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Transtrend B.V. - Diversified Trend Program - Standard Program

September 18, 2006

Advisor Name: Transtrend B.V.
Program Name: Diversified Trend Program - Standard Program
Address: Admiraliteitskade 73
P.O. Box 4112
Rotterdam, 3006 AC
Telephone Number: 31.10.453.6500
Status: Managed Futures Advisor
Commodity Trading Advisor
Yearly Statistics
Year Return Drawdown Assets
2006 -1.15 % -2.64 % $172,000,000
2005 4.57 % -3.07 % $190,000,000
2004 8.44 % -6.06 % $186,000,000
2003 4.75 % -4.77 % $109,000,000
2002 15.26 % -2.71 % $94,000,000
2001 17.63 % -1.84 % $84,000,000
2000 8.92 % -2.98 % $73,400,000
1999 -0.42 % -6.00 % $77,000,000
1998 16.40 % -3.39 % $187,100,000
1997 21.10 % -5.83 % $113,600,000
1996 17.14 % -3.80 % $61,700,000
1995 21.03 % -3.83 % $30,200,000
1994 10.30 % -6.26 % $19,700,000
1993 5.52 % -0.39 % $11,600,000

Year by Year Analysis
Total Number of Years: 14
Average Year: 10.68 %
Largest Year: 21.10 %
Smallest Year: ( -1.15 %)
Standard Dev. of Year Returns: 7.49 %
Average Win/Average Lose: 16.04
Month by Month Analysis
Total Number of Months: 153
Average Month: 0.95 %
Largest Month: 12.73 %
Smallest Month: ( -5.83 %)
Standard Dev. of Monthly Returns: 2.71 %
Average Win/Average Lose: 1.81

Month by Month Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
1993 - - - - - - - - - - - - - - - - - - -0.39 0.97 4.92
1994 1.12 1.17 6.35 -0.05 1.57 0.92 -2.64 -3.72 1.37 -1.29 6.02 -0.49
1995 -3.83 6.16 7.52 -0.22 4.21 2.63 -1.18 -0.41 0.54 -1.26 1.73 3.95
1996 2.53 -3.80 0.08 5.48 -1.88 -0.09 2.03 4.27 4.30 4.71 0.72 -1.93
1997 4.99 3.73 -1.16 -2.24 -0.31 0.65 9.78 -0.15 1.28 -5.83 3.88 5.61
1998 1.14 0.10 2.16 -3.39 2.42 0.62 -2.21 12.73 1.87 -0.15 -0.38 1.19
1999 -2.32 0.99 -1.56 2.03 -1.79 3.10 1.06 -1.67 0.48 -4.86 1.61 2.83
2000 1.17 -1.18 -1.64 -0.06 1.85 -1.63 -0.31 1.42 0.72 1.98 3.52 2.90
2001 0.19 0.89 4.25 -1.13 0.91 -0.49 3.23 1.67 5.09 0.72 -1.84 3.11
2002 -0.81 -0.59 1.01 -0.91 1.18 4.91 3.82 2.09 2.16 -1.71 -1.02 4.44
2003 3.23 2.66 -3.37 2.53 3.75 -1.62 -1.73 -0.18 -1.32 1.59 -0.47 -0.13
2004 1.53 3.44 -1.11 -2.16 -0.16 -1.51 -0.92 -0.35 0.99 1.86 5.67 1.12
2005 -3.07 1.73 1.50 -2.18 0.95 2.62 1.86 -0.24 1.09 -0.15 2.36 -1.80
2006 1.08 -1.65 0.79 1.33 -1.94 -0.71

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