% TFE	% SET	% Cash	% Short
Date	TFE	SET Index	Performance	Performance
21-Oct-97	100.0000	13.18
31-Oct-97	100.6107	11.15	0.61%	-15.36%
28-Nov-97	103.2894	9.74	2.66%	-12.66%	21.3%	0.0%
31-Dec-97	94.9043	8.00	-8.12%	-17.89%	19.7%	0.0%
30-Jan-98	112.9372	9.21	19.00%	15.20%	13.3%	0.0%
28-Feb-98	164.9573	12.29	46.06%	33.38%	3.7%	0.9%
31-Mar-98	156.8914	11.83	-4.89%	-3.71%	17.4%	0.3%
30-Apr-98	151.1464	10.65	-3.66%	-10.03%	10.5%	9.3%
30-May-98	144.9566	8.05	-4.10%	-24.37%	12.7%	13.8%
30-Jun-98	137.8441	6.32	-4.91%	-21.50%	13.1%	21.6%
31-Jul-98	132.8954	6.55	-3.59%	3.57%	8.4%	22.6%
31-Aug-98	131.9802	5.12	-0.69%	-21.77%	17.2%	25.1%
30-Sep-98	138.5773	6.41	5.00%	25.25%	9.0%	11.5%
31-Oct-98	139.4326	8.98	0.62%	40.08%	2.3%	7.8%
30-Nov-98	124.9503	10.04	-10.39%	11.73%	15.6%	11.9%
31-Dec-98	126.9282	9.71	1.58%	-3.27%	18.6%	9.5%
31-Jan-99	117.5739	9.85	-7.37%	1.45%	11.2%	0.0%
28-Feb-99	105.9219	9.13	-9.91%	-7.32%	4.1%	5.6%
31-Mar-99	98.0395	9.36	-7.44%	2.52%	5.3%	0.0%
30-Apr-99	110.0197	12.34	12.22%	31.83%	0.2%	0.0%
28-May-99	115.0177	12.21	4.54%	-0.99%	1.5%	0.0%
30-Jun-99	181.1391	14.13	57.49%	15.65%	5.5%	0.0%
30-Jul-99	165.5512	12.30	-8.61%	-12.90%	43.6%	0.0%
31-Aug-99	163.7054	11.48	-1.11%	-6.74%	42.8%	0.0%
30-Sep-99	155.6824	9.52	-4.90%	-17.08%	38.3%	0.0%
31-Oct-99	160.0140	10.21	2.78%	7.34%	36.7%	0.0%
30-Nov-99	154.1281	10.83	-3.68%	5.99%	28.1%	0.0%
30-Dec-99	169.4127	12.84	9.92%	18.64%	11.1%	0.0%
31-Jan-00	162.4552	12.74	-4.11%	-0.78%	1.1%	0.0%
29-Feb-00	148.2577	9.84	-8.74%	-22.79%	33.5%	0.0%
31-Mar-00	177.7305	10.57	19.88%	7.47%	17.7%	0.0%
30-Apr-00	178.5398	10.26	0.46%	-2.93%	21.5%	0.0%
31-May-00	160.8006	8.26	-9.94%	-19.52%	11.2%	0.0%
30-Jun-00	164.5905	8.32	2.36%	0.70%	11.9%	0.0%
31-Jul-00	149.0201	6.87	-9.46%	-17.40%	6.4%	0.0%
31-Aug-00	155.5821	7.52	4.40%	9.42%	21.2%	0.0%
29-Sep-00	145.6203	6.57	-6.40%	-12.65%	30.0%	0.0%
31-Oct-00	135.4800	6.17	-6.96%	-5.98%	19.2%	0.0%
30-Nov-00	137.9482	6.33	1.82%	2.54%	27.5%	0.0%
29-Dec-00	132.4588	6.23	-3.98%	-1.58%	30.4%	0.0%
31-Jan-01	144.9145	7.82	9.40%	25.45%	2.3%	0.0%
28-Feb-01	139.3672	7.56	-3.83%	-3.22%	23.4%	0.0%
30-Mar-01	126.6772	6.50	-9.11%	-14.08%	41.1%	0.0%
30-Apr-01	125.2260	6.60	-1.15%	1.53%	39.9%	0.0%
31-May-01	137.9338	6.84	10.15%	3.72%	24.7%	0.0%
29-Jun-01	145.8166	7.13	5.71%	4.10%	22.0%	0.0%
31-Jul-01	135.4892	6.51	-7.08%	-8.68%	15.7%	0.0%
31-Aug-01	157.0543	7.61	15.92%	17.01%	8.5%	0.0%
28-Sep-01	137.6453	6.23	-12.36%	-18.13%	37.5%	0.0%
31-Oct-01	135.0189	6.16	-1.91%	-1.24%	27.5%	0.0%
30-Nov-01	148.5084	6.89	9.99%	11.85%	13.7%	0.0%
28-Dec-01	148.2992	6.87	-0.14%	-0.18%	12.7%	0.0%
31-Jan-02	164.4149	7.75	10.87%	12.83%	6.2%	0.0%
