(9) Financial Highlights

The following financial highlights show the Trust’s financial performance for the three-month periods ended March 31, 2012 and March 31, 2011. Total return is calculated as the change in a theoretical beneficial owner’s investment over the entire period and is not annualized. Total return is calculated based on the aggregate return of the Trust taken as a whole.

	Class A						Class B
	Three months ended						Three months ended
	March 31,						March 31,
	2012			2011			2012			2011
Per share operating performance:
Net asset value of Trading units, beginning of period	$	91.32		$	100.64		$	96.98		$	104.75
Total Trading income (loss):
Trading gain (loss)		(3.15	)		(1.61	)		(3.35	)		(1.71	)
Investment income		0.14			0.13			0.14			0.14
Expenses		(1.93	)		(2.28	)		(1.60	)		(1.84	)
Trading income (loss)		(4.94	)		(3.76	)		(4.81	)		(3.41	)
Net asset value of Trading units, end of period	$	86.38		$	96.88		$	92.17		$	101.34

Total return:
Total return before incentive fees		(5.42	)%		(3.62	)%		(4.94	)%		(3.15	)%
Less incentive fee allocations		0.00	%		(0.12	)%		0.00	%		(0.11	)%
Total return		(5.42	)%		(3.74	)%		(4.94	)%		(3.26	)%

Ratios to average net assets:
Trading income (loss)		(3.63	)%		(3.92	)%		(3.69	)%		(3.29	)%
Expenses:
Expenses, less incentive fees		(2.21	)%		(2.20	)%		(1.71	)%		(1.65	)%
Incentive fees		0.00	%		(0.12	)%		0.00	%		(0.11	)%
Total expenses		(2.21	)%		(2.32	)%		(1.71	)%		(1.76	)%

The calculations above do not include activity within the Trust’s Non-Trading Accounts.

The net income and expense ratios are computed based upon the weighted average net assets for the Trust for the three-month periods ended March 31, 2012 and 2011, respectively. The amounts are not annualized.