1st Quarter 2017 Alinma Multi-Assets Defensive Fund - Amazon Web ...
Alinma Multi-Assets Defensive Fund Approved by Alinma Sharia Board
1st 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.
2 - Total Fees & Charges for the Quarter
0.47%
3 - Profit Percentage Distributed
0.00%
4 - Fund Manager's Investment Percentage
30.00%
5 - Amont & Percentage of Dealing Expenses
0.01%
6 - RISK Standards & Index
Standard Deviation
7 - Performance Standards & Index
Sharpe Ratio
8 - Percentage of Borrowings to the NAV Fund's Information
0.00%
Performance & Risk Parameters
Asset 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)
11.82
AUM (SAR)
17,579,540.89
Base Currency
Saudi Riyal
Initial Investment Subsequent Investment Subscription & Redemption
Monday and Wednsday of every week
Subscription Fees
1.5% of subscribed amount
Management Fees
1.0% per annum
BM
Redemption Fee
1% if Exit Before 1 Month
Gap
Sharia Board
Yes
Bloomberg Code
AMUDEFF AB Equity
130 120 110 100 90
Fund
Fund
3M -0.32%
YTD -0.32%
5,000 indivisual/20,000 institution
BM
-0.07%
Min of 1,000 individual/10,000 institution
Gap Fund
Abbreviations * YTD: Year To Date
* SD: Standard Deviation
* SI: Since Inception
* Avg R: Average Return
* BM: Benchmark
BM
3Y 8.2%
5Y N/A
10Y N/A
SI 18.2%
-0.07%
-2.9%
N/A
N/A
6.7%
-0.25% -0.25% 2016 1.5%
11.0%
N/A
N/A
11.5%
2015 4.6%
2014 5.6%
4.9%
-3.9%
-0.4%
-3.4%
8.5%
6.0%
Avrg R
SD
Sharpe*
Alpha**
Beta**
Correlation**
Fund
4.4%
5.0%
0.57
2.2%
0.67
0.66
BM
1.7%
4.9%
0.04
* Free interest rate is taken to be the Saudi Interbank Average 12M ** relative to benchmark
Asset Class Distribution
Note: Statistics are based on Inception Date
Murabaha Tenor Distribution 5.1%
16.8%
16.3% 24.6%
Cash
< 1M
Equity
1M-3M
Murabaha
3M-6M
Sukuk
6M-9M
Fund
< 12M
53.5%
83.7%
1 - Top 10 Equity Holdings at the beginning of the Quarter Stock Sector Code
Equity Sector Allocation
0%
10%
20%
30%
40%
50%
60%
70%
80%
90%
Materials
Banks
Health Care Equipment & Svc
Food & Beverages
Real Estate Mgmt & Development
Transportation
Telecommunication Services
Energy Retailing
Utilities
Capital Goods Pharma, Biotech & Life Science
Food & Staples Retailing
Media
Real Estate Investment Trust
Insurance
100%
Consumer Services
Consumer Durables & Apparel Diversified Financials Commercial & Professional Svc
% NAV
1120
Al Rajhi
Banks
7.3%
2010
SABIC
Materials
6.1%
7010
STC
Telecommunication Services 3.6%
2260
Sahara Petrochemical
Materials
3.5%
1150
Alinma
Banks
3.3%
4031
SGS
Transportation
3.3%
4250
Jabal Omar
Real Estate Mgmt & Dev't
3.0%
2270 4009 4030
SADAFCO Saudi German Hosptl Bahri
Food & Beverages 2.6% HealthCare Equipment & Svc 2.2% Energy 2.2%
Disclaimer This material was produced by Alinma Investment, a firm regulated by the Capital Market Authority of KSA. 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. Alinma Investment is authorized and regulated by the Capital Market Authority(CMA) in the Kingdom of Saudi Arabia.
