SGAM Fund >SGAM Fund BOOK - Self Bank
SGAM Fund >SGAM Fund BOOK - Self Bank
SGAM Fund >SGAM Fund BOOK - Self Bank
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<strong>SGAM</strong> <strong>Fund</strong> EQUI. EUROLAND FINANCIALPerformance figures (Net of management fees, in EUR (ex FRF), with monthly data. B (Instit.))Cumulative returnsCumulative returnsAnnualized returns160.0From1 Month06-30-103 Mon.04-30-10YTD12-31-091 year07-31-093 years07-31-075 years07-29-05Inception06-14-02140.0To07-30-1007-30-1007-30-1007-30-1007-30-1007-30-1007-30-10120.0<strong>SGAM</strong> <strong>Fund</strong> EQUI. EUROLAND FINANCIAL12.97%0.77%-6.95%2.74%-18.65%-6.31%-2.46%100.0-> DJ EURO STOXX LARGE (ND)6.27%-0.71%-3.41%9.28%-15.46%-3.64%-0.72%80.060.040.0Top 5 holdings12-2003 12-2005 12-2007 12-2009Sector breakdown<strong>Fund</strong> Benchmark 1> BNP-PARIBAS> BCO SANTANDER CENTRAL HISPANO> DEUTSCHE BANK NOM.9.3%8.9%7.0%Real Estate Investment &Services<strong>Fund</strong> data> Assets as of 07-30-1011,876,153 EUR> BANCO BILBAO VIZCAYA4.4%> Number of shares as of 07-30-1012.00> SOCIETE GENERALE> TotalSecurities in direct holding4.3%34.0%Life Insurance> N.A.V. as of 07-30-10> Legal type> Net Asset Value calculation794.23 EURLuxembourg SICAVDailyFinancial ServicesCountry breakdownReal Estate InvestmentTrustsStatistical links with the index*Europe ex Euro Zone> Information ratio-0.19Nonlife Insurance> Tracking error9.33%> <strong>Fund</strong> Volatility27.78%Euro Zone<strong>Bank</strong>s> Bench Volatility> Sharpe Ratio for the fund23.23%-0.180.0% 20.0% 40.0% 60.0% 80.0% 100.0%<strong>Fund</strong>Benchmark0.0% 15.0% 30.0% 45.0% 60.0%<strong>Fund</strong>Benchmark> Sharpe Ratio for the benchmark* Annualized figures from 06-14-02 to 07-30-10-0.14> Page 33/58 Past performance is not a guarantee of future performance.> Report as of 07-30-10
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