Docstoc

110825 gamma

Document Sample
110825 gamma Powered By Docstoc
					                                                                                                                                                                                                                                                              Analisi performance
Portafoglio: GAMMA 20-80                                                        Dt inizio: 10/29/2009                                                     Dt fine: 08/25/2011                                                   Valuta: EUR                                                    Periodo: 1 G
Dati stor: Rend tot                                                                                                                                                                                                                                                                TR Week: Port Default

                                                                                             Rend tot: 20.679                                                                                                                                     Analisi performance
     35.00                                                                                                                                                                                                          Performance: Giornaliero                                                      Portafoglio
                                                                                                                                                                                                                    Total Return 1 Mesi                                                                -6.20
                                                                                                                                                                                                                    Total Return MTD                                                                   -5.25
     30.00                                                                                                                                                                                                          Total Return QTD                                                                   -3.16
                                                                                                                                                                                                                    Total Return YTD                                                                   -4.62
                                                                                                                                                                                                                    Total Return 3 Mesi                                                                -5.78
     25.00                                                                                                                                                                                                          Total Return 6 Mesi                                                                -3.55
                                                                                                                                                                                                                    Total Return 1 Anno                                                                 2.45
                                                                                                                                                                                                                    Total Return 2 Anno                                                                    --
     20.00                                                                                                                                                                                                          Total Return 3 Anno                                                                    --

                                                                                                                                                                                                                    Risk: Settimanale
     15.00
                                                                                                                                                                                                                    Standard Deviation 1 Anni                                                           10.03
                                                                                                                                                                                                                    Semivariance 1 Anno                                                                 10.05
                                                                                                                                                                                                                    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                                                     0.03
                                                                                                                                                                                                                    Tracking Error 1 Anno                                                                   --
      0.00



     -5.00
                   11

                          11

                     12

                     1/

                     1/

                     2/

                     3/

                     3/

                     4/

                     5/

                     5/

                     6/

                     7/

                     7/

                     8/

                     9/

                     9/

                     10

                     11

                     11

                     12

                     1/

                     1/

                     2/

                     3/

                     3/

                     4/

                     5/

                     5/

                     6/

                     7/

                     7/

                     8/
                        8/

                        28

                        17 0

                        9/

                        29

                        18 0

                        8/

                        28

                        17 0

                        7/

                        27

                        16 0

                        5/

                        25




                        3/

                        23

                        12 1

                        4/

                        24

                        13 1

                        3/

                        23

                        12 1

                        2/

                        22

                        11 1
                     /9

                         /2

                         /1




                         /1

                         /4

                         /2

                         /1
                           20




                           20




                           20




                           20




                           20




                           20




                           20




                           20




                           20
                            /2

                            9/

                            9/




                            /2

                           /2




                            /2

                            /2




                            /2

                            /2




                            /2

                            /2




                            /2

                            5/

                            /2

                            4/

                            4/




                            /2

                            /2




                            /2

                            /2




                            /2

                            /2




                            /2

                            /2
                               00

                               20

                               20

                               10

                               01

                              01

                               10

                               01

                               01

                               10

                               01

                               01

                               10

                               01

                               01

                               10

                               01

                               20

                               01

                               20

                               20

                               11

                               01

                               01

                               11

                               01

                               01

                               11

                               01

                               01

                               11

                               01

                               01
                                  9

                                  09

                                 09




                                 0




                                  0




                                  0




                                  0




                                  0

                                  10

                                  0

                                  10

                                  10




                                  1




                                  1




                                  1




                                  1
                                                                                                 GAMMA 20-80




                                                                                                                                    Distribuzione rendimento
                    80



                    60
      Periodictà




                    40



                    20



                     0
                               -2



                                        -2



                                                   -2



                                                             -2



                                                                        -1



                                                                                   -1



                                                                                              -1



                                                                                                        -1



                                                                                                                   -1



                                                                                                                              -0



                                                                                                                                        -0



                                                                                                                                                   -0



                                                                                                                                                              -0



                                                                                                                                                                         -0



                                                                                                                                                                                   0.