28-Feb-02	178.1352	8.50	8.34%	9.64%	37.3%	0.0%
29-Mar-02	184.4844	8.60	3.56%	1.17%	51.5%	0.0%
30-Apr-02	183.6193	8.59	-0.47%	-0.11%	32.8%	0.0%
31-May-02	201.8514	9.62	9.93%	12.01%	17.2%	0.0%
28-Jun-02	197.4510	9.36	-2.18%	-2.72%	1.5%	0.0%
31-Jul-02	192.0107	8.98	-2.76%	-4.05%	10.7%	0.0%
30-Aug-02	189.2818	8.56	-1.42%	-4.73%	20.1%	0.0%
30-Sep-02	179.2783	7.65	-5.28%	-10.63%	30.0%	1.6%
31-Oct-02	185.6822	8.25	3.57%	7.91%	24.9%	1.5%
29-Nov-02	186.0971	8.39	0.22%	1.61%	21.5%	2.3%
27-Dec-02	188.9881	8.24	1.55%	-1.72%	19.4%	1.6%
31-Jan-03	189.5867	8.66	0.32%	5.01%	0.3%	1.0%
28-Feb-03	186.9933	8.47	-1.37%	-2.18%	9.4%	0.8%
31-Mar-03	189.1013	8.51	1.13%	0.48%	9.1%	0.0%
30-Apr-03	197.2842	8.75	4.33%	2.80%	5.7%	0.0%
30-May-03	219.8258	9.67	11.43%	10.62%	1.8%	0.0%
30-Jun-03	241.0728	10.99	9.67%	13.57%	2.9%	0.0%
31-Jul-03	256.6764	11.53	6.47%	4.96%	21.0%	3.0%
29-Aug-03	299.2466	13.05	16.59%	13.12%	-9.0%	0.0%
30-Sep-03	349.6864	14.48	16.86%	10.96%	-8.0%	0.0%
31-Oct-03	408.1618	16.02	16.72%	10.67%	-3.6%	0.0%
28-Nov-03	421.3377	16.19	3.23%	1.05%	1.9%	0.0%
31-Dec-03	476.0749	19.48	12.99%	20.32%	8.9%	0.0%
30-Jan-04	480.2728	17.80	0.88%	-8.62%	22.8%	0.0%
27-Feb-04	495.3586	18.21	3.14%	2.33%	11.3%	0.8%
31-Mar-04	451.5348	16.39	-8.85%	-10.00%	31.4%	1.8%
30-Apr-04	426.5096	16.21	-5.54%	-1.12%	29.9%	0.3%
31-May-04	422.7512	15.82	-0.88%	-2.39%	38.3%	5.3%
30-Jun-04	427.8347	15.79	1.20%	-0.19%	31.3%	4.4%
30-Jul-04	420.6587	15.41	-1.68%	-2.43%	28.0%	0.0%
31-Aug-04	424.3150	15.00	0.87%	-2.66%	31.1%	0.3%
30-Sep-04	457.0152	15.56	7.71%	3.71%	12.1%	0.0%
29-Oct-04	430.4564	15.30	-5.81%	-1.64%	21.8%	0.0%
30-Nov-04	477.8887	16.62	11.02%	8.61%	19.10%	0.00%
30-Dec-04	475.1253	17.11	-0.58%	2.95%	13.20%	0.00%
31-Jan-05	500.1459	18.21	5.27%	6.43%	6.40%	0.00%
28-Feb-05	526.087	19.37	5.19%	6.37%	4.40%	0.00%
31-Mar-05	493.9997	17.40	-6.10%	-10.17%	18.30%	1.70%
29-Apr-05	484.8751	16.66	-1.85%	-4.25%	25.90%	3.90%
31-May-05	463.2672	16.46	-4.46%	-1.20%	24.40%	3.90%
30-Jun-05	455.1567	16.38	-1.75%	-0.49%	31.20%	1.10%
29-Jul-05	446.6662	16.20	-1.87%	-1.10%	28.70%	0.70%
31-Aug-05	453.551	16.88	1.54%	4.20%	30.00%	0.70%
30-Sep-05	465.1058	17.64	2.55%	4.48%	30.00%	0.70%
31-Oct-05	448.7460	16.75	-3.52%	-5.05%	30.00%	0.70%
30-Nov-05	422.2403	16.19	-5.91%	-3.31%	30.00%	0.70%
31-Dec-05	431.5241	17.39	2.20%	7.40%	35.40%	0.70%
31-Jan-06	450.0612	19.56	4.30%	12.46%	11.50%	0.00%
28-Feb-06	444.9998	19.03	-1.12%	-2.70%	14.60%	0.00%
31-Mar-06	453.6653	18.89	1.95%	-0.75%	8.50%	0.00%
28-Apr-06	477.6257	20.48	5.28%	8.42%	7.80%	0.00%
31-May-06	434.6090	18.60	-9.01%	-9.19%	9.30%	0.00%
30-Jun-06	399.3633	17.78	-8.11%	-4.41%	13.50%	7.10%
31-Jul-06	409.8772	18.26	2.63%	2.72%	15.20%	11.10%
