Results update, 30 May 2008

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

Summary of latest results from LiveFrom11Mar2008 as at 30 May 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 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%

[Further information on performance calculation]