Yutaka Futures Co., Ltd. - Arbitrage Program
September 18, 2006
| Advisor Name: | Yutaka Futures Co., Ltd. |
| Program Name: | Arbitrage Program |
| Address: | 6-8 Koami-cho Nihonbashi Chuo-Ku Tokyo, 103-0016 |
| Telephone Number: | 813.3669.0131 |
| Status: | Managed Futures Advisor Commodity Trading Advisor |
| Yearly Statistics | |||
| Year | Return | Drawdown | Assets |
| 2006 | 2.04 % | -1.06 % | $8,900,000 |
| 2005 | 8.16 % | -3.67 % | $7,400,000 |
| 2004 | -2.64 % | -7.29 % | $9,400,000 |
| 2003 | 5.67 % | -3.18 % | $10,600,000 |
| 2002 | 28.53 % | -0.69 % | $700,000 |
| 2001 | 5.68 % | -5.14 % | $800,000 |
| 2000 | -1.19 % | -8.33 % | $1,000,000 |
| 1999 | -4.99 % | -10.00 % | $1,800,000 |
| 1998 | 6.22 % | -9.46 % | $4,600,000 |
| 1997 | 27.01 % | -0.71 % | $1,300,000 |
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| Month by Month Returns | ||||||||||||
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 1997 | - - | - - | - - | - - | - - | -0.71 | 11.51 | 5.59 | 1.57 | 0.45 | 4.22 | 2.17 |
| 1998 | -0.18 | -4.21 | 5.18 | 1.84 | 3.77 | 2.29 | 5.14 | 1.37 | -2.93 | -6.73 | 3.01 | -1.71 |
| 1999 | -0.77 | 1.90 | 0.72 | -0.94 | 1.61 | -0.05 | -0.99 | -1.44 | -0.95 | 2.72 | -9.31 | 2.98 |
| 2000 | -1.18 | 4.20 | -4.74 | -1.77 | -2.03 | 1.12 | 3.01 | 0.29 | -1.98 | -0.58 | 2.81 | 0.01 |
| 2001 | 2.50 | -0.30 | 3.47 | 1.35 | -1.54 | 2.39 | 3.12 | -1.74 | -1.56 | 1.39 | -0.07 | -3.21 |
| 2002 | 4.03 | 1.82 | 1.41 | 2.46 | 3.95 | -0.69 | 2.18 | 2.27 | 1.54 | 2.90 | 2.25 | 1.33 |
| 2003 | 1.84 | -1.23 | 1.65 | 0.63 | 1.34 | -0.18 | 2.39 | -0.44 | 0.48 | -3.18 | 3.56 | -1.15 |
| 2004 | 0.87 | 0.09 | 1.26 | 1.43 | -3.76 | -2.01 | -0.10 | -0.12 | -1.47 | 1.07 | 1.82 | -1.59 |
| 2005 | -0.05 | -1.31 | 1.59 | 2.95 | 1.10 | 1.98 | -0.07 | -2.47 | -1.16 | 1.56 | 2.28 | 1.62 |
| 2006 | -1.06 | 0.54 | 0.23 | 0.28 | 0.28 | 1.77 | ||||||
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