
| ASSET | MONTH | % RETURN | 
|---|---|---|
| the S&P 500 (GSPC)    | January 2004    | 1.73%    | 
| the S&P 500 (GSPC)    | February 2004    | 1.22%    | 
| the S&P 500 (GSPC)    | March 2004    | -1.64%    | 
| the S&P 500 (GSPC)    | April 2004    | -1.68%    | 
| the S&P 500 (GSPC)    | May 2004    | 1.21%    | 
| the S&P 500 (GSPC)    | June 2004    | 1.8%    | 
| the S&P 500 (GSPC)    | July 2004    | -3.43%    | 
| the S&P 500 (GSPC)    | August 2004    | 0.23%    | 
| the S&P 500 (GSPC)    | September 2004    | 0.94%    | 
| the S&P 500 (GSPC)    | October 2004    | 1.4%    | 
| the S&P 500 (GSPC)    | November 2004    | 3.86%    | 
| the S&P 500 (GSPC)    | December 2004    | 3.25%    |