1. DAWOOD CAPITAL MANAGEMENT LIMITED JUNE 2012 MUTUAL FUNDSMUTUAL FUNDS ANALYTICAL REPORTANALYTICAL REPORT MUTUAL FUNDS, A BETTER INVESTMENT PLANNING Dawood Capital Management Limited 5B Lakson Square Building No. 1, Sarwar Shaheed Road, Karachi74200, Pakistan Tel: (92 21) 3562 1001-6 Toll Free: 0800-FUNDS (38637) & 0800-CHILD (24453) Fax: (92 21) 3562 1010 URL: www.edawood.com Email: dcm@edawood.com Find us on: @dawoodfunds About the Author: Mustansir Shabbar is Master of Computer Science and Master of Public Administration (Finance) from Karachi University and associated with DCM for over 9 years. He has expertise in customer services & Research and working as a key member for every DCM Funds since inception. Email: mustansir@edawood.com, mustansir.shabbar@gmail.com Blog: mustansirchoonawala.blogspot.com Cell: +92 321 374 6282 MUSTANSIR SHABBAR Head of Customer Services DCM Ltd. Source: MUFAP & FMR of AMCs

2. INDUSTRY ANALYSIS OVERALL INDUSTRY In Jun12, AMC industry has recorded a slight decrease of 3.19% MoM and recorded a whopping increase of 53.29% YTD in overall AUMs to reach 380.47 bn. The MoM decrease is inline with our previous months anticipation of year end closing for FY12 and competent banks deposit rates for year end balance requirements. In the next quarter, we shall see a slight increase in MoM AUMs. CONVENTIONAL VS. ISLAMIC Besides overall position, the conventional AUMs were decreased by 3.22% MoM as compared to 2.55% decrease in Islamic AUMs. However, on QoQ and YTD basis conventional AUMs were increased by 16.2% and 57.2% as compared to increase of 2.19% and 32.61% in Islamic AUMs respectively. Conventional especially sovereign funds (medium to long term) were the center of attraction for investors for FY12. MUTUAL FUNDS VS. PENSION FUNDS Overall mutual funds have witnessed a reduction of 3.29% MoM as compared to a growth of 13.7% in Pension Funds. On QoQ and YTD, mutual funds showed a growth of 13.95% and 53.15% as compared to the growth of 30.16% and 75.93% in Pension Funds for QoQ and YTD respectively. The added tax benefits introduced in VPS have played a vital role in FY12 in bringing investors towards retirement planning products especially in Islamic schemes. BOND FUNDS Bond Funds have witnessed a downside of 4.53% MoM. The major loser was the money market category by 6.91% MoM as opposed to income and aggressive income categories who were reduced by 1.33% and 1.85% MoM. On QoQ and YTD Bond Funds have showed a growth of 19.99% and remarkable 84.54% respectively. The major gainer in FY12 remained income category increased by 94.78% YTD. Investors took positions in long term sovereign debt and realized from short term in anticipation of lowering interest rates in upcoming SBP MPS. EQUITY FUNDS Equity Funds saw a meager growth of 2.34% MoM. On QoQ and YTD, they observed a growth of 1.40% and 1.49% respectively. Equity market remained volatile throughout FY12 due to various macro-economic issues including Pak-US relationship, political instability, utility shortages, war against terrorism, production slowdowns and especially debt defaults by major corporates. HYBRID FUNDS Hybrid Funds witnessed a decline of 1.22% MoM. On QoQ and YTD they have shown a decline of 4.98% and 0.08%respectively. The reason may be the current market volatility which urged the investors and money managers to go for risk averse perspectives and park their investments in fixed income and money market especially in longer tenor sovereign instruments to avoid any market losses. SPECIAL FUNDS These funds have witnessed a decline of 24.50% MoM. Primarily this was the result of the underlying indices volatility and investors preferences. Further, on QoQ and YTD, they have shown a decline of 34.07% and 9.17% respectively. The investment strategies of these funds are designed for special segment of investors looking to take advantage of or track the particular segment of capital markets. This category is getting unpopular as their AUMs are depleting by the end of every period. Some very serious steps and interventions are needed to bring back life to this special segment of funds. PENSION FUNDS CONVENTIONAL VS. ISLAMIC Conventional Pension Funds have shown a growth of 11.97% MoM as compared of 14.90% growth in Islamic. On QoQ and YTD basis, conventional PFs have witnessed a growth of 30.13% and 67.93% as compared to the growth of 30.18% and massive 81.73% in Islamic PFs respectively. This indicates the inclination of investors towards Islamic savings options for retirement planning. This is the very positive sign for Islamic Financial Industry. Also the added tax benefits are attracting more and more investors towards this mode of investments. THE MAJOR GAINER IN FY12 REMAINED INCOME CATEGORY INCREASED BY 94.78% YTD. 3. On the AMCs front, ABL Asset Management has maintained its top position in FY12 with the highest 14.89% share of the industry with 56.66 bn of AUMs. However, it has witnessed a decline of 9.27% in AUMs on MoM but still impressively rose by 233.53% since Jul11. Following ABL, UBLFM is once again the second largest in AUMs having 12.5% share and then NIT, NAFA and MCBAH having 12.42%, 11.98% and 11.48% share respectively in AUMs. On MoM basis in terms of AUMs; the major gainer was only Alfalah GHP 18.17% and the major losers were JSIL 11.49% and FAML 11.44%. However, in FY12, the major contributors in terms of AUMs are ABL AMC 233.53%, NAFA 166.87%, UBLFM 83.11%, LIM 78.82%, AGHP 76.94%, HBL AM 73.10% and FHAM 62.44% rise in overall AUMs. ABL AMC HAS MAINTAINED ITS TOP POSITION IN FY12 WITH THE HIGHEST 14.89% SHARE OF THE INDUSTRY WITH 56.66 BILLION OF AUMS. AMCs REVIEW The Payouts of the industry remained overall satisfactory in FY12. It has become the trend in the current industry to announce monthly/quarterly payouts in income and