(CHF) Fact Sheet as of 31 January 2012 - Swissquote

This product is not managed, sponsored or advised by Goldman Sachs Asset Management.
Goldman Sachs International is acting in a purely non-discretionary capacity and is not a fiduciary or providing any active
management or discretionary investment management functions in connection with this product. Any duties it owes to the
DynaMO-CHF Portfolio are limited to those set out in the relevant agreements between the parties.
Goldman Sachs Structured Investments SICAV
DynaMO-CHF Portfolio
Share Class A (CHF)
Fact Sheet as of 31 January 2012
THIS PRODUCT IS NOT PRINCIPAL PROTECTED AND YOU MAY NOT RECEIVE BACK YOUR ORIGINAL INVESTMENT
This document does not include all risks of investing and must be read in conjunction with the Prospectus of Goldman Sachs Structured Investments SICAV
and with the Supplement and Simplified Prospectus issued for the relevant Portfolio of Goldman Sachs Structured Investments SICAV.
Terms not defined herein shall have the same meaning as they do in the Prospectus
No product described herein may be offered or sold within the United States or to, or for the benefit of, US Persons.

NAV of Share Class A (CHF)
Share Class A (CHF) Fact Sheet as of 31 January 2012
Investment Objective of the Portfolio
Key Performance Statistics of Share Class A (CHF)
GS Dynamo-CHF is a long-only, multi-asset investment strategy designed to generate
a synthetic exposure to the total return performance of a basket of underlyers
representing a variety of asset classes across a range of geographic zones.
Performance
Annualized Volatility
YTD
0.30%
N/A
Last 12 Months
-4.95%
4.90%
Since Launch Date
-5.54%
5.65%
Maximum Investment Administrator Fee: 1.00% p.a.
Maximum Expenses, Other Fees and Costs: 0.25% p.a.
Annualized Yield
Sharpe Ratio
N/A
N/A
-0.12%
N/A
-4.57%
N/A
Financial Information
NAV of Share Class (CHF)
CHF 9.4463
Characteristics of the Portfolio
AUM of Share Class (CHF)
CHF 2,115,135
Portfolio Base Currency CHF Total AUM of Portfolio (CHF)
CHF 2,115,135
Portfolio Domicile
Luxembourg Characteristics of Share Class A (CHF)
UCITS III Compliant
Yes Launch Date
12 November 2010
Portfolio Launch Date
12 November 2010 ISIN Code
LU0530943769
Valuation Day
Every Business Day* Bloomberg Ticker
GSDYCHA LX
Cut-Off Time Every Luxembourg and London Business Day before 4 p.m. CET Minimum Initial Investment
CHF 100
Luxembourg time prior to any Valuation Day* Minimum Holding
CHF 100
Settlement Date
Valuation Day + 3 Local Business Days* Minimum Subsequent Investment
CHF 100
Investment Administrator
Goldman Sachs International
Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Umbrella Fund Administrator and Registrar
The Bank of New York Mellon (Luxembourg) S.A.
Peterborough Court 2-4 rue Eugène Ruppert,
133 Fleet Street
L-2453 Luxembourg,
London EC4A 2BB
United Kingdom
Performance of Share Class A (CHF) since Launch Date
MoM Performance of Share Class A (CHF) since Launch Date
2010 - - - - - - - - - - -2.11% 2.97%
2011 -1.41% 0.97% -0.75% 0.83% -2.07% -1.63% 0.00% -3.53% 0.74% -0.44% -0.55% 1.16%
2012 0.30% - - - - - - - - - - -
All charts and performance data are sourced from Bloomberg and calculated net of any applicable fees and costs. Please note that the performance data for the month
November 2010 is only from the Launch Date of the Share Class A (CHF) until 30 November 2010.
Past and/or simulated performance is no indication of future performance. The performance data do not take account of the commissions and costs incurred on the issue and
redemption of units.
* Business Day, Valuation Day and Local Business Day shall have the same meaning as defined under the section "Characteristics" in the Supplement of the Portfolio.
** Source: Umbrella Fund Administrator.
Grand Duchy of Luxembourg

Share Class A (CHF) Fact Sheet as of 31 January 2012
RISK DISCLOSURES
Some of the key risk disclosures relating to the Portfolio are listed below. However, before considering an investment in the Portfolio, you should read the
.
investment risk factors set out under the sections entitled “Key Risks related to the Portfolio” and “Principal Risks of Investing in the Portfolio” in the
relevant Supplement as well as those listed under the sections entitled “Investment Risks”, “What to Know Before You invest in a Portfolio” and “Additional
Overriding Risks” of the Prospectus. The Prospectus and Simplified Prospectus relating to the Portfolio are available on request.