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
Alinma Multi-Assets Defensive Fund Approved by Alinma Sharia Board
Fourth Quarter 2016
C. R. No. 1010269764 | CMA License No. 09134 - 37
Quarterly Disclosure Details
Fund's Objectives & Strategy
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.
2 - Total Fees & Charges for the Quarter
0.35%
3 - Profit Percentage Distributed
0%
4 - Fund Manager's Investment Percentage
28.52%
5 - Amont & Percentage of Dealing Expenses
0.01%
6 - RISK Standards & Index
Standard Deviation
7 - Performance Standards & Index
Sharpe Ratio
8 - Percentage of Borrowings to the NAV Fund's Information
0.00%
Performance & Risk Parameters
Asset 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)
11.86
AUM (SAR)
28,729,113.34
Base Currency
Saudi Riyal
Initial Investment
5,000 indivisual/20,000 institution
BM
7.97%
Subsequent Investment
Min of 1,000 individual/10,000 institution
Gap
-3.92%
Subscription & Redemption
Monday and Wednsday of every week
Subscription Fees
1.5% of subscribed amount
Management Fees Redemption Fee Sharia Board
Yes
Bloomberg Code
AMUDEFF AB Equity
130 120
110 100
90
Fund
3M 4.05%
Fund
BM
3Y 12.0%
5Y #DIV/0!
10Y N/A
4.9%
0.3%
#DIV/0!
N/A
6.8%
-3.4%
11.7%
N/A
11.8% 2013 ++ 5.8%
YTD 1.5%
SI 18.6%
Fund
2015 4.6%
#DIV/0! 2014 5.6%
1.0% per annum
BM
-3.9%
-0.4%
6.4%
1% if Exit Before 1 Month
Gap
8.5%
6.0%
-0.6%
++ Launch date was 4th May 2013, partial performance for the year
Abbreviations * YTD: Year To Date
* SD: Standard Deviation
* SI: Since Inception
* Avg R: Average Return
* BM: Benchmark
Avrg R
SD
Sharpe*
Alpha**
Beta**
Correlation**
Fund
4.8%
5.1%
0.65
2.4%
0.67
0.66
BM
1.8%
5.1%
0.07
* Free interest rate is taken to be the Saudi Interbank Average 12M ** relative to benchmark
Asset Class Distribution
Note: Statistics are based on Inception Date
Murabaha Tenor Distribution 10.3%
10.0%
6.9%
23.2%
Cash
< 1M
Equity
1M-3M
Murabaha
3M-6M
Sukuk
6M-9M
Fund
< 12M
59.6% 90.0%
1 - Top 10 Equity Holdings - at the beginning of the 4th Quarter 2016 Stock Sector Code % NAV
Equity Sector Allocation
0%
10%
20%
30%
40%
50%
60%
70%
80%
90%
Banks & Financial Services
Petrochemical Industries
Retail
Transport
Telecommunication & IT
Real Estate Development
Agriculture & Food Industries
Industrial Investment
Hotel & Tourism
Cement
Energy & Utilities
Insurance
Multi-Investment
Building & Construction
Media and Publishing
100%
1150 2010 2260 7010 1120 4031 4009 4004 2270 4030
Alinma Bank Banks & Financial Services 11.3% Saudi Basic Industries Corp. Petrochemical Industries 10.1% Sahara Petrochemical Co. Petrochemical Industries 6.0% Saudi Telecom Co. Telecommunication & IT 6.0% Al Rajhi Bank Banks & Financial Services 5.4% Saudi Ground Services Co. Transport 5.3% Middle East Healthcare Co. Retail 4.0% Dallah Healthcare Holding Co. Retail 3.2% Saudia Dairy and Foodstuff Co. Agriculture & Food Industries 2.7% National Shipping Company of Saudi Arabia Transport 2.6%
Disclaimer This material was produced by Alinma Investment, a firm regulated by the Capital Market Authority of KSA. 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. Alinma Investment is authorized and regulated by the Capital Market Authority(CMA) in the Kingdom of Saudi Arabia.