money market funds to attract more investors who want to realize their earnings at regular intervals. The overall industry has earned an average return of 10.79% per annum and paid an average 9.35% payouts in FY12. The highest average returns were earned by Safeway Funds 24.97%, however, the highest payouts were paid by Almeezan Investments 16.36% in FY12. PAYOUTS FY12 THE OVERALL INDUSTRY HAS EARNED AN AVERAGE RETURN OF 10.79% & PAID AN AVERAGE 9.35% PAYOUTS IN FY12. NEW FUNDS LAUNCHED IN JUN12 # Fund Name AMC Category Date 4. Sovereign Investments: It includes TBill, GoP Ijarah & PIBs. It constitutes about 51.85% (PKR 200 bn) of the total investments made by AMCs having TBills being the highly preferred mode comprises of 43.54% (168 bn). Due to prevailing volatility in the market, most of the funds used to park their idle money in sovereign papers, which are considered to be the safest and most liquid, and take less exposure in other debts and equities to maintain their capital protection and yield consistency. The recent increase in income and money market funds is the major factor of this high allocation as newly launched funds (either conventional or Islamic) used to take maximum exposures in these sovereign issues to maintain their stability ratings, liquidity and definitely attract more risk averse investors. Income and Money Market funds jointly have 49.33% (95%, PKR 192 bn) out of overall exposure in this category. In anticipation of lowering interest rate by SBP in its next MPS, most funds have reduced their exposures in short term T -Bills and took exposures in medium to long term sovereign papers which was, in our opinion, wise decision by fund managers. However, with reduced interest rates, the future yields of these funds will be reduced and few investors may direct towards equity investments. Among the AMCs, ABL AMC is the largest investor of the sovereign investments i.e. 11.73% (23%, PKR 45 bn) out of overall exposure, through its funds as obvious from its largest AUMs. Following ABL, NAFA is the second largest with 8.92% (17%, PKR 17 bn) out of total exposure by AMCs. Equities: It constitutes 20.2% (PKR 78 bn) of the total investments by AMCs. Throughout the year, it was not the preferred mode of investment by any other funds except for the funds who are purely equity. Equity funds represents 18.27% (90%, PKR 71 bn) out of overall equity exposure. The reasons behind were mainly, high volatility, low returns, political instability, power shortages to production sectors, major defaults etc. Among the AMCs, NIT still was the largest investor of equity representing 9.37% (46%, PKR 36 bn) out of overall equity exposure. NIT still holds the largest open end equity fund of the nation. Following NIT, PICIC AMC was the second largest through its closed end funds representing 2.89% (14%, PKR 11 bn) out of total exposure. With the anticipation of lowering interest rates in up coming MPS by SBP, equity investments may increase in the coming months of the next FY. SOVEREIGN IVESTMENTS CONSTITUTES 51.85% SHARE WITH ABL AMC REPRESENTING LARGEST 11.73% OUT OF TOTAL INVESTMENTS. ASSET ALLOCATIONS EQUITY IVESTMENTS CONSTITUTES 20.2% SHARE WITH NIT REPRESENTING LARGEST 9.37% OUT OF TOTAL INVESTMENTS. Tbills, 43.54% Equities, 20.22% Cash, 11.24% Govt Backed/ Gtd. Sec., 7.81% Placements with Banks & DFIs, 7.40% TFCs / Sukuks, 4.99% Others, 1.67% Reverse Repos Ag. Govt. Sec., 1.14% Placements With NBFCs, 0.95% PIBs, 0.50% CPs, 0.37% CFS / MF, 0.17% Reverse Repos Ag. All Other Sec., 0.00% Spread Transactions, 0.00% 11.73% 8.92% 6.69% 6.35% 4.10% 2.33% 2.29% 1.89% 1.43% 1.06% 0.80% 0.79% 0.76% 0.75% 0.61% 0.45% 0.25% 0.23% 0.18% 0.18% 0.04% 0.03% 0.00% 0.00% 0% 2% 4% 6% 8% 10% 12% 14% ABLAMC NAFA UBLFM MCBAH Meezan HBLAM Askari NIT Lakson Atlas AGHP JSIL IGIIM PICIC FHAM Faysal KASB BMA PakOman DCM AKDIM FCIM Safeway NAMCO Sovereign Investments - AMCs 0.41% 19.09% 30.24% 0.81% 0.33% 0.40% 0.00% 0.15% 0.06% 0.19% 0.16% 0.01% 0% 5% 10% 15% 20% 25% 30% 35% Agg.Fix. Income Income Money Market Equity Asset Allocation Balanced Index Tracker Cap. Protected FoF PensionDebt PensionMM Pension Equity Sovereign Investments - Categories 0.00% 0.00% 0.00% 18.27% 0.38% 0.93% 0.16% 0.03% 0.27% 0.01% 0.00% 0.18% 0% 2% 4% 6% 8% 10% 12% 14% 16% 18% 20% Agg.Fix. Income Income Money Market Equity Asset Allocation Balanced Index Tracker Cap. Protected FoF Pension Debt PensionMM Pension Equity Equities - Categories 0.00% 0.00% 0.00% 18.27% 0.38% 0.93% 0.16% 0.03% 0.27% 0.01% 0.00% 0.18% 0% 2% 4% 6% 8% 10% 12% 14% 16% 18% 20% Agg.Fix. Income Income Money Market Equity Asset Allocation Balanced Index Tracker Cap. Protected FoF Pension Debt PensionMM Pension Equity Equities - Categories 5. COMPLETE MUTUAL FUNDS PAYOUTS FY 2011-12 Interim Final Total FV Ex-NAV Annual DIF (DMMF) 100 - 4.9500 4.9500 4.95% 6.79% 6.79% 76.7635 76.7635 71.8135 5.35% 5.35% 366 0.86% 0.05% 0.62% 0.03% 0.67% 0.04% DIF (ISLAMIC) 100 - - - 0.00% 0.00% 0.00% 93.9601 93.9601 93.9601 -7.66% -7.66% 366 0.86% -0.07% 0.76% -0.06% 0.82% -0.06% FDMF 10 - 0.3300 0.3300 3.30% 3.48% 3.48% 8.8700 8.5400 8.2100 -6.34% -6.34% 366 0.09% -0.01% 0.07% 0.00% 0.07% 0.00% TOTAL 210 - 5.2800 5.2800 2.75% 3.43% 3.43% 179.5936 179.2636 173.9836 -2.88% -2.88% 366 1.81% -0.03% 1.45% -0.03% 1.56% -0.03% PIF 50 4.6700 - 4.6700 9.34% 8.99% 8.99% 56.7100 52.0400 52.0400 9.14% 9.14% 366 0.43% 0.04% 0.46% 0.04% 0.45% 0.04% PCF 50 5.2147 - 5.2147 10.43% 10.43% 10.43% 55.2939 50.0792 50.0792 10.58% 10.58% 366 0.43% 0.05% 0.45% 0.05% 0.44% 0.05% PSM 50 7.9070 - 7.9070 15.81% 14.70% 14.70% 59.8270 51.9200 51.9200 11.21% 11.21% 366 0.43% 0.05% 0.48% 0.05% 0.45% 0.05% PCM 10 0.6078 - 0.6078 6.08% 8.14% 8.14% 8.1578 7.5500 7.5500 9.30% 9.30% 366 0.09% 0.01% 0.07% 0.01% 0.07% 0.01% PIIF 50 4.3335 - 4.3335 8.67% 11.37% 11.37% 83.8411 