Suitability of Investment :
An investment in the Portfolio is only suitable for sophisticated investors who are capable of understanding the risks involved. Prospective investors must obtain
such advice as they deem necessary from their own advisors as to the risks and merits of purchasing Shares and of any regulatory, accounting and/or tax consequences
thereof. Neither Goldman Sachs nor the Umbrella Fund is providing investment, regulatory, accounting, or tax advice to any Shareholder or prospective Shareholder.
Performance is Not Guaranteed :
Many factors influence the performance of the Shares and none of the Umbrella Fund nor the counterparties to the Index Swap Agreement and the Repurchase Agreement
guarantee that Shareholders will receive any amount in excess of the amount originally invested upon maturity of their Shares. The performance of the Shares may not
compare favourably with interest rates on deposits prevailing between the date such Shares were issued and their maturity or redemption.
No Active Management :
The Index methodology operates in accordance with an algorithm operating within a set of predetermined rules. Accordingly, the Index and the Underlying Assets will
not provide any form of managed exposure and there will be no active management of the Index so as to generate, enhance or protect returns beyond those embedded in the
Index. Operation of the algorithm may result in negative performance.
Conflict of interests :
Goldman Sachs performs several roles in connection with the Portfolio. Although Goldman Sachs will perform its obligations in good faith and a commercially reasonable
manner, Goldman Sachs may face conflicts between those roles and its own interests.
Counterparty risk :
The ability of the Portfolio to meet its obligations to investors will depend on the receipt by it of payments owed to the Portfolio by the relevant counterparty
(which may be Goldman Sachs International) under the Swap Agreement and the Reverse Repurchase Agreement. As a result, the Portfolio will be exposed to the
creditworthiness of the relevant counterparty.
No capital protection :
Neither the Index, nor any Underlying Asset, includes any element of capital protection or guaranteed return. Investors may lose all or a portion of the amount
originally invested.
Volatility :
The Index and the Underlying Assets can be highly volatile, which means that their value may increase or decrease significantly over a short period of time. In
particular, strategies or indices of some Underlying Assets are highly volatile in terms of performance because such strategies or indices may combine long and/or
short positions in liquid instruments across the market. It is impossible to predict the future performance of the Underlying Assets based on their historical
performance. The return on an investment linked to the Index may vary substantially from time to time. Volatility in one or more Underlying Assets will increase the
risk of an adverse effect on such a return caused by a fluctuation in the value of one or more of the Underlying Assets.
Trading and other transactions by the Index Sponsor or its affiliates in related financial instruments may adversely affect the value of any product linked to
the performance of the Index :
The Index Sponsor may hedge obligations in respect of the Index by purchasing or selling financial instruments linked to the Underlying Assets. This hedging activity
may adversely affect the Index Value and of any product linked to the performance of the Index.
The Index Sponsor and/or its affiliates may also engage in trading in or underwriting of financial instruments whose returns are linked to or are similar to the Index
and/or any Underlying Assets for proprietary accounts, for other accounts under their management or to facilitate transactions on behalf of customers. Any of these
activities could adversely affect the Index Value and accordingly the value of any product linked to the performance of the Index. The Index Sponsor may also issue or
underwrite other securities or financial or derivative or other products whose returns are linked to the Index or one or more of the Underlying Assets. By introducing
such products to the marketplace the Index Sponsor could adversely affect the Index Value or the value at maturity of any product linked to the performance of the
Index.
No assurance of accuracy of tracking :
The performance of the Portfolio may not track and may diverge from that of the Index.
Value of the Index and of the Underlying Assets :
The Index Value may rise or fall, including below its initial value, due to the risks to which it is subject. Similarly, Underlying Assets may involve exposure to
speculative and extremely volatile underlying investments. An investment in the Index involves a risk of fluctuation because the Underlying Assets will change over
time.

Share Class A (CHF) Fact Sheet as of 31 January 2012
Suspensions or disruptions of market trading may adversely affect the value of the Net Asset Value of the Shares :
The Index and the Underlying Assets are subject to temporary distortions or other disruptions due to various factors, including lack of liquidity in the markets,
.
participation of speculators and government regulation and intervention. If the Index Value Calculation Agent provides a replacement value for the Index, the value of
the Index, and/or the value of the Portfolio, may be lower than in the absence of a suspension or disruption.
In addition, if the value for the Index may not be provided due to market disruptions, the settlement cycle for any subscription, conversion and redemption order may
be postponed accordingly up to 30 calendar days and thereafter the Portfolio may be liquidated. In such circumstances, there may be a delay in distributing the
redemption amounts due to the illiquidity of the underlying assets referenced by the Index.
Foreign Exchange Hedging :
The Index is denominated in Swiss franc while Share classes might have different denominations. The Portfolio shall enter into foreign exchange transactions for
hedging purposes. Investors in the Shares should be aware that currency exchange rates are volatile and unpredictable and can be affected by many factors, including
unpredictable factors, which may have an effect on the Net Asset Value of the Portfolio.
