| Performance Record |
| Month |
System Return % |
S&P 500 Return % |
| 6/30/05 |
1.46% |
-0.01% |
| 5/31/05 |
0.26% |
4.22% |
| 4/30/05 |
0.31% |
-3.17% |
| 3/31/05 |
-1.93% |
-1.91% |
| 2/28/05 |
-1.80% |
1.89% |
| 1/31/05 |
-4.09% |
-2.53% |
| 12/31/04 |
-7.80% |
3.25% |
| 11/30/04 |
-3.62% |
3.86% |
| 10/31/04 |
-5.40% |
1.40% |
| 9/30/04 |
-2.88% |
0.94% |
| 8/31/04 |
-3.37% |
0.23% |
| 7/31/04 |
-0.29% |
-3.40% |
| 6/30/04 |
-8.35% |
1.77% |
| 5/31/04 |
-1.13% |
1.21% |
| 4/30/04 |
9.58% |
-1.68% |
| 3/31/04 |
0.96% |
-1.64% |
| 2/29/04 |
7.80% |
1.22% |
| 1/31/04 |
-1.20% |
1.73% |
| 12/31/03 |
2.32% |
5.08% |
| 11/30/03 |
5.10% |
0.71% |
| 10/31/03 |
0.40% |
5.50% |
| 9/30/03 |
7.10% |
-1.19% |
| 8/31/03 |
-5.90% |
1.79% |
| 7/31/03 |
5.90% |
1.62% |
| 6/30/03 |
-4.58% |
4.05% |
| 5/31/03 |
12.31% |
2.15% |
| 4/30/03 |
6.48% |
8.10% |
| 3/31/03 |
9.07% |
0.84% |
| 2/28/03 |
-0.57% |
-1.70% |
| 1/31/03 |
-0.93% |
-2.74% |
| 12/31/02 |
1.10% |
-6.03% |
| 11/30/02 |
-6.53% |
5.71% |
| 10/31/02 |
1.48% |
8.64% |
| 9/30/02 |
17.63% |
-11.00% |
| Actual Trading Began September 2002 |
| P&L Based on $50,000 Starting Acct Balance |
|
| Monthly Return Statistics |
| Satori Trading |
S&P 500 |
| Winning Months |
17 |
22 |
| Losing Months |
17 |
12 |
| % of profitable months |
50.00% |
64.71% |
| Avg Winning Month |
5.25% |
3.00% |
| Avg Losing Month |
-3.55% |
-3.08% |
| Max peak-to-valley(%) |
-34.16% |
-10.16% |
| Max peak-to-valley(m) |
14 |
8 |
| Annualized Sharpe Ratio |
0.42 |
0.64 |
| Mnthly Std. Dev. |
5.92% |
3.88% |
| Downside Deviation |
2.55% |
2.90% |
| Minimum Investment |
$50,000 |
|
Satori Trading Disclosure Document
|
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