39.7538 39.7538 15.63% 15.63% 366 0.43% 0.07% 0.68% 0.11% 0.35% 0.05% PIEF 50 4.5010 - 4.5010 9.00% 8.68% 8.68% 56.3310 51.8300 51.8300 8.62% 8.62% 366 0.43% 0.04% 0.46% 0.04% 0.45% 0.04% MSF (Perpetual) 50 5.0400 - 5.0400 10.08% 10.14% 10.14% 55.1100 50.0700 50.0700 10.89% 10.89% 366 0.43% 0.05% 0.45% 0.05% 0.44% 0.05% MSF (12/12) 50 0.9300 - 0.9300 1.86% 1.86% 1.86% 49.1500 48.2200 48.2200 1.89% 1.89% 366 0.43% 0.01% 0.40% 0.01% 0.42% 0.01% PCPF-FIS 10 0.5374 - 0.5374 5.37% 5.28% 5.28% 10.7574 10.2200 10.2200 5.63% 5.63% 366 0.09% 0.00% 0.09% 0.00% 0.09% 0.01% AHDJSPTIF 50 1.9120 - 1.9120 3.82% 3.42% 3.42% 59.4120 57.5000 57.5000 6.42% 6.42% 366 0.43% 0.03% 0.48% 0.03% 0.50% 0.03% PSAF 10 0.9475 - 0.9475 9.48% 11.43% 11.43% 9.5175 8.5700 8.5700 14.86% 14.86% 366 0.09% 0.01% 0.08% 0.01% 0.07% 0.01% PPF 10 0.9568 - 0.9568 9.57% 10.15% 10.15% 10.7068 9.7500 9.7500 13.54% 13.54% 366 0.09% 0.01% 0.09% 0.01% 0.08% 0.01% MDSF 100 12.0153 - 12.0153 12.02% 14.53% 14.53% 98.1065 86.0912 86.0912 18.62% 18.62% 366 0.86% 0.16% 0.79% 0.15% 0.75% 0.14% MDCF 100 10.3902 - 10.3902 10.39% 10.25% 10.25% 111.8373 101.4471 101.4471 10.38% 10.38% 366 0.86% 0.09% 0.90% 0.09% 0.88% 0.09% MDAF 100 5.2141 - 5.2141 5.21% 9.09% 9.09% 75.9013 70.6872 70.6872 32.38% 32.38% 366 0.86% 0.28% 0.61% 0.20% 0.61% 0.20% MCOP 100 10.9240 - 10.9240 10.92% 10.90% 10.90% 111.0943 100.1703 100.1703 10.82% 10.82% 366 0.86% 0.09% 0.90% 0.10% 0.87% 0.09% MCBIIF 100 11.3329 - 11.3329 11.33% 11.30% 11.30% 111.4319 100.0990 100.0990 11.15% 11.15% 366 0.86% 0.10% 0.90% 0.10% 0.87% 0.10% TOTAL 940 87.4342 - 87.4342 8.79% 9.45% 9.45% 1,023.1858 895.9978 895.9978 11.83% 11.83% 366 8.10% 1.08% 8.27% 1.05% 7.79% 0.97% UGIF 100 - - - 0.00% 0.00% 0.00% 76.6901 76.6901 76.6901 -12.32% -12.32% 366 0.86% -0.11% 0.62% -0.08% 0.67% -0.08% USF 100 - 4.5000 4.5000 4.50% 13.00% 13.00% 38.9200 38.9200 34.4200 12.42% 12.42% 366 0.86% 0.11% 0.31% 0.04% 0.34% 0.04% UCIF 100 - 9.0000 9.0000 9.00% 12.84% 12.84% 82.5200 82.5200 73.5200 17.75% 17.75% 366 0.86% 0.15% 0.67% 0.12% 0.72% 0.13% UIIF 100 - - - 0.00% 0.00% 0.00% 93.6212 93.6212 93.6212 6.14% 6.14% 366 0.86% 0.05% 0.76% 0.05% 0.81% 0.05% ULPF 100 10.7400 - 10.7400 10.74% 10.71% 10.71% 111.1727 100.4327 100.4327 10.90% 10.90% 366 0.86% 0.09% 0.90% 0.10% 0.87% 0.10% UCPF-II 100 - 6.2000 6.2000 6.20% 6.20% 7.03% 106.6000 100.4000 94.2000 6.60% 7.48% 323 0.86% 0.06% 0.86% 0.06% 0.87% 0.07% UBLSIF 100 11.4000 - 11.4000 11.40% 11.38% 11.38% 111.9787 100.5787 100.5787 11.83% 11.83% 366 0.86% 0.10% 0.90% 0.11% 0.87% 0.10% UBLISF 100 10.8500 - 10.8500 10.85% 10.83% 10.83% 111.1817 100.3317 100.3317 11.00% 11.00% 366 0.86% 0.09% 0.90% 0.10% 0.87% 0.10% UGSF 100 10.3700 - 10.3700 10.37% 10.37% 11.20% 110.8020 100.4320 100.4320 10.80% 11.63% 339 0.86% 0.10% 0.90% 0.10% 0.87% 0.10% UPPF-I 100 - 7.5000 7.5000 7.50% 7.50% 18.55% 115.4000 107.9000 100.4000 15.40% 38.08% 148 0.86% 0.33% 0.93% 0.36% 0.94% 0.36% TOTAL 900 43.3600 27.2000 70.5600 7.06% 8.28% 9.55% 958.8864 901.8264 874.6264 9.05% 11.49% 366 8.62% 0.99% 7.75% 0.96% 7.84% 0.96% JSIF 100 8.0000 2.2500 10.2500 10.25% 12.01% 12.01% 96.1200 88.1200 85.8700 12.58% 12.58% 366 0.86% 0.11% 0.78% 0.10% 0.77% 0.10% JSAIF 100 - 6.6000 6.6000 6.60% 7.94% 7.94% 104.9100 104.9100 98.3100 26.23% 26.23% 366 0.86% 0.23% 0.85% 0.22% 0.91% 0.24% UTP 100 - 12.6000 12.6000 12.60% 12.77% 12.77% 115.0300 115.0300 102.4300 16.60% 16.60% 366 0.86% 0.14% 0.93% 0.15% 1.00% 0.17% JSISF 100 - - - 0.00% 0.00% 0.00% 49.9700 49.9700 49.9700 25.84% 25.84% 366 0.86% 0.22% 0.40% 0.10% 0.43% 0.11% JSPSF I 100 5.7500 11.5900 17.3400 17.34% 14.81% 14.81% 140.0300 122.6900 111.1000 19.56% 19.56% 366 0.86% 0.17% 1.13% 0.22% 1.07% 0.21% JSAAAF 100 - 14.0000 14.0000 14.00% 62.17% 62.17% 25.1500 25.1500 11.1500 11.68% 11.68% 366 0.86% 0.10% 0.20% 0.02% 0.22% 0.03% JSFoF 100 - 20.2500 20.2500 20.25% 23.41% 23.41% 124.0500 103.8000 83.5500 43.41% 43.41% 366 0.86% 0.37% 1.00% 0.44% 0.90% 0.39% JS KSE30 100 - 14.5000 14.5000 14.50% 47.81% 47.81% 32.6800 32.6800 18.1800 7.75% 7.75% 366 0.86% 0.07% 0.26% 0.02% 0.28% 0.02% JSPSFII 100 - - - 0.00% 0.00% 0.00% 101.9300 101.9300 101.9300 0.80% 0.80% 366 0.86% 0.01% 0.82% 0.01% 0.89% 0.01% JSCF 100 8.0000 2.5000 10.5000 10.50% 10.42% 10.42% 112.1500 104.1500 101.6500 11.26% 11.26% 366 0.86% 0.10% 0.91% 0.10% 0.90% 0.10% JSLCF 10 - - - 0.00% 0.00% 0.00% 60.2400 60.2400 60.2400 14.61% 14.61% 366 0.09% 0.01% 0.49% 0.07% 0.52% 0.08% JSGF 10 - 1.0000 1.0000 10.00% 9.42% 9.42% 12.3200 11.3200 11.3200 16.01% 16.01% 366 0.09% 0.01% 0.10% 0.02% 0.10% 0.02% JSVFL 10 - 0.2000 0.2000 2.00% 1.97% 1.97% 11.6900 11.4900 11.4900 14.95% 14.95% 366 0.09% 0.01% 0.09% 0.01% 0.10% 0.01% TOTAL 1,030 21.7500 85.4900 107.2400 9.08% 15.59% 15.59% 986.2700 931.4800 847.1900 17.02% 17.02% 366 8.88% 1.55% 7.97% 1.49% 8.09% 1.48% AIF 500 - 28.7500 28.7500 5.75% 5.74% 5.74% 530.7500 530.7500 502.0000 11.80% 11.80% 366 4.31% 0.51% 4.29% 0.51% 4.61% 0.54% ASMF 500 - 65.0000 65.0000 13.00% 19.45% 19.45% 475.9600 475.9600 410.9600 42.39% 42.39% 366 4.31% 1.83% 3.85% 1.63% 4.14% 1.75% AISF 500 - 62.5000 62.5000 12.50% 20.55% 20.55% 387.7400 387.7400 325.2400 27.51% 27.51% 366 4.31% 1.19% 3.13% 0.86% 3.37% 0.93% AIIF 500 47.5000 - 47.5000 9.50% 9.49% 9.49% 561.4800 513.9800 513.9800 9.80% 9.80% 366 4.31% 0.42% 4.54% 0.44% 4.47% 0.44% AMMF 500 48.5000 5.0000 53.5000 10.70% 10.66% 10.66% 556.1800 507.6800 502.6800 11.80% 11.80% 366 4.31% 0.51% 4.49% 0.53% 4.41% 0.52% AFoF 10 - 1.5000 1.5000 15.00% 15.42% 15.42% 11.5900 10.0900 8.5900 19.12% 19.12% 366 0.09% 0.02% 0.09% 0.02% 0.09% 0.02% TOTAL 2,510 96.0000 162.7500 258.7500 11.08% 13.55% 13.55% 2,523.7000 2,426.2000 2,263.4500 20.40% 20.40% 366 21.64% 4.47% 20.40% 3.99% 21.08% 4.20% AHYS 100 - 0.9492 0.9492 0.95% 0.97% 0.97% 98.1175 98.1175 97.1683 -0.03% -0.03% 366 0.86% 0.00% 0.79% 0.00% 0.85% 