101119_omega by Intermarketandmore

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									                                                                                                                                                                                                                                                                    Analisi performance
Portafoglio: OMEGA 100                                               Benchmark: SXXP                                              Dt inizio: 01/08/2010                                            Dt fine: 11/16/2010                                            Valuta: EUR
Periodo: 1 G                                                                                                                                           Dati stor: Rend tot

                                                                                 Rend tot: 12.841 Benchmark: 6.042                                                                                                                                        Analisi performance
     20.00                                                                                                                                                                                                               Performance: Giornaliero                                     Portafoglio             Benchmark
                                                                                                                                                                                                                         Total Return 1 Mesi                                               -0.71                    0.26
                                                                                                                                                                                                                         Total Return MTD                                                  -0.02                    0.17
                                                                                                                                                                                                                         Total Return QTD                                                   2.82                    2.65
     15.00                                                                                                                                                                                                               Total Return YTD                                                      --                   8.24
                                                                                                                                                                                                                         Total Return 3 Mesi                                                9.90                    4.52
                                                                                                                                                                                                                         Total Return 6 Mesi                                                8.29                    8.55
                                                                                                                                                                                                                         Total Return 1 Anno                                                   --                   9.58
     10.00                                                                                                                                                                                                               Total Return 2 Anno                                                   --                  39.80
                                                                                                                                                                                                                         Total Return 3 Anno                                                   --                 -17.56

                                                                                                                                                                                                                         Risk: Settimanale
      5.00
                                                                                                                                                                                                                         Standard Deviation 1 Anno                                              --                18.44
                                                                                                                                                                                                                         Semivariance 1 Anno                                                    --                20.78
                                                                                                                                                                                                                         Beta 1 Anno                                                            --                    --
                                                                                                                                                                                                                         Correlation 1 Anno                                                     --                    --
      0.00
                                                                                                                                                                                                                         R-Squared 1 Anno                                                       --                    --
                                                                                                                                                                                                                         Information Ratio 1 Anno                                               --                    --
                                                                                                                                                                                                                         Sharpe Ratio vs Risk Free 1 Anno                                       --                 0.91
      -5.00                                                                                                                                                                                                              Tracking Error 1 Anno                                                  --                    --




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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, BLOOMBERG Data and BLOOMBERG ALPHA Enterprise Reporting (the “Services”) 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               11/19/2010 07:18:07                                                                                                                                                                                                                                                            1
                                                                                                                                                                                                                                                                    Analisi performance
Portafoglio: OMEGA 100                                               Benchmark: SXXP                                              Dt inizio: 01/08/2010                                           Dt fine: 11/16/2010                                           Valuta: EUR
Periodo: 1 G                                                                                                                                           Dati stor: Rend tot

