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					                                                                                                                                                                                                                                                                                                            Analisi performance
Portafoglio: ALPHA 80-20                                                                     Benchmark: FIDMOBBL                                                                        Dt inizio: 10/22/2009                                                                Dt fine: 01/31/2012                                            Valuta: EUR
Periodo: 1 G                                                                                                                                                        Dati stor: Rend tot                                                                                                                                         TR Week: Port Default

                                                                                               Rend tot: 14.968 Benchmark: 2.629                                                                                                                                                                  Analisi performance
     15.00                                                                                                                                                                                                                                                             Performance: Giornaliero                        Portafoglio           Benchmark
                                                                                                                                                                                                                                                                       Total Return 1 Mesi                                   1.96                  2.26
                                                                                                                                                                                                                                                                       Total Return MTD                                      1.96                  2.26
                                                                                                                                                                                                                                                                       Total Return QTD                                      1.96                  2.26
                                                                                                                                                                                                                                                                       Total Return YTD                                      1.96                  2.26
                                                                                                                                                                                                                                                                       Total Return 3 Mesi                                   4.60                  2.42
     10.00                                                                                                                                                                                                                                                             Total Return 6 Mesi                                   5.20                  0.38
                                                                                                                                                                                                                                                                       Total Return 1 Anno                                   8.32                 -1.24
                                                                                                                                                                                                                                                                       Total Return 2 Anno                                  12.99                  2.12
                                                                                                                                                                                                                                                                       Total Return 3 Anno                                       --               10.64

                                                                                                                                                                                                                                                                       Risk: Settimanale                                                                
      5.00                                                                                                                                                                                                                                                             Standard Deviation 1 Anni                                5.23               6.56
                                                                                                                                                                                                                                                                       Semivariance 1 Anno                                      4.08               6.99
                                                                                                                                                                                                                                                                       Beta 1 Anno                                              0.47                  --
                                                                                                                                                                                                                                                                       Correlation 1 Anno                                       0.58                  --
                                                                                                                                                                                                                                                                       R-Squared 1 Anno                                         0.34                  --
                                                                                                                                                                                                                                                                       Information Ratio 1 Anno                                 1.58                  --
      0.00
                                                                                                                                                                                                                                                                       Sharpe Ratio vs Risk Free 1 Anno                         1.16              -0.43
                                                                                                                                                                                                                                                                       Tracking Error 1 Anno                                    5.46                  --




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                                                                                                        FIDMOBBL                       ALPHA 80-20




                                                                Performance vs Benchmark                                                                                                                                                                           Distribuzione rendimento
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The format and content of this report may not be modified or altered (including, but not limited to, via deletion or addition) in any way.The BLOOMBERG PROFESSIONAL service and BLOOMBERG Data are owned and distributed locally by Bloomberg Finance L.P. (“BFLP”) and its subsidiaries in all jurisdictions
other than Argentina, Bermuda, China, India, Japan and Korea (the “BLP Countries”). BFLP is a wholly-owned subsidiary of Bloomberg L.P. (“BLP”). BLP provides BFLP with all global marketing and operational support and service for the Services and distributes the Services either directly or through a non-
BFLP subsidiary in the BLP Countries. BFLP, BLP and their affiliates do not provide investment advice or guarantee the accuracy of prices or information in the Services. Nothing on the Services shall constitute an offering of financial instruments by BFLP, BLP or their affiliates.



Bloomberg ®      Performance        02/03/2012 06:36:06                                                                                                                                                                                                                                                                                               1     
                                                                                                                                                                                                                                                              Analisi performance
Portafoglio: ALPHA 80-20                                                    Benchmark: FIDMOBBL                                                       Dt inizio: 10/22/2009                                                 Dt fine: 01/31/2012                                                 Valuta: EUR
Periodo: 1 G                                                                                                                          Dati stor: Rend tot                                                                                                                          TR Week: Port Default

