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Yutaka Futures Co., Ltd. - Octopus Program

September 18, 2006

Advisor Name: Yutaka Futures Co., Ltd.
Program Name: Octopus 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 -0.08 % -1.38 % $5,200,000
2005 9.03 % -1.28 % $3,300,000
2004 -0.87 % -6.11 % $9,300,000
2003 24.87 % -1.15 % $5,000,000
2002 37.38 % -2.17 % $300,000
2001 -7.89 % -7.89 % $100,000
2000 -11.58 % -19.23 % $100,000
1999 5.98 % -3.48 % $100,000

Year by Year Analysis
Total Number of Years: 8
Average Year: 7.11 %
Largest Year: 37.38 %
Smallest Year: (-11.58 %)
Standard Dev. of Year Returns: 16.59 %
Average Win/Average Lose: 3.78
Month by Month Analysis
Total Number of Months: 83
Average Month: 0.60 %
Largest Month: 8.19 %
Smallest Month: ( -7.14 %)
Standard Dev. of Monthly Returns: 2.49 %
Average Win/Average Lose: 1.09

Month by Month Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
1999 - - - - - - - - - - - - - - 3.85 2.71 -3.48 4.22 -1.23
2000 1.59 1.38 -2.00 -1.50 0.02 -7.14 -4.23 -4.27 -1.73 1.25 3.56 1.36
2001 -0.85 0.19 -2.50 0.74 -1.75 0.92 0.51 -1.17 0.07 -2.42 2.93 -4.64
2002 8.19 0.92 -2.17 2.16 4.42 -0.02 -0.91 6.78 4.12 3.03 1.65 4.52
2003 3.28 1.93 3.84 4.40 2.30 0.82 3.94 0.28 0.78 -1.15 2.40 -0.23
2004 1.28 0.53 1.53 1.00 -4.11 0.08 -0.25 -0.54 -1.39 0.37 0.47 0.28
2005 -0.85 1.57 1.02 1.13 -0.04 0.44 -0.07 0.73 -1.28 2.24 2.02 1.84
2006 -0.65 0.97 0.38 -0.51 -0.87 0.61

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