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
1st 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.
2 - Total Fees & Charges for the Quarter
0.47%
3 - Profit Percentage Distributed
0.00%
4 - Fund Manager's Investment Percentage
30.00%
5 - Amont & Percentage of Dealing Expenses
0.01%
6 - RISK Standards & Index
Standard Deviation
7 - Performance Standards & Index
Sharpe Ratio
8 - Percentage of Borrowings to the NAV Fund's Information
0.00%
Performance & Risk Parameters
Asset 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)
11.82
AUM (SAR)
17,579,540.89
Base Currency
Saudi Riyal
Initial Investment Subsequent Investment Subscription & Redemption
Monday and Wednsday of every week
Subscription Fees
1.5% of subscribed amount
Management Fees
1.0% per annum
BM
Redemption Fee
1% if Exit Before 1 Month
Gap
Sharia Board
Yes
Bloomberg Code
AMUDEFF AB Equity
130 120 110 100 90
Fund
Fund
3M -0.32%
YTD -0.32%
5,000 indivisual/20,000 institution
BM
-0.07%
Min of 1,000 individual/10,000 institution
Gap Fund
Abbreviations * YTD: Year To Date
* SD: Standard Deviation
* SI: Since Inception
* Avg R: Average Return
* BM: Benchmark
BM
3Y 8.2%
5Y N/A
10Y N/A
SI 18.2%
-0.07%
-2.9%
N/A
N/A
6.7%
-0.25% -0.25% 2016 1.5%
11.0%
N/A
N/A
11.5%
2015 4.6%
2014 5.6%
4.9%
-3.9%
-0.4%
-3.4%
8.5%
6.0%
Avrg R
SD
Sharpe*
Alpha**
Beta**
Correlation**
Fund
4.4%
5.0%
0.57
2.2%
0.67
0.66
BM
1.7%
4.9%
0.04
* Free interest rate is taken to be the Saudi Interbank Average 12M ** relative to benchmark
Asset Class Distribution
Note: Statistics are based on Inception Date
Murabaha Tenor Distribution 5.1%
16.8%
16.3% 24.6%
Cash
< 1M
Equity
1M-3M
Murabaha
3M-6M
Sukuk
6M-9M
Fund
< 12M
53.5%
83.7%
1 - Top 10 Equity Holdings at the beginning of the Quarter Stock Sector Code
Equity Sector Allocation
0%
10%
20%
30%
40%
50%
60%
70%
80%
90%
Materials
Banks
Health Care Equipment & Svc
Food & Beverages
Real Estate Mgmt & Development
Transportation
Telecommunication Services
Energy Retailing
Utilities
Capital Goods Pharma, Biotech & Life Science
Food & Staples Retailing
Media
Real Estate Investment Trust
Insurance
100%
Consumer Services
Consumer Durables & Apparel Diversified Financials Commercial & Professional Svc
% NAV
1120
Al Rajhi
Banks
7.3%
2010
SABIC
Materials
6.1%
7010
STC
Telecommunication Services 3.6%
2260
Sahara Petrochemical
Materials
3.5%
1150
Alinma
Banks
3.3%
4031
SGS
Transportation
3.3%
4250
Jabal Omar
Real Estate Mgmt & Dev't
3.0%
2270 4009 4030
SADAFCO Saudi German Hosptl Bahri
Food & Beverages 2.6% HealthCare Equipment & Svc 2.2% Energy 2.2%
Disclaimer This material was produced by Alinma Investment, a firm regulated by the Capital Market Authority of KSA. 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. Alinma Investment is authorized and regulated by the Capital Market Authority(CMA) in the Kingdom of Saudi Arabia.
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
Alinma Multi-Assets Defensive Fund Approved by Alinma Sharia Board
Fourth Quarter 2016
C. R. No. 1010269764 | CMA License No. 09134 - 37
Quarterly Disclosure Details
Fund's Objectives & Strategy
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.