Investors will have no rights with respect to the Underlying Assets or any underlying assets :
The investment exposure provided by the Index Swap Agreement is synthetic, reflecting the calculated result of hypothetical transactions involving the Underlying
Assets. An investment referenced to the Index will therefore not make an investor a holder of, or give an investor a direct investment position in, any Underlying
Asset or any of the underlying assets or investments to which the Underlying Assets refer.
Use of Third Party Information :
The Index methodology relies on information from external sources to monitor performance of the Underlying Assets. Goldman Sachs makes no warranty as to the
correctness of that information and takes no responsibility for the impact of any inaccuracy of such data on the return produced by a particular Underlying Asset, on
the Index Value or on the value of an investment or product referenced or linked to the Index Value.
Market Disruption Events that may affect the Underlying Assets :
Underlying Assets may be subject to Market Disruption Events that could affect their business. Upon the occurrence of a Market Disruption Event in respect to an
Underlying Asset, the Index Value Calculation Agent will have the authority to remove the affected Underlying Asset from the Index and there may be a delay in payments
by the Portfolio.
Market Disruption Events may have a positive or negative impact on the Net Asset Value of the Portfolio :
As more fully described in the Prospectus, in the event that a Market Disruption Event occurs on a Valuation Day, the Index Value Calculation Agent may determine the
level of the Index using a procedure which is different for that used in determining the amount payable under the Index Swap Agreement. This may lead to a mismatch
between payments due under the Index Swap Agreement and the return the Portfolio shall pay or receive in respect of the shares in the Portfolio for the relevant
Valuation Day. In this event, subscribing and/or redeeming investors may be advantaged or disadvantaged, and, if disadvantaged, no compensation will be paid by the
Portfolio.
Liquidity issues affecting the Underlying Assets :
The Underlying Assets may have different liquidity and settlement cycles from those of the Portfolio. Although the Portfolio will not invest in the Underlying
Constituents directly, any discrepancies in settlement cycles may cause the Portfolio, by virtue of the Index Swap Agreement, to have an increased or decreased
exposure to the swap counterparty. Consequently, the value of the Shares and the liquidity of the Portfolio may be affected by the liquidity and settlement cycles of
the Underlying Assets.
No Assurance of “Absolute” Returns :
Shares in the Portfolio should not be purchased on the basis of a potential to produce “absolute returns”. There can be no assurance that the Index will actually
be successful at producing consistently positive returns.
No Representation :
Neither Goldman Sachs nor the Umbrella Fund makes any representation as to the expected performance of the Shares, the Portfolio, the Index or any Underlying Asset.
Materials prepared by, or based on information provided by, the Umbrella Fund and any information contained therein, will not have been verified or approved by Goldman
Sachs.
Use of Simulated Returns :
Back-testing and other statistical analyses material that is provided in connection with explanations of the mechanics and/or potential returns of the Index use
simulated analysis and hypothetical circumstances to estimate how the product may have performed prior to its actual existence. Goldman Sachs provides no assurance or
guarantee that the Index will operate or would have operated in the past in a manner consistent with these materials. As such, any historical returns projected, or any
hypothetical simulations based on analyses provided in relation to the Index, may not reflect actual performance and is no guarantee or assurance in respect of the
future performance, or returns of, an investment in any product linked to the Index.
Past Index performance is no guide to future performance :
The actual performance of the Index may bear little relation to the historical performance. The future performance of the Index cannot be predicted.

Share Class A (CHF) Fact Sheet as of 31 January 2012
DISCLAIMER
Goldman Sachs Structured Investments SICAV is a Luxembourg Société d'Investissement à Capital Variable composed of several separate sub-funds (each a
“Portfolio”), incorporated under the law of 20 December 2002 and listed on the official list of UCITS subject to the supervision of the CSSF in accordance with the
law of 20 December 2002.
This document must always be read in conjunction with the Prospectus of Goldman Sachs Structured Investments SICAV and with the Supplement and Simplified Prospectus
issued for the relevant Portfolio of Goldman Sachs Structured Investments SICAV. In particular, prospective investors must read and pay special attention to investment
risks and related disclosures (under “Investment Risks” section) and conflicts and related disclosures (under “What to Know Before You Invest in a Portfolio”
section) in the Prospectus.
Goldman Sachs Structured Investments SICAV is available to both retail or natural persons and Institutional Investors. The profile of the typical investor for each
Portfolio is described in each of the Simplified Prospectuses and in the description of each relevant Portfolio.
This document has not been approved or reviewed by the Luxembourg regulator.
