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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
14.00 120
12.00
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10.00
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8.00
6.00 Periodictà 60
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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
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ALPHA 80-20
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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
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R-Squared 0.15 0.05 0.07
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Sortino Ratio Vs Index 1.18 -6.22 11.91
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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
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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
