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					                                                                                                                                                                                                                                                                    Analisi performance
Portafoglio: GAMMA 20-80                                                          Dt inizio: 10/29/2009                                                       Dt fine: 03/03/2011                                                    Valuta: EUR                                                     Periodo: 1 G
Dati stor: Rend tot

                                                                                               Rend tot: 24.706                                                                                                                                         Analisi performance
     35.00                                                                                                                                                                                                               Performance: Giornaliero                                                        Portafoglio
                                                                                                                                                                                                                         Total Return 1 Mesi                                                                   0.07
                                                                                                                                                                                                                         Total Return MTD                                                                     -0.55
     30.00                                                                                                                                                                                                               Total Return QTD                                                                     -1.58
                                                                                                                                                                                                                         Total Return YTD                                                                     -1.58
                                                                                                                                                                                                                         Total Return 3 Mesi                                                                   0.25
     25.00                                                                                                                                                                                                               Total Return 6 Mesi                                                                   4.35
                                                                                                                                                                                                                         Total Return 1 Anno                                                                  12.50
                                                                                                                                                                                                                         Total Return 2 Anno                                                                      --
     20.00                                                                                                                                                                                                               Total Return 3 Anno                                                                      --

                                                                                                                                                                                                                         Risk: Settimanale
     15.00
                                                                                                                                                                                                                         Standard Deviation 1 Anno                                                             12.27
                                                                                                                                                                                                                         Semivariance 1 Anno                                                                   13.87
                                                                                                                                                                                                                         Beta 1 Anno                                                                               --
     10.00
                                                                                                                                                                                                                         Correlation 1 Anno                                                                        --
                                                                                                                                                                                                                         R-Squared 1 Anno                                                                          --
      5.00
                                                                                                                                                                                                                         Information Ratio 1 Anno                                                                  --
                                                                                                                                                                                                                         Sharpe Ratio vs Risk Free 1 Anno                                                       1.12
                                                                                                                                                                                                                         Tracking Error 1 Anno                                                                     --
      0.00



      -5.00
                   10

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                        13 09

                        28 0

                        12 0

                        27 0

                        14 0

                        29 0

                        13 0

                        28 0

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                        28 0

                        12 0

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                        12 0

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                        11 0

                        26 0

                        10 0

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                        8/

                        23

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                        22
                     /3

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                         /1

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                            /2




                            /2
                               20

                               20

                               20

                               20

                               20

                               01

                               01

                               01

                               01

                              01

                               01

                               01

                               01

                               01

                               01

                               01

                               01

                               01

                               01

                               01

                               01

                               01

                               01

                               20

                               20

                              01

                               20

                               01

                               20

                               11

                               01

                               11

                               01
                                  09

                                  09

                                  09

                                  09




                                  0

                                  10

                                  10

                                 0

                                  10

                                  0

                                  10




                                  1




                                  1
                                                                                                    GAMMA 20-80




                                                                                                                                        Distribuzione rendimento
                      60




                      40
      Periodictà




                      20




                          0
                              -2



                                         -2



                                                    -2



                                                               -1



                                                                          -1



                                                                                     -1



                                                                                                -1



                                                                                                           -1



                                                                                                                      -0



                                                                                                                                 -0



                                                                                                                                            -0



                                                                                                                                                       -0



                                                                                                                                                                 -0



                                                                                                                                                                              0.



                                                                                                                                                                                       0.



                                                                                                                                                                                                  0.



                                                                                                                                                                                                             0.



                                                                                                                                                                                                                        0.



                                                                                                                                                                                                                                   1.



                                                                                                                                                                                                                                              1.



                                                                                                                                                                                                                                                         1.



                                                                                                                                                                                                                                                                    1.



                                                                                                                                                                                                                                                                               1.



                                                                                                                                                                                                                                                                                          2.



                                                                                                                                                                                                                                                                                                     2.
                                                                                                                                                                                 1



                                                                                                                                                                                          3



                                                                                                                                                                                                     5



                                                                                                                                                                                                                7



                                                                                                                                                                                                                           9



                                                                                                                                                                                                                                     1



                                                                                                                                                                                                                                                3



                                                                                                                                                                                                                                                            5



                                                                                                                                                                                                                                                                      7



                                                                                                                                                                                                                                                                                  9



                                                                                                                                                                                                                                                                                           1



                                                                                                                                                                                                                                                                                                      3
                                .5



                                           .3



                                                      .1



                                                                 .9



                                                                           .7



                                                                                      .5



                                                                                                  .3



                                                                                                             .1



                                                                                                                         .



