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ALTAIR MULTIESTRATEGIA FIFIL

Estimated NaV: 5.7815 9-dic-08


Monthly returns
2008 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
-4.42% -1.96% 1.07% -1.11% 0.52% 1.49% 0.07% -1.75% -0.03% -2.30% -1.97% 1.46% 0.10%

Performance
Category Fund of funds
105.0%
Return YTD -4.42%
Return last week 0.02% 95.0%
Annualized deviation 4.50% 85.0%
Sharpe ratio -0.168
75.0%
Max drawdown -5.31%
31/12/07 25/1/08 19/2/08 15/3/08 9/4/08 4/5/08 29/5/08 23/6/08 18/7/08 12/8/08 6/9/08 1/10/08 26/10/08 20/11/08
duration in weeks peak trough
15 1-Jul-08 14-Oct-08
HFRX Global Hedge Fund Index Altair

Altair last week performance attri bution Altair YTD performance attribution

1.50%

0.20% 1.00%

0.15% 0.50%

0.10% 0.00%

CTAs

L/S Equity
Diversified

Global Macro
-0.50%

Fixed Income Arb.


CB & Volatility Arb.

L/S Credit Arbitrage


Event Driven & Risk Arb.
0.05%
0.00% -1.00%
-1.50%
CTAs

L/S Equity

-0.05%
Diversified

Global Macro
Fixed Income Arb.
CB & Volatility Arb.

L/S Credit Arbitrage


Event Driven & Risk Arb.

-0.10% -2.00%

-0.15% -2.50%

-0.20% -3.00%
-3.50%

Return last week 0.017% Return YTD * -4.328% * Gross return

Lyxor last week performance attribution Lyxor YTD performance attri bution

0.08% 2.00%

0.06%
0.00%
0.04%
CTAs

L/S Equity
Diversified

Global Macro
Fixed Income Arb.
CB & Volatility Arb.

L/S Credit Arbitrage


Event Driven & Risk Arb.

-2.00%
0.02%

0.00% -4.00%
CTAs

Diversified

Global Macro

L/S Equity
Fixed Income Arb.
CB & Volatility Arb.

L/S Credit Arbitrage


Event Driven & Risk Arb.

-0.02%
-6.00%
-0.04%

-0.06% -8.00%

-0.08%
-10.00%

lyxor last week -0.010% lyxor YTD -17.672%

Total number of funds 24


Max fund weight 7.24%
cash CB & Volatility
.Arb
Top 5 contributors this week strategy % contribution
Lyxor / MLM Mac ro Fund Ltd Global Macro 5% 0.11%
Lyxor / Bay Resourc e Partners Of fshore Fund Ltd L/S Equity 1% 0.07% CTAs
horseman eur L/S Equity 7% 0.07%
Lyxor / Black Diamond Arbi trage Fund Ltd Event Driven & Risk Arb. 4% 0.06% Diversified
Lyxor / Tiedemann Arbi trage Fund Ltd Event Driven & Risk Arb. 4.3% 0.06% L/S Equity
& Event Driven
.Risk Arb
Worst 5 contributors this week strategy % contribution
Lyxor / Amplitude Fund Ltd CTAs 5% -0.20% Fixed Income
Lyxor / G Sphere CL EUR CB & Volatility Arb. 5.4% -0.18% .Arb
2X PAULSON ADVANTAGE FUND PC Event Driven & Risk Arb. 2% -0.04% Global Macro
L/S Credit
Lyxor / Bridgewater Fund Ltd Global Macro 5% -0.02%
Arbitrage
Lyxor / Gartmore Quanti tative LS Fund Ltd L/S Equity 3% -0.01%

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