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> INDEX USPerformance figures (Net of management fees, in USD, with monthly data. B (Instit.))Return / Risk analysisCumulative returnsAnnualized returns3.00%<strong>SGAM</strong> <strong>Fund</strong> INDEX USS&P 500 (RI)FromTo1 Month06-30-1007-30-106.80%7.01%3 Mon.04-30-1007-30-10-7.13%-6.69%YTD12-31-0907-30-10-0.99%-0.11%1 year07-31-0907-30-1012.11%13.84%3 years07-31-0707-30-10-8.42%-6.78%5 years07-29-0507-30-10-1.48%-0.17%Inception08-18-0407-30-100.91%2.17%Annualized performances2.00%1.00%0.00%15.80% 15.90% 16.00% 16.10%Annualized standard deviationCumulative returns<strong>Fund</strong>Benchmark150.0<strong>Fund</strong> data140.0130.0120.0> Assets as of 07-30-10> Number of shares as of 07-30-10> N.A.V. as of 07-30-10> Legal type> Net Asset Value calculation35,858,414 USD25,876.111,055.43 USDLuxembourg SICAVDaily110.0100.090.080.070.060.0Statistical links with the index*> Information ratio> Tracking error> <strong>Fund</strong> Volatility> Bench Volatility> Sharpe Ratio for the fund-3.620.35%16.01%15.90%-0.1312-2005 12-2007 12-2009<strong>Fund</strong> Benchmark 1> Sharpe Ratio for the benchmark* Annualized figures from 08-18-04 to 07-30-10-0.05> Page 41/58 Past performance is not a guarantee of future performance.> Report as of 07-30-10
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