SGAM Fund >SGAM Fund BOOK - Self Bank

SGAM Fund EQUI. US MULTI STRATEGIESPerformance figures (Net of management fees, in USD, with monthly data. B (Instit.))Cumulative returnsCumulative returnsAnnualized returns160.0SGAM Fund EQUI. US MULTI STRATEGIESFromTo1 Month06-30-1007-30-107.28%3 Mon.04-30-1007-30-10-7.96%YTD12-31-0907-30-10-1.29%1 year07-31-0907-30-1011.16%3 years07-31-0707-30-10-8.86%5 years07-29-0507-30-10-3.06%Inception05-09-0207-30-101.77%150.0140.0130.0120.0110.0RUSSELL 1000 (RI)6.95%-7.01%0.11%14.51%-6.51%0.02%2.73%100.090.080.070.060.0Top 10 holdingsSector breakdown12-2002 12-2004 12-2006 12-2008Fund Benchmark 1> APPLE COMPUTER> GOOGLE CL.A> QUALCOMM> EXPRESS SCRIPTS CL.A> AMERICAN TOWER CL.A4.1%2.8%2.5%2.0%1.7%UtilitiesTelecommunicationServicesMaterialsFund data> Assets as of 07-30-10> Number of shares as of 07-30-10> N.A.V. as of 07-30-10> Legal type27,747,701 USD6.001,155.54 USDLuxembourg SICAV> CISCO SYSTEMS1.6%Consumer Staples> Net Asset Value calculationDaily> VISA CL.A> CH ROBINSON WORLDWIDE1.5%1.5%Consumer Discretionary> CVS1.4%Energy> FLOWSERVE1.4%FinancialsStatistical links with the index*> TotalSecurities in direct holding20.5%Health CareIndustrials> Information ratio> Tracking error> Fund Volatility-0.185.38%18.95%Information Technology0.0% 5.5% 11.0% 16.5% 22.0%FundBenchmark> Bench Volatility> Sharpe Ratio for the fund> Sharpe Ratio for the benchmark* Annualized figures from 05-09-02 to 07-30-1016.11%-0.040.01> Page 27/58 Past performance is not a guarantee of future performance.> Report as of 07-30-10