Condensed Consolidated Schedule of Investments (Parenthetical) (Detail) (USD $)	Jun. 30, 2012	Dec. 31, 2011
Schedule of Investments [Line Items]
Premiums paid	$ 33,376
Premiums received	34,125	14,375
Fixed Income Securities
Schedule of Investments [Line Items]
Investment cost	19,978,783	21,993,704
Put Option | Currency | Long Positions, Futures Positions
Schedule of Investments [Line Items]
Premiums paid	33,376
Put Option | Currency | Short Positions, Futures Positions
Schedule of Investments [Line Items]
Premiums received	14,375
Put Option | Indices | Short Positions, Futures Positions
Schedule of Investments [Line Items]
Premiums received	34,125
South Korea | Commercial Paper | Financials | Fixed Income Securities
Schedule of Investments [Line Items]
Investment cost	999,017
Australia | Commercial Paper | Financials | Fixed Income Securities
Schedule of Investments [Line Items]
Investment cost	1,298,353
Australia | Corporate Bonds | Financials | Fixed Income Securities
Schedule of Investments [Line Items]
Investment cost	4,424,295
Chile | Commercial Paper | Financials | Fixed Income Securities
Schedule of Investments [Line Items]
Investment cost	1,248,127
United States | Commercial Paper | Financials | Fixed Income Securities
Schedule of Investments [Line Items]
Investment cost	1,896,629
United States | Commercial Paper | Energy | Fixed Income Securities
Schedule of Investments [Line Items]
Investment cost	1,242,569
United States | Corporate Bonds | Financials | Fixed Income Securities
Schedule of Investments [Line Items]
Investment cost	2,305,348	6,682,059
United States | Government Agencies | Fixed Income Securities
Schedule of Investments [Line Items]
Investment cost	9,699,550	10,499,879
United States | Short-Term Investment Funds | Fixed Income Securities
Schedule of Investments [Line Items]
Investment cost	4,093	5,432
Great Britain | Corporate Bonds | Energy | Fixed Income Securities
Schedule of Investments [Line Items]
Investment cost	$ 1,527,135