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> BONDS WORLDPerformance figures (Net of management fees, in USD, with monthly data. B (Instit.))Cumulative returnsFromTo1 Month06-30-1007-30-10Cumulative returns3 Mon.YTD04-30-1012-31-0907-30-1007-30-101 year07-31-0907-30-10Annualized returns3 years07-31-0707-30-105 years07-29-0507-30-10Inception06-14-0207-30-10190.0180.0170.0160.0150.0<strong>SGAM</strong> <strong>Fund</strong> BONDS WORLD2.90%4.07%2.46%4.99%7.80%5.65%7.16%140.0CITIGROUP WGBI World3.64%4.32%2.56%4.92%8.06%6.10%7.64%130.0120.0110.0100.090.0RatingsModified Duration History12-2003 12-2005 12-2007 12-2009<strong>Fund</strong> Benchmark 1> AAA> AA> A+> BBB+> Others46.76%14.25%1.79%1.04%36.16%7.006.005.004.003.002.001.000.0004-30-10 05-31-10 06-30-10 07-30-10<strong>Fund</strong>Benchmark<strong>Fund</strong> data> Assets as of 07-30-10> Number of shares as of 07-30-10> N.A.V. as of 07-30-10> Legal type67,889,046 USD9,020.341,762.43 USDLuxembourg SICAV> Net Asset Value calculationDailyCurrency exposure after hedgingContribution to modified duration by area> USD<strong>Fund</strong>30.0%Benchmark28.2%Emerging countriesStatistical links with the index*> EUR29.4%30.4%Europe ex Euro Zone> JPY> GBP25.4%4.1%30.6%5.4%Japan> Information ratio> Tracking error-0.281.74%> Others11.1%5.5%Euro Zone> <strong>Fund</strong> Volatility7.86%> Total100.0%100.0%Dollar zone0.0 0.4 0.7 1.0 1.4 1.8 2.1<strong>Fund</strong>Benchmark> Bench Volatility> Sharpe Ratio for the fund> Sharpe Ratio for the benchmark* Annualized figures from 06-14-02 to 07-30-107.58%0.570.66> Page 43/58 Past performance is not a guarantee of future performance.> Report as of 07-30-10
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