
| ASSET | MONTH | % RETURN | 
|---|---|---|
| SPY    | January 2005    | -2.8%    | 
| SPY    | February 2005    | 2.01%    | 
| SPY    | March 2005    | -1.95%    | 
| SPY    | April 2005    | -2.43%    | 
| SPY    | May 2005    | 2.94%    | 
| SPY    | June 2005    | 0.12%    | 
| SPY    | July 2005    | 3.59%    | 
| SPY    | August 2005    | -1.01%    | 
| SPY    | September 2005    | 0.86%    | 
| SPY    | October 2005    | -2.3%    | 
| SPY    | November 2005    | 4.01%    | 
| SPY    | December 2005    | -0.67%    |