Results update, 3 February 2009

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

Summary of latest results from LiveFrom11Mar2008 as at 2 February 2009
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 2 Feb 2009
Live Run Benchmark
Annualised return +21.72% -7.06%
Sharpe Ratio 1.94 -0.60
Return in last 3 months +2.43% -16.81%
2009 year-to-date return +1.96% -6.61%
2008 return +16.03% -44.79%

[Further information on performance calculation]