SGAM Fund >SGAM Fund BOOK - Self Bank

SGAM Fund BONDS EURO INFLATION LINKEDPerformance figures (Net of management fees, in EUR, with monthly data. B (Instit.))Cumulative returnsCumulative returnsAnnualized returns122.51 Month3 Mon.YTD1 year3 years5 yearsInception120.0From06-30-1004-30-1012-31-0907-31-0907-31-0707-29-0509-27-04117.5SGAM Fund BONDS EURO INFLATION LINKEDTo07-30-100.90%07-30-10-1.38%07-30-10-1.00%07-30-100.62%07-30-103.82%07-30-101.65%07-30-102.38%115.0112.5110.0Barcap Euro Govt Inflation Lkd 1-10 years -> Govt All Maturities1.04%0.54%2.60%5.25%5.78%2.90%3.64%107.5105.0102.5100.097.5RatingsFund's modified duration12-2005 12-2007 12-2009Fund Benchmark 1> AAA> A+68.21%29.17%>>Portfolio's Global modified durationBenchmark's Global modified duration8.278.00Fund data> Others2.62%> Assets as of 07-30-1096,855,019 EUR> Number of shares as of 07-30-101,025.44> N.A.V. as of 07-30-101,147.51 EUR> Legal typeLuxembourg SICAV> Net Asset Value calculationDailyYield Curve PositioningModified Duration HistoryWeight by duration level30.00%24.00%18.00%12.00%6.00%0.00%Euro Yield Curve3.00%2.50%2.00%1.50%1.00%0.50%< 0.25 0.25 - 1 1 - 3 3 - 5 5 - 7 7 - 10 +10DurationExposure as of 07-30-10Exposure as of 06-30-10Yield Curve - 07-30-10Yield Curve - 06-30-10Yield9.007.506.004.503.001.500.0004-30-10 05-31-10 06-30-10 07-30-10FundBenchmarkStatistical 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 09-27-04 to 07-30-10-1.241.01%4.76%4.70%-0.020.24> Page 52/58 Past performance is not a guarantee of future performance.> Report as of 07-30-10