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| Period | Market Neutral | S & P 500 | |
| January 2002 | 7.81 % | -6.65 % | |
| February 2002 | 5.91 % | 5.43 % | |
| March 2002 | 8.60 % | -1.48 % | |
| April 2002 | 8.84 % | -4.42 % | |
| May 2002 | -0.55 % | -4.21 % | |
| June 2002 | 5.90 % | -8.40 % | |
| July 2002 | -3.07 % | -9.85 % | |
| August 2002 | 2.56 % | 3.84 % | |
| September 2002 | 5.88 % | -5.04 % | |
| October 2002 | -3.80 % | 7.90 % | |
| November 2002 | 0.00 % | 0.66 % | |
| December 2002 | 0.00 % | -4.40 % | |
| January 2003 | 0.29 % | -2.27 % | |
| February 2003 | -0.69 % | -4.42 % | |
| March 2003 | -0.70 % | 7.18 % | |
| April 2003 | 5.65 % | 5.22 % | |
| May 2003 | 2.06 % | 4.31 % | |
| June 2003 | 5.32 % | 1.55 % | |
| July 2003 | 4.03 % | 0.10 % | |
| August 2003 | -1.30 % | 2.54 % | |
| September 2003 | 0.00 % | 1.20 % | |
| October 2003 | -2.48 % | 2.99 % | |
| November 2003 | -0.53 % | 1.33 % | |
| December 2003 | 3.87 % | 4.10 % | |
| January 2004 | -3.97 % | 2.07 % | |
| February 2004 | 1.59 % | 1.22 % | |
| March 2004 | 0.71 % | -1.57 % | |
| April 2004 | -3.09 % | -1.75 % | |
| May 2004 | 2.05 % | 1.21 % | |
| June 2004 | 2.68 % | 0.42 % | |
| July 2004 | -0.74 % | -2.10 % | |
| August 2004 | 0.00 % | 1.08 % | |
| September 2004 | -2.20 % | 1.90 % | |
| October 2004 | -1.50 % | -0.40 % | |
| November 2004 | -2.90 % | 5.32 % | |
| December 2004 | 0.11 % | 1.81 % | |
| January 2005 | 4.23 % | -1.86 % | |
| Feburary 2005 | 2.11 % | 1.77 % | |
| March 2005 | 5.10 % | -3.10 % | |
| April 2005 | -0.60 % | -1.37 % | |
| May 2005 | 0.90 % | 3.00 % | |
| June 2005 | -1.17 % | 0.25 % | |
| July 2005 | 0.61 % | 3.33 % | |
In calculating performance, Market Neutral Strategy uses the following conventions:
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