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NAV CHANGE %<br />
swiss�hedge – Trading days distribution analysis<br />
Positive and negative trading days NAV contribution of trading days<br />
0.00 -0.24 0.25 - 0.74 < 0.75<br />
10<br />
1:5.7<br />
57<br />
215<br />
230<br />
Data source: swiss�hedge; as of inception to 31.05.2011<br />
1:1.1<br />
Negative days (50%)<br />
Positive days (50%)<br />
: Ratio<br />
NUMBER OF TRADING DAYS<br />
Total number of trading days: 1,731<br />
639<br />
1:0.9<br />
580<br />
-8.2%<br />
17.2%<br />
11.74%<br />
swiss�hedge capital ag, Gerbergasse 5, 8001 Zurich (Switzerland) |� +41 (0)43 344 7300 | � info@sh-capital.ch | www.sh-capital.ch<br />
swiss�hedge – PnL equity trades distribution<br />
analysis<br />
PnL in % of AuM PnL contribution<br />
0.00 - 0.019 0.02 - 0.07 0.08 - 0.24 < 0.25<br />
32<br />
1:1.6<br />
52<br />
194<br />
1:1.7<br />
334<br />
1,195<br />
Data source: swiss�hedge; as of inception to 31.12.2010<br />
1,440<br />
Losing trades (48%)<br />
Winning trades (52%)<br />
: Ratio<br />
1:1.4<br />
NUMBER OF TRADES<br />
Total number of trades: 12,098<br />
4,366<br />
1:1<br />
4,485<br />
-9.5%<br />
26.70%<br />
32.90%<br />
NAV CHANGE %<br />
swiss�hedge capital ag, Gerbergasse 5, 8001 Zurich (Switzerland) |� +41 (0)43 344 7300 | � info@sh-capital.ch | www.sh-capital.ch<br />
74.5%<br />
17.78%<br />
49.80%<br />
Slide 21<br />
Slide 22
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