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Tucson Asset Management, Inc. - TAMI Global Trading Program

September 18, 2006

Advisor Name: Tucson Asset Management, Inc.
Program Name: TAMI Global Trading Program
Address: 4350 La Jolla Village Drive
Suite 340
San Diego, CA 92122
Telephone Number: 888-300-TAMI;858.558.9595
Status: Managed Futures Advisor
Commodity Trading Advisor
Yearly Statistics
Year Return Drawdown Assets
2006 -7.36 % -10.56 % $33,000,000
2005 -9.55 % -11.91 % $39,000,000
2004 -9.28 % -18.81 % $35,300,000
2003 6.15 % -19.77 % $58,300,000
2002 20.29 % -10.85 % $57,300,000
2001 34.41 % -1.54 % $44,400,000
2000 17.52 % -7.37 % $31,500,000
1999 44.94 % -8.28 % $26,800,000
1998 46.45 % -30.13 % $10,700,000
1997 -3.48 % -12.82 % $7,900,000

Year by Year Analysis
Total Number of Years: 10
Average Year: 14.01 %
Largest Year: 46.45 %
Smallest Year: ( -9.55 %)
Standard Dev. of Year Returns: 22.11 %
Average Win/Average Lose: 3.81
Month by Month Analysis
Total Number of Months: 107
Average Month: 1.31 %
Largest Month: 25.88 %
Smallest Month: (-13.87 %)
Standard Dev. of Monthly Returns: 7.23 %
Average Win/Average Lose: 1.53

Month by Month Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
1997 - - - - - - - - - - - - 8.13 -0.43 0.97 -3.67 -9.50 1.85
1998 -6.75 -7.47 -5.99 -13.87 17.35 0.90 0.73 18.74 17.52 3.81 -0.27 21.65
1999 2.85 5.44 5.18 16.03 1.78 3.37 3.32 -7.51 -0.83 2.39 6.85 0.40
2000 -4.96 4.68 -0.80 -1.52 1.81 -3.86 5.70 -2.61 -4.89 2.65 7.35 14.50
2001 -0.21 -1.33 17.42 0.27 -1.34 2.25 0.26 4.91 2.61 5.31 -0.14 1.26
2002 5.97 -10.43 20.39 -1.39 -1.70 13.45 0.56 -4.05 1.82 -6.69 -2.20 6.77
2003 1.60 -0.17 -3.80 -7.42 25.88 -1.79 10.61 -2.36 9.70 -11.37 -7.34 -2.31
2004 -5.30 -0.09 -2.46 4.99 -2.13 -9.00 -5.91 7.73 -3.81 2.51 7.08 -1.77
2005 -4.72 -2.72 1.29 5.03 1.28 2.81 -6.06 3.58 -4.85 -2.25 0.39 -3.04
2006 2.45 -2.27 -3.33 1.16 -6.42

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