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Performance > SICS
SICS Performance
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
FOR COMPLETE
PERFORMANCE AND RISK INFORMATION FOR EACH
STRATEGY AND PROGRAM PLEASE REFER TO THE
DISCLOSURE DOCUMENT.
| Stock Index Credit Spread |
CAPSULE PERFORMANCE TABLE
Monthly % Rate of Return (Net of all
fees) |
| Month |
2011 |
2010 |
2009 |
2008 |
2007 |
2006 |
| January |
1.69 |
3.54 |
1.08 |
(10.43) |
2.57 |
|
| February |
2.07 |
1.88 |
0.88 |
6.48 |
(3.38) |
|
| March |
0.77 |
1.69 |
(3.58) |
2.85 |
(2.67) |
|
| April |
2.50 |
(1.68) |
8.11 |
5.02 |
(17.72) |
|
| May |
1.54 |
(21.59) |
4.51 |
7.20 |
(0.12) |
|
| June |
1.11 |
7.82 |
4.76 |
3.99 |
8.39 |
|
| July |
(0.72) |
0.40 |
(0.57) |
2.05 |
(7.47) |
|
| August |
(26.06) |
2.59 |
3.45 |
2.50 |
(1.19) |
|
| September |
(11.90) |
2.49 |
2.37 |
(55.46) |
9.41 |
|
| October |
(3.31) |
6.15 |
1.44 |
(16.60) |
6.58 |
|
| November |
10.88 |
0.07 |
3.88 |
(4.43) |
1.87 |
|
| December |
|
6.28 |
5.92 |
10.66 |
11.38 |
(1.14) |
| Annual Year -to-date |
(23.68) |
6.26 |
36.77 |
(52.81) |
3.94 |
(1.14) |
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