                                                                                                                                                                                              0.



                                                                                                                                                                                                         0.



                                                                                                                                                                                                                   0.



                                                                                                                                                                                                                              0.



                                                                                                                                                                                                                                         1.



                                                                                                                                                                                                                                                    1.



                                                                                                                                                                                                                                                              1.



                                                                                                                                                                                                                                                                         1.



                                                                                                                                                                                                                                                                                    1.



                                                                                                                                                                                                                                                                                              2.
                                                                                                                                                                                      1



                                                                                                                                                                                                 3



                                                                                                                                                                                                            5



                                                                                                                                                                                                                      7



                                                                                                                                                                                                                               9



                                                                                                                                                                                                                                          1



                                                                                                                                                                                                                                                       3



                                                                                                                                                                                                                                                                5



                                                                                                                                                                                                                                                                            7



                                                                                                                                                                                                                                                                                     9



                                                                                                                                                                                                                                                                                                1
                                 .7



                                         .5



                                                     .3



                                                               .1



                                                                         .9



                                                                                    .7



                                                                                                .5



                                                                                                          .3



                                                                                                                      .



                                                                                                                               .9



                                                                                                                                          .7



                                                                                                                                                     .5



                                                                                                                                                                .3



                                                                                                                                                                            .
                                                                                                                     1




                                                                                                                                                                          1




                                                                                                                                                            Rend tot




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 and BLOOMBERG Data 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               08/26/2011 07:13:07                                                                                                                                                                                                                                                  1
                                                                                                                                                                                                                                                              Analisi performance
Portafoglio: GAMMA 20-80                                                        Dt inizio: 10/29/2009                                                    Dt fine: 08/25/2011                                                    Valuta: EUR                                                    Periodo: 1 G
Dati stor: Rend tot                                                                                                                                                                                                                                                                TR Week: Port Default

                                  Analisi periodo assoluto                                               Analisi periodo                                                                            1 G Return
       2.00                                                                                                                                        Positiva        Negativa               Tot                                                                  Portafoglio Performance cum portafoglio
                                                                                                         Numero                                       273              202               475         08/25/2011                                                     -0.06                       20.68
                                                                                                         %                                          57.47            42.53             100.00        08/24/2011                                                      0.79                       20.75
                                                                                                         Media                                       0.44            -0.50               0.04        08/23/2011                                                      0.20                       19.81
       1.00                                                                                              Dev standard                                0.34             0.46               0.61        08/22/2011                                                      0.28                       19.57
                                                                                                         Sequenza mass                                  10                9                10        08/19/2011                                                     -1.13                       19.24
                                                                                                         Sequenza media                              2.68             1.96               2.32        08/18/2011                                                     -1.61                       20.60
                                                                                                                                                                                                     08/17/2011                                                      0.34                       22.58
       0.00                                                                                                                                                                                          08/16/2011                                                      0.71                       22.17
                                                                                                                                                                                                     08/15/2011                                                     -0.24                       21.30
                                                                                                                                                                                                     08/12/2011                                                      1.76                       21.60
                                                                                                                                                                                                     08/11/2011                                                     -1.12                       19.49
      -1.00                                                                                                                                                                                          08/10/2011                                                      0.70                       20.85
                                                                                                         Migliori-Peggiori                                                                           08/09/2011                                                     -1.26                       20.01
                                                                                                                                                           Performance                  Data         08/08/2011                                                     -1.29                       21.53
                                                                                                         Migliore 1                                                1.94           05/10/2010         08/05/2011                                                     -2.33                       23.13
      -2.00                                                                                              Migliore 2                                                1.89           03/01/2010         08/04/2011                                                     -0.28                       26.07
                                                                                                         Migliore 3                                                1.76           08/12/2011         08/03/2011                                                     -0.94                       26.42
                                                                                                         Peggiore 1                                               -2.63           07/01/2010         08/02/2011                                                     -0.70                       27.61
                                                                                                         Peggiore 2                                               -2.33           08/05/2011         08/01/2011                                                      0.90                       28.51
      -3.00                                                                                              Peggiore 3                                               -1.84           01/13/2011         07/29/2011                                                     -0.51                       27.36
                                                                                                                                                                                                     07/28/2011                                                      0.12                       28.02
              11

