Cambridge Strategy

EXTENDED MARKETS ALPHA PROGRAMME

Current Monthly Performance - August 2010

May 2007 Jun 2007 August 2007 Aug 2007 Sept 2007 Oct 2007 Nov 2007 Dec 2007 Jan 2008
Feb 2008 Mar 2008 Apr 2008 May 2008 Jun 2008 August 2008 Aug 2008 Sep 2008 Oct 2008
Nov 2008 Dec 2008 Jan 2009 Feb 2009 Mar 2009 Apr 2009  May 2009 Jun 2009 August 2009
Aug 2009 Sept 2009 Oct 2009 Nov 2009 Dec 2009  Jan 2010  Feb 2010 Mar 2010 Apr 2010
May 2010 Jun 2010 Jun 2010            
 

 Month to Date:                                                                                                                         

-1.63%
 Year to Date*:                     -3.63%
 12 Months to Date*:                                                                                                                -8.61%

 

 

*At end of last month

 

Daily Return (as at close of business PT)

Date  NAV 
Cumulative  Return  Month

VAR (Outright)

VAR (Adjusted)
1st August 187.33 0.00% 0.60% 0.60%
2nd August 188.33 0.53% 0.60% 0.60%
3rd August 187.82 0.26% 0.60% 0.60%
4th August 187.89 0.30% 0.60% 0.60%
5th August 187.69 0.19% 0.60% 0.60%
6th August 187.05 -0.15% 0.60% 0.60%
7th August 187.05 -0.15% 0.60% 0.60%
8th August 187.05 -0.15% 0.60% 0.60%
9th August 187.48 0.08% 0.60% 0.60%
10th August 186.23 -0.59% 0.60% 0.60%
11th August 184.15 -1.70% 0.60% 0.60%
12th August 184.75 -1.38% 0.60% 0.60%
13th August 185.03 -1.23% 0.60% 0.60%
14th August 185.03 -1.23% 0.60% 0.60%
15th August 185.03 -1.23% 0.60% 0.60%
16th August 185.08 -1.20% 0.60% 0.60%
17th August 185.74 -0.85% 0.60% 0.60%
18th August 186.04 -0.69% 0.60% 0.60%
19th August 185.53 -0.96% 0.60% 0.60%
20th August 185.38 -1.04% 0.60% 0.60%
21st August 185.38 -1.04% 0.60% 0.60%
22nd August 185.38 -1.04% 0.60% 0.60%
23rd August 185.23 -1.12% 0.60% 0.60%
24th August 183.83 -1.87% 0.60% 0.60%
25th August 184.39 -1.57% 0.60% 0.60%
26th August 184.04 -1.76% 0.60% 0.60%
27th August 183.92 -1.82% 0.60% 0.60%
28th August 183.92 -1.82% 0.60% 0.60%
29th August 183.92 -1.82% 0.60% 0.60%
30th August 184.28 -1.63% 0.60% 0.60%
31st August        
**Figures are reported Gross.