
| ASSET | MONTH | % RETURN | 
|---|---|---|
| SPY    | January 2000    | -5.82%    | 
| SPY    | February 2000    | -1.65%    | 
| SPY    | March 2000    | 9.54%    | 
| SPY    | April 2000    | -3.35%    | 
| SPY    | May 2000    | -2.56%    | 
| SPY    | June 2000    | 1.35%    | 
| SPY    | July 2000    | -1.74%    | 
| SPY    | August 2000    | 6.07%    | 
| SPY    | September 2000    | -6.04%    | 
| SPY    | October 2000    | -0.92%    | 
| SPY    | November 2000    | -7.01%    | 
| SPY    | December 2000    | -1.2%    |