0.00% AAAF 100 - 6.2878 6.2878 6.29% 15.32% 15.32% 46.0213 46.0213 39.7335 12.11% 12.11% 366 0.86% 0.10% 0.37% 0.05% 0.40% 0.05% ASCF 100 10.2295 0.8827 11.1122 11.11% 11.07% 11.07% 111.3201 101.0906 100.2079 10.95% 10.95% 366 0.86% 0.09% 0.90% 0.10% 0.88% 0.10% AIIF 100 7.6774 0.9488 8.6262 8.63% 8.61% 8.61% 108.7615 101.0841 100.1353 8.54% 8.54% 366 0.86% 0.07% 0.88% 0.08% 0.88% 0.08% AIAAF 100 - 9.8782 9.8782 9.88% 9.81% 9.81% 222.4586 111.2293 101.3511 10.50% 10.50% 366 0.86% 0.09% 1.80% 0.19% 0.97% 0.10% AEF 100 - - - 0.00% 0.00% 0.00% 99.7029 99.7029 99.7029 -0.30% -1.17% 93 0.86% -0.01% 0.81% -0.01% 0.87% -0.01% ASYE 100 0.5700 0.9437 1.5137 1.51% 1.51% 10.07% 101.5329 100.9629 100.0192 1.53% 10.20% 55 0.86% 0.09% 0.82% 0.08% 0.88% 0.09% TOTAL 700 18.4769 19.8904 38.3673 5.48% 6.76% 7.98% 787.9148 658.2086 638.3182 6.18% 7.30% 366 6.03% 0.44% 6.37% 0.48% 5.72% 0.40% NIOF 10 - - - 0.00% 0.00% 0.00% 9.6618 9.6618 9.6618 -0.54% -0.54% 366 0.09% 0.00% 0.08% 0.00% 0.08% 0.00% NIF 10 - - - 0.00% 0.00% 0.00% 9.0393 9.0393 9.0393 -6.92% -6.92% 366 0.09% -0.01% 0.07% -0.01% 0.08% -0.01% NSF 10 - 0.6510 0.6510 6.51% 10.00% 10.00% 7.9401 7.9401 7.2891 21.98% 21.98% 366 0.09% 0.02% 0.06% 0.01% 0.07% 0.02% NMF 10 - 0.3247 0.3247 3.25% 3.50% 3.50% 10.7183 10.7183 10.3936 15.54% 15.54% 366 0.09% 0.01% 0.09% 0.01% 0.09% 0.01% NIAIF 10 - - - 0.00% 0.00% 0.00% 8.5949 8.5949 8.5949 19.06% 19.06% 366 0.09% 0.02% 0.07% 0.01% 0.07% 0.01% NIMF 10 - - - 0.00% 0.00% 0.00% 10.3113 10.3113 10.3113 13.26% 13.26% 366 0.09% 0.01% 0.08% 0.01% 0.09% 0.01% NGSLF 10 0.9902 - 0.9902 9.90% 9.82% 9.82% 11.0425 10.0523 10.0523 9.51% 9.51% 366 0.09% 0.01% 0.09% 0.01% 0.09% 0.01% NSPF 10 0.7963 - 0.7963 7.96% 7.94% 7.94% 10.8354 10.0391 10.0391 9.61% 9.61% 366 0.09% 0.01% 0.09% 0.01% 0.09% 0.01% NRFSF 10 0.9683 - 0.9683 9.68% 9.61% 9.61% 11.0421 10.0738 10.0738 9.57% 9.57% 366 0.09% 0.01% 0.09% 0.01% 0.09% 0.01% NAAF 10 0.3595 1.0784 1.4379 14.38% 14.00% 14.00% 11.7527 11.3932 10.3148 14.43% 14.43% 366 0.09% 0.01% 0.09% 0.01% 0.10% 0.01% NFSIF 10 0.4000 0.3000 0.7000 7.00% 7.00% 10.37% 10.8231 10.4231 10.1231 8.23% 12.20% 247 0.09% 0.01% 0.09% 0.01% 0.09% 0.01% NMMF 10 0.3410 - 0.3410 3.41% 3.41% 33.73% 10.3559 10.0149 10.0149 3.56% 10.68% 37 0.09% 0.01% 0.08% 0.01% 0.09% 0.01% TOTAL 120 3.8553 2.3541 6.2094 5.17% 5.44% 8.25% 122.1174 118.2621 115.9080 9.77% 10.70% 366 1.03% 0.11% 0.99% 0.11% 1.03% 0.11% KIOF 100 - 0.3000 0.3000 0.30% 0.57% 0.57% 67.8128 67.8128 67.5128 28.03% 28.03% 366 0.86% 0.24% 0.55% 0.15% 0.59% 0.17% KSMF 50 - 1.7000 1.7000 3.40% 6.45% 6.45% 27.6600 27.6600 25.9600 4.89% 4.89% 366 0.43% 0.02% 0.22% 0.01% 0.24% 0.01% KAAF 50 - 0.0350 0.0350 0.07% 0.09% 0.09% 40.0700 40.0700 40.0350 5.25% 5.25% 366 0.43% 0.02% 0.32% 0.02% 0.35% 0.02% KIIOF 100 3.0000 2.7500 5.7500 5.75% 5.97% 5.97% 104.4299 101.4299 98.6799 8.50% 8.50% 366 0.86% 0.07% 0.84% 0.07% 0.88% 0.07% KCF 100 7.0000 2.6000 9.6000 9.60% 9.59% 9.59% 111.4635 104.4635 101.8635 11.34% 11.34% 366 0.86% 0.10% 0.90% 0.10% 0.91% 0.10% KCPGF 100 5.2400 - 5.2400 5.24% 5.23% 7.36% 105.2400 100.0000 100.0000 4.99% 7.02% 260 0.86% 0.06% 0.85% 0.06% 0.87% 0.06% CDF 100 - 9.2500 9.2500 9.25% 11.50% 11.50% 88.4096 88.4096 79.1596 9.88% 9.88% 366 0.86% 0.09% 0.71% 0.07% 0.77% 0.08% CPF 100 - 10.2500 10.2500 10.25% 10.09% 10.09% 111.7200 111.7200 101.4700 9.93% 9.93% 366 0.86% 0.09% 0.90% 0.09% 0.97% 0.10% TOTAL 600 15.2400 26.8850 42.1250 5.48% 6.18% 6.45% 656.8058 641.5658 614.6808 10.35% 10.61% 366 6.03% 0.69% 5.31% 0.58% 5.57% 0.61% MIF 50 - 8.2500 8.2500 16.50% 19.85% 19.85% 49.6600 49.6600 41.4100 19.46% 19.46% 366 0.43% 0.08% 0.40% 0.08% 0.43% 0.08% AMMF 10 1.7500 2.0000 3.7500 37.50% 30.22% 30.22% 14.4400 12.6900 10.6900 16.36% 16.36% 366 0.09% 0.01% 0.12% 0.02% 0.11% 0.02% MIIF 50 5.2965 1.9700 7.2665 14.53% 14.52% 14.52% 57.1965 51.9000 49.9300 14.26% 14.26% 366 0.43% 0.06% 0.46% 0.07% 0.45% 0.06% MCF 50 5.0700 - 5.0700 10.14% 10.13% 10.13% 55.1500 50.0800 50.0800 10.23% 10.23% 366 0.43% 0.04% 0.45% 0.05% 0.44% 0.04% MSF 50 6.6600 - 6.6600 13.32% 13.32% 13.32% 56.6900 50.0300 50.0300 13.36% 13.36% 366 0.43% 0.06% 0.46% 0.06% 0.43% 0.06% MCPF-II 50 - 6.2500 6.2500 12.50% 12.50% 12.71% 63.0100 56.7600 50.5100 26.02% 26.45% 360 0.43% 0.11% 0.51% 0.13% 0.49% 0.13% MBF 10 - 1.7500 1.7500 17.50% 13.78% 13.78% 13.0600 11.3100 9.5600 2.83% 2.83% 366 0.09% 0.00% 0.11% 0.00% 0.10% 0.00% KMIF 50 - - - 0.00% 0.00% 0.00% 48.8300 48.8300 48.8300 -2.34% -25.95% 33 0.43% -0.11% 0.39% -0.10% 0.42% -0.11% TOTAL 270 18.7765 20.2200 38.9965 17.43% 16.33% 16.36% 358.0365 331.2600 311.0400 14.65% 14.71% 366 2.76% 0.27% 2.89% 0.31% 2.88% 0.29% AGVF 50 2.7500 - 2.7500 5.50% 5.43% 5.43% 53.5300 50.7800 50.7800 5.75% 5.75% 366 0.43% 0.02% 0.43% 0.02% 0.44% 0.03% AGIMF 50 1.5900 - 1.5900 3.18% 3.21% 3.21% 47.6273 46.0373 46.0373 -3.74% -3.74% 366 0.43% -0.02% 0.38% -0.01% 0.40% -0.01% AGIF 50 5.7500 - 5.7500 11.50% 10.80% 10.80% 113.5300 53.8900 53.8900 12.04% 12.04% 366 0.43% 0.05% 0.92% 0.11% 0.47% 0.06% AGAF 50 2.0000 - 2.0000 4.00% 3.62% 3.62% 56.6800 54.6800 54.6800 2.66% 2.66% 366 0.43% 0.01% 0.46% 0.01% 0.48% 0.01% AGPPF-II 50 - - - 0.00% 0.00% 0.00% 52.4200 52.4200 52.4200 1.10% 4.68% 86 0.43% 0.02% 0.42% 0.02% 0.46% 0.02% AGCF 500 51.9300 - 51.9300 10.39% 10.39% 10.39% 552.6500 500.7200 500.7200 10.52% 10.52% 366 4.31% 0.45% 4.47% 0.47% 4.35% 0.46% TOTAL 750 64.0200 - 64.0200 5.76% 5.58% 5.58% 876.4373 758.5273 758.5273 4.72% 5.32% 366 6.47% 0.55% 7.08% 0.62% 6.59% 0.56% FBGF 100 - - - 0.00% 0.00% 0.00% 59.7800 59.7800 59.7800 -4.69% -4.69% 366 0.86% -0.04% 0.48% -0.02% 0.52% -0.02% FIGF 100 8.2000 3.3000 11.5000 11.50% 11.28% 11.28% 115.3100 107.1100 103.8100 13.10% 13.10% 366 0.86% 0.11% 0.93% 0.12% 0.93% 0.12% FSGF 100 8.2000 2.5500 10.7500 10.75% 10.69% 10.69% 111.4600 103.2600 100.7100 10.81% 10.81% 366 0.86% 0.09% 