Condensed Schedule of Investments (USD $)	Dec. 31, 2011		Dec. 31, 2010
United States Treasury bills
Treasury Bill, Face Value	$ 4,000,000	[1]	$ 5,000,000	[2]
Treasury Bill, Fair Value	3,999,691		4,999,789
Treasury Bill, Percent of Net Assets	75.84%		44.45%
Futures Contracts
Futures contract held long - Agriculture, Fair Value	504		279,103
Futures contract held long - Agriculture, Percent of Net Assets	0.01%		2.48%
Futures contract held long - Metals, Fair Value			900
Futures contract held long - Metals, Percent of Net Assets			0.01%
Futures contract held long - Energy, Fair Value	6,260		90,000
Futures contract held long - Energy, Percent of Net Assets	0.12%		0.80%
Futures contract held long - Currency, Fair Value	62,269		233,955
Futures contract held long - Currency, Percent of Net Assets	1.18%		2.08%
Total futures contracts held long, Fair Value	69,033		603,958
Total futures contracts held long, Percent of Net Assets	1.31%		5.37%
Futures contracts held short - Agriculture, Fair Value	(6,388)
Futures contracts held short - Agriculture, Percent of Net Assets	(0.12%)
Futures contract held short - Energy, Fair Value	53,130
Futures contract held short - Energy, Percent of Net Assets	1.01%
Futures contract held short - Currency, Fair Value	(1,975)		43,706
Futures contract held short - Currency, Percent of Net Assets	(0.04%)		0.39%
Total futures contracts held short, Fair Value	44,767		43,706
Total futures contracts held short, Percent of Net Assets	0.85%		0.39%
Net unrealized (loss) on open futures contracts, Fair Value	113,800		(90)
Net unrealized (loss) on open futures contracts, Percent of Net Assets	$ 2.16%

[1] Matures January 2012 (cost $3,986,110)

[2] Matures January 2011 (cost $4,998,420)