                                                                                                                                  .7



                                                                                                                                              .5



                                                                                                                                                         .3



                                                                                                                                                                   .1
                                                                                                                       9




                                                                                                                                                           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               03/04/2011 07:16:07                                                                                                                                                                                                                                                         1
                                                                                                                                                                                                                                                                    Analisi performance
Portafoglio: GAMMA 20-80                                                          Dt inizio: 10/29/2009                                                      Dt fine: 03/03/2011                                                     Valuta: EUR                                                     Periodo: 1 G
Dati stor: Rend tot

                                   Analisi periodo assoluto                                                Analisi periodo                                                                               1 G Return
       3.00                                                                                                                                            Positiva        Negativa               Tot                                                                    Portafoglio Performance cum portafoglio
                                                                                                            Numero                                        207              143               350         03/03/2011                                                        0.00                       24.71
                                                                                                            %                                           59.14            40.86             100.00        03/02/2011                                                       -0.51                       24.70
                                                                                                            Media                                        0.43            -0.46               0.06        03/01/2011                                                       -0.04                       25.34
       2.00
                                                                                                            Dev standard                                 0.34             0.46               0.59        02/28/2011                                                        0.29                       25.39
                                                                                                            Sequenza mass                                     9               8                 9        02/25/2011                                                        0.80                       25.03
                                                                                                            Sequenza media                               2.92             2.01               2.46        02/24/2011                                                       -0.39                       24.04
       1.00
                                                                                                                                                                                                         02/23/2011                                                       -1.06                       24.53
                                                                                                                                                                                                         02/22/2011                                                       -0.80                       25.87
                                                                                                                                                                                                         02/21/2011                                                       -0.01                       26.88
       0.00                                                                                                                                                                                              02/18/2011                                                       -0.05                       26.90
                                                                                                                                                                                                         02/17/2011                                                       -0.03                       26.96
                                                                                                                                                                                                         02/16/2011                                                       -0.09                       26.99
      -1.00                                                                                                Migliori-Peggiori                                                                             02/15/2011                                                        0.00                       27.11
                                                                                                                                                              Performance                   Data         02/14/2011                                                        0.42                       27.11
                                                                                                            Migliore 1                                                2.17            05/10/2010         02/11/2011                                                        1.03                       26.57
                                                                                                            Migliore 2                                                1.68            05/26/2010         02/10/2011                                                        0.32                       25.28
      -2.00
                                                                                                            Migliore 3                                                1.49            03/01/2010         02/09/2011                                                       -0.66                       24.88
                                                                                                            Peggiore 1                                               -2.54            07/01/2010         02/08/2011                                                       -0.53                       25.72
                                                                                                            Peggiore 2                                               -1.91            05/19/2010         02/07/2011                                                        0.81                       26.38
      -3.00                                                                                                 Peggiore 3                                               -1.84            01/13/2011         02/04/2011                                                        0.59                       25.36
                                                                                                                                                                                                         02/03/2011                                                        0.92                       24.62
           10

              11 /20

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                  31




                                                                                                                                                                                                         02/02/2011                                                        0.38                       23.49
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                      01
                        1
                                                                                                                                                                                                         02/01/2011                                                        0.38                       23.02
                                                                                                                                                                                                         01/31/2011                                                       -0.76                       22.56
                                                                                                                                                                                                         01/28/2011                                                       -0.23                       23.50
                                                                                                                                                                                                         01/27/2011                                                       -0.49                       23.78
                                                                                                                                                                                                         01/26/2011                                                        0.43                       24.39
                                                                                                                                                                                                         01/25/2011                                                       -0.12                       23.85
                                                                                                                                                                                                         01/24/2011                                                       -0.37                       24.00
                                                                                                                                                                                                         01/21/2011                                                       -0.39                       24.47
                                                                                                                                                                                                         01/20/2011                                                       -1.14                       24.95
                                                                                                                                                                                                         01/19/2011                                                       -1.09                       26.40
                                                                                                                                                                                                         01/18/2011                                                       -0.12                       27.79
                                                                                                                                                                                                         01/17/2011                                                        0.37                       27.95
                                                                                                                                                                                                         01/14/2011                                                       -0.32                       27.48
                                                                                                                                                                                                         01/13/2011                                                       -1.84                       27.89
                                                                                                                                                                                                         01/12/2011                                                       -0.08                       30.29
                                                                                                                                                                                                         01/11/2011                                                        0.21                       30.39
                                                                                                                                                                                                         01/10/2011                                                       -0.25                       30.12
                                                                                                                                                                                                         01/07/2011                                                        0.25                       30.44
                                                                                                                                                                                                         01/06/2011                                                        0.93                       30.12
                                                                                                                                                                                                         01/05/2011                                                        1.02                       28.93
                                                                                                                                                                                                         01/04/2011                                                        0.19                       27.63
                                                                                                                                                                                                         01/03/2011                                                        0.53                       27.39
                                                                                                                                                                                                         12/31/2010                                                       -0.48                       26.71
                                                                                                                                                                                                         12/30/2010                                                       -0.69                       27.32
                                                                                                                                                                                                         12/29/2010                                                        0.09                       28.21
                                                                                                                                                                                                         12/28/2010                                                        0.12                       28.09
                                                                                                                                                                                                         12/27/2010                                                       -0.19                       27.94
                                                                                                                                                                                                         12/24/2010                                                        0.00                       28.19
                                                                                                                                                                                                         12/23/2010                                                       -0.01                       28.19

