XML 41 R4.htm IDEA: XBRL DOCUMENT v2.4.0.6
Condensed Consolidated Schedule of Investments (Futures and Options on Futures Contracts) (USD $)
Mar. 31, 2013
Dec. 31, 2012
Long Positions, Futures Positions [Member] | Forward Positions [Member]
   
Schedule of Investments [Line Items]    
Fair value $ (392,924) $ (47,917)
Long Positions, Futures Positions [Member] | Forward Positions [Member] | Agriculture [Member]
   
Schedule of Investments [Line Items]    
Percentage of total investment to total assets (1.96%) (1.04%)
Fair value (422,382) (241,904)
Long Positions, Futures Positions [Member] | Forward Positions [Member] | Currency [Member]
   
Schedule of Investments [Line Items]    
Percentage of total investment to total assets 0.00% 0.12%
Fair value 135 28,665
Long Positions, Futures Positions [Member] | Forward Positions [Member] | Energy [Member]
   
Schedule of Investments [Line Items]    
Percentage of total investment to total assets 0.14% 0.33%
Fair value 30,093 77,294
Long Positions, Futures Positions [Member] | Forward Positions [Member] | Indices [Member]
   
Schedule of Investments [Line Items]    
Percentage of total investment to total assets 0.07% 0.22%
Fair value 14,518 50,444
Long Positions, Futures Positions [Member] | Forward Positions [Member] | Interest Rates [Member]
   
Schedule of Investments [Line Items]    
Percentage of total investment to total assets 0.23% 0.08%
Fair value 49,251 19,455
Long Positions, Futures Positions [Member] | Forward Positions [Member] | Metals [Member]
   
Schedule of Investments [Line Items]    
Percentage of total investment to total assets (0.30%) 0.08%
Fair value (64,539) 18,129
Long Positions, Futures Positions [Member] | Put Options [Member]
   
Schedule of Investments [Line Items]    
Fair value 1,324,061 601,497
Long Positions, Futures Positions [Member] | Put Options [Member] | Agriculture [Member]
   
Schedule of Investments [Line Items]    
Percentage of total investment to total assets 6.14% 2.59%
Fair value 1,320,681 601,497
Long Positions, Futures Positions [Member] | Put Options [Member] | Energy [Member]
   
Schedule of Investments [Line Items]    
Percentage of total investment to total assets 0.02%   
Fair value 3,380   
Long Positions, Futures Positions [Member] | Call Options [Member]
   
Schedule of Investments [Line Items]    
Fair value 917,586 126,943
Long Positions, Futures Positions [Member] | Call Options [Member] | Agriculture [Member]
   
Schedule of Investments [Line Items]    
Percentage of total investment to total assets 4.26% 0.46%
Fair value 917,326 107,423
Long Positions, Futures Positions [Member] | Call Options [Member] | Energy [Member]
   
Schedule of Investments [Line Items]    
Percentage of total investment to total assets 0.00% 0.08%
Fair value 260 19,520
Short Positions, Futures Positions [Member] | Forward Positions [Member]
   
Schedule of Investments [Line Items]    
Fair value 461,904 308,661
Short Positions, Futures Positions [Member] | Forward Positions [Member] | Agriculture [Member]
   
Schedule of Investments [Line Items]    
Percentage of total investment to total assets 1.84% 1.39%
Fair value 396,446 324,276
Short Positions, Futures Positions [Member] | Forward Positions [Member] | Currency [Member]
   
Schedule of Investments [Line Items]    
Percentage of total investment to total assets (0.05%) 0.20%
Fair value (9,803) 47,442
Short Positions, Futures Positions [Member] | Forward Positions [Member] | Energy [Member]
   
Schedule of Investments [Line Items]    
Percentage of total investment to total assets (0.06%) (0.22%)
Fair value (12,979) (51,455)
Short Positions, Futures Positions [Member] | Forward Positions [Member] | Indices [Member]
   
Schedule of Investments [Line Items]    
Percentage of total investment to total assets 0.05% (0.05%)
Fair value 11,542 (11,941)
Short Positions, Futures Positions [Member] | Forward Positions [Member] | Interest Rates [Member]
   
Schedule of Investments [Line Items]    
Percentage of total investment to total assets (0.01%) 0.03%
Fair value (3,087) 7,003
Short Positions, Futures Positions [Member] | Forward Positions [Member] | Metals [Member]
   
Schedule of Investments [Line Items]    
Percentage of total investment to total assets 0.37% (0.03%)
Fair value 79,785 (6,664)
Short Positions, Futures Positions [Member] | Put Options [Member]
   
Schedule of Investments [Line Items]    
Fair value (483,863) (348,026)
Short Positions, Futures Positions [Member] | Put Options [Member] | Agriculture [Member]
   
Schedule of Investments [Line Items]    
Percentage of total investment to total assets (2.19%) (0.44%)
Fair value (472,273) (102,345)
Short Positions, Futures Positions [Member] | Put Options [Member] | Currency [Member]
   
Schedule of Investments [Line Items]    
Percentage of total investment to total assets    (0.41%)
Fair value    (95,775)
Short Positions, Futures Positions [Member] | Put Options [Member] | Energy [Member]
   
Schedule of Investments [Line Items]    
Percentage of total investment to total assets (0.03%) (0.46%)
Fair value (5,590) (106,850)
Short Positions, Futures Positions [Member] | Put Options [Member] | Indices [Member]
   
Schedule of Investments [Line Items]    
Percentage of total investment to total assets    (0.09%)
Fair value    (21,850)
Short Positions, Futures Positions [Member] | Put Options [Member] | Interest Rates [Member]
   
Schedule of Investments [Line Items]    
Percentage of total investment to total assets    (0.07%)
Fair value    (16,656)
Short Positions, Futures Positions [Member] | Put Options [Member] | Metals [Member]
   
Schedule of Investments [Line Items]    
Percentage of total investment to total assets (0.03%) (0.02%)
Fair value (6,000) (4,550)
Short Positions, Futures Positions [Member] | Call Options [Member]
   
Schedule of Investments [Line Items]    
Fair value (1,766,941) (536,216)
Short Positions, Futures Positions [Member] | Call Options [Member] | Agriculture [Member]
   
Schedule of Investments [Line Items]    
Percentage of total investment to total assets (7.77%) (1.64%)
Fair value (1,672,863) (380,603)
Short Positions, Futures Positions [Member] | Call Options [Member] | Currency [Member]
   
Schedule of Investments [Line Items]    
Percentage of total investment to total assets    (0.31%)
Fair value    (71,913)
Short Positions, Futures Positions [Member] | Call Options [Member] | Energy [Member]
   
Schedule of Investments [Line Items]    
Percentage of total investment to total assets (0.30%) (0.28%)
Fair value (64,090) (64,840)
Short Positions, Futures Positions [Member] | Call Options [Member] | Indices [Member]
   
Schedule of Investments [Line Items]    
Percentage of total investment to total assets    (0.05%)
Fair value    (12,000)
Short Positions, Futures Positions [Member] | Call Options [Member] | Interest Rates [Member]
   
Schedule of Investments [Line Items]    
Percentage of total investment to total assets (0.12%)   
Fair value (25,188)   
Short Positions, Futures Positions [Member] | Call Options [Member] | Metals [Member]
   
Schedule of Investments [Line Items]    
Percentage of total investment to total assets (0.02%) (0.03%)
Fair value (4,800) (6,860)
Total Unrealized Gain (Loss) on Open Contracts [Member] | Forward Positions [Member]
   
Schedule of Investments [Line Items]    
Fair value $ 68,980 $ 260,744