110527 gamma

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					                                                                                                                                                                                                                                                                        Analisi performance
Portafoglio: GAMMA 20-80                                                      Benchmark: CSPLGRO LX                                                         Dt inizio: 10/29/2009                                                  Dt fine: 05/25/2011                                                                 Valuta: EUR
Periodo: 1 G                                                                                                                                                                                                                                                                                               Dati stor: Rend tot

                                                                                Rend tot: 27.888 Benchmark: 19.049                                                                                                                                      Analisi performance
     35.00                                                                                                                                                                                                               Performance: Giornaliero                                            Portafoglio                Benchmark
                                                                                                                                                                                                                         Total Return 1 Mesi                                                       2.68                      -0.40
                                                                                                                                                                                                                         Total Return MTD                                                          2.69                      -0.72
     30.00                                                                                                                                                                                                               Total Return QTD                                                          2.84                      -0.32
                                                                                                                                                                                                                         Total Return YTD                                                          0.93                      -0.95
                                                                                                                                                                                                                         Total Return 3 Mesi                                                       2.28                      -2.44
     25.00                                                                                                                                                                                                               Total Return 6 Mesi                                                       3.98                       2.06
                                                                                                                                                                                                                         Total Return 1 Anno                                                      11.81                     10.40
                                                                                                                                                                                                                         Total Return 2 Anno                                                          --                    33.13
     20.00                                                                                                                                                                                                               Total Return 3 Anno                                                          --                      2.90

                                                                                                                                                                                                                         Risk: Settimanale
     15.00
                                                                                                                                                                                                                         Standard Deviation 1 Anno                                                11.67                       11.47
                                                                                                                                                                                                                         Semivariance 1 Anno                                                      12.77                       12.24
                                                                                                                                                                                                                         Beta 1 Anno                                                               0.89                           --
     10.00
                                                                                                                                                                                                                         Correlation 1 Anno                                                        0.87                           --
                                                                                                                                                                                                                         R-Squared 1 Anno                                                          0.76                           --
      5.00
                                                                                                                                                                                                                         Information Ratio 1 Anno                                                  0.19                           --
                                                                                                                                                                                                                         Sharpe Ratio vs Risk Free 1 Anno                                          0.60                        0.51
                                                                                                                                                                                                                         Tracking Error 1 Anno                                                     5.88                           --
      0.00



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                                                                                    CSPLGRO LX                     GAMMA 20-80




                                                        Performance vs Benchmark                                                                                                                                     Distribuzione rendimento
     10.00                                                                                                                                                                    80


      8.00
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      6.00



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The format and content of this report may not be modified or altered (including, but not limited to, via deletion or addition) in any way.The BLOOMBERG PROFESSIONAL service, BLOOMBERG Data and BLOOMBERG ALPHA Enterprise Reporting (the “Services”) are owned and distributed locally by
Bloomberg Finance L.P. (“BFLP”) and its subsidiaries in all jurisdictions other than Argentina, Bermuda, China, India, Japan and Korea (the “BLP Countries”). BFLP is a wholly-owned subsidiary of Bloomberg L.P. (“BLP”). BLP provides BFLP with all global marketing and operational support and service for
the Services and distributes the Services either directly or through a non-BFLP subsidiary in the BLP Countries. BFLP, BLP and their affiliates do not provide investment advice or guarantee the accuracy of prices or information in the Services. Nothing on the Services shall constitute an offering of financial
instruments by BFLP, BLP or their affiliates.


Bloomberg ® Performance               05/27/2011 06:09:06                                                                                                                                                                                                                                                                       1
                                                                                                                                                                                                                                                                    Analisi performance
Portafoglio: GAMMA 20-80                                                      Benchmark: CSPLGRO LX                                                         Dt inizio: 10/29/2009                                                 Dt fine: 05/25/2011                                                 Valuta: EUR
Periodo: 1 G                                                                                                                                                                                                                                                                                  Dati stor: Rend tot

