 0.33 3.62 11.68 9.33 -16.82 -0.08
2002 -2.02 -5.68 -1.29 -1.35 4.07 12.71 4.01 1.36 8.68 -6.64 -7.44 8.44
2003 10.11 2.56 -8.72 -1.40 5.90 -4.37 -2.84 -0.08 -9.75 3.86 -3.44 11.60
2004 4.38 10.20 1.70 -8.80 -3.10 -3.50 -3.40 -5.20 -0.50 4.00 5.80 1.20
2005 -7.20 -2.60 -0.30 -3.90 1.80 2.80 -1.10 0.90 2.00 0.40 8.00 1.10
2006 0.10 -0.50 3.00 5.50 0.90

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