SGAM Fund >SGAM Fund BOOK - Self Bank
SGAM Fund >SGAM Fund BOOK - Self Bank
SGAM Fund >SGAM Fund BOOK - Self Bank
Create successful ePaper yourself
Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.
<strong>SGAM</strong> <strong>Fund</strong> BONDS EUROPEPerformance figures (Net of management fees, in EUR (ex XEU), with monthly data. B (Instit.))Cumulative returns1 MonthCumulative returns3 Mon.YTD1 year3 yearsAnnualized returns5 years Inception150.0From06-30-1004-30-1012-31-0907-31-0907-31-0707-29-0507-16-01140.0To07-30-1007-30-1007-30-1007-30-1007-30-1007-30-1007-30-10130.0<strong>SGAM</strong> <strong>Fund</strong> BONDS EUROPE0.28%2.26%4.21%4.57%5.04%2.95%4.31%120.0CITIGROUP WGBI Europe0.52%2.48%4.72%5.60%5.64%3.53%5.00%110.0100.090.0RatingsModified Duration History12-2002 12-2004 12-2006 12-2008 12-2010<strong>Fund</strong> Benchmark 1> AAA> AA> AA-> A+> Others50.21%6.86%1.02%17.67%24.24%8.007.006.005.004.003.002.001.000.0004-30-10 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 type37,336,423 EUR1,999.821,465.27 EURLuxembourg SICAV> Net Asset Value calculationDailyCurrency exposure after hedgingContribution to modified duration by area> EUR> GBP> PLN<strong>Fund</strong>80.4%15.3%2.3%Benchmark80.0%14.2%1.6%United StatesPolandSwedenSwitzerlandCzech RepublicStatistical links with the index*> Information ratio-0.45> SEK> Others> Total1.1%0.9%100.0%1.2%3.1%100.0%DenmarkHungaryNorwayUnited KingdomEuro0.0 1.0 2.0 3.0 4.0 5.0 6.0 7.0<strong>Fund</strong>Benchmark> Tracking error> <strong>Fund</strong> Volatility> Bench Volatility> Sharpe Ratio for the fund> Sharpe Ratio for the benchmark* Annualized figures from 07-16-01 to 07-30-101.54%3.43%3.36%0.490.64> Page 45/58 Past performance is not a guarantee of future performance.> Report as of 07-30-10
Change language