Risk vs' Reward in Two Types of Funds

1
Risk vs. Reward in Two Types of Funds Performance
comparisons from 1989 through 1993
12 MONTH PERIODS
Annualized Total Return
Average Return
Standard Deviation
Coefficient of Variation (Standard Deviation as
a of Average Return)
Commodity Funds Clark Street Futures Mint
Ltd Commonwealth Financial Futures Sabre
Futures Thomson Financial Fut.Ptnrs I Trendview
Commodities IV McCormick Fund I McCormick Fund
II North American Commodity I Palo Alto
Futures Equity Funds Merrill Lynch
Pacific Putnam Intl. Equities Vanguard World
Intl. Group Loomis Sayles Capital
Develop. Scudder International T. Rowe Price
Intl. Stock Kemper International Transatlantic
Growth Twentieth Century Growth Fidelity
Magellan Standard Poors 500 Shearson-Lehman
Intermediate Government Bond Index NOTE
Returns are based on reinvestment of dividends,
distributions or interest
14.7 29.6 19.2 14.4 15.9 27.9 35.6 3
1.6 20.3 16.9 30.9 27.9 32.3 23.9 2
2.9 24.9 26.1 22.7 15.4 15.0 16.4
11.3
21.0 31.6 23.5 12.6 36.4 27.0 41.1 3
5.3 30.6 25.3 43.5 34.4 36.5 31.6 3
0.0 33.1 33.1 29.5 19.9 19.0 20.8
12.5
11.2 19.8 15.6 9.8 43.6 36.4 56.4 58
.4 55.5 51.0 28.6 24.3 29.2 25.5 24
.7 28.0 31.6 32.0 22.8 21.6 13.2 6
.3
53.33 62.66 66.38 77.78 119.78 134.81
144.53 165.44 181.37 201.58 65.75 70.64
80.00 80.70 82.33 84.59 95.47 108.47
114.57 113.68 63.46 50.40