              12 /20

              1/ /20

              3/ 01

              4/ 01

              5/ 01

              7/ 01

              8/ 10

              9/ 01

              11 01

              12 01

              1/ 20

              3/ 01

              4/ 11

              5/ 01

              7/ 01

              8/ 11
                29 09

                10 0

                19 0

                29 0

                8/

                17

                26 0




                24 10

                5/

                14

                24 1

                3/

                12
                 /1

                /2 09




                 /5 0

                 /1 0
                   20




                   20




                   20


                                                                                                                                                                                                     07/27/2011                                                      0.14                       27.87
                   0

                   0

                   /2

                    /2

                   /2

                   /2



                   /2

                   /2

                    /2

                   5/

                   /2



                   /2

                   /2



                   /2
                      01
                         0




                         1




                         1



                         1
                                                                                                                                                                                                     07/26/2011                                                     -0.74                       27.69
                                                                                                                                                                                                     07/25/2011                                                      0.20                       28.65
                                                                                                                                                                                                     07/22/2011                                                      0.38                       28.39
                                                                                                                                                                                                     07/21/2011                                                     -0.58                       27.90
                                                                                                                                                                                                     07/20/2011                                                      0.38                       28.65
                                                                                                                                                                                                     07/19/2011                                                     -0.35                       28.17
                                                                                                                                                                                                     07/18/2011                                                     -0.06                       28.62
                                                                                                                                                                                                     07/15/2011                                                     -0.05                       28.69
                                                                                                                                                                                                     07/14/2011                                                      0.19                       28.75
                                                                                                                                                                                                     07/13/2011                                                     -0.72                       28.51
                                                                                                                                                                                                     07/12/2011                                                     -0.29                       29.44
                                                                                                                                                                                                     07/11/2011                                                      0.61                       29.82
                                                                                                                                                                                                     07/08/2011                                                      0.70                       29.04
                                                                                                                                                                                                     07/07/2011                                                      0.18                       28.14
                                                                                                                                                                                                     07/06/2011                                                      1.05                       27.92
                                                                                                                                                                                                     07/05/2011                                                      0.58                       26.58
                                                                                                                                                                                                     07/04/2011                                                      0.30                       25.85
                                                                                                                                                                                                     07/01/2011                                                      0.69                       25.48
                                                                                                                                                                                                     06/30/2011                                                     -0.17                       24.62
                                                                                                                                                                                                     06/29/2011                                                      0.32                       24.83
                                                                                                                                                                                                     06/28/2011                                                      0.07                       24.44
                                                                                                                                                                                                     06/27/2011                                                     -0.62                       24.35
                                                                                                                                                                                                     06/24/2011                                                     -0.48                       25.13
                                                                                                                                                                                                     06/23/2011                                                      1.05                       25.73
                                                                                                                                                                                                     06/22/2011                                                     -0.19                       24.42
                                                                                                                                                                                                     06/21/2011                                                      0.19                       24.65
                                                                                                                                                                                                     06/20/2011                                                      0.27                       24.42
                                                                                                                                                                                                     06/17/2011                                                     -0.87                       24.08
                                                                                                                                                                                                     06/16/2011                                                      0.32                       25.16

                                                                                                                                                                                                                                                                 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 and BLOOMBERG Data 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            08/26/2011 07:13:07                                                                                                                                                                                                                                                         2
                                                                                                                                                                                                                                                              Analisi performance
Portafoglio: GAMMA 20-80                                                        Dt inizio: 10/29/2009                                                    Dt fine: 08/25/2011                                                    Valuta: EUR                                                    Periodo: 1 G
Dati stor: Rend tot                                                                                                                                                                                                                                                                TR Week: Port Default

