Statistics FTC Gideon I as of 01/31/2012

PERFORMANCE*
Performance (month)	0.03%
Year to Date	0.03%
1 year	-3.19%
3 years	5.97%
5 years	2.89%
Since Inception (01/16/2006)	7.56%
Since Program Start (01/31/2005)	29.04%

RISK:RETURN Figures (last 5 years)*
Comp. Rate of Return	0.57%
Annualised Volatility	8.94%
Modified Sharpe Ratio	0.06
Maximum Drawdown	-14.63%
Return/Max DD (Mod. Calmar Ratio)	0.04
Annualised Downside Deviation	9.36%
Modified Sortino Ratio	0.06

EFFICIENCY (last 5 years)
Positive months (%)	56.67%
Negative months (%)	43.33%
Positive 12 monthly periods	34
Negative 12 months windows	26
Longest Drawdown (months)	51

CORRELATIONS (5 years)
MSCI World Index (EUR)	0.44
MSCI World Index (USD)	0.26
Euro Stoxx 50	0.39
CS/T HF Index Equity Market neutral	0.01
REX Gov. Bond Perf. Index	-0.16

Downloads

Recent fact sheet (PDF)

Recent monthly report (PDF)

Performance (%)*

FTC Gideon I is a UCITS compliant fund of equity funds. It is authorized for public offering in Austria and in Germany. Sales brochures are available at Erste Group Bank AG, 1010 Vienna, Graben 21, at ERSTE-SPARINVEST Kapitalanlagegesellschaft m.b.H., 1010 Vienna, Habsburgergasse 1a and at FTC Capital GmbH, 1020 Vienna, Praterstrasse 31/11. The same also applies to the latest annual and half-yearly reports. Latest announcement of the offering memorandum: December 15, 2011 (Wiener Zeitung).

12 months rolling returns (%)*

Drawdowns (%)*

Performance since Inception (%)
Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
2005		3.10	-3.44	-2.32	3.19	3.37	3.65	-0.65	7.65	-3.62	3.80	4.29	19.97
2006	1.67	1.88	-1.83	-1.93	-8.02	0.09	0.33	0.66	2.40	3.72	0.81	3.80	3.04
2007	1.46	-1.36	-1.51	1.56	5.58	1.00	2.11	-5.76	4.22	5.68	-6.26	-1.95	3.97
2008	-3.95	0.61	-3.13	1.33	-0.64	-1.44	0.34	0.82	0.04	0.26	0.13	0.10	-5.52
2009	0.28	-0.25	-1.20	3.51	-2.29	-1.00	4.31	4.68	0.62	-5.07	0.33	2.02	5.63
2010	-0.95	-1.77	3.64	0.76	-1.90	4.27	1.11	-0.72	-1.67	0.63	0.31	0.84	4.42
2011	-0.48	1.04	-2.96	-0.83	-0.93	-1.13	2.37	-4.93	3.01	-1.03	0.70	1.71	-3.69
2012	0.03												0.03

*Notes: Fund started on January 16, 2006. Performance before fund start is as follows: a) February 2005 until January 2006: performance based on a Managed Account administered with the same trading system. b) Historical return account based on up-to-date data of the fund universe. Source of information: data base FTC Capital GmbH. Performance data refer to the past. Past performance is no reliable indicator for future results.