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International Equity Plus Performance

International Equity Plus EAFE ETF* S&P 500 ETF*
September 6, 2010 $8.49 $0.00 $7.33 $0.00 $8.29 $0.00
September return to date 6.4% 5.1% 5.3%
Year to date -10.6% -5.0% -0.5%
12 trailing months -9.2% 0.0% 8.7%
return since inception (3/1/08) -15.1% -26.7% -17.1%
     * scaled to $10.00 on 3/1/08
 

Monthly Statistics

Annualized Return Since Inception

–8.6%

Annualized Return Relative to EAFE Index

+5.5%

Maximum Drawdown   (June 2008 - Feb. 2009)

–47.9%

Best Month   (Dec. 2008)

+17.4%

Worst Month   (Oct. 2008)

–19.6%

Average Month

–0.3%

Standard Deviation of Monthly Returns

9.2%

% Winning Months

43%

Correlation with EAFE Index

95%

Assets Under Management

$4.7 million

 

 

Monthly Returns

  2008 2009 2010
Jan   –9.9% –7.1%
Feb   –9.3% 0.5%
Mar 4.3% 10.6% 5.9%
Apr 5.2% 16.4% –2.4%
May –0.0% 13.7% –11.9%
Jun –6.4% –1.0% –4.7%
Jul –1.7% 8.9% 13.0%
Aug –6.5% 5.5% –8.2%
Sep –11.9% 3.6%  
Oct –19.6% –3.3%  
Nov –10.8% –0.4%  
Dec 17.4% 0.2%  
Year –30.1% 35.8% –9.7%


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PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
FUTURES TRADING IS SPECULATIVE AND INVOLVES A HIGH DEGREE OF RISK.

 


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