Results update, 2 April 2008

The following table summarises the latest performance figures from the LiveFrom11Mar2008 live run.

Summary of latest results from LiveFrom11Mar2008 as at 2 April 2008
Live run LiveFrom11Mar2008
TRAITS version 2.0
Stock universe size 351
Benchmark FTSEuroFirst 300
Out-of-sample period start date 1 Jan 2005
Results calculated up to 1 Apr 2008
Live Run Benchmark
Annualised return +24.20% +6.91%
Sharpe Ratio 2.07 0.30
Return in last 3 months +7.07% -13.60%
2008 year-to-date return +7.07% -13.60%

[Further information on performance calculation]