31-Aug-06	420.8452	18.38	2.68%	0.63%	18.80%	10.73%
29-Sep-06	427.6407	18.27	1.61%	-0.59%	18.90%	10.53%
31-Oct-06	453.2561	19.71	5.99%	7.88%	15.60%	9.84%
30-Nov-06	483.1627	20.59	6.60%	4.49%	9.00%	9.17%
29-Dec-06	456.9538	19.18	-5.42%	-6.87%	10.80%	9.59%
31-Jan-07	428.3313	18.26	-6.26%	-4.79%	12.40%	6.36%
28-Feb-07	459.1724	19.09	7.20%	4.55%	7.90%	0.00%
30-Mar-07	470.4078	19.24	2.45%	0.80%	7.40%	0.00%
30-Apr-07	498.2543	20.11	5.92%	4.50%	8.00%	0.00%
30-May-07	522.7011	21.28	4.91%	5.84%	11.10%	0.00%
29-Jun-07	583.5424	22.50	11.64%	5.70%	10.10%	0.00%
31-Jul-07	651.1923	25.46	11.59%	13.16%	3.60%	0.00%
31-Aug-07	620.2129	23.69	-4.76%	-6.92%	3.70%	0.00%
28-Sep-07	649.0777	24.68	4.65%	4.15%	3.40%	0.00%
31-Oct-07	691.7596	26.70	6.58%	8.18%	-0.10%	0.56%
30-Nov-07	655.6564	25.02	-5.22%	-6.29%	8.90%	17.30%
28-Dec-07	645.9175	25.45	-1.49%	1.72%	14.60%	0.30%
31-Jan-08	591.2079	23.74	-8.47%	-6.70%	16.00%	16.61%
29-Feb-08	646.1706	26.49	9.30%	11.56%	23.30%	27.03%
31-Mar-08	623.7297	26.00	-3.47%	-1.83%	16.40%	27.92%
30-Apr-08	638.9732	26.27	2.44%	1.02%	18.40%	35.06%
30-May-08	650.7532	25.66	1.84%	-2.32%	16.40%	33.70%
30-Jun-08	603.7598	22.98	-7.22%	-10.42%	19.90%	30.83%
31-Jul-08	574.4949	20.18	-4.85%	-12.22%	18.40%	43.16%
29-Aug-08	537.5779	20.00	-6.43%	-0.87%	15.70%	44.50%
30-Sep-08	472.7009	17.62	-12.07%	-11.92%	22.50%	49.47%
31-Oct-08	396.1091	11.88	-16.20%	-32.57%	46.70%	52.94%
28-Nov-08	386.8622	11.33	-2.33%	-4.64%	45.50%	56.12%
30-Dec-08	377.2328	12.95	-2.49%	14.33%	42.90%	45.31%
30-Jan-09	387.5927	12.51	2.75%	-3.39%	36.40%	62.50%
27-Feb-09	384.6653	11.92	-0.76%	-4.71%	36.52%	63.48%
31-Mar-09	375.3837	12.16	-2.41%	1.97%	32.40%	62.60%
30-Apr-09	388.1038	13.94	3.39%	14.62%	32.40%	69.30%
29-May-09	413.7736	16.33	6.61%	17.17%	24.40%	66.50%
30-Jun-09	395.7271	17.54	-4.36%	7.43%	33.50%	34.10%
31-Jul-09	416.836	18.36	5.33%	4.68%	42.30%	6.10%
31-Aug-09	435.6807	19.21	4.52%	4.60%	39.70%	6.60%
30-Sep-09	470.4361	21.44	7.98%	11.64%	28.30%	1.50%
31-Oct-09	470.2209	20.49	-0.05%	-4.47%	18.90%	0.80%
30-Nov-09	467.0815	20.74	-0.67%	1.26%	17.90%	0.40%
30-Dec-09	503.1718	22.01	7.73%	6.12%	17.10%	0.50%
29-Jan-10	476.0158	21.01	-5.40%	-4.57%	18.80%	0.70%
26-Feb-10	503.5885	21.83	5.79%	3.91%	20.10%	0.70%
31-Mar-10	584.9557	24.37	16.16%	11.63%	14.70%	0.40%
30-Apr-10	564.624	23.64	-3.48%	-2.99%	18.60%	1.20%
31-May-10	546.6731	23.08	-3.18%	-2.38%	26.60%	1.40%
30-June-10	626.2987	24.59	14.57%	6.57%	4.40%	0.00%
31-July-10	664.735	26.55	6.14%	7.94%	6.20%	0.00%
31-Aug-10	733.6232	29.20	10.36%	10.01%	10.20%	0.00%
30-Sep-10	798.2599	32.21	8.81%	10.29%	8.20%	0.00%
31-Oct-10	844.2664	32.94	5.76%	2.26%	4.60%	0.00%
30-Nov-10	966.0664