SGAM Fund >SGAM Fund BOOK - Self Bank

SGAM Fund ABSOLUTE RETURN INTEREST RATEPerformance figures (Net of management fees, in EUR, with monthly data. B (Instit.))Cumulative returnsCumulative returnsAnnualized returns109.0SGAM Fund ABSOLUTE RETURN INTEREST RATEFromTo1 Month06-30-1007-30-100.23%3 Mon.04-30-1007-30-10-0.81%YTD12-31-0907-30-10-2.05%1 year07-31-0907-30-10-1.66%3 years07-31-0707-30-101.08%5 years07-31-0507-30-10-Inception01-12-0707-30-101.50%108.0107.0106.0105.0104.0EONIA0.04%0.10%0.21%0.36%2.21%-2.47%103.0102.0101.0100.099.0RatingsModified Duration History12-2006 12-2007 12-2008 12-2009Fund Benchmark 1> AAA> AA+> AA> A+> Others53.13%2.22%2.11%21.40%21.14%-0.00-0.09-0.18-0.27-0.36-0.45-0.54-0.63-0.7204-30-10 05-31-10 06-30-10 07-30-10FundBenchmarkFund data> Assets as of 07-30-10> Number of shares as of 07-30-10> N.A.V. as of 07-30-10> Legal type27,572,694 EUR6,791.001,093.34 EURLuxembourg SICAV> Net Asset Value calculationDailyCurrency exposure after hedgingContribution to modified duration by area> EUR> USD> CHF> SEK> Others> TotalFund99.1%0.8%0.1%0.0%0.0%100.0%Benchmark100.0%0.0%0.0%0.0%0.0%100.0%United StatesJapanSwedenSingaporeAustraliaCanadaSwitzerlandCzech RepublicUnited KingdomHungaryNorwayNew ZealandPolandEuro-0.6 -0.5 -0.4 -0.3 -0.2 -0.1 -0.0 0.1 0.2FundBenchmarkStatistical links with the index*> Information ratio> Tracking error> Fund Volatility> Bench Volatility> Sharpe Ratio for the fund> Sharpe Ratio for the benchmark* Annualized figures from 01-12-07 to 07-30-10-0.641.51%1.56%0.49%-0.64-> Page 51/58 Past performance is not a guarantee of future performance.> Report as of 07-30-10