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AlphaPlus
FoF L.P.

| |
Jan. |
Feb. |
March |
Apr. |
May |
June |
July |
Aug. |
Sept. |
Oct. |
Nov. |
Dec. |
Year |
| 2008 |
+1.09% |
+4.17% |
+0.39% |
+0.88% |
+2.77% |
|
|
|
|
|
|
|
+9.61%
|
| 2007 |
-0.15%
|
+1.34%
|
-1.39% |
+1.76% |
+1.49% |
+0.64% |
+0.05% |
+0.48% |
+4.52% |
+0.89% |
+0.37% |
+2.77% |
+13.34%
|
| 2006 |
+5.84%
|
+0.11% |
+1.17% |
+3.78% |
-0.44% |
-0.51% |
-2.29% |
+1.06% |
-0.14% |
+2.98% |
+1.73% |
+2.55%
|
+16.22% |
| 2005 |
+0.29%
|
+2.93% |
+1.87% |
+0.43% |
+1.03% |
+3.33% |
+2.10% |
+2.55% |
+2.58% |
+1.45% |
+2.41% |
+1.50%
|
+24.87% |
| 2004 |
+3.38%
|
+5.12% |
+1.99% |
+0.43% |
-0.99% |
-1.16% |
+2.29% |
-0.97% |
+3.39% |
+1.06% |
+2.99% |
-0.32%
|
+19.65% |
| 2003 |
+3.75%
|
+1.87% |
-3.61% |
+2.54% |
+4.29% |
+2.30% |
+1.77% |
+0.34% |
+3.08% |
+6.51% |
-0.53% |
+1.88%
|
+26.62% |
| 2002 |
-1.12%
|
-0.45% |
+2.88% |
-0.28% |
+3.84% |
+4.86% |
+5.00% |
+1.98% |
-1.50% |
+1.26% |
+2.49% |
+0.48%
|
+20.94% |
| 2001 |
|
|
|
|
|
|
|
-2.22% |
+6.14% |
+1.36% |
+1.61% |
+0.52%
|
+7.44%
|
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Time Windows Analysis
|
1
Month
|
3
Month
|
6
Month
|
12
Month
|
|
Number of Periods
|
83
|
80
|
77
|
71
|
|
Percent Profitable
|
77.11%
|
91.14%
|
100%
|
100%
|
|
Average Period Return
|
1.50%
|
4.77%
|
9.69%
|
20.44%
|
|
Average Gain
|
2.24%
|
5.46%
|
9.69%
|
20.44%
|
|
Average Loss
|
(1.09%)
|
(1.27%)
|
NA
|
|
|
Best Period
|
6.51%
|
14.34%
|
20.91%
|
37.76%
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Worst Period
|
(3.61%)
|
(3.16%)
|
(0.74%)
|
8.50%
|
|
Standard Deviation
|
1.98%
|
3.47%
|
4.93%
|
7.20%
|
|
Gain Standard Deviation
|
1.46%
|
2.97%
|
4.93%
|
7.20%
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Loss Standard Deviation
|
0.97%
|
0.97%
|
NA
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|
Sharpe Ratio (5.00%)
|
0.64
|
1.16
|
1.64
|
2.40
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Average Gain/Average Loss
|
2.05
|
4.30
|
|
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Profit/Loss Ratio
|
7.11
|
39.15
|
NA
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PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE
OF FUTURE RESULTS.
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