                                                                                                                           Mean Return Sett: 52 Sett Annualized
   25.00




   20.00




   15.00




   10.00




    5.00




    0.00
           10

                  11

                         11

                                  11

                                    11

                                    11

                                    12

                                    12

                                    12

                                    12

                                    12

                                    1/

                                    1/

                                    1/

                                    1/

                                    1/

                                    2/

                                    2/

                                    2/

                                    2/

                                    2/

                                    3/

                                    3/

                                    3/

                                    3/

                                    3/

                                    4/

                                    4/

                                    4/

                                    4/

                                    4/

                                    5/

                                    5/

                                    5/

                                    5/

                                    5/

                                    6/

                                    6/

                                    6/

                                    6/

                                    6/

                                    7/

                                    7/

                                    7/

                                    7/

                                    7/

                                    8/

                                    8/

                                    8/

                                    8/
                                       4/

                                       10

                                       16 1

                                       22 1

                                       28 1

                                      3/

                                       9/

                                       15

                                       21 1

                                       27 1

                                       5/

                                       11

                                       17 1

                                       23 1

                                       29 1

                                       4/

                                       10

                                       16 1

                                       22 1

                                       28 1

                                       4/

                                       10

                                       16 1

                                       22 1

                                       28 1

                                       3/

                                       9/

                                       15

                                       21 1

                                       27 1

                                       3/

                                       9/

                                       15

                                       21 1

                                       27 1

                                       2/

                                       8/

                                       14

                                       20 1
             /3

                     /5

                           /1

                                        /1

                                        /2

                                        /2

                                        /5

                                        /1

                                        /1

                                        /2

                                        /2

                                          20




                                         20

                                          20




                                          20




                                          20




                                          20




                                          20

                                         20




                                          20

                                          20




                                          20

                                          20
              0/

                        /

                              1

                                           7/

                                           3/

                                           9/

                                           /2

                                           1/

                                           7/

                                           3/

                                           9/




                                           /2

                                           /2

                                           /2

                                           /2




                                          /2

                                           /2

                                          /2




                                           /2

                                           /2

                                           /2

                                           /2




                                           /2

                                           /2

                                           /2

                                           /2




                                           /2

                                           /2

                                           /2

                                           /2




                                           /2

                                          /2

                                           /2




                                           /2

                                           /2

                                           /2




                                           /2

                                           /2
                       20

                                /2
                20




                                              20

                                              20

                                              20

                                              01

                                              20

                                              20

                                              20

                                              20

                                              11

                                              01

                                              01

                                              01

                                              01

                                             11

                                              11

                                             01

                                              01

                                             01

                                              11

                                             01

                                              01

                                              01

                                              01

                                              11

                                              01

                                              01

                                              01

                                              01

                                              11

                                              01

                                              01

                                              01

                                              01

                                              11

                                             11

                                              01

                                             01

                                              01

                                             11

                                              11

                                              01

                                              01

                                              01

                                              11

                                              11

                                              01

                                              01
                         10

                                   01
                   1




                                                 10

                                                 10

                                                 10

                                                 0

                                                 10

                                                 10

                                                 10

                                                 10




                                                 1




                                                1




                                                 1




                                                 1




                                                 1




                                                 1




                                                 1




                                                 1
                   0




                                      0




                                                                                                                                               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

                                  11

                                    11

                                    11

                                    12

                                    12

                                    12

                                    12

                                    12

                                    1/

                                    1/

                                    1/

                                    1/

                                    1/

                                    2/

                                    2/

                                    2/

                                    2/

                                    2/

                                    3/

                                    3/

                                    3/

                                    3/

                                    3/

                                    4/

                                    4/

                                    4/

                                    4/

                                    4/

                                    5/

                                    5/

                                    5/

                                    5/

                                    5/

                                    6/

                                    6/

                                    6/