                                   Analisi periodo assoluto                                              Analisi periodo                                                                             1 G Return
                                                                                                                                                   Positiva        Negativa               Tot                                 Performance periodica                         Performance cumulativa
       1.00
                                                                                                         Numero                                        326             267               593                           Portafoglio Benchmark                  +/-     Portafoglio Benchmark                +/-
                                                                                                         %                                           54.97           45.03             100.00        01/31/2012               0.47        0.29               0.18          14.97         2.63            12.34
                                                                                                         Media                                        0.20            -0.19              0.02        01/30/2012              -0.28       -0.30               0.02          14.43         2.33            12.10
                                                                                                         Dev standard                                 0.17             0.18              0.26        01/27/2012              -0.04       -0.02              -0.02          14.75         2.64            12.11
       0.50
                                                                                                         Sequenza mass                                   14               5                14        01/26/2012               0.53        0.38               0.15          14.80         2.66            12.14
                                                                                                         Sequenza media                               2.17             1.78              1.98        01/25/2012              -0.16        0.06              -0.21          14.20         2.27            11.93
                                                                                                                                                                                                     01/24/2012              -0.14       -0.08              -0.06          14.38         2.21            12.16
                                                                                                                                                                                                     01/23/2012              -0.04        0.13              -0.17          14.54         2.30            12.24
                                                                                                                                                                                                     01/20/2012               0.13       -0.02               0.15          14.59         2.17            12.42
       0.00                                                                                                                                                                                          01/19/2012              -0.01        0.34              -0.35          14.44         2.19            12.25
                                                                                                                                                                                                     01/18/2012              -0.14       -0.03              -0.11          14.45         1.84            12.61
                                                                                                                                                                                                     01/17/2012               0.12        0.24              -0.12          14.61         1.87            12.74
                                                                                                         Migliori-Peggiori                                                                           01/16/2012              -0.03        0.17              -0.19          14.47         1.62            12.85
                                                                                                                                                          Performance                   Data         01/13/2012               0.32        0.10               0.21          14.50         1.45            13.05
      -0.50                                                                                              Migliore 1                                               0.94            11/30/2011         01/12/2012               0.09        0.12              -0.03          14.14         1.35            12.79
                                                                                                         Migliore 2                                               0.91            12/01/2011         01/11/2012               0.16        0.16               0.00          14.04         1.23            12.81
                                                                                                         Migliore 3                                               0.90            08/12/2011         01/10/2012               0.26        0.49              -0.23          13.86         1.06            12.79
                                                                                                         Peggiore 1                                              -0.93            08/05/2011         01/09/2012               0.03       -0.12               0.15          13.56         0.57            12.99
                                                                                                         Peggiore 2                                              -0.93            10/04/2011         01/06/2012               0.13        0.00               0.13          13.53         0.70            12.83
      -1.00                                                                                              Peggiore 3                                              -0.78            10/10/2011         01/05/2012               0.37       -0.26               0.63          13.38         0.70            12.68
                                                                                                                                                                                                     01/04/2012               0.13       -0.08               0.21          12.96         0.96            12.00
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                                                                                                                                                                                                     01/03/2012               0.02        0.24              -0.23          12.82         1.05            11.77
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                                                                                                                                                                                                     12/30/2011               0.07        0.21              -0.14          12.76         0.36            12.40
                                                                                                                                                                                                     12/29/2011               0.06        0.35              -0.29          12.68         0.15            12.53
                                                                                                                                                                                                     12/28/2011               0.39       -0.13               0.52          12.62        -0.20            12.82
                                                                                                                                                                                                     12/27/2011               0.14        0.03               0.11          12.19        -0.07            12.25
                                                                                                                                                                                                     12/26/2011              -0.04        0.00              -0.04          12.04        -0.09            12.13
                                   Analisi periodo relativo                                              Analisi periodo                                                                             12/23/2011               0.16        0.25              -0.08          12.08        -0.09            12.17
       1.50
                                                                                                                                           Positiva     Negativa      Coerente Incoerente            12/22/2011               0.13        0.30              -0.17          11.90        -0.34            12.23
                                                                                                         Numero                                305          288            400        193            12/21/2011               0.02       -0.11               0.14          11.75        -0.64            12.39
                                                                                                         %                                   51.43        48.57          67.45      32.55            12/20/2011               0.12        0.62              -0.50          11.72        -0.53            12.25
       1.00                                                                                              Differenza media                     0.24         -0.21          0.00       0.04            12/19/2011               0.22       -0.05               0.27          11.58        -1.14            12.72
                                                                                                         Differenza dev std                   0.22          0.20          0.23       0.43            12/16/2011              -0.04       -0.05               0.01          11.34        -1.09            12.43
                                                                                                         Sequenza mass                           10            6            21          7            12/15/2011               0.27        0.25               0.03          11.38        -1.05            12.42
       0.50                                                                                              Sequenza media                       1.80          1.71          3.36       1.64            12/14/2011              -0.16       -0.31               0.15          11.07        -1.29            12.36
                                                                                                                                                                                                     12/13/2011               0.53        0.09               0.45          11.25        -0.98            12.23
                                                                                                                                                                                                     12/12/2011               0.40       -0.52               0.93          10.66        -1.06            11.73
       0.00                                                                                                                                                                                          12/09/2011              -0.06       -0.26               0.21          10.21        -0.55            10.76
                                                                                                                                                                                                     12/08/2011               0.02        0.00               0.02          10.28        -0.28            10.56
                                                                                                                                                                                                     12/07/2011              -0.29       -0.03              -0.27          10.25        -0.28            10.54
      -0.50                                                                                                                                                                                          12/06/2011              -0.16       -0.06              -0.10          10.58        -0.25            10.83
                                                                                                                                                                                                     12/05/2011               0.42        0.49              -0.07          10.76        -0.20            10.96
                                                                                                         Migliori-Peggiori                                                                           12/02/2011               0.26        0.43              -0.17          10.30        -0.69            10.98
                                                                                                                                        Differenza Perf fondo Perf indice       Data                 12/01/2011               0.91        0.12               0.79          10.01        -1.11            11.13
      -1.00
                                                                                                         Migliore 1                            1.37       0.49      -0.88 08/10/2011                 11/30/2011               0.94        1.12              -0.18            9.02       -1.23            10.26
                                                                                                         Migliore 2                            1.08       0.26      -0.81 08/04/2011                 11/29/2011               0.31        0.20               0.11            8.01       -2.33            10.34
                                                                                                         Migliore 3                            1.03       0.41      -0.62 10/31/2011                 11/28/2011               0.39        1.00              -0.60            7.67       -2.53            10.20
      -1.50
                                                                                                         Peggiore 1                           -1.45      -0.51       0.93 10/27/2011                 11/25/2011               0.28       -0.04               0.32            7.25       -3.49            10.74
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                                                                                                         Peggiore 3                           -1.13       0.62       1.75 05/10/2010
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                                                                                                                                                                                                     11/22/2011              -0.12       -0.42               0.31            7.61       -2.79            10.40
                                                                                                                                                                                                                                                                    History limited to maximum 51 dates.

