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efta-01386162DOJ Data Set 10OtherEFTA01386162
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DOJ Data Set 10
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efta-01386162
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AGP LP 519 Alpha Group Capital Paul Barrett
Alpha Generation
January-1998 to September 2017
Superior stock selection drives excess return generation ("Alpha")
Annualized Alpha Generation Since Inception
Alpha vs. MSCI AC
World
Alpha vs. MSCI World
11.72%
0%
5%
10%
15%
20%
AGS
MSCI AC Wald
MSCI World
Sortino Ratio• Since Inception
I.27
0.34
0.35
0
0.5
1.5
For complete ciscloirner. please see lost pages of presentation. Index returns have been included to show the general trend in certain markets for the period noted. The
inclusion of any index does not imply that the AGS is comparable to any index in composition or element of risk. The MSCI World and MSCI AC World tracks the
performance of the equity securities of a representative sample of over 4.000 companies from developed and emerging markets worldwide. Post performance is not
incicative of luture returns.
• The Sortino Ratio is calculated using a minimum acceptable rote of return of 0%.
ALKEON CAPITAL MANAGEMENT
Private &
Confidential
Page 12
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e)
DB-SDNY-0087733
CONFIDENTIAL
SDNY_GM_00233917
EFTA01386162
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