Results update, 4 May 2009

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

Summary of latest results from LiveFrom11Mar2008 as at 1 May 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 1 May 2009
Live Run Benchmark
Annualised return +21.45% -5.24%
Sharpe Ratio 1.91 -0.48
Return in last 3 months +3.84% +6.82%
2009 year-to-date return +5.87% -0.24%
2008 return +16.03% -44.79%

[Further information on performance calculation]