Built by Text2HtmlPerformance Report - 08/06/08 **************************** Long Position (Fund) : RYMKX Short Position (Index): RYVNX =========================================================== Signal Pair Trade history of RYRSX/RYIRX using FST 08/06/08 =========================================================== Fund = RYRSX Index = RYIRX 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 ----- -------- -------- ---- ---- ----- ----- RYIRX 06/01/06 06/12/06 11 16.3 1163 RYRSX 06/12/06 06/19/06 7 -0.8 1153 RYIRX 06/19/06 07/14/06 25 -0.8 1143 RYRSX 07/14/06 07/26/06 12 3.3 1181 RYIRX 07/26/06 12/22/06 149 -20.2 942 RYRSX 12/22/06 01/05/07 14 -1.5 928 RYIRX 01/05/07 01/24/07 19 -4.3 889 RYRSX 01/24/07 01/31/07 7 1.4 901 RYIRX 01/31/07 02/28/07 28 2.1 920 RYRSX 02/28/07 03/16/07 16 -3.9 884 RYIRX 03/16/07 03/23/07 7 -7.5 818 RYRSX 03/23/07 05/09/07 47 6.2 869 RYIRX 05/09/07 06/29/07 51 0.9 877 RYRSX 06/29/07 07/09/07 10 5.0 920 RYIRX 07/09/07 07/27/07 18 20.1 1105 RYRSX 07/27/07 08/20/07 24 0.9 1115 RYIRX 08/20/07 10/08/07 49 -12.9 971 RYRSX 10/08/07 10/15/07 7 -2.7 945 RYIRX 10/15/07 11/21/07 37 23.7 1169 RYRSX 11/21/07 11/27/07 6 0.7 1178 RYIRX 11/27/07 12/21/07 24 -11.3 1045 RYRSX 12/21/07 12/27/07 6 -3.1 1012 RYIRX 12/27/07 01/23/08 27 23.7 1252 RYRSX 01/23/08 01/28/08 5 2.6 1284 RYIRX 01/28/08 02/04/08 7 -5.9 1209 RYRSX 02/04/08 02/11/08 7 -6.2 1134 RYIRX 02/11/08 04/30/08 79 -9.5 1026 RYRSX 04/30/08 05/07/08 7 0.2 1028 RYIRX 05/07/08 06/30/08 54 6.1 1090 RYRSX 06/30/08 Holding 37 9.5 1194 LastValue 1194, AnnRet 8.4%, Mdd 35.6% on 03/28/07 Fund Index ---- ----- Trades 15 15 Winning trades 9 7 Days held 212 585 Total %return 10.9 7.7 Annual %return 19.4 4.7 Buy-hold annual %return -9.6 -5.8