
| ASSET | MONTH | % RETURN | 
|---|---|---|
| SPY    | January 1997    | 5.42%    | 
| SPY    | February 1997    | 0.56%    | 
| SPY    | March 1997    | -4.08%    | 
| SPY    | April 1997    | 6.44%    | 
| SPY    | May 1997    | 6.16%    | 
| SPY    | June 1997    | 3.88%    | 
| SPY    | July 1997    | 7.7%    | 
| SPY    | August 1997    | -5.37%    | 
| SPY    | September 1997    | 4.45%    | 
| SPY    | October 1997    | -3.35%    | 
| SPY    | November 1997    | 2.62%    | 
| SPY    | December 1997    | 1.28%    |