
| ASSET | MONTH | % RETURN | 
|---|---|---|
the S&P 500 (GSPC)     | January 2011     | 2.27%     | 
the S&P 500 (GSPC)     | February 2011     | 2.95%     | 
the S&P 500 (GSPC)     | March 2011     | -0.21%     | 
the S&P 500 (GSPC)     | April 2011     | 2.57%     | 
the S&P 500 (GSPC)     | May 2011     | -1.47%     | 
the S&P 500 (GSPC)     | June 2011     | -1.83%     | 
the S&P 500 (GSPC)     | July 2011     | -2.15%     | 
the S&P 500 (GSPC)     | August 2011     | -5.7%     | 
the S&P 500 (GSPC)     | September 2011     | -7.19%     | 
the S&P 500 (GSPC)     | October 2011     | 10.79%     | 
the S&P 500 (GSPC)     | November 2011     | -0.32%     | 
the S&P 500 (GSPC)     | December 2011     | 0.86%     |