Results update, 30 June 2008
The following table summarises the latest performance figures from the LiveFrom11Mar2008 live run.
| 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 | 30 Jun 2008 | |
| Live Run | Benchmark | |
| Annualised return | +22.73% | +3.98% |
| Sharpe Ratio | 1.95 | 0.06 |
| Return in last 3 months | -0.71% | -4.83% |
| 2008 year-to-date return | +8.36% | -20.31% |