2 - Total Fees & Charges for the Quarter
0.35%
3 - Profit Percentage Distributed
0%
4 - Fund Manager's Investment Percentage
28.52%
5 - Amont & Percentage of Dealing Expenses
0.01%
6 - RISK Standards & Index
Standard Deviation
7 - Performance Standards & Index
Sharpe Ratio
8 - Percentage of Borrowings to the NAV Fund's Information
0.00%
Performance & Risk Parameters
Asset 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)
11.86
AUM (SAR)
28,729,113.34
Base Currency
Saudi Riyal
Initial Investment
5,000 indivisual/20,000 institution
BM
7.97%
Subsequent Investment
Min of 1,000 individual/10,000 institution
Gap
-3.92%
Subscription & Redemption
Monday and Wednsday of every week
Subscription Fees
1.5% of subscribed amount
Management Fees Redemption Fee Sharia Board
Yes
Bloomberg Code
AMUDEFF AB Equity
130 120
110 100
90
Fund
3M 4.05%
Fund
BM
3Y 12.0%
5Y #DIV/0!
10Y N/A
4.9%
0.3%
#DIV/0!
N/A
6.8%
-3.4%
11.7%
N/A
11.8% 2013 ++ 5.8%
YTD 1.5%
SI 18.6%
Fund
2015 4.6%
#DIV/0! 2014 5.6%
1.0% per annum
BM
-3.9%
-0.4%
6.4%
1% if Exit Before 1 Month
Gap
8.5%
6.0%
-0.6%
++ Launch date was 4th May 2013, partial performance for the year
Abbreviations * YTD: Year To Date
* SD: Standard Deviation
* SI: Since Inception
* Avg R: Average Return
* BM: Benchmark
Avrg R
SD
Sharpe*
Alpha**
Beta**
Correlation**
Fund
4.8%
5.1%
0.65
2.4%
0.67
0.66
BM
1.8%
5.1%
0.07
* Free interest rate is taken to be the Saudi Interbank Average 12M ** relative to benchmark
Asset Class Distribution
Note: Statistics are based on Inception Date
Murabaha Tenor Distribution 10.3%
10.0%
6.9%
23.2%
Cash
< 1M
Equity
1M-3M
Murabaha
3M-6M
Sukuk
6M-9M
Fund
< 12M
59.6% 90.0%
1 - Top 10 Equity Holdings - at the beginning of the 4th Quarter 2016 Stock Sector Code % NAV
Equity Sector Allocation
0%
10%
20%
30%
40%
50%
60%
70%
80%
90%
Banks & Financial Services
Petrochemical Industries
Retail
Transport
Telecommunication & IT
Real Estate Development
Agriculture & Food Industries
Industrial Investment
Hotel & Tourism
Cement
Energy & Utilities
Insurance
Multi-Investment
Building & Construction
Media and Publishing
100%
1150 2010 2260 7010 1120 4031 4009 4004 2270 4030
Alinma Bank Banks & Financial Services 11.3% Saudi Basic Industries Corp. Petrochemical Industries 10.1% Sahara Petrochemical Co. Petrochemical Industries 6.0% Saudi Telecom Co. Telecommunication & IT 6.0% Al Rajhi Bank Banks & Financial Services 5.4% Saudi Ground Services Co. Transport 5.3% Middle East Healthcare Co. Retail 4.0% Dallah Healthcare Holding Co. Retail 3.2% Saudia Dairy and Foodstuff Co. Agriculture & Food Industries 2.7% National Shipping Company of Saudi Arabia Transport 2.6%
Disclaimer This material was produced by Alinma Investment, a firm regulated by the Capital Market Authority of KSA. 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. Alinma Investment is authorized and regulated by the Capital Market Authority(CMA) in the Kingdom of Saudi Arabia.
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