The format and content of this report may not be modified or altered (including, but not limited to, via deletion or addition) in any way.The BLOOMBERG PROFESSIONAL service and BLOOMBERG Data are owned and distributed locally by Bloomberg Finance L.P. (“BFLP”) and its subsidiaries in all jurisdictions
other than Argentina, Bermuda, China, India, Japan and Korea (the “BLP Countries”). BFLP is a wholly-owned subsidiary of Bloomberg L.P. (“BLP”). BLP provides BFLP with all global marketing and operational support and service for the Services and distributes the Services either directly or through a non-
BFLP subsidiary in the BLP Countries. BFLP, BLP and their affiliates do not provide investment advice or guarantee the accuracy of prices or information in the Services. Nothing on the Services shall constitute an offering of financial instruments by BFLP, BLP or their affiliates.



Bloomberg ®      Periodo        02/03/2012 06:36:06                                                                                                                                                                                                                                                           2     
                                                                                                                                                                                                                                                                                  Analisi performance
Portafoglio: ALPHA 80-20                                                    Benchmark: FIDMOBBL                                                            Dt inizio: 10/22/2009                                                                Dt fine: 01/31/2012                                                       Valuta: EUR
Periodo: 1 G                                                                                                                           Dati stor: Rend tot                                                                                                                                                 TR Week: Port Default

                                                      Tracking                                                                                                                                     Mean Return Sett: 52 Sett Annualized
                        1                                                                                                      15.00




                                                                                                                               10.00

                     0.6

                                                                                                                                5.00




                                                                                                                                0.00
                     0.2
       ALPHA 80-20




                                                                                                                               -5.00


                     -0.2
                                                                                                                              -10.00




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                                                                                                                                                                01

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                                                                                                                                                                                         01

                                                                                                                                                                                                01

                                                                                                                                                                                                        01

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                                                                                                                                                                                                                                                                                 11

                                                                                                                                                                                                                                                                                       01

                                                                                                                                                                                                                                                                                            01

                                                                                                                                                                                                                                                                                                     01

                                                                                                                                                                                                                                                                                                           20

                                                                                                                                                                                                                                                                                                                20

                                                                                                                                                                                                                                                                                                                         20

                                                                                                                                                                                                                                                                                                                               01
                                                                                                                                             09