                                                                                                                                                                                                                                                                       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             03/04/2011 07:16:07                                                                                                                                                                                                                                                               2
                                                                                                                                                                                                                                                                    Analisi performance
Portafoglio: GAMMA 20-80                                                                  Dt inizio: 10/29/2009                                              Dt fine: 03/03/2011                                                     Valuta: EUR                                                     Periodo: 1 G
Dati stor: Rend tot

                                                                                                                              Mean Return Sett: 52 Sett Annualized
   25.00




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                        01


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                        01


                        01


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                        01


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                           1


                          1


                           1




                           1


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                           1


                           1


                           1
                                                                                                                                                  GAMMA 20-80




                                                                                                                         Standard Deviation Sett: 52 Sett Annualized
   14.00


   12.00


   10.00


    8.00


    6.00


    4.00


    2.00


    0.00
              10


                      11


                              11


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                                                                /


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                                         8/




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                                                                                          9/




                                                                                           /2


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                                                            /2


                                                                  /2
                   20


                           01


                                   01




                                                   20




                                                                           20


                                                                                     2


                                                                                              20


                                                                                             20


                                                                                              01


                                                                                              01


                                                                                              01


                                                                                              20


                                                                                              20


                                                                                              20


                                                                                             20


                                                                                              20


                                                                                              20


                                                                                             20


                                                                                              11


                                                                                              11


                                                                                              11


                                                                                              01


                                                                                              01


                                                                                              01


                                                                                              01


                                                                                              01


                                                                                              01


                                                                                             01


                                                                                              01


                                                                                              11


                                                                                              11


                                                                                              11


                                                                                              01


                                                                                              01


                                                                                              01


                                                                                              01


                                                                                              01
                                           10




                                                            01


                                                                    01




                                                                                               01
                      1


                              0


                                     0




                                                      1




                                                                             10




                                                                                                 10


                                                                                                10


                                                                                                 0


                                                                                                 0


                                                                                                 0


                                                                                                 10


                                                                                                 10


                                                                                                 10


                                                                                                10


                                                                                                 10


                                                                                                 10


                                                                                                10




                                                                                                 1


                                                                                                 1


                                                                                                 1


                                                                                                1


                                                                                                 1


                                                                                                 1


                                                                                                1


                                                                                                 1




                                                                                                 1


                                                                                                 1


                                                                                                 1


                                                                                                 1


                                                                                                 1
                      0




                                                    0


                                                              0


                                                                      0




                                                                                                   0




                                                                                                                                                  GAMMA 20-80




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                     03/04/2011 07:16:07                                                                                                                                                                                                                             3
                                                                                                                                                                                                                                                                    Analisi performance
Portafoglio: GAMMA 20-80                                                          Dt inizio: 10/29/2009                                                      Dt fine: 03/03/2011                                                     Valuta: EUR                                                     Periodo: 1 G
Dati stor: Rend tot

Seasonality
Anno                                      Gen                      Feb                    Mar                     Apr                    Mag                      Giu                     Lug                     Ago                    Set                       Ott                   Nov                     Dic
2009                                         --                      --                     --                      --                      --                      --                      --                      --                     --                       --                  2.04                    4.89
2010                                     -0.22                    2.53                   5.57                    1.90                    0.27                   -0.20                   -1.16                    1.39                   0.38                     0.60                   4.34                    2.11
2011                                     -3.28                    2.31                      --                      --                      --                      --                      --                      --                     --                       --                     --                      --
Average                                  -1.75                    2.42                   5.57                    1.90                    0.27                   -0.20                   -1.16                    1.39                   0.38                     0.60                   3.19                    3.50




    6.00




    4.00




    2.00




    0.00




    -2.00




    -4.00
                                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               03/04/2011 07:16:07                                                                                                                                                                                                                                                         4

				
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posted:3/4/2011
language:English
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