stock rental business Portfolio To Date

In measuring the performance of the Active Model Portfolio, we assume that positions are held to expiry and all unexercised positions are liquidated. The portfollio starts each expiration month in cash and all positions are opened the Monday after expiration Friday. The model portfolio does not reflect exogenous variables like transaction costs or taxes. Performance tracked since August 18, 2007 Inception.

U.S. Portfolio as of June 18, 2010

CANADIAN Portfolio as of June 18, 2010