Thursday, August 21, 2008

8/21/2008

G/L
10d,Theta
10d,65%VAR
10d,95%VAR
10d,99%VAR
1.0%
1.0%
1.2%
6.8%
16.5%

August 2008 Result

August 2008 Return: 2.4%

Low risk, low return. Account is stable.