EXTENDED MARKETS ALPHA PROGRAMME

Current Monthly Performance - February 2012

Month: Year:

Month to Date: 0.07%
Year to Date*: 1.37%
12 Months to Date*: 1.41%
* At end of last month

Daily Return
 (as at close of business PT)

Chart.
Date Daily Return
1st Feb 0.25 %
2nd Feb 0.26 %
3rd Feb 0.19 %
6th Feb -0.32 %
7th Feb 0.11 %
8th Feb 0.15 %
9th Feb 0.00 %
10th Feb -0.81 %
13th Feb 0.36 %
14th Feb -0.02 %
15th Feb 0.12 %
16th Feb -0.42 %
17th Feb 0.32 %
20th Feb 0.32 %
21st Feb -0.32 %
22nd Feb -0.18 %
23rd Feb 0.05 %
24th Feb -0.20 %
27th Feb -0.16 %
28th Feb 0.24 %
29th Feb 0.13 %

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