Millburn Ridgefield Corporation - Diversified Program

Advisor Name: Millburn Ridgefield Corporation
Program Name: Diversified Program
Address: 411 West Putnam Avenue

Greenwich, CT 06830
Telephone Number: 203.625.7554
Status: Managed Futures Advisor
Commodity Trading Advisor
Yearly Statistics
Year Return Drawdown Assets
2006 1.58 % -8.35 % $831,800,000
2005 3.87 % -11.24 % $720,000,000
2004 -3.83 % -23.57 % $783,600,000
2003 1.56 % -12.81 % $625,400,000
2002 24.55 % -11.87 % $299,900,000
2001 -5.80 % -14.44 % $288,900,000
2000 12.70 % -13.14 % $344,200,000
1999 -1.99 % -13.56 % $404,200,000
1998 7.11 % -8.86 % $479,800,000
1997 12.68 % -9.76 % $328,900,000
1996 17.33 % -11.58 % $174,000,000
1995 32.76 % -3.09 % $140,800,000
1994 11.78 % -8.92 % $99,800,000
1993 10.88 % -8.06 % $111,100,000
1992 17.30 % -11.06 % $102,600,000
1991 4.44 % -10.87 % $93,600,000
1990 53.01 % -5.66 % $109,800,000
1989 -0.94 % -28.13 % $189,300,000
1988 2.70 % -12.52 % $249,700,000
1987 35.80 % -14.86 % $277,500,000
1986 -19.36 % -33.47 % $226,400,000
1985 22.50 % -16.98 % $340,600,000
1984 21.72 % -14.10 % $215,300,000
1983 -9.44 % -14.79 % $207,800,000
1982 29.35 % -11.00 % $279,400,000
1981 38.50 % -10.72 % $201,700,000
1980 64.38 % -4.09 % $121,000,000
1979 58.38 % -2.45 % $54,400,000
1978 18.64 % -18.82 % $25,900,000
1977 3.72 % -13.60 % $5,400,000

Year by Year Analysis
Total Number of Years: 30
Average Year: 15.53 %
Largest Year: 64.38 %
Smallest Year: (-19.36 %)
Standard Dev. of Year Returns: 19.97 %
Average Win/Average Lose: 3.07
Month by Month Analysis
Total Number of Months: 353
Average Month: 1.30 %
Largest Month: 20.82 %
Smallest Month: (-18.35 %)
Standard Dev. of Monthly Returns: 6.18 %
Average Win/Average Lose: 1.27

Month by Month Returns
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
1977 - - -1.07 2.27 6.23 -7.51 1.21 6.84 -4.37 -9.65 4.80 -3.62 10.57
1978 6.33 3.91 13.76 -17.86 12.78 -2.57 8.54 0.59 5.34 12.01 -14.17 -5.42
1979 -2.45 5.52 0.66 6.82 4.45 7.41 -1.76 1.82 14.84 -0.74 5.42 6.11
1980 20.82 3.81 8.62 -2.97 5.25 3.44 1.18 -2.32 -1.81 7.59 3.75 5.44
1981 11.39 10.40 -8.62 9.48 7.43 9.74 6.96 -0.15 -3.60 -4.79 8.24 -10.00
1982 4.77 8.68 9.14 -1.38 -0.82 8.99 -11.00 3.32 7.66 -4.04 -2.57 5.49
1983 6.28 -1.29 -2.12 -0.42 1.13 -6.95 -1.11 5.57 -2.05 2.25 -7.08 -3.13
1984 5.03 0.05 1.08 2.45 4.76 -6.11 19.22 -9.05 4.14 -2.80 -6.69 11.04
1985 5.69 7.69 -4.65 -2.12 -4.52 -2.12 14.68 -2.75 -14.63 9.15 12.43 5.61
1986 3.84 14.91 1.59 -7.05 -2.74 -9.34 5.98 7.22 -18.35 -6.21 -5.36 -1.44
1987 14.52 0.16 3.34 10.29 -3.59 -3.63 1.12 -3.72 -5.88 1.66 9.67 9.44
1988 -8.23 1.30 -4.11 -1.87 6.09 17.89 -9.26 -0.47 0.67 1.64 6.11 -4.27
1989 3.18 -4.67 7.53 -1.51 17.04 -8.11 -3.62 -8.53 -2.74 -8.78 4.74 7.93
1990 4.13 4.21 2.99 2.40 -5.66 3.51 16.05 3.39 2.67 7.65 3.00 0.24
1991 -5.32 1.40 2.60 -0.09 -1.13 1.63 -4.02 -6.09 0.91 -0.30 0.10 16.35
1992 -8.53 -1.34 -0.72 -0.73 0.90 14.25 8.87 7.56 -0.19 -3.95 2.66 -0.73
1993 -2.69 5.78 -0.70 5.76 -1.79 -2.54 5.11 -8.06 1.09 -0.70 1.33 9.02
1994 -7.56 -1.47 7.67 -2.27 4.63 5.80 -3.00 -5.26 3.68 3.02 4.76 2.46
1995 -3.09 6.81 16.85 4.64 -1.10 0.99 -2.48 1.43 -1.84 0.06 0.19 7.90
1996 7.43 -11.05 0.80 5.72 -6.72 3.91 1.37 -1.88 2.79 10.64 3.96 1.08
1997 8.14 5.72 -2.83 -3.01 1.50 0.52 8.15 -8.52 1.20 -2.22 -0.31 5.02
1998 2.87 -2.71 1.14 -7.38 4.04 2.32 -4.96 6.94 5.53 -1.84 -0.75 2.71
1999 -4.01 3.08 1.21 5.51 -3.34 5.80 -3.82 1.17 0.73 -11.81 2.19 2.68
2000 1.99 -1.73 -4.55 0.67 -1.94 -4.43 -1.85 3.23 -2.77 4.50 6.02 14.41
2001 0.62 -1.54 9.12 -5.39 1.89 -2.24 -5.38 3.26 -2.85 4.20 -8.21 1.85
2002 1.88 -4.31 1.05 -3.26 6.01 13.44 6.06 1.55 6.62 -8.06 -4.14 7.38
2003 4.28 6.91 -9.34 -0.07 10.74 -4.10 1.95 2.05 -0.96 -8.93 -3.11 4.14
2004 1.27 4.02 -1.62 -10.53 -2.38 -4.31 -4.83 -2.33 1.01 6.83 9.74 0.87
2005 -3.72 0.05 -3.41 -4.60 2.20 4.38 -0.16 1.18 5.31 -3.42 7.02 -0.24
2006 5.79 -1.07 2.11 3.72 -6.36 -2.13


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