2nd Quarter 2017 Alinma Multi-Assets Defensive Fund - Amazon Web ...
Alinma Multi-Assets Defensive Fund Approved by Alinma Sharia Board
2nd Quarter 2017
C. R. No. 1010269764 | CMA License No. 09134 - 37
Fund's Objectives & Strategy
Quarterly Disclosure Details
Fund seeks to balance between equity and fixed income asset classes by investing at most 25% of Fund's assets into local equity market. Fund adopts a variety of investment strategies, which aims to achieve optimal distribution of assets types to neutralize impact on return. The Fund invests in the following asset class: Equity, Murabaha, Structured Products, Sukuk and Funds.
* Total Fees & Charges for the Quarter
SAR 63,076.81
* Profit Percentage Distributed * Fund Manager's Investment Amount & Percentage
0.00%
SAR 4,092,697.75
23.93%
SAR 783.15
0.005%
* Dealing Expenses Amount & Percentage * Risk Standards & Index
Standard Deviation
* Performance Standards & Index
Sharpe Ratio
* Percentage of Borrowings to the NAV Fund's Information
0.00%
Performance & Risk Parameters
Fund Type Risk Level
Open-ended Fund Low to Medium
Fund Manager
Alinma Investment Company
Fund Listing
Saudi Arabia
Launch Date
May 4, 2013
Benchmark
30% equity and 70% Sibor 6 months
Inception Price (SAR)
10.00
Unit Price (SAR)
11.97
AUM (SAR)
17,267,831.77
Base Currency
Saudi Riyal
Initial Investment (SAR)
5,000 indivisual/20,000 institution
Subsequent Investment (SAR)
Min of 1,000 individual/10,000 institution
Subscription & Redemption
Monday and Wednsday of every week
Subscription Fees
1.5% of subscribed amount
Management Fees
1.0% per annum
BM
Redemption Fees
1% if Exit Before 1 Month
Gap
Sharia Board
Yes
Bloomberg Code
AMUDEFF AB Equity
130 120 110 100 90
Fund
* YTD: Year To Date
* SD: Standard Deviation
* SI: Since Inception
* Avg R: Average Return
YTD 0.93%
3Y 7.77%
5Y N/A
10Y N/A
BM
2.08%
2.00%
-0.96%
N/A
N/A
8.91%
Gap
-0.82% -1.07% 2016 1.46%
8.73%
N/A
N/A
10.75%
Fund
* BM: Benchmark
BM
3M 1.26%
Fund
Abbreviations
2015 4.60%
2014 5.56%
4.85%
-3.92%
-0.41%
-3.40%
8.52%
5.96%
Avrg R
SD
Sharpe*
Alpha**
Beta**
Correlation**
Fund
4.41%
4.92%
0.59
2.04%
0.68
0.67
BM
2.07%
4.87%
0.11
** relative to benchmark
Note: Statistics are based on Inception Date
Murabaha Tenor Distribution 3.7%
16.9%
16.2% 24.8%
Cash
< 1M
Equity
1M-3M
Murabaha
3M-6M
Sukuk
6M-9M
Fund
< 12M 83.8%
54.6%
Top 10 Equity Holdings at the beginning of the Quarter Stock Sector Code
Equity Sector Allocation
10%
20%
30%
40%
50%
60%
70%
80%
90%
100%
Materials Sector
Banks Sector
Health Care Equipment & Svc Sector
Food & Beverages Sector
Real Estate Mgmt & Dev't Sector
Telecommunication Services Sector
Transportation Sector
Consumer Services Sector Diversified Financials Sector
SI 19.66%
* Risk-Free interest rate is taken to be the Saudi Interbank Average 12M
Asset Class Distribution
0%
0.36%
SAR 0.00
Utilities Sector
Commercial & Professional Svc Sector Energy Sector
Insurance Sector
Media Sector
REITs Sector
Retailing Sector
Capital Goods Sector
Consumer Durables & Apparel Sector Food & Staples Retailing Sector Pharma, Biotech & Life Science Sector
% NAV
1120
Al Rajhi
Banks
13.0%
2010
SABIC
Materials
10.8%
4250
Jabal Omar
Real Estate Mgmt & Dev't
5.6%
4031
SGS
Transportation
5.3%
1150
Alinma
Banks
4.8%
2270
SADAFCO
Food & Beverages
4.6%
7010
STC
Telecommunication Services
4.6%
4007
Al Hammadi
HealthCare Equipment & Svc
4.5%
4009
Saudi German Hosptl
HealthCare Equipment & Svc
4.3%
4004
Dallah Health
HealthCare Equipment & Svc
4.0%