Subscriptions cannot be received on the basis of this document and they are valid only if made on the basis of the current Prospectus and each relevant Simplified
Prospectus, supplemented by the most recent annual report and, if later, the half-yearly report. The Prospectus, each relevant Simplified Prospectus and the reports
shall be available at the SICAV's registered office or the relevant administrative office or from the Distributor, as defined in the Prospectus.
This document does not constitute an offer or solicitation to any person in any jurisdiction in which such offer or solicitation is not authorized or to any person to
whom it would be unlawful to make such offer or solicitation. This document has been delivered to you upon your express request.
GS performs several roles in connection with Goldman Sachs Structured Investments SICAV and its Portfolios. Although GS will perform its obligations in good faith and
a commercially reasonable manner, GS may face conflicts between those roles and its own interests. In particular in its other businesses, GS may have an economic
interest in the underlying assets of the relevant Portfolio and may take other action with respect to its interests as it deems appropriate.
The information contained in this document should be treated as highly confidential. No disclosure may be made to third parties (including potential co-investors)
regarding any information disclosed in this document without the prior permission of GS. By accepting this document you agree not to use the information contained in
this document or in any other materials you are provided with, for any purpose other than for considering a participation in the proposed transactions.
This document has been delivered to you on the basis that you are a person to whom this document may be lawfully delivered in accordance with the laws of the
jurisdiction in which you are located. You agree that by furnishing this document to you GS is not acting as your advisor in relation to any legal, accounting or tax
matter associated or related to the transactions. In particular, GS is not giving any regulatory, legal, accounting or tax advice in relation to the feasibility of the
proposed transactions in your jurisdiction. Therefore, you are strongly advised to consult your own independent advisors in relation to any legal, tax or accounting
advice should you wish to proceed with a transaction.
No representation or warranty, expressed or implied, is made as to the quality, accuracy, timeliness, continued availability or completeness of the information
contained in the document, and nothing contained herein is, or shall be relied upon as, a promise or representation. This document does not purport to contain all the
information that may be required to evaluate the proposed transactions. GS has not independently verified any third party information included in this document and
assumes no responsibility for its accuracy, timeliness, continued availability or completeness. Furthermore, you agree that GS will not have any liability to you
relating to or resulting from the use of this document, nor for any special, indirect, incidental or consequential damages which may be incurred or experienced because
of the use of the data made available herein, even if GS has been advised of the possibility of such damages.
Past performance is not a guide to future performance and the value of investments and the income derived from them can go down as well as up. Future returns are not
guaranteed and a loss of principal may occur.
Unless more restrictive rules are provided for in the investment policy, as described in the relevant Prospectus and the Simplified Prospectus, Goldman Sachs
Structured Investments SICAV shall comply with the rules and restrictions detailed in the "Investment Restrictions" section in the Prospectus and investments of
Goldman Sachs Structured Investments SICAV shall consist only of those assets included in the "Authorized Investments" subsection under the "Investment Restrictions"
section in the Prospectus, which include: transferable securities and other money market instruments, units of undertakings for collective investment in transferable
securities (UCITS) and/or other undertakings for collective investment (UCIs), time deposits with credit institutions and derivatives, including options and futures.
In addition, up to 10% of the Fund's net assets may consist of assets other than those referred to hereunder.
SHARES IN GOLDMAN SACHS STRUCTURED INVESTMENTS SICAV OR ANY OF ITS PORTFOLIOS MAY NOT BE OFFERED OR SOLD WITHIN THE UNITED STATES OR TO,
OR FOR THE BENEFIT OF, UNITED STATES PERSONS (AS DEFINED IN REGULATIONS UNDER THE U.S. SECURITIES ACT OF 1933, AS AMENDED). THIS DOCUMENT
MAY NOT BE DISTRIBUTED IN THE UNITED STATES.
Der Vertreter in der Schweiz ist die First Independent Fund Services AG., Klausstrasse 33, 8008 Zürich. Die Zahlstelle in der Schweiz ist die Goldman Sachs Bank AG,
Münsterhof 4, 8001 Zürich. Exemplare der Satzung, des Auszugsprospekts für die Schweiz, der vereinfachten Prospekte derjenigen Teilfonds, die zum öffentlichen
Vertrieb in der Schweiz und von der Schweiz aus zugelassen sind, und der Jahres- und Halbjahresberichte des Umbrellafonds sind kostenfrei beim Vertreter in der Schweiz
erhältlich.
The Representative in Switzerland is First Independent Fund Services Ltd., Klausstrasse 33, 8008 Zurich. The Paying Agent in Switzerland is Goldman Sachs Bank AG,
Münsterhof 4, 8001 Zurich. Copies of the Articles of Incorporation, the Extract Prospectus for Switzerland, the Simplified Prospectuses of the Portfolios approved for
public distribution in or from Switzerland, and the annual and semi-annual reports of the Umbrella Fund may be obtained free of charge from the Representative in
Switzerland.
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