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Analisi performance
Portafoglio: ALPHA 80-20 Benchmark: FIDMOBBL Dt inizio: 10/22/2009 Dt fine: 02/09/2011 Valuta: EUR
Periodo: 1 G Dati stor: Rend tot
Rend tot: 6.940 Benchmark: 4.458 Analisi performance
10.00 Performance: Giornaliero Portafoglio Benchmark
Total Return 1 Mesi -1.55 0.45
Total Return MTD 0.75 0.52
Total Return QTD -0.54 0.95
8.00 Total Return YTD -0.54 0.95
Total Return 3 Mesi -0.64 0.40
Total Return 6 Mesi 0.75 1.39
Total Return 1 Anno 5.43 4.48
6.00 Total Return 2 Anno -- 11.85
Total Return 3 Anno -- 7.08
Risk: Settimanale
4.00
Standard Deviation 1 Anno 3.75 4.16
Semivariance 1 Anno 4.05 4.65
Beta 1 Anno 0.59 --
Correlation 1 Anno 0.66 --
2.00
R-Squared 1 Anno 0.43 --
Information Ratio 1 Anno 0.42 --
Sharpe Ratio vs Risk Free 1 Anno 1.22 0.78
0.00 Tracking Error 1 Anno 3.29 --
-2.00
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FIDMOBBL ALPHA 80-20
Performance vs Benchmark Distribuzione rendimento
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Periodo assoluto
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 02/11/2011 09:00:09 1
Analisi performance
Portafoglio: ALPHA 80-20 Benchmark: FIDMOBBL Dt inizio: 10/22/2009 Dt fine: 02/09/2011 Valuta: EUR
Periodo: 1 G Dati stor: Rend tot
Analisi periodo assoluto Analisi periodo 1 G Return
0.80 Positiva Negativa Tot Performance periodica Performance cumulativa
Numero 194 145 339 Portafoglio Benchmark +/- Portafoglio Benchmark +/-
% 57.23 42.77 100.00 02/09/2011 -0.32 -0.18 -0.14 6.94 4.46 2.48
0.60 Media 0.16 -0.17 0.02 02/08/2011 -0.36 -0.06 -0.30 7.28 4.65 2.64
Dev standard 0.13 0.15 0.21 02/07/2011 0.36 0.23 0.13 7.67 4.71 2.96
0.40 Sequenza mass 8 5 8 02/04/2011 0.19 0.10 0.09 7.29 4.48 2.81
Sequenza media 2.31 1.71 2.01 02/03/2011 0.32 0.06 0.26 7.09 4.37 2.71
0.20
02/02/2011 0.30 0.07 0.23 6.74 4.31 2.44
02/01/2011 0.26 0.30 -0.04 6.42 4.23 2.19
01/31/2011 -0.41 -0.05 -0.36 6.15 3.92 2.23
0.00 01/28/2011 0.01 -0.07 0.09 6.58 3.97 2.61
01/27/2011 -0.16 0.05 -0.22 6.57 4.04 2.52
-0.20 01/26/2011 -0.10 0.06 -0.17 6.74 3.99 2.75
Migliori-Peggiori 01/25/2011 -0.12 -0.14 0.02 6.85 3.92 2.93
Performance Data 01/24/2011 0.14 0.03 0.11 6.98 4.07 2.91
-0.40 Migliore 1 0.62 05/10/2010 01/21/2011 -0.13 0.10 -0.23 6.83 4.04 2.79
Migliore 2 0.60 06/03/2010 01/20/2011 -0.54 -0.17 -0.37 6.97 3.94 3.03
-0.60
Migliore 3 0.56 07/21/2010 01/19/2011 -0.22 -0.26 0.05 7.55 4.12 3.44
Peggiore 1 -0.68 05/07/2010 01/18/2011 0.01 0.11 -0.09 7.79 4.39 3.40
Peggiore 2 -0.64 01/22/2010 01/17/2011 0.17 0.04 0.14 7.77 4.28 3.49
-0.80 Peggiore 3 -0.63 01/13/2011 01/14/2011 0.01 0.02 -0.01 7.59 4.24 3.35
01/13/2011 -0.63 -0.09 -0.54 7.58 4.22 3.35
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01/11/2011 0.13 0.29 -0.16 8.40 4.01 4.40
01/10/2011 -0.34 -0.27 -0.06 8.26 3.70 4.56
01/07/2011 0.00 0.07 -0.07 8.63 3.99 4.64
01/06/2011 0.47 0.00 0.47 8.63 3.91 4.72
01/05/2011 -0.02 -0.01 -0.01 8.11 3.91 4.20
01/04/2011 0.36 0.13 0.24 8.14 3.92 4.22
Analisi periodo relativo Analisi periodo 01/03/2011 0.21 0.30 -0.10 7.74 3.79 3.96
1.00 Positiva Negativa Coerente Incoerente 12/31/2010 -0.23 0.00 -0.23 7.52 3.48 4.05
Numero 168 171 238 101 12/30/2010 -0.09 -0.27 0.19 7.77 3.48 4.30