                                   Analisi periodo assoluto                                                Analisi periodo                                                                               1 G Return
       3.00                                                                                                                                            Positiva        Negativa               Tot                                Performance periodica                         Performance cumulativa
                                                                                                            Numero                                        238              171               409                           Portafoglio Benchmark                    +/-   Portafoglio Benchmark                   +/-
                                                                                                            %                                           58.19            41.81             100.00        05/25/2011              0.11        0.43                -0.33         27.89      19.05                 8.84
                                                                                                            Media                                        0.42            -0.44               0.06        05/24/2011             -0.19       -0.06                -0.13         27.75      18.54                 9.21
       2.00
                                                                                                            Dev standard                                 0.34             0.44               0.57        05/23/2011              0.00       -0.89                 0.88         27.99      18.61                 9.39
                                                                                                            Sequenza mass                                     9               8                 9        05/20/2011              0.48        0.01                 0.48         28.00      19.66                 8.33
                                                                                                            Sequenza media                               2.70             1.94               2.32        05/19/2011              0.17        0.23                -0.07         27.38      19.66                 7.73
       1.00
                                                                                                                                                                                                         05/18/2011             -0.06        0.41                -0.47         27.17      19.38                 7.79
                                                                                                                                                                                                         05/17/2011             -0.38       -0.27                -0.11         27.25      18.88                 8.36
                                                                                                                                                                                                         05/16/2011             -0.81       -0.51                -0.30         27.73      19.21                 8.52
       0.00                                                                                                                                                                                              05/13/2011              0.69       -0.42                 1.10         28.77      19.82                 8.95
                                                                                                                                                                                                         05/12/2011             -0.14       -0.20                 0.06         27.89      20.32                 7.57
                                                                                                                                                                                                         05/11/2011              0.40       -0.14                 0.54         28.07      20.56                 7.51
      -1.00                                                                                                Migliori-Peggiori                                                                             05/10/2011              0.19        0.43                -0.24         27.56      20.73                 6.83
                                                                                                                                                              Performance                   Data         05/09/2011              0.85        0.74                 0.10         27.32      20.21                 7.10
                                                                                                            Migliore 1                                                2.17            05/10/2010         05/06/2011              1.30        0.81                 0.50         26.25      19.33                 6.92
                                                                                                            Migliore 2                                                1.68            05/26/2010         05/05/2011              0.98        0.31                 0.67         24.62      18.37                 6.25
      -2.00
                                                                                                            Migliore 3                                                1.49            03/01/2010         05/04/2011             -0.53       -1.11                 0.58         23.41      18.01                 5.40
                                                                                                            Peggiore 1                                               -2.54            07/01/2010         05/03/2011             -0.41       -0.45                 0.04         24.07      19.34                 4.73
                                                                                                            Peggiore 2                                               -1.91            05/19/2010         05/02/2011              0.03       -0.03                 0.06         24.58      19.88                 4.70
      -3.00                                                                                                 Peggiore 3                                               -1.84            01/13/2011         04/29/2011              0.07        0.19                -0.12         24.54      19.92                 4.62
                                                                                                                                                                                                         04/28/2011             -0.17       -0.06                -0.10         24.45      19.69                 4.76
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                                                                                                                                                                                                         04/27/2011              0.08        0.17                -0.09         24.66      19.77                 4.89
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                                                                                                                                                                                                         04/26/2011              0.01        0.03                -0.02         24.56      19.57                 4.99
                                                                                                                                                                                                         04/25/2011             -0.09        0.00                -0.09         24.55      19.53                 5.02
                                                                                                                                                                                                         04/22/2011              0.00        0.00                 0.00         24.66      19.53                 5.13
                                                                                                                                                                                                         04/21/2011             -0.17        0.45                -0.62         24.66      19.53                 5.13
                                                                                                                                                                                                         04/20/2011              0.22        0.74                -0.52         24.87      18.99                 5.88
                                                                                                                                                                                                         04/19/2011             -0.09       -0.11                 0.02         24.60      18.11                 6.49
                                    Analisi periodo relativo                                               Analisi periodo                                                                               04/18/2011              0.67       -0.32                 0.99         24.71      18.24                 6.47
       1.50                                                                                                                                   Positiva      Negativa      Coerente Incoerente            04/15/2011              0.75        0.27                 0.48         23.88      18.62                 5.26
                                                                                                            Numero                               210            199           343          66            04/14/2011             -0.26       -0.02                -0.25         22.96      18.31                 4.66
                                                                                                            %                                  51.34          48.66         83.86      16.14             04/13/2011              0.56        0.38                 0.19         23.29      18.33                 4.96
       1.00                                                                                                 Differenza media                    0.29          -0.27           0.01       0.05            04/12/2011             -1.01       -1.29                 0.28         22.60      17.88                 4.71
                                                                                                            Differenza dev std                  0.25           0.23           0.34       0.48            04/11/2011             -0.21       -0.29                 0.08         23.85      19.42                 4.43
                                                                                                            Sequenza mass                            6             6            44          3            04/08/2011             -0.52       -0.22                -0.31         24.10      19.77                 4.33
       0.50                                                                                                 Sequenza media                      1.84           1.75           6.47       1.27            04/07/2011              0.24       -0.01                 0.25         24.76      20.03                 4.73
                                                                                                                                                                                                         04/06/2011             -0.49       -0.28                -0.21         24.46      20.04                 4.42
                                                                                                                                                                                                         04/05/2011              0.26        0.06                 0.19         25.08      20.38                 4.70
       0.00                                                                                                                                                                                              04/04/2011              0.23       -0.09                 0.32         24.76      20.30                 4.46
                                                                                                                                                                                                         04/01/2011              0.10        0.81                -0.72         24.47      20.41                 4.06
                                                                                                                                                                                                         03/31/2011             -0.03       -0.46                 0.43         24.35      19.43                 4.92
      -0.50                                                                                                                                                                                              03/30/2011              0.48        0.69                -0.21         24.39      19.98                 4.40
                                                                                                                                                                                                         03/29/2011              0.25        0.29                -0.05         23.79      19.16                 4.63
                                                                                                           Migliori-Peggiori                                                                             03/28/2011             -0.23       -0.11                -0.13         23.49      18.82                 4.67
      -1.00                                                                                                                                Differenza Perf fondo Perf indice       Data                  03/25/2011              0.80        0.37                 0.43         23.78      18.94                 4.84
                                                                                                            Migliore 1                           1.23       1.23        0.00 05/13/2010                  03/24/2011              0.40        0.47                -0.06         22.80      18.50                 4.30
                                                                                                            Migliore 2                           1.10       0.69       -0.42 05/13/2011                  03/23/2011              0.66        0.50                 0.16         22.30      17.95                 4.35
      -1.50                                                                                                 Migliore 3                           1.08       0.09       -0.99 08/11/2010                  03/22/2011             -0.09        0.09                -0.18         21.50      17.36                 4.13
                                                                                                            Peggiore 1                          -1.11       0.87        1.98 05/27/2010                  03/21/2011              0.59        1.05                -0.46         21.61      17.26                 4.35
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                                                                                                            Peggiore 3                          -0.91      -1.84       -0.93 01/13/2011                  03/17/2011             -0.20        0.74                -0.94         21.29      16.05                 5.23
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                                                                                                                                                                                                         03/16/2011              0.01       -0.43                 0.44         21.53      15.20                 6.33
                                                                                                                                                                                                                                                                       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             05/27/2011 06:09:06                                                                                                                                                                                                                                                               2
                                                                                                                                                                                                                                                                    Analisi performance
Portafoglio: GAMMA 20-80                                                      Benchmark: CSPLGRO LX                                                         Dt inizio: 10/29/2009                                                 Dt fine: 05/25/2011                                                 Valuta: EUR
Periodo: 1 G                                                                                                                                                                                                                                                                                  Dati stor: Rend tot

