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Fund Performance and Result Attribution |
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| Fund performance in euro | From Sep 2005 | 2006 | 2007 | 2008 | To Nov 2009 | Cumulative |
| Long Short Equity | +4.7% | +3.3% | +1.9% | -1.6% | -5.5% | +2.5% |
| Systematic Volatility | | | +2.7% | +17.3% | -1.8% | +18.4% |
| Discretionary Trading | -0.8% | +1.7% | +10.2% | -8.5% | -1.2% | +0.4% |
| Interest | +0.8% | +3.1% | +4.0% | +3.5% | +1.4% | +13.4% |
| Total Gross | +4.7% | +8.6% | +19.3% | +9.0% | -7.0% | +37.6% |
| Total Net | +3.0% | +4.7% | +13.7% | +5.9% | -8.9% | +18.3% |
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| Fund outperformance gross | From Sep 2005 | 2006 | 2007 | 2008 | To Nov 2009 | Cumulative |
| EUR interest | +2.4% | +5.6% | +15.3% | +5.6% | -8.4% | +24.2% |
| Average US & EU equities | -3.4% | +0.0% | +19.1% | +49.1% | -25.8% | +53.8% |
| HFR long short equity | -1.4% | +12.2% | +26.9% | +30.0% | -17.9% | +54.8% |
| HFR market neutral | +1.3% | +16.7% | +27.3% | +4.2% | -0.1% | +52.3% |
| HFR hedge funds | +2.9% | +1.9% | +16.6% | +32.8% | -17.4% | +43.7% |
| CS/T long short equity | -3.2% | +7.3% | +17.2% | +24.7% | -21.5% | +29.7% |
| CS/T market neutral | -1.3% | +10.7% | +21.4% | +45.8% | -9.8% | +71.6% |
| CS/T hedge funds | -2.9% | +6.4% | +17.4% | +24.6% | -21.5% | +29.3% |
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| Fund outperformance net | From Sep 2005 | 2006 | 2007 | 2008 | To Nov 2009 | Cumulative |
| EUR interest | +0.7% | +1.7% | +9.7% | +2.5% | -10.3% | +4.9% |
| Average US & EU equities | -5.1% | -3.9% | +13.5% | +46.0% | -27.7% | +34.5% |
| HFR long short equity | -3.1% | +8.3% | +21.3% | +26.8% | -19.8% | +35.5% |
| HFR market neutral | -0.4% | +12.8% | +21.7% | +1.0% | -2.0% | +33.0% |
| HFR hedge funds | +1.2% | -2.0% | +11.0% | +29.7% | -19.3% | +24.4% |
| CS/T long short equity | -4.9% | +3.4% | +11.6% | +21.5% | -23.4% | +10.4% |
| CS/T market neutral | -3.0% | +6.8% | +15.8% | +42.7% | -11.7% | +52.3% |
| CS/T hedge funds | -4.6% | +2.5% | +11.9% | +21.5% | -23.4% | +10.0% |
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| Market performance in euro | From Sep 2005 | 2006 | 2007 | 2008 | To Nov 2009 | Cumulative |
| Euro interest | +0.8% | +3.1% | +4.0% | +3.5% | +1.4% | +13.4% |
| Average US & EU equities | +8.1% | +8.6% | +0.2% | -40.1% | +18.8% | -16.2% |
| HFR long short equity | +6.1% | -3.6% | -7.6% | -20.9% | +10.9% | -17.2% |
| HFR market neutral | +3.4% | -8.1% | -8.0% | +4.9% | -6.9% | -14.7% |
| HFR hedge funds | +1.8% | +6.7% | +2.7% | -23.8% | +10.4% | -6.1% |
| CS/T long short equity | +7.9% | +1.3% | +2.1% | -15.6% | +14.5% | +7.9% |
| CS/T market neutral | +6.0% | -2.1% | -2.1% | -36.8% | +2.8% | -34.0% |
| CS/T hedge funds | +7.6% | +2.2% | +1.8% | -15.6% | +14.5% | +8.3% |
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| Market levels end of year | From Sep 2005 | 2006 | 2007 | 2008 | To Nov 2009 | Average |
| Average VIX & VSTOXX | 13.28 | 13.20 | 20.28 | 41.94 | 22.10 | 22.16 |
| USD/EUR | 1.18 | 1.32 | 1.46 | 1.40 | 1.43 | 1.36 |
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