% 49.56 50.44 70.21 29.79 12/29/2010 -0.17 0.06 -0.23 7.87 3.76 4.11
Differenza media 0.19 -0.17 0.00 0.01 12/28/2010 0.11 0.10 0.01 8.05 3.69 4.35
0.50 Differenza dev std 0.17 0.15 0.20 0.32 12/27/2010 -0.09 -0.34 0.25 7.93 3.59 4.33
Sequenza mass 5 6 23 7 12/24/2010 0.00 0.00 0.00 8.02 3.95 4.08
Sequenza media 1.63 1.66 3.61 1.55 12/23/2010 0.00 0.03 -0.03 8.02 3.95 4.08
0.00 12/22/2010 0.06 0.10 -0.04 8.02 3.92 4.10
12/21/2010 0.13 0.24 -0.11 7.96 3.82 4.14
12/20/2010 0.17 0.27 -0.11 7.82 3.57 4.25
12/17/2010 0.28 -0.05 0.32 7.64 3.29 4.35
-0.50 12/16/2010 -0.23 0.11 -0.34 7.34 3.34 4.00
12/15/2010 0.31 -0.20 0.51 7.59 3.22 4.37
12/14/2010 0.10 -0.03 0.12 7.26 3.43 3.83
Migliori-Peggiori 12/13/2010 -0.40 0.02 -0.42 7.16 3.46 3.70
-1.00 Differenza Perf fondo Perf indice Data 12/10/2010 0.06 -0.05 0.11 7.59 3.44 4.15
Migliore 1 0.78 0.07 -0.72 05/14/2010 12/09/2010 -0.04 0.26 -0.29 7.53 3.50 4.03
Migliore 2 0.76 0.44 -0.32 08/11/2010 12/08/2010 -0.16 0.00 -0.16 7.56 3.23 4.33
-1.50 Migliore 3 0.73 0.07 -0.66 05/04/2010 12/07/2010 0.29 0.16 0.13 7.74 3.23 4.50
Peggiore 1 -1.13 0.62 1.75 05/10/2010 12/06/2010 0.11 0.00 0.11 7.43 3.07 4.35
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Peggiore 3 -0.54 -0.63 -0.09 01/13/2011 12/02/2010 0.20 0.54 -0.35 7.32 3.08 4.24
1
12/01/2010 0.10 0.62 -0.52 7.11 2.53 4.59
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 02/11/2011 09:00:09 2
Analisi performance
Portafoglio: ALPHA 80-20 Benchmark: FIDMOBBL Dt inizio: 10/22/2009 Dt fine: 02/09/2011 Valuta: EUR
Periodo: 1 G Dati stor: Rend tot
Tracking Mean Return Sett: 52 Sett Annualized
1 14.00
12.00
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ALPHA 80-20
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ALPHA 80-20 FIDMOBBL
Standard Deviation Sett: 52 Sett Annualized
-1 6.00
-1 -0.4 0.2 0.8 1.4 2
FIDMOBBL
Se la maggioranza dei ritorni supera la linea breakeven, il fondo ha battuto il benchmark. 4.00
1ma osservzne 10/23/2009 O 168 Periodi in rialzo --- Retta di regressione
O 171 Periodi in ribasso --- Retta di breakeven
Indicatori tracking 2.00
Total Bull Bear
Alpha 0.01 0.03 0.00
Beta 0.40 0.33 0.35
Correlation 0.46 0.32 0.28
Mean Excess Return 2.53 -22.83 58.31
Information Ratio 0.55 -5.75 12.67 0.00
Jensen Alpha 4.93 10.15 -7.18
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Sortino Ratio Vs Index 0.59 -7.16 12.29
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Tracking Error 4.61 3.97 4.60
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, 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 02/11/2011 09:00:09 3
Analisi performance
Portafoglio: ALPHA 80-20 Benchmark: FIDMOBBL Dt inizio: 10/22/2009 Dt fine: 02/09/2011 Valuta: EUR
Periodo: 1 G Dati stor: Rend tot
Seasonality
Anno Gen Feb Mar Apr Mag Giu Lug Ago Set Ott Nov Dic
2009 -- -- -- -- -- -- -- -- -- -- 1.21 1.31
2010 -0.12 1.04 2.24 0.05 0.22 0.09 0.09 1.38 -0.37 0.03 0.29 0.48
2011 -1.28 -- -- -- -- -- -- -- -- -- -- --
Average -0.70 1.04 2.24 0.05 0.22 0.09 0.09 1.38 -0.37 0.03 0.75 0.90
3.00
2.00
1.00
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-1.00
-2.00
Gen Feb Mar Apr Mag Giu Lug Ago Set Ott Nov Dic
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, 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 02/11/2011 09:00:09 4
