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> MONEY MARKET EUROPerformance figures (Net of management fees, in EUR (ex XEU), with monthly data. B (Instit.))Return / Risk analysisCumulative returnsAnnualized returns<strong>SGAM</strong> <strong>Fund</strong> MONEY MARKET EUROEURIBOR 3 MFromTo1 Month06-30-1007-30-100.05%0.07%3 Mon.04-30-1007-30-100.12%0.19%YTD12-31-0907-30-100.28%0.40%1 year07-31-0907-30-100.51%0.73%3 years07-31-0707-30-102.56%2.79%5 years07-29-0507-30-102.69%2.97%Inception06-24-0207-30-102.50%2.76%Annualized performances2.80%2.60%2.40%0.36% 0.36% 0.37% 0.37% 0.37% 0.38%Annualized standard deviationCumulative returns<strong>Fund</strong>Benchmark<strong>Fund</strong> data123.3120.0116.7113.3> 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 calculation3,055,715,433 EUR448,973.571,222.78 EURLuxembourg SICAVDaily110.0106.7103.3100.096.7Statistical links with the index*> Information ratio> Tracking error> <strong>Fund</strong> Volatility> Bench Volatility> Sharpe Ratio for the fund-2.770.09%0.37%0.37%0.1012-2003 12-2005 12-2007 12-2009<strong>Fund</strong> Benchmark 1> Sharpe Ratio for the benchmark* Annualized figures from 06-24-02 to 07-30-10-> Page 57/58 Past performance is not a guarantee of future performance.> Report as of 07-30-10
Change language