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> ABSOLUTE RETURN FOREXPerformance figures (Net of management fees, in EUR, with monthly data. B (Instit.))Return / Risk analysisCumulative returnsAnnualized returns4.00%<strong>SGAM</strong> <strong>Fund</strong> ABSOLUTE RETURN FOREXEONIAFromTo1 Month06-30-1007-30-100.58%0.04%3 Mon.04-30-1007-30-10-0.19%0.10%YTD12-31-0907-30-100.57%0.21%1 year07-31-0907-30-100.92%0.36%3 years07-31-0707-30-10--5 years07-31-0507-30-10--Inception12-03-0707-30-103.12%1.96%Annualized performances3.00%2.00%1.00%0.00% 1.00% 2.00%Annualized standard deviationCumulative returns<strong>Fund</strong>Benchmark109.0<strong>Fund</strong> data108.0107.0106.0105.0> 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 calculation301,122,636 EUR103,526.921,084.97 EURLuxembourg SICAVDaily104.0103.0Statistical links with the index*102.0101.0100.099.0> Information ratio> Tracking error> <strong>Fund</strong> Volatility> Bench Volatility> Sharpe Ratio for the fund0.751.54%1.63%0.49%0.7512-2007 06-2008 12-2008 06-2009 12-2009 06-2010<strong>Fund</strong> Benchmark 1> Sharpe Ratio for the benchmark* Annualized figures from 12-03-07 to 07-30-10-> Page 54/58 Past performance is not a guarantee of future performance.> Report as of 07-30-10
Change language