(Through 6/1/07) NDX Wk 22: +2.064% NDX Q1: +0.880% NDX YTD: +9.754% NDX Max Drawdown: -7.225% (2/22/07-3/5/07) BLB Wk 22: +0.069% BLB Q1: +1.310% BLB YTD: +4.033% BLB Max Drawdown: -3.226% (4/10/07-5/15/07) AME* : 51/94 = .543 Days Invested: 56 Days in Cash: 38 BLB Portfolio Stats: Up Weeks: 13 - Largest: +1.656% - Average: +0.607% Down Weeks: 9 - Largest: -1.440% - Average: -0.447% Up Months: 4 - Largest: +1.515% - Average: +1.027% Down Months: 1 - Largest: -0.129% - Average: -0.129% IRR: +9.90% Portfolio Value: $10,403.30 Capital Gains: +$292.60 Interest Income: +$110.70 *Average Market Exposure; NDX = 1.0
(Through 6/8/07) NDX Wk 23: -1.141% NDX Q1: +0.880% NDX YTD: +8.501% NDX Max Drawdown: -7.225% (2/22/07-3/5/07) BLB Wk 23: +0.053% BLB Q1: +1.310% BLB YTD: +4.088% BLB Max Drawdown: -3.226% (4/10/07-5/15/07) AME* : 54/99 = .545 Days Invested: 60 Days in Cash: 39 BLB Portfolio Stats: Up Weeks: 14 - Largest: +1.656% - Average: +0.568% Down Weeks: 9 - Largest: -1.440% - Average: -0.447% Up Months: 4 - Largest: +1.515% - Average: +1.027% Down Months: 1 - Largest: -0.129% - Average: -0.129% IRR: +9.50% Portfolio Value: $10,408.78 Capital Gains: +$295.68 Interest Income: +$113.10 *Average Market Exposure; NDX = 1.0
(Through 6/15/07) NDX Wk 24: +1.896% NDX Q1: +0.880% NDX YTD: +10.559% NDX Max Drawdown: -7.225% (2/22/07-3/5/07) BLB Wk 24: +1.081% BLB Q1: +1.310% BLB YTD: +5.219% BLB Max Drawdown: -3.226% (4/10/07-5/15/07) AME* : 57.5/104 = .553 Days Invested: 64 Days in Cash: 40 BLB Portfolio Stats: Up Weeks: 15 - Largest: +1.656% - Average: +0.602% Down Weeks: 9 - Largest: -1.440% - Average: -0.447% Up Months: 4 - Largest: +1.515% - Average: +1.027% Down Months: 1 - Largest: -0.129% - Average: -0.129% IRR: +11.80% Portfolio Value: $10,521.94 Capital Gains: +$405.84 Interest Income: +$116.10 *Average Market Exposure; NDX = 1.0