Results update, 30 May 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 May 2008 | |
| Live Run | Benchmark | |
| Annualised return | +23.58% | +7.34% |
| Sharpe Ratio | 2.01 | 0.32 |
| Return in last 3 months | +3.10% | +1.44% |
| 2008 year-to-date return | +9.01% | -11.48% |