                                   Analisi periodo assoluto                                                Analisi periodo                                                                               1 G Return
       6.00                                                                                                                                            Positiva        Negativa               Tot                                Performance periodica                         Performance cumulativa
                                                                                                            Numero                                        117              105               222                           Portafoglio Benchmark                    +/-   Portafoglio Benchmark                   +/-
                                                                                                            %                                           52.70            47.30             100.00        11/16/2010             -1.80       -2.34                 0.55         12.84       6.04                 6.80
                                                                                                            Media                                        0.89            -0.86               0.06        11/15/2010              1.55        0.81                 0.75         14.90       8.59                 6.32
       4.00                                                                                                 Dev standard                                 0.83             0.83               1.20        11/12/2010             -1.59       -0.40                -1.20         13.15       7.72                 5.43
                                                                                                            Sequenza mass                                     8               7                 8        11/11/2010             -0.13       -0.03                -0.10         14.98       8.14                 6.84
                                                                                                            Sequenza media                               2.34             2.06               2.20        11/10/2010             -1.00       -0.69                -0.31         15.13       8.18                 6.95
                                                                                                                                                                                                         11/09/2010              0.86        0.57                 0.29         16.30       8.93                 7.37
       2.00                                                                                                                                                                                              11/08/2010              0.55        0.03                 0.52         15.31       8.31                 7.00
                                                                                                                                                                                                         11/05/2010              0.35        0.42                -0.07         14.68       8.28                 6.39
                                                                                                                                                                                                         11/04/2010              1.71        1.62                 0.08         14.28       7.83                 6.45
                                                                                                                                                                                                         11/03/2010             -1.38       -0.35                -1.04         12.37       6.11                 6.25
       0.00                                                                                                                                                                                              11/02/2010              0.96        0.42                 0.54         13.94       6.48                 7.46
                                                                                                           Migliori-Peggiori                                                                             11/01/2010              0.00        0.17                -0.16         12.86       6.04                 6.82
                                                                                                                                                              Performance                   Data         10/29/2010              0.33        0.02                 0.31         12.86       5.86                 6.99
                                                                                                            Migliore 1                                                5.07            05/10/2010         10/28/2010             -0.17        0.37                -0.53         12.48       5.84                 6.64
      -2.00                                                                                                 Migliore 2                                                4.16            09/01/2010         10/27/2010             -1.17       -0.72                -0.45         12.67       5.45                 7.22
                                                                                                            Migliore 3                                                3.42            08/02/2010         10/26/2010             -1.29       -0.19                -1.10         14.01       6.22                 7.78
                                                                                                            Peggiore 1                                               -3.99            05/19/2010         10/25/2010              1.41        0.25                 1.16         15.50       6.42                 9.07
                                                                                                            Peggiore 2                                               -3.53            05/07/2010         10/22/2010             -0.08       -0.33                 0.25         13.89       6.15                 7.73
      -4.00                                                                                                 Peggiore 3                                               -3.12            06/29/2010         10/21/2010              1.41        0.56                 0.84         13.98       6.50                 7.48
                                                                                                                                                                                                         10/20/2010              1.15        0.35                 0.80         12.40       5.90                 6.49
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                                                                                                                                                                                                         10/19/2010             -1.63       -0.53                -1.10         11.12       5.54                 5.59
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                                                                                                                                                                                                         10/18/2010             -0.60        0.31                -0.91         12.96       6.09                 6.87
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                                                                                                                                                                                                         10/14/2010              0.27       -0.21                 0.49         14.00       5.71                 8.29
                                                                                                                                                                                                         10/13/2010              2.24        1.45                 0.79         13.69       5.94                 7.76
                                                                                                                                                                                                         10/12/2010             -0.30       -0.27                -0.02         11.20       4.42                 6.78
                                                                                                                                                                                                         10/11/2010              0.85        0.36                 0.49         11.53       4.71                 6.82
                                    Analisi periodo relativo                                               Analisi periodo                                                                               10/08/2010              0.08       -0.01                 0.09         10.59       4.33                 6.26
       2.00                                                                                                                                   Positiva      Negativa      Coerente Incoerente            10/07/2010              0.48       -0.08                 0.56         10.51       4.35                 6.16
                                                                                                            Numero                               115            107           189          33            10/06/2010              0.33        0.52                -0.19          9.98       4.43                 5.55
                                                                                                            %                                  51.80          48.20         85.14      14.86             10/05/2010              1.98        1.33                 0.65          9.62       3.89                 5.73
                                                                                                            Differenza media                    0.48          -0.46           0.02       0.05            10/04/2010             -1.04       -0.52                -0.52          7.49       2.52                 4.97
       1.00                                                                                                 Differenza dev std                  0.37           0.37           0.56       0.78            10/01/2010             -1.03       -0.24                -0.79          8.61       3.06                 5.56
                                                                                                            Sequenza mass                            5             6            37          3            09/30/2010             -0.17       -0.50                 0.32          9.75       3.31                 6.44
                                                                                                            Sequenza media                      1.98           1.88           7.00       1.27            09/29/2010             -0.34       -0.50                 0.16          9.94       3.82                 6.12
       0.00                                                                                                                                                                                              09/28/2010              0.69       -0.21                 0.90         10.31       4.35                 5.97
                                                                                                                                                                                                         09/27/2010             -1.02       -0.40                -0.62          9.56       4.57                 4.99
                                                                                                                                                                                                         09/24/2010              1.82        1.11                 0.71         10.69       4.99                 5.70
                                                                                                                                                                                                         09/23/2010             -0.23       -0.04                -0.19          8.70       3.83                 4.87
      -1.00                                                                                                                                                                                              09/22/2010             -1.00       -1.43                 0.43          8.95       3.88                 5.08
                                                                                                                                                                                                         09/21/2010             -0.09       -0.45                 0.36         10.06       5.39                 4.67
                                                                                                                                                                                                         09/20/2010              1.40        1.30                 0.10         10.16       5.87                 4.29
                                                                                                           Migliori-Peggiori                                                                             09/17/2010              0.67       -0.23                 0.90          8.63       4.51                 4.13
      -2.00                                                                                                                                Differenza Perf fondo Perf indice       Data                  09/16/2010             -0.49       -0.78                 0.29          7.91       4.75                 3.16
                                                                                                            Migliore 1                           1.55       0.49       -1.06 08/06/2010                  09/15/2010             -0.36       -0.31                -0.05          8.44       5.57                 2.87
                                                                                                            Migliore 2                           1.43       2.46        1.03 02/26/2010                  09/14/2010              0.83       -0.02                 0.84          8.83       5.90                 2.93
      -3.00                                                                                                 Migliore 3                           1.41       4.16        2.75 09/01/2010                  09/13/2010              1.11        0.66                 0.44          7.94       5.92                 2.02
                                                                                                            Peggiore 1                          -2.10       5.07        7.17 05/10/2010                  09/10/2010              0.49       -0.15                 0.64          6.76       5.22                 1.54
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                                                                                                            Peggiore 2                          -1.57      -0.94        0.63 07/23/2010
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                                                                                                            Peggiore 3                          -1.36      -0.14        1.22 06/28/2010                  09/08/2010              0.44        1.03                -0.60          6.05       4.28                 1.77
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                                                                                                                                                                                                         09/07/2010             -0.18       -0.45                 0.27          5.59       3.21                 2.37
                                                                                                                                                                                                                                                                       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, BLOOMBERG Data and BLOOMBERG ALPHA Enterprise Reporting (the “Services”) 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             11/19/2010 07:18:07                                                                                                                                                                                                                                                               2
                                                                                                                                                                                                                                                                    Analisi performance
Portafoglio: OMEGA 100                                               Benchmark: SXXP                                              Dt inizio: 01/08/2010                                           Dt fine: 11/16/2010                                           Valuta: EUR
Periodo: 1 G                                                                                                                                            Dati stor: Rend tot