Disclaimer This material is produced by Alinma Investment Company, a firm authorized and regulated by the Capital Market Authority of Kingdom of Saudi Arabia. Past performance is not a guide to future returns. All the information contained in this document is believed to be reliable but may be inaccurate or incomplete. A full explanation of the characteristics of the investment is given in the prospectus. Any opinions stated are honestly held but are not guaranteed. The outlook expressed in this fact sheet represents the views of the fund manager at the time of preparation and are not necessarily those of the Alinma Investment as a whole. They may be subject to change and should not be interpreted as investment advice. The document is meant for financial promotion and does not provide you with all the facts you need to make an informed decision about investing and hence is not intended to constitute investment advice. The information provided should not be considered as a recommendation or solicitation to purchase, sell or hold these securities. It should also not be assumed that any investment in these securities was or will be, profitable .Alinma Investment accepts no liability for any loss arising from the use of this document or its contents or otherwise arising in connection therewith. Alinma Investment shall have no responsibility or liability whatsoever in respect of any inaccuracy in or omission from this or any other document prepared by Alinma Investment for, or sent by Alinma Investment to any person and any such person shall be responsible for conducting his own investigation and analysis of the information contained or referred to in this document and of evaluating the merits and risks involved in the securities forming the subject matter of this or other such document.
Head Office اإلدارة العامة
P. O. Box 66333 . ب.ص Riyadh 11576 الرياض KSA المملكة العربية السعودية Tel +966 (11) 218 5999 هاتف Fax +966 (11) 218 5970 فاكس www.alinmainvestment.com
2nd Quarter 2017
C. R. No. 1010269764 | CMA License No. 09134 - 37
Fund's Objectives & Strategy
Quarterly Disclosure Details
Fund seeks to balance between equity and fixed income asset classes by investing at most 25% of Fund's assets into local equity market. Fund adopts a variety of investment strategies, which aims to achieve optimal distribution of assets types to neutralize impact on return. The Fund invests in the following asset class: Equity, Murabaha, Structured Products, Sukuk and Funds.
* Total Fees & Charges for the Quarter
SAR 63,076.81
* Profit Percentage Distributed * Fund Manager's Investment Amount & Percentage
0.00%
SAR 4,092,697.75
23.93%
SAR 783.15
0.005%
* Dealing Expenses Amount & Percentage * Risk Standards & Index
Standard Deviation
* Performance Standards & Index
Sharpe Ratio
* Percentage of Borrowings to the NAV Fund's Information
0.00%
Performance & Risk Parameters
Fund Type Risk Level
Open-ended Fund Low to Medium
Fund Manager
Alinma Investment Company
Fund Listing
Saudi Arabia
Launch Date
May 4, 2013
Benchmark
30% equity and 70% Sibor 6 months
Inception Price (SAR)
10.00
Unit Price (SAR)
11.97
AUM (SAR)
17,267,831.77
Base Currency
Saudi Riyal
Initial Investment (SAR)
5,000 indivisual/20,000 institution
Subsequent Investment (SAR)
Min of 1,000 individual/10,000 institution
Subscription & Redemption
Monday and Wednsday of every week
Subscription Fees
1.5% of subscribed amount
Management Fees
1.0% per annum
BM
Redemption Fees
1% if Exit Before 1 Month
Gap
Sharia Board
Yes
Bloomberg Code
AMUDEFF AB Equity
130 120 110 100 90
Fund
* YTD: Year To Date
* SD: Standard Deviation
* SI: Since Inception
* Avg R: Average Return
YTD 0.93%
3Y 7.77%
5Y N/A
10Y N/A
BM
2.08%
2.00%
-0.96%
N/A
N/A
