Saudi Fransi Capital (SFC) Comment Statistics Analysis
AL-DANAH GCC EQUITY TRADING FUND
Saudi Fransi Capital (SFC)
Fund Report– September 2015
Unit Price: 55.15
YTD: 56.61-
Investment Strategy The fund invests in convertible securities, accepted market bonds on any licensed investment market. The fund invests in Murabaha deposits compatiable with Shariah standards that include credit payment instructions , that states the repayment upon the request with a (12month) period,
NAV: 7,746,966
Asset Class: Open
Inception Date: 18-07-2006
Fund Manager: Saudi Fransi Capital (SFC)
Fund Classification: Growth
Fund Benchmark: Dow Jones Islamic Market BRIC
Fund Objective The fund aims to achieve a better return over the long term than the index "Dow Jones Islamic" shares Brazil, India, Russia and China.
Statistics Analysis Performance
Year (Annualized) to date Fund Annual Return
-1.69%
5Y
-2.29%
3Y
-6.21%
1Y
-7.57%
Since Inception -5.98%
Fund Standard Deviation
5.97%
6.69%
10.24%
13.15%
23.14%
Fund Average Return
-0.13%
-0.17%
-0.49%
-0.58%
-0.26%
Fund Sharpe Ratio
-0.62
-0.64
-0.80
-0.73
-0.34
Capped Index
Fund Category: Equity
Fund Currency: USD
Price Since Inception: 10.00 Min. Subscription
00111.11
Min. Redemption
511.11
Subscription Fee
%0.11
Redemption Fee
%1.11
Management Fee
%0..1
Performance Fee
% 1.11
Management Fee Type
Per annum
Custodian Fee
%1.11
Comment Fund achieved Al-Fursan (BRIC) Equity Trading Fund , based on Sharpe ratio-,among the Mutual Funds listed on Saudi Stock Market has reached a sharpe value of –0.62 by the end of the third interim 2015. The Fund invests in convertible securities0 accepted market bonds on any licensed investment market. The fund invests in Murabaha deposits compatiable with Shariah standards that include credit payment instructions 0 that states the repayment upon the request with a (02month) period0 . with Average Annual Return of -0.13%
While the Standard Deviation has reached 5.97% compared to ...9% during the last year 0 which indicates the Reduction of the risk level.
Portfolio Composition
Sector allocation
Sector Breakdown
Percentage
IT
40.00%
Energy
11.00%
Telecom
10.00%
Materials
10.00%
Health Care
9.00%
Consumer Disk
9.00%
Industrials
4.00%
Others & Cash
3.00%
Consumer Staples
2.00%
Utilities
2.00%
Financials
0.10%
, 4%
3% 2% 2%0%
9% 9%
10%
10%
Top investment companies
11.00%
IT
Energy
Telecom
Materials
Health Care
Consumer Disk
Industrials
Others & Cash
Consumer Staples
Utilities
Financials
Top investment companies
Fund
Top investment companies 35.00%
India
30.00%
30.00% 25.00%
China Brazil
26.00% 21.00%
20.00% 15.00% 10.00%
5.00% 0.00%
Russia
20.00%
India 2
China
Brazil
Russia
Fund Return Period
Fund Return Versus Benchmark Fund Return
fund
Months
-8.04
0 Months
-08.20
. Months
-04.24
0Year
-09.48
YTD
-02..5
15.00 10.00 5.00 0.00 -5.00 -10.00 -15.00 -20.00 -25.00 fund
01.19
Since Inception
3M
6M
1Y
YTD
YSI
-18.23
-14.24
-19.48
-12.65
10.09
fund
Assets & Liabilities
Total Assets
IM -8.14
Des- 6154
Jun-6151
90104047.
