Investment Futures Growth Fund - SP Trader Fund - Summary Performance To 2000-2003

Performance Summary 2000 - 2003

All Trades

Total Net Profit	$88,700.00	Profit Factor	2.01
Gross Profit	$176,605.00	Gross Loss	($87,905.00)

Open Position Profit/Loss	$0.00

Select Total Net Profit	$67,195.00	Select Profit Factor	1.90
Select Gross Profit	$142,055.00	Select Gross Loss	($74,860.00)

Adjusted Total Net Profit	$86,665.37	Adjusted Profit Factor	2.08
Adjusted Gross Profit	$167,244.95	Adjusted Gross Loss	($80,579.58)

Total Number of Trades	500	Precent Profitable	71.26%
Winning Trades	356	Losing Trades	144
Even Trades	0

Avg. Trade Net Profit	$177.40	Ratio Avg. Win:Avg. Loss	0.81
Avg. Winning Trade	$496.08	Avg. Loosing Trade	($610.45)
Largest Winning Trade	$2,130.00	Largest Loosing Trade	($1,295.00)

Largest Winner as % of Gross Profit	240%	Largest Loser as % of Gross Loss	(1.46%)

Net Profit as % of Largest Loss	6849.42%
Slct. Net Profit as % of Largest Loss	5188.80%	Adj. Net Profit as % of Largest Loss	6692.31%

Max. Consecutive Winning Trades	14	Max. Consecutive Losing Trades	3
Avg. Bars in Winning Trades	1.66	Avg. Bars in Losing Trades	1.85
Avg. Bars in Total Trades	1.72

Max. Shares/Contracts Held	2	Account Size Required	$8,267.50
Total Commission	$35,070.00	Total Slippage	$0.00

Return on Initial Capital	354.80%	Annual Rate of Return	22.43%
Buy and Hold Return	(32.32%)	Return on Account	1072.88%
Avg. Monthly Return	$1,793.28	Std. Deviation of Monthly Return	$1,201.96

Return Retracement Ratio	n/a	RINA Index	n/a
Sharpe Ratio	5.07	K-Ratio	n/a

Trading Period	4 Yrs, 5 Dys,	Percent of Time in the Market	60.32%
Trading Period	9 Hrs	Percent of Time in the Market	60.32%
Time in the Market	2 Yrs, 4 Mths,	Longest Flat Period	12 Dys 9 Hrs
Time in the Market	6 Dys, 12 Hrs	Longest Flat Period	12 Dys 9 Hrs

Max. Equity Run-up	$88,825.00
Date of Max. E. Run-up	12/12/2003	Max. E. Run-up as % of Initial Capital	3553,00%
Date of Max. E. Run-up	16:15	Max. E. Run-up as % of Initial Capital	3553,00%