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TYL Trading, LLC - TYL Diversified

September 18, 2006

Advisor Name: TYL Trading, LLC
Program Name: TYL Diversified
Address: 2701 Johnston Street
Suite 310
Lafayette, LA 70503
Telephone Number: 337.593.8595
Status: Managed Futures Advisor
Commodity Trading Advisor
Yearly Statistics
Year Return Drawdown Assets
2006 5.91 % -2.88 % $8,000,000
2005 8.27 % -2.15 % $1,900,000

Year by Year Analysis
Total Number of Years: 2
Average Year: 7.09 %
Largest Year: 8.27 %
Smallest Year: ( 5.91 %)
Standard Dev. of Year Returns: 1.67 %
Average Win/Average Lose: - -
Month by Month Analysis
Total Number of Months: 11
Average Month: 1.29 %
Largest Month: 7.26 %
Smallest Month: ( -2.88 %)
Standard Dev. of Monthly Returns: 2.82 %
Average Win/Average Lose: 1.43

Month by Month Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2005 - - - - - - - - - - - - - - 7.26 -1.72 -0.44 1.80 1.34
2006 2.02 -2.88 2.05 4.48 0.16 0.09

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