900110298
Total Liabilities
080..8
000041
Total Equity
901050818
9028.0958
Net Income
(0019.0401)
4.70077
Price Fluctuations 6151
Price Fluctuations 2015 16.0000 14.0000 12.0000 10.0000 8.0000 6.0000 4.0000 2.0000 -
Performance The Fund’s YTD reached –02..5% on 01-19-2105 compared to YTD ..82% on 01-1.-2105 which indicates an Reduction in Q0 of 09.47% The Risk Level in this fund is medium-low
THIRD INTERIM REPORT Argaam
FUND MANAGER: Saudi Fransi Capital (SFC) Fund : Al-Fursan (BRIC) Equity Trading Fund
Mutual Funds Team 0
Saudi Fransi Capital (SFC)
Fund Report– September 2015
Unit Price: 55.15
YTD: 56.61-
Investment Strategy The fund invests in convertible securities, accepted market bonds on any licensed investment market. The fund invests in Murabaha deposits compatiable with Shariah standards that include credit payment instructions , that states the repayment upon the request with a (12month) period,
NAV: 7,746,966
Asset Class: Open
Inception Date: 18-07-2006
Fund Manager: Saudi Fransi Capital (SFC)
Fund Classification: Growth
Fund Benchmark: Dow Jones Islamic Market BRIC
Fund Objective The fund aims to achieve a better return over the long term than the index "Dow Jones Islamic" shares Brazil, India, Russia and China.
Statistics Analysis Performance
Year (Annualized) to date Fund Annual Return
-1.69%
5Y
-2.29%
3Y
-6.21%
1Y
-7.57%
Since Inception -5.98%
Fund Standard Deviation
5.97%
6.69%
10.24%
13.15%
23.14%
Fund Average Return
-0.13%
-0.17%
-0.49%
-0.58%
-0.26%
Fund Sharpe Ratio
-0.62
-0.64
-0.80
-0.73
-0.34
Capped Index
Fund Category: Equity
Fund Currency: USD
Price Since Inception: 10.00 Min. Subscription
00111.11
Min. Redemption
511.11
Subscription Fee
%0.11
Redemption Fee
%1.11
Management Fee
%0..1
Performance Fee
% 1.11
Management Fee Type
Per annum
Custodian Fee
%1.11
Comment Fund achieved Al-Fursan (BRIC) Equity Trading Fund , based on Sharpe ratio-,among the Mutual Funds listed on Saudi Stock Market has reached a sharpe value of –0.62 by the end of the third interim 2015. The Fund invests in convertible securities0 accepted market bonds on any licensed investment market. The fund invests in Murabaha deposits compatiable with Shariah standards that include credit payment instructions 0 that states the repayment upon the request with a (02month) period0 . with Average Annual Return of -0.13%
While the Standard Deviation has reached 5.97% compared to ...9% during the last year 0 which indicates the Reduction of the risk level.
Portfolio Composition
Sector allocation
Sector Breakdown
Percentage
IT
40.00%
Energy
11.00%
Telecom
10.00%
Materials
10.00%
Health Care
9.00%
Consumer Disk
9.00%
Industrials
4.00%
Others & Cash
3.00%
Consumer Staples
2.00%
Utilities
2.00%
Financials
0.10%
, 4%
3% 2% 2%0%
9% 9%
10%
10%
Top investment companies
11.00%
IT
Energy
Telecom
Materials
Health Care
Consumer Disk
Industrials
Others & Cash
Consumer Staples
Utilities
Financials
Top investment companies
Fund
Top investment companies 35.00%
India
30.00%
30.00% 25.00%
China Brazil
26.00% 21.00%
20.00% 15.00% 10.00%
5.00% 0.00%
Russia
20.00%
India 2
China
Brazil
Russia
Fund Return Period
Fund Return Versus Benchmark Fund Return
fund
Months
-8.04
0 Months
-08.20
. Months
-04.24
0Year
-09.48
YTD
-02..5
15.00 10.00 5.00 0.00 -5.00 -10.00 -15.00 -20.00 -25.00 fund
01.19
Since Inception
3M
6M
1Y
YTD
YSI
-18.23
-14.24
-19.48
-12.65
10.09
fund
Assets & Liabilities
Total Assets
IM -8.14
Des- 6154
Jun-6151
90104047.
900110298
Total Liabilities
080..8
000041
Total Equity
901050818
9028.0958
Net Income
(0019.0401)
4.70077
Price Fluctuations 6151
Price Fluctuations 2015 16.0000 14.0000 12.0000 10.0000 8.0000 6.0000 4.0000 2.0000 -
Performance The Fund’s YTD reached –02..5% on 01-19-2105 compared to YTD ..82% on 01-1.-2105 which indicates an Reduction in Q0 of 09.47% The Risk Level in this fund is medium-low
THIRD INTERIM REPORT Argaam
FUND MANAGER: Saudi Fransi Capital (SFC) Fund : Al-Fursan (BRIC) Equity Trading Fund
Mutual Funds Team 0