0.90% 0.10% 0.90% 0.10% FAAF 100 - - - 0.00% 0.00% 0.00% 65.9500 65.9500 65.9500 -0.02% -0.02% 366 0.86% 0.00% 0.53% 0.00% 0.57% 0.00% FISGF 100 0.8040 0.2458 1.0498 1.05% 1.05% 1.05% 103.8040 103.0000 102.7542 10.90% 10.90% 366 0.86% 0.09% 0.84% 0.09% 0.89% 0.10% FMMF 100 8.1000 2.5000 10.6000 10.60% 10.57% 10.57% 110.9700 102.8700 100.3700 10.61% 10.61% 366 0.86% 0.09% 0.90% 0.10% 0.89% 0.09% TOTAL 600 25.3040 8.5958 33.8998 5.65% 5.60% 5.60% 567.2740 541.9700 533.3742 6.78% 6.78% 366 5.17% 0.35% 4.58% 0.38% 4.71% 0.39% IGIIF 100 9.7294 1.0868 10.8162 10.82% 10.76% 10.76% 111.3894 101.6600 100.5732 10.77% 10.77% 366 0.86% 0.09% 0.90% 0.10% 0.88% 0.10% IGISF 100 - 18.7546 18.7546 18.75% 17.51% 17.51% 121.4259 121.4259 102.6713 13.34% 13.34% 366 0.86% 0.11% 0.98% 0.13% 1.06% 0.14% IGIIIF 100 7.1773 1.9946 9.1719 9.17% 9.15% 9.15% 109.6597 102.4824 100.4878 9.14% 9.14% 366 0.86% 0.08% 0.89% 0.08% 0.89% 0.08% IGIMMF 100 9.9866 1.1319 11.1185 11.12% 11.09% 11.09% 111.5195 101.5329 100.4010 11.27% 11.27% 366 0.86% 0.10% 0.90% 0.10% 0.88% 0.10% IGIAIF 50 7.2019 0.5752 7.7771 15.55% 18.74% 18.74% 50.0967 42.8948 42.3196 20.70% 20.70% 366 0.43% 0.09% 0.40% 0.08% 0.37% 0.08% IGICPF 100 - 3.6690 3.6690 3.67% 3.67% 4.97% 108.0412 104.3722 100.7032 8.04% 10.90% 270 0.86% 0.09% 0.87% 0.10% 0.91% 0.10% TOTAL 550 34.0952 27.2121 61.3073 11.51% 11.82% 12.04% 612.1324 574.3682 547.1561 12.21% 12.69% 366 4.74% 0.57% 4.95% 0.59% 4.99% 0.59% AKDOF 50 - 6.5000 6.5000 13.00% 20.97% 20.97% 41.7755 41.7755 35.2755 34.76% 34.76% 366 0.43% 0.15% 0.34% 0.12% 0.36% 0.13% AKDITF 10 - 0.4700 0.4700 4.70% 5.45% 5.45% 9.2874 9.2874 8.8174 7.74% 7.74% 366 0.09% 0.01% 0.08% 0.01% 0.08% 0.01% AKDAIF 50 - 4.5000 4.5000 9.00% 9.61% 9.61% 51.7026 51.7026 47.2026 10.41% 10.41% 366 0.43% 0.04% 0.42% 0.04% 0.45% 0.05% GASSF 10 - 0.7500 0.7500 7.50% 11.85% 11.85% 8.2100 7.4600 6.7100 29.70% 29.70% 366 0.09% 0.03% 0.07% 0.02% 0.06% 0.02% AKDCF 50 1.7833 0.4929 2.2762 4.55% 4.55% 10.22% 51.8410 50.0577 49.5647 4.54% 11.01% 163 0.43% 0.05% 0.42% 0.05% 0.43% 0.05% TOTAL 170 1.7833 12.7129 14.4962 7.75% 10.49% 11.62% 162.8164 160.2831 147.5702 17.43% 18.72% 366 1.47% 0.27% 1.32% 0.23% 1.39% 0.25% FHIF 100 9.0000 1.0000 10.0000 10.00% 9.99% 9.99% 110.0009 101.0009 100.0009 9.92% 9.92% 366 0.86% 0.09% 0.89% 0.09% 0.88% 0.09% FHSF 100 - 3.7500 3.7500 3.75% 3.75% 3.75% 103.7875 103.7875 100.0375 3.67% 3.67% 366 0.86% 0.03% 0.84% 0.03% 0.90% 0.03% FHCF 100 9.7500 1.0500 10.8000 10.80% 10.80% 10.80% 110.8193 101.0693 100.0193 10.79% 10.79% 366 0.86% 0.09% 0.90% 0.10% 0.88% 0.09% TOTAL 300 18.7500 5.8000 24.5500 8.18% 8.18% 8.18% 324.6077 305.8577 300.0577 8.13% 8.13% 366 2.59% 0.21% 2.62% 0.22% 2.66% 0.21% KASB AMC ALMEEZAN ALFALAH GHP FAYSAL AM JSIL ATLAS AMC ASKARI IM NAFA UBLFM DIVIDEND PAYOUTS FY 2011-12 DIVIDEND PAYOUTS PKR % Last NAV Ex-NAV Abs. Return % Ann. Return % No. of Days Weight Par NAV Wt. Avg. Return LN PERFORMANCE WEIGHTED AVERAGES Weight Last NAV Wt. Avg. Return PN Total NAV Wt. Avg. Return TN Weight Total NAV IGIIM AKDIM HABIB AM MCBAH ASSET MANAGER MUTUAL FUNDS LIST DAWOOD FUNDS FACE VALUE Prepared by: Mustansir Shabbar, Head of Customer Servcies, DCM Ltd. 6. COMPLETE MUTUAL FUNDS PAYOUTS FY 2011-12 Interim Final Total FV Ex-NAV Annual DIVIDEND PAYOUTS FY 2011-12 DIVIDEND PAYOUTS PKR % Last NAV Ex-NAV Abs. Return % Ann. Return % No. of Days Weight Par NAV Wt. Avg. Return LN PERFORMANCE WEIGHTED AVERAGES Weight Last NAV Wt. Avg. Return PN Total NAV Wt. Avg. Return TN Weight Total NAV ASSET MANAGER MUTUAL FUNDS LIST FUNDS FACE VALUE HBLIF 100 7.0000 3.2500 10.2500 10.25% 10.40% 10.40% 110.3148 103.3148 100.0648 11.98% 11.98% 366 0.86% 0.10% 0.89% 0.11% 0.90% 0.11% HBLMF 100 - 10.0000 10.0000 10.00% 11.88% 11.88% 94.8237 94.8237 84.8237 12.67% 12.67% 366 0.86% 0.11% 0.77% 0.10% 0.82% 0.10% HBLSF 100 - 10.0000 10.0000 10.00% 10.67% 10.67% 104.0655 104.0655 94.0655 11.00% 11.00% 366 0.86% 0.09% 0.84% 0.09% 0.90% 0.10% HBLMMF 100 8.2500 2.8000 11.0500 11.05% 11.05% 11.05% 111.1426 102.8926 100.0926 11.14% 11.14% 366 0.86% 0.10% 0.90% 0.10% 0.89% 0.10% HBLIMMF 100 7.0000 3.0000 10.0000 10.00% 10.00% 10.00% 110.0235 103.0235 100.0235 10.02% 10.02% 366 0.86% 0.09% 0.89% 0.09% 0.90% 0.09% HBLISF 100 - 10.0000 10.0000 10.00% 9.91% 9.91% 117.6287 117.6287 107.6287 16.52% 16.52% 366 0.86% 0.14% 0.95% 0.16% 1.02% 0.17% TOTAL 600 22.2500 39.0500 61.3000 10.22% 10.65% 10.65% 647.9988 625.7488 586.6988 12.22% 12.22% 366 5.17% 0.63% 5.24% 0.64% 5.44% 0.67% NI(U)T 10 - 3.5000 3.5000 35.00% 12.44% 12.44% 30.2700 30.2700 26.7700 7.57% 7.57% 366 0.09% 0.01% 0.24% 0.02% 0.26% 0.02% NITGBF 10 - 1.1094 1.1094 11.09% 10.99% 10.99% 11.0823 11.0823 9.9729 9.76% 9.76% 366 0.09% 0.01% 0.09% 0.01% 0.10% 0.01% NITIF 10 - 1.1065 1.1065 11.07% 10.91% 10.91% 11.3966 11.3966 10.2901 12.34% 12.34% 366 0.09% 0.01% 0.09% 0.01% 0.10% 0.01% TOTAL 30 - 5.7159 5.7159 19.05% 11.44% 11.44% 52.7489 52.7489 47.0330 9.89% 9.89% 366 0.26% 0.03% 0.43% 0.04% 0.46% 0.04% POIAAF 50 - 5.8400 5.8400 11.68% 11.18% 11.18% 116.8200 58.4100 52.5700 11.79% 11.79% 366 0.43% 0.05% 0.94% 0.11% 0.51% 0.06% POAIIF 50 3.6461 0.7128 4.3589 8.72% 8.67% 8.67% 55.7859 52.1398 51.4270 10.92% 10.92% 366 0.43% 0.05% 0.45% 0.05% 0.45% 0.05% POAAF 50 - - - 0.00% 0.00% 0.00% 50.0700 50.0700 50.0700 -1.24% -1.24% 366 0.43% -0.01% 0.40% -0.01% 0.44% -0.01% POGSF 10 0.9653 0.1755 1.1408 11.41% 11.41% 12.32% 11.1999 10.2346 10.0591 12.00% 12.95% 339 0.09% 0.01% 0.09% 0.01% 0.09% 0.01% POAF 10 - 1.0173 1.0173 10.17% 10.17% 10.17% 12.4373 11.4200 10.4027 10.55% 10.55% 366 0.09% 0.01% 0.10% 0.01% 0.10% 0.01% TOTAL 170 4.6114 7.7456 12.3570 8.40% 8.28% 8.47% 246.3131 182.2744 174.5288 8.80% 8.99% 366 1.47% 0.11% 1.99% 0.18% 1.58% 0.13% BCSF 10 - - - 0.00% 0.00% 0.00% 7.8949 7.8949 7.8949 -11.62% -11.62% 366 0.09% -0.01% 0.06% -0.01% 0.07% -0.01% BECF 