8.91%
Gap
-0.82% -1.07% 2016 1.46%
8.73%
N/A
N/A
10.75%
Fund
* BM: Benchmark
BM
3M 1.26%
Fund
Abbreviations
2015 4.60%
2014 5.56%
4.85%
-3.92%
-0.41%
-3.40%
8.52%
5.96%
Avrg R
SD
Sharpe*
Alpha**
Beta**
Correlation**
Fund
4.41%
4.92%
0.59
2.04%
0.68
0.67
BM
2.07%
4.87%
0.11
** relative to benchmark
Note: Statistics are based on Inception Date
Murabaha Tenor Distribution 3.7%
16.9%
16.2% 24.8%
Cash
< 1M
Equity
1M-3M
Murabaha
3M-6M
Sukuk
6M-9M
Fund
< 12M 83.8%
54.6%
Top 10 Equity Holdings at the beginning of the Quarter Stock Sector Code
Equity Sector Allocation
10%
20%
30%
40%
50%
60%
70%
80%
90%
100%
Materials Sector
Banks Sector
Health Care Equipment & Svc Sector
Food & Beverages Sector
Real Estate Mgmt & Dev't Sector
Telecommunication Services Sector
Transportation Sector
Consumer Services Sector Diversified Financials Sector
SI 19.66%
* Risk-Free interest rate is taken to be the Saudi Interbank Average 12M
Asset Class Distribution
0%
0.36%
SAR 0.00
Utilities Sector
Commercial & Professional Svc Sector Energy Sector
Insurance Sector
Media Sector
REITs Sector
Retailing Sector
Capital Goods Sector
Consumer Durables & Apparel Sector Food & Staples Retailing Sector Pharma, Biotech & Life Science Sector
% NAV
1120
Al Rajhi
Banks
13.0%
2010
SABIC
Materials
10.8%
4250
Jabal Omar
Real Estate Mgmt & Dev't
5.6%
4031
SGS
Transportation
5.3%
1150
Alinma
Banks
4.8%
2270
SADAFCO
Food & Beverages
4.6%
7010
STC
Telecommunication Services
4.6%
4007
Al Hammadi
HealthCare Equipment & Svc
4.5%
4009
Saudi German Hosptl
HealthCare Equipment & Svc
4.3%
4004
Dallah Health
HealthCare Equipment & Svc
4.0%
Disclaimer This material is produced by Alinma Investment Company, a firm authorized and regulated by the Capital Market Authority of Kingdom of Saudi Arabia. Past performance is not a guide to future returns. All the information contained in this document is believed to be reliable but may be inaccurate or incomplete. A full explanation of the characteristics of the investment is given in the prospectus. Any opinions stated are honestly held but are not guaranteed. The outlook expressed in this fact sheet represents the views of the fund manager at the time of preparation and are not necessarily those of the Alinma Investment as a whole. They may be subject to change and should not be interpreted as investment advice. The document is meant for financial promotion and does not provide you with all the facts you need to make an informed decision about investing and hence is not intended to constitute investment advice. The information provided should not be considered as a recommendation or solicitation to purchase, sell or hold these securities. It should also not be assumed that any investment in these securities was or will be, profitable .Alinma Investment accepts no liability for any loss arising from the use of this document or its contents or otherwise arising in connection therewith. Alinma Investment shall have no responsibility or liability whatsoever in respect of any inaccuracy in or omission from this or any other document prepared by Alinma Investment for, or sent by Alinma Investment to any person and any such person shall be responsible for conducting his own investigation and analysis of the information contained or referred to in this document and of evaluating the merits and risks involved in the securities forming the subject matter of this or other such document.
Head Office اإلدارة العامة
P. O. Box 66333 . ب.ص Riyadh 11576 الرياض KSA المملكة العربية السعودية Tel +966 (11) 218 5999 هاتف Fax +966 (11) 218 5970 فاكس www.alinmainvestment.com