                                                          Tracking                                                                                                                 Mean Return Sett: 52 Sett Annualizzazione (true)
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                                                                                                                                                                                                        OMEGA 100                    SXXP
                      -3



                                                                                                                                                                              Standard Deviation Sett: 52 Sett Annualizzazione (true)
                      -5                                                                                                         25.00
                           -5      -2.6            -0.2            2.2              4.6               7


                                                                 SXXP
                                                                                                                                 20.00


Se la maggioranza dei ritorni supera la linea breakeven, il fondo ha battuto il benchmark.
                                                                                                                                 15.00

1ma osservzne 01/11/2010                          O 115 Periodi in rialzo                 --- Retta di regressione
                                                  O 107 Periodi in ribasso                --- Retta di breakeven
                                                                                                                                 10.00
Indicatori tracking
                                                                    Total                      Bull                   Bear
Alpha                                                               0.03                      0.09                    0.03
                                                                                                                                   5.00
Beta                                                                0.87                      0.83                    0.89
Correlation                                                         0.88                      0.77                    0.81
Mean Excess Return                                                 10.74                    -19.86                   55.75
Information Ratio                                                   0.95                     -1.71                    5.15         0.00
Jensen Alpha                                                       13.59                    -75.87                   -8.37
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                                                                                                                                                               8/