                                                                                                                                                   09

                                                                                                                                                           09

                                                                                                                                                                0

                                                                                                                                                                       0

                                                                                                                                                                               0

                                                                                                                                                                                    0

                                                                                                                                                                                           0

                                                                                                                                                                                                   0

                                                                                                                                                                                                        0

                                                                                                                                                                                                               0

                                                                                                                                                                                                                       0

                                                                                                                                                                                                                            10

                                                                                                                                                                                                                                   10

                                                                                                                                                                                                                                           10




                                                                                                                                                                                                                                                                                       1

                                                                                                                                                                                                                                                                                                1

                                                                                                                                                                                                                                                                                                      1

                                                                                                                                                                                                                                                                                                           11

                                                                                                                                                                                                                                                                                                                    11

                                                                                                                                                                                                                                                                                                                          11

                                                                                                                                                                                                                                                                                                                               2
                     -0.6
                                                                                                                                                                                                             ALPHA 80-20                         FIDMOBBL




                                                                                                                                                                                              Standard Deviation Sett: 52 Sett Annualized
                       -1                                                                                                       8.00
                            -1       -0.4               0.2               0.8               1.4                 2


                                                              FIDMOBBL
                                                                                                                                6.00

Se la maggioranza dei ritorni supera la linea breakeven, il fondo ha battuto il benchmark.


1ma osservzne 10/23/2009                          O   305 Periodi in rialzo           ---   Retta di regressione                4.00
                                                  O   288 Periodi in ribasso          ---   Retta di breakeven

Indicatori tracking
                                                                  Total                    Bull                      Bear
Alpha                                                              0.02                    0.05                      0.02       2.00
Beta                                                               0.35                    0.27                      0.34
Correlation                                                        0.38                    0.23                      0.26
Mean Excess Return                                                 5.10                  -22.22                     55.28
Information Ratio                                                  1.02                   -5.11                     11.58       0.00
Jensen Alpha                                                       5.29                    8.78                     -0.56
                                                                                                                                       10

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                                                                                                                                                                                                                       10

                                                                                                                                                                                                                            11

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                                                                                                                                                                                                                                                                                       8/

                                                                                                                                                                                                                                                                                                9/

                                                                                                                                                                                                                                                                                                      10

                                                                                                                                                                                                                                                                                                           11

                                                                                                                                                                                                                                                                                                                    12

                                                                                                                                                                                                                                                                                                                          1/
R-Squared                                                          0.15                    0.05                      0.07
                                                                                                                                                           25

                                                                                                                                                                  23

                                                                                                                                                                          24

                                                                                                                                                                               22

                                                                                                                                                                                      21

                                                                                                                                                                                              19

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                                                                                                                                                                                                          16

                                                                                                                                                                                                                  14




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                                                                                                                                                                                                                                                                             1/

                                                                                                                                                                                                                                                                                  30

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                                                                                                                                                                                                                                            20

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                                                                                                                                                                                                                                                             20

                                                                                                                                                                                                                                                                  20

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Sortino Ratio Vs Index                                             1.18                   -6.22                     11.91
                                                                                                                                            20

                                                                                                                                                  20

                                                                                                                                                        20

                                                                                                                                                                01

                                                                                                                                                                     01

                                                                                                                                                                            01

                                                                                                                                                                                    01

                                                                                                                                                                                         01

                                                                                                                                                                                                01

                                                                                                                                                                                                        01

                                                                                                                                                                                                             01

                                                                                                                                                                                                                    01

                                                                                                                                                                                                                            20

                                                                                                                                                                                                                                 20

                                                                                                                                                                                                                                        20

                                                                                                                                                                                                                                                11

                                                                                                                                                                                                                                                     11

                                                                                                                                                                                                                                                           11

                                                                                                                                                                                                                                                                 11

                                                                                                                                                                                                                                                                      11

                                                                                                                                                                                                                                                                            11

                                                                                                                                                                                                                                                                                 11

                                                                                                                                                                                                                                                                                       01

                                                                                                                                                                                                                                                                                            01

                                                                                                                                                                                                                                                                                                     01

                                                                                                                                                                                                                                                                                                           20

                                                                                                                                                                                                                                                                                                                20

                                                                                                                                                                                                                                                                                                                         20

                                                                                                                                                                                                                                                                                                                               01
                                                                                                                                             09