10 1.0900 - 1.0900 10.90% 10.84% 10.84% 11.1477 10.0577 10.0577 10.88% 10.88% 366 0.09% 0.01% 0.09% 0.01% 0.09% 0.01% TOTAL 20 1.0900 - 1.0900 5.45% 5.42% 5.42% 19.0426 17.9526 17.9526 -0.37% -0.37% 366 0.17% 0.00% 0.15% 0.00% 0.16% 0.00% NIF 100 7.8000 - 7.8000 7.80% 7.57% 7.57% 118.6188 110.8188 110.8188 15.18% 15.18% 366 0.86% 0.13% 0.96% 0.15% 0.96% 0.15% NBF 10 - 0.8000 0.8000 8.00% 10.44% 10.44% 8.1175 7.3175 6.5175 5.97% 5.97% 366 0.09% 0.01% 0.07% 0.00% 0.06% 0.00% TOTAL 110 7.8000 0.8000 8.6000 7.90% 9.01% 9.01% 126.7363 118.1363 117.3363 10.58% 10.58% 366 0.95% 0.14% 1.02% 0.15% 1.03% 0.15% ABLIF 10 1.1138 - 1.1138 11.14% 11.12% 11.12% 11.1427 10.0289 10.0289 11.21% 11.21% 366 0.09% 0.01% 0.09% 0.01% 0.09% 0.01% ABLSF 10 2.4077 - 2.4077 24.08% 23.98% 23.98% 12.6568 10.2491 10.2491 26.05% 26.05% 366 0.09% 0.02% 0.10% 0.03% 0.09% 0.02% ABLCF 10 1.0739 - 1.0739 10.74% 10.72% 10.72% 11.0986 10.0247 10.0247 10.78% 10.78% 366 0.09% 0.01% 0.09% 0.01% 0.09% 0.01% ABLIIF 10 1.0498 - 1.0498 10.50% 10.48% 10.48% 11.0743 10.0245 10.0245 10.56% 10.56% 366 0.09% 0.01% 0.09% 0.01% 0.09% 0.01% ABLGSF 10 0.6001 - 0.6001 6.00% 6.00% 10.22% 10.6247 10.0246 10.0246 6.25% 10.63% 215 0.09% 0.01% 0.09% 0.01% 0.09% 0.01% ABL AMC CPF 10 0.0347 - 0.0347 0.35% 0.35% 4.10% 10.0652 10.0305 10.0305 0.65% 7.70% 31 0.09% 0.01% 0.08% 0.01% 0.09% 0.01% TOTAL 60 6.2800 - 6.2800 10.47% 10.44% 11.77% 66.6623 60.3823 60.3823 10.92% 12.82% 366 0.52% 0.07% 0.54% 0.07% 0.52% 0.07% LMMF 100 9.8150 0.8702 10.6852 10.69% 10.69% 10.69% 110.6853 100.8703 100.0001 10.69% 10.69% 366 0.86% 0.09% 0.89% 0.10% 0.88% 0.09% LIF 100 9.8722 0.9391 10.8113 10.81% 10.79% 10.79% 111.2227 101.3505 100.4114 11.04% 11.04% 366 0.86% 0.10% 0.90% 0.10% 0.88% 0.10% LEF 100 - 11.1215 11.1215 11.12% 10.88% 10.88% 112.1531 112.1531 101.0316 9.74% 9.74% 366 0.86% 0.08% 0.91% 0.09% 0.97% 0.09% LDMF 100 - 5.9153 5.9153 5.92% 5.92% 8.17% 106.4208 106.4208 100.5055 6.42% 8.87% 265 0.86% 0.08% 0.86% 0.08% 0.92% 0.08% LEMF 100 - 5.8371 5.8371 5.84% 5.84% 8.06% 106.2340 106.2340 100.3969 6.23% 8.61% 265 0.86% 0.07% 0.86% 0.07% 0.92% 0.08% LGCF 100 - 5.5533 5.5533 5.55% 5.55% 7.67% 105.8456 105.8456 100.2923 5.85% 8.07% 265 0.86% 0.07% 0.86% 0.07% 0.92% 0.07% TOTAL 600 19.6872 30.2365 49.9237 8.32% 8.28% 9.38% 652.5615 632.8743 602.6378 8.33% 9.50% 366 5.17% 0.49% 5.27% 0.50% 5.50% 0.52% PICIC-IF 100 11.0500 0.3900 11.4400 11.44% 11.39% 11.39% 111.9100 100.8600 100.4700 11.39% 11.39% 366 0.86% 0.10% 0.90% 0.10% 0.88% 0.10% PICIC-CF 100 10.5000 0.4000 10.9000 10.90% 10.89% 10.89% 111.0186 100.5186 100.1186 10.90% 10.90% 366 0.86% 0.09% 0.90% 0.10% 0.87% 0.10% PICIC-SF 100 - 13.0000 13.0000 13.00% 13.00% 17.05% 113.0291 113.0291 100.0291 13.03% 17.11% 279 0.86% 0.15% 0.91% 0.16% 0.98% 0.17% PICIC-EF 10 - 1.5000 1.5000 15.00% 15.00% 15.00% 11.4300 9.9300 8.4300 7.83% 7.83% 366 0.09% 0.01% 0.09% 0.01% 0.09% 0.01% PICIC-GF 10 - 2.5500 2.5500 25.50% 25.50% 25.50% 28.0800 25.5300 22.9800 2.63% 2.63% 366 0.09% 0.00% 0.23% 0.01% 0.22% 0.01% PICIC-IF 10 - 1.2500 1.2500 12.50% 12.50% 12.50% 13.0200 11.7700 10.5200 3.58% 3.58% 366 0.09% 0.00% 0.11% 0.00% 0.10% 0.00% TOTAL 330 21.5500 19.0900 40.6400 14.72% 14.71% 15.39% 388.4877 361.6377 342.5477 8.23% 8.91% 366 2.84% 0.35% 3.14% 0.37% 3.14% 0.38% FCMF 10 - - - 0.00% 0.00% 0.00% 9.2900 9.2900 9.2900 8.65% 8.65% 366 0.09% 0.01% 0.08% 0.01% 0.08% 0.01% TOTAL 10 - - - 0.00% 0.00% 0.00% 9.2900 9.2900 9.2900 8.65% 8.65% 366 0.09% 0.01% 0.08% 0.01% 0.08% 0.01% ASFL 10 - 0.6600 0.6600 6.60% 9.21% 9.21% 8.9400 8.2800 7.6200 24.69% 24.69% 366 0.09% 0.02% 0.07% 0.02% 0.07% 0.02% SMFL 10 - 1.1200 1.1200 11.20% 9.21% 9.21% 15.2300 14.1100 12.9900 25.25% 25.25% 366 0.09% 0.02% 0.12% 0.03% 0.12% 0.03% TOTAL 20 - 1.7800 1.7800 8.90% 9.21% 9.21% 24.1700 22.3900 20.6100 24.97% 24.97% 366 0.17% 0.04% 0.20% 0.05% 0.19% 0.05% 11,600 532.1140 508.8083 1,040.9223 8.52% 8.92% 9.35% 12,373.7893 11,508.5059 11,000.8976 10.33% 10.79% 366 102.16% 13.38% 100.00% 12.98% 100.00% 12.99% Money Market Funds Conventional 2,230 213.8772 20.2277 234.1049 10.50% 19.22% 2.12% 19.98% 2.21% 19.63% 2.17% Islamic 150 12.0700 3.0000 15.0700 10.05% 1.29% 0.13% 1.33% 0.13% 1.33% 0.13% Total 2,380 225.9472 23.2277 249.1749 10.47% 20.52% 2.25% 21.32% 2.34% 20.96% 2.30% Income Funds Conventional 1,970 115.3972 57.8073 173.2045 8.79% 16.98% 1.87% 17.14% 1.90% 17.43% 1.93% Islamic 1,170 102.9623 5.8720 108.8343 9.30% 10.09% 1.04% 10.49% 1.09% 10.38% 1.07% Total 3,140 218.3595 63.6793 282.0388 8.98% 27.07% 2.91% 27.63% 2.99% 27.81% 3.01% Aggressive Income Funds Conventional 710 21.4929 16.2244 37.7173 5.31% 6.12% 0.62% 5.47% 0.57% 5.69% 0.58% Islamic 210 3.0000 2.7500 5.7500 2.74% 1.81% 0.14% 1.67% 0.13% 1.77% 0.14% Total 920 24.4929 18.9744 43.4673 4.72% 7.93% 0.76% 7.14% 0.70% 7.46% 0.72% Stock Funds Conventional 1,560 26.2343 147.7271 173.9614 11.15% 13.45% 2.97% 12.71% 2.73% 13.44% 2.91% Islamic 760 1.7500 82.7500 84.5000 11.12% 6.55% 1.65% 5.01% 1.22% 5.37% 1.31% Total 2,320 27.9843 230.4771 258.4614 11.14% 20.00% 4.62% 17.72% 3.96% 18.81% 4.21% Balanced Funds Conventional 320 0.6078 22.9247 23.5325 7.35% 2.76% 0.23% 2.33% 0.25% 2.50% 0.27% Islamic 110 - 9.0000 9.0000 8.18% 0.95% 0.16% 0.75% 0.13% 0.81% 0.14% Total 430 0.6078 31.9247 32.5325 7.57% 3.71% 0.40% 3.08% 0.38% 3.31% 0.41% Asset Allocation Funds Conventional 860 8.3236 38.7069 47.0305 5.47% 7.41% 0.76% 5.55% 0.54% 5.90% 0.56% Islamic 350 10.0835 15.7182 25.8017 7.37% 3.02% 0.19% 5.10% 0.46% 3.10% 0.21% Total 1,210 18.4071 54.4251 72.8322 6.02% 10.43% 0.95% 10.65% 1.00% 9.00% 0.77% Index Tracker Funds Conventional 160 1.9120 14.9700 16.8820 10.55% 1.38% 0.10% 0.82% 0.06% 0.86% 0.06% Islamic - - - - 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% Total 160 1.9120 14.9700 16.8820 10.55% 1.38% 0.10% 0.82% 0.06% 0.86% 0.06% Capital Protected Funds