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					                                                                                                                                                                                                                                                                    Analisi performance
Portafoglio: GAMMA 20-80                                                          Dt inizio: 10/29/2009                                                       Dt fine: 04/28/2011                                                    Valuta: EUR                                                     Periodo: 1 G
Dati stor: Rend tot

                                                                                               Rend tot: 24.679                                                                                                                                         Analisi performance
     35.00                                                                                                                                                                                                               Performance: Giornaliero                                                        Portafoglio
                                                                                                                                                                                                                         Total Return 1 Mesi                                                                   0.96
                                                                                                                                                                                                                         Total Return MTD                                                                      0.26
     30.00                                                                                                                                                                                                               Total Return QTD                                                                      0.26
                                                                                                                                                                                                                         Total Return YTD                                                                     -1.60
                                                                                                                                                                                                                         Total Return 3 Mesi                                                                   0.96
     25.00                                                                                                                                                                                                               Total Return 6 Mesi                                                                   5.18
                                                                                                                                                                                                                         Total Return 1 Anno                                                                   6.36
                                                                                                                                                                                                                         Total Return 2 Anno                                                                      --
     20.00                                                                                                                                                                                                               Total Return 3 Anno                                                                      --

                                                                                                                                                                                                                         Risk: Settimanale
     15.00
                                                                                                                                                                                                                         Standard Deviation 1 Anno                                                             12.41
                                                                                                                                                                                                                         Semivariance 1 Anno                                                                   13.27
                                                                                                                                                                                                                         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                                                       0.53
                                                                                                                                                                                                                         Tracking Error 1 Anno                                                                     --
      0.00



      -5.00
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                                 1




                                 1
                                                                                                    GAMMA 20-80




                                                                                                                                        Distribuzione rendimento
                     80



                     60
      Periodictà




                     40



                     20



                      0
                              -2



                                         -2



                                                    -2



                                                               -1



                                                                          -1



                                                                                     -1



                                                                                                -1



                                                                                                           -1



                                                                                                                      -0



                                                                                                                                 -0



                                                                                                                                            -0



                                                                                                                                                       -0



                                                                                                                                                                 -0



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                                                                                                                                                                                                  0.



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                                                                                                                                                                                                                                     1



                                                                                                                                                                                                                                                3



                                                                                                                                                                                                                                                            5



                                                                                                                                                                                                                                                                      7



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                                                                                                                                                                                                                                                                                           1



                                                                                                                                                                                                                                                                                                      3
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                                                                                                                         .



