(Through 8/24/07) NDX Wk 34: +3.844% NDX Q1: +0.880% NDX Q2: +9.126% NDX YTD: +11.639% NDX Max Drawdown: -10.078% (7/19/07-8/16/07) BLB Wk 34: -0.408% BLB Q1: +1.310% BLB Q2: +6.610% BLB YTD: +20.237% BLB Max Drawdown: -8.814% (6/28/07-7/19/07) AME* : 114/153 = .745 Days Invested: 105 Days in Cash: 48 BLB Portfolio Stats: Up Weeks: 21 - Largest: +8.309% - Average: +1.466% Down Weeks: 13 - Largest: -4.201% - Average: -0.905% Up Months: 6 - Largest: +3.819% - Average: +1.836% Down Months: 1 - Largest: -0.129% - Average: -0.129% IRR: +32.60% AdjIRR**: +43.76% Portfolio Value: $12,023.65 Capital Gains: +$1885.35 Interest Income: +$138.30 *Average Market Exposure; NDX = 1.0 ** AdjIRR = IRR/AME
Trading ProFunds as before. Starting capital split into 3 "sub-accounts": A) 55000 dedicated to trading 'Nasdaq 100' based funds. B) 30000 dedicated to trading 'Dow Jones U.S. Oil & Gas Index' based funds C) 15000 dedicated to trading 'Dow Jones Precious Metals Index' based funds. Money Market accumulates zero interest. Positions for Monday: A) 100% cash B) 20000 SNPIX (short) c) 5000 SPPIX (short)