Conventional 710 11.5274 17.7900 29.3174 4.13% 3.97% 0.33% 4.18% 0.38% 4.24% 0.37% Islamic 50 - 6.2500 6.2500 12.50% 0.43% 0.11% 0.51% 0.13% 0.49% 0.13% Total 760 11.5274 24.0400 35.5674 4.68% 4.40% 0.44% 4.69% 0.51% 4.73% 0.50% Fund of Funds Conventional 100 - 20.2500 20.2500 20.25% 0.86% 0.37% 1.00% 0.44% 0.90% 0.39% Islamic - - - - 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% Total 100 - 20.2500 20.2500 20.25% 0.86% 0.37% 1.00% 0.44% 0.90% 0.39% Net Open End Funds Payouts Conventional 8,620 399.3724 356.6281 756.0005 8.77% 72.16% 9.37% 69.19% 9.07% 70.59% 9.24% Islamic 2,800 129.8658 125.3402 255.2060 9.11% 24.14% 3.44% 24.86% 3.29% 23.26% 3.14% Total 11,420 529.2382 481.9683 1,011.2065 8.85% 96.29% 12.81% 94.05% 12.36% 93.85% 12.37% AMC Avg. Returns Avg. Payouts SAFEWAY 24.97% 9.21% ATLAS 20.40% 13.55% AKD IM 18.72% 11.62% JSIL 17.02% 15.59% ALMEEZAN 14.71% 16.36% ABL 12.82% 11.77% IGI IM 12.69% 12.04% HBL AM 12.22% 10.65% MCB AHIML 11.83% 9.45% UBL FM 11.49% 9.55% NAFA 10.70% 8.25% KASB 10.61% 6.45% NAMCO 10.58% 9.01% NIT 9.89% 11.44% LAKSON 9.50% 9.38% PAKOMAN 8.99% 8.47% PICIC 8.91% 15.39% FIRST CAPITAL 8.65% 0.00% HABIB AM 8.13% 8.18% ASKARI 7.30% 7.98% FAYSAL 6.78% 5.60% ALFALAH 5.32% 5.58% BMA -0.37% 5.42% DAWOOD -2.88% 3.43% TOTAL / AVERAGE HBL AM NIT SAFEWAY FIRST CAPITAL LAKSON AMC PICIC AM ABLAMC PAKOMAN AMC BMA NAMCO 213.88 20.23 234.10 12.07 3.00 15.07 0 50 100 150 200 250 Interim Final Total MoneyMarkeFundsPayouts Conventional Islamic 21.49 16.22 37.72 3.00 2.75 5.75 0 10 20 30 40 Interim Final Total AgressiveIncomeFundsPayouts Conventional Islamic 0.61 22.92 23.53 9.00 9.00 0 5 10 15 20 25 Interim Final Total BalancedFundsPayouts Conventional Islamic 1.91 14.97 16.88 0 5 10 15 20 Interim Final Total IndexTrackerFundsPayouts Conventional Islamic 20.25 20.25 0 5 10 15 20 25 Interim Final Total FundofFundsPayouts Conventional Islamic 115.40 57.81 173.20 102.96 5.87 108.83 0 50 100 150 200 Interim Final Total IncomeFundsPayouts Conventional Islamic 26.23 147.73 173.96 1.75 82.75 84.50 0 50 100 150 200 Interim Final Total StockFundsPayouts Conventional Islamic 8.32 38.71 47.03 10.08 15.72 25.80 0 10 20 30 40 50 Interim Final Total AssetAllocationFundsPayouts Conventional Islamic 11.53 17.79 29.32 6.25 6.25 0 10 20 30 40 Interim Final Total CapitalProtectedFundsPayouts Conventional Islamic 399.37 356.63 756.00 129.87 125.34 255.21 0 200 400 600 800 Interim Final Total NetOpenEndFundsPayouts Conventional Islamic 24.97% 20.40% 18.72% 17.02% 14.71% 12.82% 12.69% 12.22% 11.83% 11.49% 10.70% 10.61% 10.58% 9.89% 9.50% 8.99% 8.91% 8.65% 8.13% 7.30% 6.78% 5.32% 0.37% 2.88% 9.21% 13.55% 11.62% 15.59% 16.36% 11.77% 12.04% 10.65% 9.45% 9.55% 8.25% 6.45% 9.01% 11.44% 9.38% 8.47% 15.39% 0.00% 8.18% 7.98% 5.60% 5.58% 5.42% 3.43% 5% 0% 5% 10% 15% 20% 25% 30% SAFEWAY ATLAS AKDIM JSIL ALMEEZAN ABL IGIIM HBLAM MCBAHIML UBLFM NAFA KASB NAMCO NIT LAKSON PAKOMAN PICIC FIRSTCAPITAL HABIBAM ASKARI FAYSAL ALFALAH BMA DAWOOD AMCsReturns&Payouts Avg.Returns Avg.Payouts Prepared by: Mustansir Shabbar, Head of Customer Servcies, DCM Ltd. 7. FUNDSSCREENINGMEASURES CONVENTIONALMONEYMARKETFUNDS Funds Measures Jun2011 Jul2011 Aug2011 Sep2011 Oct2011 Nov2011 Dec2011 Jan2012 Feb2012 Mar2012 Apr2012 May2012 Jun2012 Mean Max Min SD PakistanRiskAssessmentMeasures Pakistan StandardDeviation 0.03% 0.02% 0.03% 0.07% 0.09% 0.10% 0.09% 0.10% 0.10% 0.09% 0.09% 0.15% 0.08% 0.15% 0.02% 0.03% Pakistan DownsideDeviation 0.95% 0.99% 1.00% 0.98% 0.85% 0.85% 0.85% 0.86% 0.85% 0.85% 0.85% 0.85% 0.83% 0.89% 1.00% 0.83% 0.06% Pakistan ActiveReturn/Alpha 0.01% 0.09% 0.12% 0.14% 0.05% 0.09% 0.15% 0.15% 0.04% 0.20% 0.19% 0.10% 0.45% 0.04% 0.20% 0.45% 0.18% Pakistan Corelation (0.28) (1.00) 0.41 0.59 0.78 0.84 0.85 0.83 0.83 0.84 0.73 0.21 0.54 0.85 (1.00) 0.55 Pakistan Beta (0.14) (0.09) 0.07 0.23 0.41 0.44 0.45 0.51 0.49 0.47 0.41 0.20 0.33 0.51 (0.09) 0.20 Pakistan RSquared 0.08 1.00 0.17 0.35 0.61 0.71 0.73 0.70 0.70 0.70 0.53 0.05 0.57 1.00 0.05 0.28 PakistanPerformanceMeasures Pakistan AnnualizedReturn(YTD) 11.46% 11.64% 11.84% 11.76% 12.09% 11.75% 11.49% 11.37% 11.22% 11.11% 11.06% 10.98% 10.58% 11.41% 12.09% 10.58% 0.43% Pakistan AnnualizedReturn(MoM) 12.54% 11.64% 12.00% 11.56% 13.00% 10.32% 10.15% 10.55% 10.08% 10.20% 10.51% 10.15% 6.08% 10.37% 13.00% 6.08% 1.68% Pakistan AbsoluteReturn(YTD) 0.99% 2.01% 2.96% 4.06% 4.91% 5.78% 6.68% 7.48% 8.35% 9.22% 10.08% 10.58% 6.09% 10.58% 0.99% 3.18% Pakistan AbsoluteReturn(MoM) 0.98% 0.99% 1.02% 0.95% 1.10% 0.85% 0.86% 0.89% 0.80% 0.86% 0.86% 0.86% 0.50% 0.86% 1.10% 0.50% 0.15% Pakistan SumAbs.Return(MoM) 11.38% 0.99% 2.00% 2.95% 4.05% 4.90% 5.76% 6.65% 7.45% 8.31% 9.17% 10.03% 10.53% 6.07% 10.53% 0.99% 3.17% Pakistan BenchmarkReturn 0.98% 1.08% 0.90% 0.81% 1.05% 0.76% 0.71% 0.74% 0.76% 0.67% 0.67% 0.96% 0.95% 0.83% 1.08% 0.67% 0.14% Pakistan RiskAdjustedReturn 0.15% 0.14% 0.07% 0.14% 0.08% 0.13% 0.13% 0.08% 0.18% 0.12% 0.13% 0.13% 0.49% 0.14% 0.08% 0.49% 0.13% Pakistan CoefficientofVariation 0.04 0.02 0.04 0.06 0.10 0.10 0.10 0.11 0.10 0.10 0.10 0.17 0.09 0.17 0.02 0.04 Pakistan Sharpe (3.92) (4.91) (3.35) (1.03) (0.86) (0.91) (0.94) (0.98) (1.04) (1.11) (1.17) (0.94) (1.57) (0.86) (4.91) 1.32 Pakistan Sortino (0.14) (0.14) (0.10) (0.12) (0.08) (0.09) (0.10) (0.10) (0.12) (0.12) (0.12) (0.12) (0.17) (0.12) (0.08) (0.17) 0.02 Pakistan Treynor 0.01 0.01 (0.02) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.01) (0.00) 0.01 (0.02) 0.01 Pakistan Jensen'sAlpha (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) 0.00 Pakistan TrackingError 0.08% 0.14% 0.13% 0.10% 0.09% 0.09% 0.09% 0.08% 0.09% 0.09% 0.10% 0.18% 0.11% 0.18% 0.08% 0.03% Pakistan InformationRatio (1.31) 0.09 0.44 0.53 0.68 0.86 1.01 1.00 1.10 1.20 0.84 0.22 0.73 1.20 0.09 0.36 Pakistan VAMI 1.12 1.01 1.02 1.03 1.04 1.05 1.06 1.07 1.08 1.09 1.10 1.11 1.11 1.06 