Investment Futures Growth Fund - SP Trader Fund - Performance And Trade Graphs 2000-2004

Performance Summary 2000 - 2004

All Trades

Total Net Profit	$137,610.00	Profit Factor	2.22
Gross Profit	$250,285.00	Gross Loss	($112,675.00)

Open Position Profit/Loss	$0.00

Select Total Net Profit	$100,120.00	Select Profit Factor	2.02
Select Gross Profit	$198,430.00	Select Gross Loss	($98,310.00)

Adjusted Total Net Profit	$134,252.75	Adjusted Profit Factor	2.28
Adjusted Gross Profit	$239,058.18	Adjusted Gross Loss	($104,805.44)

Total Number of Trades	702	Precent Profitable	70.80%
Winning Trades	497	Losing Trades	205
Even Trades	0

Avg. Trade Net Profit	$196.03	Ratio Avg. Win:Avg. Loss	0.92
Avg. Winning Trade	$503.59	Avg. Loosing Trade	($549.63)
Largest Winning Trade	$2,955.00	Largest Loosing Trade	($1,320.00)

Largest Winner as % of Gross Profit	2.15%	Largest Loser as % of Gross Loss	(0.96%)

Net Profit as % of Largest Loss	10425.00%
Slct. Net Profit as % of Largest Loss	7584.85%	Adj. Net Profit as % of Largest Loss	10170.66%

Max. Consecutive Winning Trades	14	Max. Consecutive Losing Trades	3
Avg. Bars in Winning Trades	1.78	Avg. Bars in Losing Trades	1.72
Avg. Bars in Total Trades	1.76

Max. Shares/Contracts Held	2	Account Size Required	$8,242.50
Total Commission	$49,210.00	Total Slippage	$0.00

Return on Initial Capital	550.44%	Annual Rate of Return	20.00%
Buy and Hold Return	(23.44%)	Return on Account	1669.52%
Avg. Monthly Return	$2,269.23	Std. Deviation of Monthly Return	$1,668.72

Return Retracement Ratio	n/a	RINA Index	n/a
Sharpe Ratio	4.59	K-Ratio	n/a

Trading Period	5 Yrs, 6 Dys,	Percent of Time in the Market	70.13%
Trading Period	7 Hrs	Percent of Time in the Market	70.13%
Time in the Market	3 Yrs, 5 Mths,	Longest Flat Period	14 Dys 3 Hrs
Time in the Market	13 Dys, 7 Hrs	Longest Flat Period	14 Dys 3 Hrs

Max. Equity Run-up	$137,610.00
Date of Max. E. Run-up	12/20/2004	Max. E. Run-up as % of Initial Capital	5504.40%
Date of Max. E. Run-up	16:15	Max. E. Run-up as % of Initial Capital	5504.40%