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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%
L/S Equity
-0.05%
Diversified
Global Macro
Fixed Income Arb.
CB & Volatility Arb.
-0.10% -2.00%
-0.15% -2.50%
-0.20% -3.00%
-3.50%
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.
-2.00%
0.02%
0.00% -4.00%
CTAs
Diversified
Global Macro
L/S Equity
Fixed Income Arb.
CB & Volatility Arb.
-0.02%
-6.00%
-0.04%
-0.06% -8.00%
-0.08%
-10.00%