Built by Text2HtmlPerformance Report - 08/06/08 **************************** Long Position (Fund) : RYMKX Short Position (Index): RYVNX =========================================================== Signal Pair Trade history of RYRHX/RYSHX using FST 08/06/08 =========================================================== Fund = RYRHX Index = RYSHX Signal = FST Delay = 1 FnuFile = StartDate = 03/03/03 StopDate = 08/06/08 HoldMinDays = 5 PenaltyDays = 0 Penalty = 0.00% Buy Sell Hold Pcnt Pos Next Fund Date Date Days Gain Value Trade ----- -------- -------- ---- ---- ----- ----- RYSHX 06/02/06 06/12/06 10 7.9 1079 RYRHX 06/12/06 06/19/06 7 -0.0 1078 RYSHX 06/19/06 07/14/06 25 0.1 1079 RYRHX 07/14/06 07/26/06 12 1.7 1098 RYSHX 07/26/06 12/22/06 149 -9.3 996 RYRHX 12/22/06 01/05/07 14 -0.6 990 RYSHX 01/05/07 01/24/07 19 -2.0 970 RYRHX 01/24/07 01/31/07 7 0.7 976 RYSHX 01/31/07 02/28/07 28 1.3 989 RYRHX 02/28/07 03/16/07 16 -1.7 972 RYSHX 03/16/07 03/23/07 7 -3.8 936 RYRHX 03/23/07 05/09/07 47 3.2 966 RYSHX 05/09/07 06/29/07 51 1.0 976 RYRHX 06/29/07 07/09/07 10 2.5 1000 RYSHX 07/09/07 07/27/07 18 9.9 1099 RYRHX 07/27/07 08/20/07 24 0.9 1108 RYSHX 08/20/07 10/08/07 49 -6.1 1040 RYRHX 10/08/07 10/15/07 7 -1.3 1026 RYSHX 10/15/07 11/21/07 37 11.9 1147 RYRHX 11/21/07 11/27/07 6 0.4 1152 RYSHX 11/27/07 12/21/07 24 -5.6 1087 RYRHX 12/21/07 12/27/07 6 -1.5 1071 RYSHX 12/27/07 01/23/08 27 11.4 1194 RYRHX 01/23/08 01/28/08 5 1.3 1209 RYSHX 01/28/08 02/04/08 7 -2.9 1173 RYRHX 02/04/08 02/11/08 7 -3.0 1138 RYSHX 02/11/08 04/30/08 79 -3.9 1093 RYRHX 04/30/08 05/07/08 7 0.2 1096 RYSHX 05/07/08 06/30/08 54 3.2 1131 RYRHX 06/30/08 Holding 37 4.7 1184 LastValue 1184, AnnRet 8.1%, Mdd 18.0% on 03/28/07 Fund Index ---- ----- Trades 15 15 Winning trades 9 8 Days held 212 584 Total %return 7.3 10.4 Annual %return 12.7 6.4 Buy-hold annual %return -1.1 1.1