                                                                                                                                  .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               04/29/2011 08:35:08                                                                                                                                                                                                                                                         1
                                                                                                                                                                                                                                                                    Analisi performance
Portafoglio: GAMMA 20-80                                                          Dt inizio: 10/29/2009                                                      Dt fine: 04/28/2011                                                     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                                        228              162               390         04/28/2011                                                        0.02                       24.68
                                                                                                            %                                           58.46            41.54             100.00        04/27/2011                                                        0.08                       24.66
                                                                                                            Media                                        0.42            -0.45               0.06        04/26/2011                                                        0.01                       24.56
       2.00
                                                                                                            Dev standard                                 0.33             0.45               0.57        04/25/2011                                                       -0.09                       24.55
                                                                                                            Sequenza mass                                     9               8                 9        04/22/2011                                                        0.00                       24.66
                                                                                                            Sequenza media                               2.75             1.95               2.35        04/21/2011                                                       -0.17                       24.66
       1.00
                                                                                                                                                                                                         04/20/2011                                                        0.22                       24.87
                                                                                                                                                                                                         04/19/2011                                                       -0.09                       24.60
                                                                                                                                                                                                         04/18/2011                                                        0.67                       24.71
       0.00                                                                                                                                                                                              04/15/2011                                                        0.75                       23.88
                                                                                                                                                                                                         04/14/2011                                                       -0.26                       22.96
                                                                                                                                                                                                         04/13/2011                                                        0.56                       23.29
      -1.00                                                                                                Migliori-Peggiori                                                                             04/12/2011                                                       -1.01                       22.60
                                                                                                                                                              Performance                   Data         04/11/2011                                                       -0.21                       23.85
                                                                                                            Migliore 1                                                2.17            05/10/2010         04/08/2011                                                       -0.52                       24.10
                                                                                                            Migliore 2                                                1.68            05/26/2010         04/07/2011                                                        0.24                       24.76
      -2.00
                                                                                                            Migliore 3                                                1.49            03/01/2010         04/06/2011                                                       -0.49                       24.46
                                                                                                            Peggiore 1                                               -2.54            07/01/2010         04/05/2011                                                        0.26                       25.08
                                                                                                            Peggiore 2                                               -1.91            05/19/2010         04/04/2011                                                        0.23                       24.76
      -3.00                                                                                                 Peggiore 3                                               -1.84            01/13/2011         04/01/2011                                                        0.10                       24.47
                                                                                                                                                                                                         03/31/2011                                                       -0.03                       24.35
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                                                                                                                                                                                                         03/30/2011                                                        0.48                       24.39
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                                                                                                                                                                                                         03/29/2011                                                        0.25                       23.79
                                                                                                                                                                                                         03/28/2011                                                       -0.23                       23.49
                                                                                                                                                                                                         03/25/2011                                                        0.80                       23.78
                                                                                                                                                                                                         03/24/2011                                                        0.40                       22.80
                                                                                                                                                                                                         03/23/2011                                                        0.66                       22.30
                                                                                                                                                                                                         03/22/2011                                                       -0.09                       21.50
                                                                                                                                                                                                         03/21/2011                                                        0.59                       21.61
                                                                                                                                                                                                         03/18/2011                                                       -0.32                       20.90
                                                                                                                                                                                                         03/17/2011                                                       -0.20                       21.29
                                                                                                                                                                                                         03/16/2011                                                        0.01                       21.53
                                                                                                                                                                                                         03/15/2011                                                       -1.00                       21.52
                                                                                                                                                                                                         03/14/2011                                                       -1.20                       22.75
                                                                                                                                                                                                         03/11/2011                                                       -0.21                       24.25
                                                                                                                                                                                                         03/10/2011                                                       -0.28                       24.51
                                                                                                                                                                                                         03/09/2011                                                        0.28                       24.87
                                                                                                                                                                                                         03/08/2011                                                        0.34                       24.52
                                                                                                                                                                                                         03/07/2011                                                       -0.31                       24.10
                                                                                                                                                                                                         03/04/2011                                                       -0.25                       24.48
                                                                                                                                                                                                         03/03/2011                                                        0.07                       24.79
                                                                                                                                                                                                         03/02/2011                                                       -0.51                       24.70
                                                                                                                                                                                                         03/01/2011                                                       -0.04                       25.34
                                                                                                                                                                                                         02/28/2011                                                        0.29                       25.39
                                                                                                                                                                                                         02/25/2011                                                        0.80                       25.03
                                                                                                                                                                                                         02/24/2011                                                       -0.39                       24.04
                                                                                                                                                                                                         02/23/2011                                                       -1.06                       24.53
                                                                                                                                                                                                         02/22/2011                                                       -0.80                       25.87
                                                                                                                                                                                                         02/21/2011                                                       -0.01                       26.88
                                                                                                                                                                                                         02/18/2011                                                       -0.05                       26.90
                                                                                                                                                                                                         02/17/2011                                                       -0.03                       26.96

                                                                                                                                                                                                                                                                       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             04/29/2011 08:35:08                                                                                                                                                                                                                                                               2
                                                                                                                                                                                                                                                                    Analisi performance
Portafoglio: GAMMA 20-80                                                          Dt inizio: 10/29/2009                                                      Dt fine: 04/28/2011                                                     Valuta: EUR                                                     Periodo: 1 G
Dati stor: Rend tot

                                                                                                                              Mean Return Sett: 52 Sett Annualized
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                                                                                                                         Standard Deviation Sett: 52 Sett Annualized
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                         1

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                         1
                                                                                                                                                  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                 04/29/2011 08:35:08                                                                                                                                                                                                                                 3
                                                                                                                                                                                                                                                                    Analisi performance
Portafoglio: GAMMA 20-80                                                          Dt inizio: 10/29/2009                                                      Dt fine: 04/28/2011                                                     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                   -0.83                      --                      --                      --                      --                      --                     --                       --                     --                      --
Average                                  -1.75                    2.42                    2.37                   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               04/29/2011 08:35:08                                                                                                                                                                                                                                                         4

				
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posted:4/29/2011
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