                                                       Tracking                                                                                                                             Mean Return Sett: 52 Sett Annualized
                                                                                                                                 50.00


                     3.2
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                     0.8
       GAMMA 20-80




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                                                                                                                                                                                                 GAMMA 20-80                     CSPLGRO LX
                     -2.8



                                                                                                                                                                                       Standard Deviation Sett: 52 Sett Annualized
                      -4                                                                                                         25.00
                            -4   -2.8          -1.6          -0.4            0.8          2             3.2


                                                            CSPLGRO LX
                                                                                                                                 20.00


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

1ma osservzne 10/30/2009                          O 210 Periodi in rialzo              --- Retta di regressione
                                                  O 199 Periodi in ribasso             --- Retta di breakeven
                                                                                                                                 10.00
Indicatori tracking
                                                                     Total                    Bull                    Bear
Alpha                                                                0.03                    0.10                     0.03
                                                                                                                                   5.00
Beta                                                                 0.74                    0.61                     0.79
Correlation                                                          0.82                    0.61                     0.72
Mean Excess Return                                                   6.48                  -22.40                    63.87
Information Ratio                                                    0.92                   -3.37                     9.17         0.00
Jensen Alpha                                                        11.82                   45.35                    -7.24
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R-Squared                                                            0.66                    0.37                     0.52
                                                                                                                                                 20 9




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                                                                                                                                                     11
Sortino Ratio Vs Index                                               0.54                   -3.44                     5.34
                                                                                                                                                        9




                                                                                                                                                        0



                                                                                                                                                        0
Tracking Error                                                       7.05                    6.64                     6.97
                                                                                                                                                                                                 GAMMA 20-80                     CSPLGRO LX




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                 05/27/2011 06:09:06                                                                                                                                                                                                                                 3
                                                                                                                                                                                                                                                                    Analisi performance
Portafoglio: GAMMA 20-80                                                      Benchmark: CSPLGRO LX                                                         Dt inizio: 10/29/2009                                                 Dt fine: 05/25/2011                                                 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                   0.15                       --                      --                      --                      --                     --                       --                     --                      --
Average                                  -1.75                    2.42                    2.37                   1.02                    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               05/27/2011 06:09:06                                                                                                                                                                                                                                                         4

				
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