ASIAN MARKETS ALPHA PROGRAMME

Current Monthly Performance - February 2012

Month: Year:

Month to Date: -0.92%
Year to Date*: 0.18%
12 Months to Date*: 16.03%
* At end of last month

Daily Return
 (as at close of business PT)

Chart.
Date Daily Return
1st Feb -0.11 %
2nd Feb 0.81 %
3rd Feb -0.32 %
6th Feb -0.56 %
7th Feb 0.08 %
8th Feb 0.50 %
9th Feb 0.04 %
10th Feb -0.81 %
13th Feb 0.18 %
14th Feb -0.77 %
15th Feb 0.07 %
16th Feb -0.45 %
17th Feb -0.38 %
20th Feb 0.04 %
21st Feb -0.19 %
22nd Feb -0.08 %
23rd Feb 0.53 %
24th Feb -0.16 %
27th Feb -0.37 %
28th Feb 0.23 %
29th Feb 0.80 %

Awards

> Winner: 2010 Best F/X Hedge Fund, Hedge Fund Review
The Cambridge Strategy Emerging Markets Alpha Programme
> Nominated: 2010 Currency Manager of the Year, European Pension Magazine Awards
> Nominated: 2010 Currency Manager of the Year, Global Pensions Awards
> Winner: 2009 Best F/X Hedge Fund, Hedge Fund Review
The Cambridge Strategy Asian Markets Alpha Programme
> Nominated: 2007 Currency Manager of the Year, Professional Pensions.
> Nominated: 2007 Currency Manager of the Year, Specialist & Alternative Investment Manager Awards.
The Cambridge Strategy