
| ASSET | MONTH | % RETURN | 
|---|---|---|
| SPY    | January 2006    | 1.92%    | 
| SPY    | February 2006    | 0.32%    | 
| SPY    | March 2006    | 1.36%    | 
| SPY    | April 2006    | 1.08%    | 
| SPY    | May 2006    | -3.01%    | 
| SPY    | June 2006    | 0.32%    | 
| SPY    | July 2006    | 0.33%    | 
| SPY    | August 2006    | 2.59%    | 
| SPY    | September 2006    | 2.31%    | 
| SPY    | October 2006    | 3.18%    | 
| SPY    | November 2006    | 1.67%    | 
| SPY    | December 2006    | 1.34%    |