                                                                                                                                                               9/

                                                                                                                                                               9/

                                                                                                                                                               10

                                                                                                                                                               10

                                                                                                                                                               10

                                                                                                                                                               11
                                                                                                                                          12

                                                                                                                                                 23

                                                                                                                                                        3/

                                                                                                                                                                1

                                                                                                                                                                  25 0

                                                                                                                                                                  8/

                                                                                                                                                                  19

                                                                                                                                                                  30 0

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                                                                                                                                                                  24 0

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                                                                                                                                                                  15

                                                                                                                                                                  26 0

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                                                                                                                                                                  18

                                                                                                                                                                  29 0

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                                                                                                                                                                  20

                                                                                                                                                                  31 0

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                                                                                                                                                                  22 0

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                                                                                                                                                                   /2

                                                                                                                                                                   /5
R-Squared                                                           0.77                      0.59                    0.65
                                                                                                                                                                    4/
                                                                                                                                                  20




                                                                                                                                                                     20




                                                                                                                                                                     20




                                                                                                                                                                     20




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                                                                                                                                             20

                                                                                                                                                   20



                                                                                                                                                                       20
                                                                                                                                                    10



                                                                                                                                                                         01

                                                                                                                                                                         10

                                                                                                                                                                         01

                                                                                                                                                                         01

                                                                                                                                                                         01

                                                                                                                                                                         01

                                                                                                                                                                         10

                                                                                                                                                                         01

                                                                                                                                                                         01

                                                                                                                                                                         10

                                                                                                                                                                         01

                                                                                                                                                                         01

                                                                                                                                                                         10

                                                                                                                                                                         01

                                                                                                                                                                         01

                                                                                                                                                                         10

                                                                                                                                                                        01

                                                                                                                                                                         01

                                                                                                                                                                         01

                                                                                                                                                                        01

                                                                                                                                                                         01

                                                                                                                                                                         20

                                                                                                                                                                         20

                                                                                                                                                                         01
Sortino Ratio Vs Index                                              0.47                     -1.50                    2.49
                                                                                                                                               10

                                                                                                                                                     10



                                                                                                                                                                          1

                                                                                                                                                                            0




                                                                                                                                                                            0




                                                                                                                                                                            0




                                                                                                                                                                            0




                                                                                                                                                                            0




                                                                                                                                                                           0

                                                                                                                                                                            0

                                                                                                                                                                            10

                                                                                                                                                                           10

                                                                                                                                                                            0
Tracking Error                                                     11.36                     11.64                   10.83
                                                                                                                                                                                                        OMEGA 100                    SXXP




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, BLOOMBERG Data and BLOOMBERG ALPHA Enterprise Reporting (the “Services”) 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                 11/19/2010 07:18:07                                                                                                                                                                                                                                 3
                                                                                                                                                                                                                                                                    Analisi performance
Portafoglio: OMEGA 100                                               Benchmark: SXXP                                              Dt inizio: 01/08/2010                                           Dt fine: 11/16/2010                                            Valuta: EUR
Periodo: 1 G                                                                                                                                           Dati stor: Rend tot

Seasonality
Anno                                      Gen                      Feb                    Mar                     Apr                    Mag                      Giu                     Lug                     Ago                    Set                       Ott                   Nov                      Dic
2010                                        --                    2.54                   6.70                    1.03                   -8.58                   -3.43                    4.74                    0.55                   8.43                     2.83                     --                       --
Average                                     --                    2.54                   6.70                    1.03                   -8.58                   -3.43                    4.74                    0.55                   8.43                     2.83                     --                       --




   10.00




    5.00




    0.00




    -5.00




  -10.00
                                Gen                   Feb                   Mar                   Apr                   Mag                   Giu                   Lug                  Ago                    Set                   Ott                  Nov                   Dic




                                                                                                                                                         2010




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, BLOOMBERG Data and BLOOMBERG ALPHA Enterprise Reporting (the “Services”) 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               11/19/2010 07:18:07                                                                                                                                                                                                                                                         4

								
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