                                                                                                                                                   09

                                                                                                                                                           09

                                                                                                                                                                0

                                                                                                                                                                       0

                                                                                                                                                                               0

                                                                                                                                                                                    0

                                                                                                                                                                                           0

                                                                                                                                                                                                   0

                                                                                                                                                                                                        0

                                                                                                                                                                                                               0

                                                                                                                                                                                                                       0

                                                                                                                                                                                                                            10

                                                                                                                                                                                                                                   10

                                                                                                                                                                                                                                           10




                                                                                                                                                                                                                                                                                       1

                                                                                                                                                                                                                                                                                                1

                                                                                                                                                                                                                                                                                                      1

                                                                                                                                                                                                                                                                                                           11

                                                                                                                                                                                                                                                                                                                    11

                                                                                                                                                                                                                                                                                                                          11

                                                                                                                                                                                                                                                                                                                               2
Tracking Error                                                     5.01                    4.35                      4.77
                                                                                                                                                                                                             ALPHA 80-20                         FIDMOBBL




The format and content of this report may not be modified or altered (including, but not limited to, via deletion or addition) in any way.The BLOOMBERG PROFESSIONAL service and BLOOMBERG Data are owned and distributed locally by Bloomberg Finance L.P. (“BFLP”) and its subsidiaries in all jurisdictions
other than Argentina, Bermuda, China, India, Japan and Korea (the “BLP Countries”). BFLP is a wholly-owned subsidiary of Bloomberg L.P. (“BLP”). BLP provides BFLP with all global marketing and operational support and service for the Services and distributes the Services either directly or through a non-
BFLP subsidiary in the BLP Countries. BFLP, BLP and their affiliates do not provide investment advice or guarantee the accuracy of prices or information in the Services. Nothing on the Services shall constitute an offering of financial instruments by BFLP, BLP or their affiliates.



Bloomberg ®   Tracking - Statistiche scorrevoli    02/03/2012 06:36:06                                                                                                                                                                                                                                                              3   
                                                                                                                                                                                                                                                               Analisi performance
Portafoglio: ALPHA 80-20                                                    Benchmark: FIDMOBBL                                                       Dt inizio: 10/22/2009                                                 Dt fine: 01/31/2012                                                 Valuta: EUR
Periodo: 1 G                                                                                                                          Dati stor: Rend tot                                                                                                                          TR Week: Port Default

Seasonality
Anno                                     Gen                    Feb                     Mar                     Apr                   Mag                      Giu                   Lug                     Ago                     Set                     Ott                   Nov                     Dic
2009                                        --                     --                      --                     --                     --                      --                     --                      --                     --                      --                  1.20                   1.31
2010                                    -0.12                   1.04                    2.24                   0.05                   0.25                    0.06                   0.09                    1.38                  -0.37                    0.03                   0.29                   0.36
2011                                    -1.17                   1.38                   -0.58                   0.30                   2.09                   -1.30                   1.07                   -0.53                   1.04                    0.07                  -0.81                   3.43
2012                                     1.96                      --                      --                     --                     --                      --                     --                      --                     --                      --                     --                     --
Average                                  0.22                   1.21                    0.83                   0.18                   1.17                   -0.62                   0.58                    0.43                   0.34                    0.05                   0.23                   1.70




    4.00




    3.00




    2.00




    1.00




    0.00




    -1.00




    -2.00
                               Gen                   Feb                  Mar                   Apr                    Mag                 Giu                  Lug                     Ago                 Set                  Ott                  Nov                   Dic




                                                                                                                             2012             2011             2010              2009




The format and content of this report may not be modified or altered (including, but not limited to, via deletion or addition) in any way.The BLOOMBERG PROFESSIONAL service and BLOOMBERG Data are owned and distributed locally by Bloomberg Finance L.P. (“BFLP”) and its subsidiaries in all jurisdictions
other than Argentina, Bermuda, China, India, Japan and Korea (the “BLP Countries”). BFLP is a wholly-owned subsidiary of Bloomberg L.P. (“BLP”). BLP provides BFLP with all global marketing and operational support and service for the Services and distributes the Services either directly or through a non-
BFLP subsidiary in the BLP Countries. BFLP, BLP and their affiliates do not provide investment advice or guarantee the accuracy of prices or information in the Services. Nothing on the Services shall constitute an offering of financial instruments by BFLP, BLP or their affiliates.



Bloomberg ®      Seasonality        02/03/2012 06:36:06                                                                                                                                                                                                                                                       4     

				
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