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P Goldman Sachs Global Tactical Include Emerging Market Diversified Bonds

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Performance: From 12/31/1996 To 07/30/2010

	1996	1997	1998	1999	2000	2001	2002	2003	2004	2005	2006	2007	2008	2009	2010	1 Yr	3 Yr	5 Yr	Inception
Annualized Return (%)	0	13.81	9.86	23.88	14.7	-1.04	15.95	34.64	20.91	13.56	23.44	22.82	0.28	21.8	5.55	20.1	11.82	16.15	15.8
Sharpe Ratio (%)	NA	126.23	83.43	196.79	89.98	-46.75	194.45	330.74	165.97	105	147.54	106.41	-5.37	135.18	30	101.61	67.21	92.79	112.63

From 12/31/1996 To 07/30/2010

	1996	1997	1998	1999	2000	2001	2002	2003	2004	2005	2006	2007	2008	2009	2010	1 Yr	3 Yr	5 Yr	Inception
Annualized Return (%)	0	13.81	9.86	23.88	14.7	-1.04	15.95	34.64	20.91	13.56	23.44	22.82	0.28	21.8	5.55	20.1	11.82	16.15	15.8
Sharpe Ratio (%)	NA	126.23	83.43	196.79	89.98	-46.75	194.45	330.74	165.97	105	147.54	106.41	-5.37	135.18	30	101.61	67.21	92.79	112.63
Alpha(%)	NA	0	0.04	0.07	0.09	0.02	0.07	0.14	0.05	0.04	0	0.03	0.01	0.06	0.02	0.02	0.05	0.06	0.05
Beta	NA	0.736	0.357	0.557	0.237	0.155	-0.038	-0.105	0.735	0.846	1.541	1.64	-0.078	0.327	1.248	1.492	0.245	0.362	0.321
RSquare	NA	0.827	0.267	0.339	0.08	0.072	0.005	0.009	0.183	0.258	0.571	0.652	0.023	0.114	0.65	0.702	0.07	0.113	0.109
Standard Deviation	NA	0.082	0.078	0.105	0.118	0.072	0.076	0.103	0.12	0.109	0.137	0.186	0.121	0.161	0.183	0.197	0.165	0.156	0.122
Treynor Ratio	NA	0.14	0.183	0.371	0.45	-0.218	-3.951	-3.225	0.272	0.135	0.131	0.121	0.083	0.663	0.044	0.134	0.454	0.4	0.426
Draw Down	0	0.06	0.071	0.073	0.115	0.061	0.044	0.1	0.127	0.08	0.166	0.121	0.137	0.073	0.131	0.131	0.137	0.166	0.166
Sortino Ratio	NA	1.771	1.134	3.037	1.288	-0.623	2.956	5.084	2.399	1.512	2.129	1.454	-0.072	2.015	0.426	1.463	0.955	1.312	1.609

Strategies:

Asset Allocation Srategy

Goldman Sachs Global Tactical Asset Allocation

Rebalancing Strategy

STATIC check
parameters getParameter

Cash Flow Strategy

STATIC check
parameters

Asset Allocation Strategy

Goldman Sachs Global Tactical Asset Allocation check
parameters getParameter

Asset Name

Asset Type

Strategy Name

Target Percentage

Actual Percentage

Total Amount

Securities

operation

Asset1

No Class

STATIC check
parameters parameters

100%

Current Securities

Asset2

No Class

STATIC check
parameters parameters

100%

Current Securities

Asset3

No Class

STATIC check
parameters parameters

100%

Current Securities

Holdings on 07/30/2010

Last Transaction Date		07/30/2010
Starting Date		12/31/1996
Original Amount		100,000
Benchmark		VBINX
Symbol		P_5198

Historical Info
Monthly Holding Date:

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Holdings

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