                                    6/

                                    6/

                                    7/

                                    7/

                                    7/

                                    7/

                                    7/

                                    8/

                                    8/

                                    8/

                                    8/
                                       4/

                                       10

                                       16 1

                                       22 1

                                       28 1

                                       3/

                                       9/

                                       15

                                       21 1

                                       27 1

                                       5/

                                       11

                                       17 1

                                       23 1

                                       29 1

                                       4/

                                       10

                                       16 1

                                       22 1

                                       28 1

                                       4/

                                       10

                                       16 1

                                       22 1

                                       28 1

                                       3/

                                       9/

                                       15

                                       21 1

                                       27 1

                                       3/

                                       9/

                                       15

                                       21 1

                                       27 1

                                       2/

                                       8/

                                       14

                                       20 1
             /3

                     /

                            /

                                     /

                                        /2

                                        /2

                                        /5

                                        /1

                                        /1

                                        /2

                                        /2
                     5/

                            11

                                         17




                                          20




                                          20

                                          20




                                          20




                                          20




                                          20




                                          20

                                          20




                                          20

                                          20




                                          20

                                          20
              0/




                                           3/

                                           9/

                                           /2

                                           1/

                                           7/

                                           3/

                                           9/




                                           /2

                                           /2

                                           /2

                                           /2




                                           /2

                                           /2

                                           /2




                                           /2

                                           /2

                                           /2

                                           /2




                                           /2

                                           /2

                                           /2

                                           /2




                                           /2

                                           /2

                                           /2

                                           /2




                                           /2

                                           /2

                                           /2




                                           /2

                                           /2

                                           /2




                                           /2

                                           /2
                       20

                              /2

                                             /2
                 2




                                              20

                                              20

                                              01

                                              20

                                              20

                                              20

                                              20

                                              11

                                              01

                                              01

                                              01

                                              01

                                              11

                                              11

                                              01

                                              01

                                              01

                                              11

                                              01

                                              01

                                              01

                                              01

                                              11

                                              01

                                              01

                                              01

                                              01

                                              11

                                              01

                                              01

                                              01

                                              01

                                              11

                                              11

                                              01

                                              01

                                              01

                                              11

                                              11

                                              01

                                              01

                                              01

                                              11

                                              11

                                              01

                                              01
                  01

                          1

                                 01

                                                01
                            0




                                                 10

                                                 10

                                                 0

                                                 10

                                                 10

                                                 10

                                                 10




                                                 1




                                                 1




                                                 1




                                                 1




                                                 1




                                                 1




                                                 1




                                                 1
                    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 and BLOOMBERG Data 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               08/26/2011 07:13:07                                                                                                                                                                                                                            3
                                                                                                                                                                                                                                                              Analisi performance
Portafoglio: GAMMA 20-80                                                        Dt inizio: 10/29/2009                                                    Dt fine: 08/25/2011                                                    Valuta: EUR                                                    Periodo: 1 G
Dati stor: Rend tot                                                                                                                                                                                                                                                                TR Week: Port Default

Seasonality
Anno                                     Gen                     Feb                    Mar                     Apr                   Mag                      Giu                    Lug                    Ago                    Set                      Ott                   Nov                    Dic
2009                                        --                     --                     --                      --                     --                      --                     --                     --                     --                      --                  1.99                   4.96
2010                                    -0.22                   2.39                   5.76                    1.86                   0.46                   -0.27                  -1.13                   1.25                   0.35                    0.77                   4.37                   1.85
2011                                    -3.15                   2.28                  -0.75                    0.11                   2.65                   -2.50                   2.20                      --                     --                      --                     --                     --
Average                                 -1.68                   2.33                   2.50                    0.99                   1.55                   -1.39                   0.54                   1.25                   0.35                    0.77                   3.18                   3.41




    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 and BLOOMBERG Data 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              08/26/2011 07:13:07                                                                                                                                                                                                                                                   4

				
DOCUMENT INFO
Categories:
Tags:
Stats:
views:13
posted:8/26/2011
language:English
pages:4
Dream Theater Dream Theater Strategic Intermarket Division http://intermarketandmore.finanza.com
About