Portfolio Analysis
| Key figures as of 28-02-2010 |
Select currency:
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| Key figures in %(2) | Dec | Jan | Feb | Q4 | YTD | 12 mth. | 2009 | Lifetime | P.a. |
| Long/Short return after all fees | 6.8 | -2.7 | 3.6 | 5.0 | 0.9 | 22.7 | 23.1 | 64.8 | 7.8 |
| 3 Months Euribor return | 0.1 | 0.1 | 0.1 | 0.2 | 0.1 | 1.0 | 1.2 | 20.8 | 2.9 |
| MSCI AC World return(4) | 6.4 | -1.2 | 3.1 | 5.9 | 1.9 | 43.0 | 25.8 | 23.0 | 3.2 |
| Std. dev. Long/Short | 8.2 | 9.4 | 11.0 | 10.3 | 10.5 | 13.2 | 14.3 | 11.9 | 11.9 |
| Std. dev. MSCI AC World(4) | 8.6 | 11.1 | 11.3 | 11.7 | 11.3 | 16.9 | 19.2 | 17.3 | 17.3 |
| Correlation to MSCI AC World(3)(4) | 0.6 | 0.6 | 0.5 | 0.6 | 0.5 | 0.5 | 0.5 | 0.5 | - |
| r2 to MSCI AC World(4) | 35.6 | 33.0 | 22.7 | 37.2 | 28.5 | 22.5 | 20.7 | 23.9 | - |
| Sharpe ratio Long/Short | - | - | - | - | - | 1.6 | 1.0 | 0.4 | - |
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| Sector | Share |
| Consumer Staples | 38.1 |
| Financials | 24.0 |
| Information Technology | 15.2 |
| Industrials | 12.2 |
| Materials | 9.1 |
| Health Care | 7.5 |
| Utilities | 3.0 |
| Energy | 2.9 |
| Consumer Discretionary | 0.4 |
| Telecommunication Services | 0.2 |
| Other | -19.5 |
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| Region | Share |
| Great Britain | 24.9 |
| Far East | 24.8 |
| Continental Europe | 19.6 |
| US & Canada | 15.9 |
| Japan | 7.9 |
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(1) The performance is calculated from 24 June 2003.
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(2) The key figures are based on daily values.
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(3) The correlation coefficient is not in percent.
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(4) Changed from MSCI World to MSCI All Country World Index on January 1, 2010.
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It should be noted that the value of Carnegie WorldWide Long/Short Fund is calculated in euro, and that gains may be increased or reduced as a result of fluctuations in the exchange rate.
Carnegie Asset Management Phone: +45 35 46 35 00 http://www.cww-hedge.com