1.11 1.01 0.03 Pakistan ExcessReturnonRFR 0.14% 0.14% 0.10% 0.12% 0.07% 0.08% 0.09% 0.09% 0.10% 0.10% 0.10% 0.11% 0.14% 0.10% 0.07% 0.14% 0.02% PakistanMisc.Info Pakistan LastNAVs 51.1828 50.1377 50.1889 50.2229 50.3344 50.3189 50.3103 50.3185 50.2788 50.2719 50.2634 50.2629 50.0792 50.25 50.33 50.08 0.08 Pakistan Payouts 1.1801 0.3581 0.4583 0.4414 0.4414 0.4414 0.4414 0.4414 0.4414 0.4414 0.4414 0.4328 0.4343 0.43 0.46 0.36 0.02 Pakistan NetAssets 2,710.68 1,868.22 2,123.45 1,930.44 2,001.53 1,876.37 1,896.39 2,050.51 2,033.19 2,367.13 4,281.27 4,352.14 3,834.26 2,551.24 4,352.14 1,868.22 984.27 Pakistan MoM+/()%inNA 1.43% 31.08% 13.66% 9.09% 3.68% 6.25% 1.07% 8.13% 0.85% 16.42% 80.86% 1.66% 11.90% 2.93% 80.86% 31.08% 26.87% Pakistan Total+/()YTD%inNA 31.46% 31.08% 21.66% 28.78% 26.16% 30.78% 30.04% 24.35% 24.99% 12.67% 57.94% 60.55% 41.45% 5.88% 60.55% 31.08% 36.31% UBLLiq RiskAssessmentMeasures UBLLiq StandardDeviation 0.05% 0.04% 0.04% 0.09% 0.12% 0.14% 0.12% 0.13% 0.13% 0.12% 0.12% 0.12% 0.11% 0.14% 0.04% 0.04% UBLLiq DownsideDeviation 0.94% 0.98% 1.01% 0.99% 0.86% 0.85% 0.84% 0.85% 0.84% 0.84% 0.84% 0.84% 0.84% 0.88% 1.01% 0.84% 0.07% UBLLiq ActiveReturn/Alpha 0.08% 0.11% 0.17% 0.09% 0.34% 0.03% 0.02% 0.12% 0.04% 0.03% 0.04% 0.06% 0.02% 0.08% 0.34% 0.04% 0.10% UBLLiq Corelation 0.62 (1.00) (0.25) (0.93) 0.14 0.39 0.40 0.50 0.53 0.55 0.56 0.57 0.13 0.57 (1.00) 0.59 UBLLiq Beta 1.20 (2.20) (1.14) (2.63) 0.43 1.37 1.30 1.80 1.95 2.05 2.08 2.17 0.65 2.17 (2.63) 1.80 UBLLiq RSquared 0.38 1.00 0.06 0.86 0.02 0.15 0.16 0.25 0.28 0.30 0.31 0.33 0.34 1.00 0.02 0.31 UBLLiq PerformanceMeasures UBLLiq AnnualizedReturn(YTD) 11.36% 11.62% 11.98% 11.94% 12.39% 11.99% 11.57% 11.48% 11.27% 11.12% 11.04% 10.97% 10.90% 11.52% 12.39% 10.90% 0.48% UBLLiq AnnualizedReturn(MoM) 12.15% 11.62% 12.23% 11.60% 13.72% 10.19% 9.32% 10.89% 9.60% 9.79% 10.25% 10.19% 10.07% 10.72% 13.72% 9.32% 1.28% UBLLiq AbsoluteReturn(YTD) 0.98% 2.03% 3.00% 4.16% 5.01% 5.82% 6.74% 7.51% 8.36% 9.20% 10.07% 10.90% 6.15% 10.90% 0.98% 3.21% UBLLiq AbsoluteReturn(MoM) 0.95% 0.98% 1.04% 0.95% 1.16% 0.83% 0.79% 0.92% 0.76% 0.83% 0.84% 0.86% 0.83% 0.89% 1.16% 0.76% 0.12% UBLLiq SumAbs.Return(MoM) 11.23% 0.98% 2.02% 2.97% 4.13% 4.97% 5.76% 6.68% 7.44% 8.27% 9.11% 9.97% 10.80% 6.09% 10.80% 0.98% 3.17% UBLLiq BenchmarkReturn 0.87% 0.87% 0.86% 0.86% 0.82% 0.80% 0.81% 0.80% 0.80% 0.80% 0.81% 0.81% 0.81% 0.82% 0.87% 0.80% 0.03% UBLLiq RiskAdjustedReturn 0.17% 0.14% 0.05% 0.14% 0.14% 0.14% 0.20% 0.05% 0.22% 0.16% 0.15% 0.13% 0.17% 0.12% 0.14% 0.22% 0.09% UBLLiq CoefficientofVariation 0.05 0.04 0.04 0.09 0.12 0.14 0.13 0.14 0.14 0.14 0.13 0.13 0.11 0.14 0.04 0.04 UBLLiq Sharpe (3.22) (2.63) (2.56) (0.51) (0.55) (0.65) (0.66) (0.74) (0.81) (0.88) (0.93) (1.00) (1.08) (0.51) (2.63) 0.76 UBLLiq Sortino (0.16) (0.14) (0.09) (0.11) (0.05) (0.08) (0.10) (0.10) (0.12) (0.13) (0.13) (0.13) (0.14) (0.11) (0.05) (0.14) 0.03 UBLLiq Treynor (0.00) 0.00 0.00 0.00 (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) 0.00 (0.00) 0.00 UBLLiq Jensen'sAlpha 0.00 (0.01) (0.00) (0.01) 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 (0.01) 0.00 UBLLiq TrackingError 0.04% 0.04% 0.04% 0.12% 0.12% 0.13% 0.12% 0.12% 0.12% 0.11% 0.11% 0.10% 0.10% 0.13% 0.04% 0.03% UBLLiq InformationRatio 2.05 3.20 2.79 1.55 1.26 0.97 1.06 0.84 0.81 0.79 0.80 0.77 1.35 3.20 0.77 0.85 UBLLiq VAMI 1.12 1.01 1.02 1.03 1.04 1.05 1.06 1.07 1.08 1.09 1.09 1.10 1.11 1.06 1.11 1.01 0.03 UBLLiq ExcessReturnonRFR 0.15% 0.14% 0.10% 0.11% 0.05% 0.07% 0.09% 0.08% 0.10% 0.11% 0.11% 0.11% 0.12% 0.10% 0.05% 0.14% 0.02% UBLLiq Misc.Info UBLLiq LastNAVs 100.2433 101.2300 102.2784 100.4213 101.5879 102.4360 100.5343 101.4615 102.2336 100.5815 101.4266 100.6522 100.4327 101.27 102.44 100.42 0.76 UBLLiq Payouts 3.1179 2.8300 2.7100 2.5000 1.6500 1.0500 2.15 2.83 1.05 0.77 UBLLiq NetAssets 15,588.18 18,588.54 19,411.81 15,928.97 18,532.54 20,655.13 19,367.37 24,115.79 29,169.58 25,678.12 31,632.04 29,414.72 27,968.83 23,371.95 31,632.04 15,928.97 5,275.66 UBLLiq MoM+/()%inNA 0.69% 19.25% 4.43% 17.94% 16.34% 11.45% 6.23% 24.52% 20.96% 11.97% 23.19% 7.01% 4.92% 4.99% 24.52% 17.94% 15.11% UBLLiq Total+/()YTD%inNA 98.88% 19.25% 24.53% 2.19% 18.89% 32.51% 24.24% 54.71% 87.13% 64.73% 102.92% 88.70% 79.42% 49.93% 102.92% 2.19% 33.84% KASBCaRiskAssessmentMeasures KASBCa StandardDeviation 0.42% 0.11% 0.08% 0.11% 0.13% 0.14% 0.14% 0.14% 0.13% 0.13% 0.12% 0.12% 0.12% 0.14% 0.08% 0.02% KASBCa DownsideDeviation 0.89% 0.93% 0.66% 0.79% 0.69% 0.73% 0.74% 0.76% 0.77% 0.78% 0.78% 0.79% 0.80% 0.77% 0.93% 0.66% 0.07% KASBCa ActiveReturn/Alpha 0.31% 0.29% 0.46% 0.38% 0.52% 0.19% 0.14% 0.23% 0.21% 0.26% 0.25% 0.27% 0.28% 0.27% 0.52% 0.14% 0.11% KASBCa Corelation (0.22) (1.00) (1.00) 0.65 0.05 (0.20) (0.24) 0.15 0.27 0.35 0.37 0.38 (0.02) 0.65 (1.00) 0.55 KASBCa Beta (3.94) (6.63) (8.79) 2.64 0.27 (1.23) (1.51) 0.73 1.09 1.27 1.32 1.33 (0.87) 2.64 (8.79) 3.61 KASBCa RSquared 0.05 1.00 1.00 0.42 0.00 0.04 0.06 0.02 0.07 0.12 0.14 0.15 0.27 1.00 0.00 0.38 KASBCaPerformanceMeasures KASBCa AnnualizedReturn(YTD) 11.26% 11.01% 11.98% 12.18% 12.75% 12.39% 11.99% 11.85% 11.69% 11.54% 11.46% 11.37% 11.34% 11.80% 12.75% 11.01% 0.49% KASBCa AnnualizedReturn(MoM) 12.17% 11.01% 12.83% 12.35% 14.00% 10.46% 9.51% 10.44% 10.17% 9.99% 10.20% 10.23% 10.70% 10.92% 14.00% 9.51% 1.35% KASBCa AbsoluteReturn(YTD) 0.93% 2.03% 3.06% 4.28% 5.18% 6.03% 6.96% 7.79% 8.67% 9.55% 10.44% 11.34% 6.36% 11.34% 0.93% 3.36% KASBCa AbsoluteReturn(MoM) 0.95% 0.93% 1.09% 1.01% 1.19% 0.86% 0.81% 0.88% 0.81% 0.85% 0.84% 0.87% 0.88% 0.91% 1.19% 0.81% 0.12% KASBCa SumAbs.Return(MoM) 12.63% 0.93% 2.02% 3.03% 4.22% 5.08% 5.88% 6.76% 7.57% 8.42% 9.25% 10.12% 11.00% 6.19% 11.00% 0.93% 3.24% KASBCa BenchmarkReturn 0.64% 0.64% 0.63% 0.63% 0.67% 0.66% 0.67% 0.66% 0.60% 0.59% 0.59% 0.60% 0.60% 0.63% 0.67% 0.59% 0.03% KASBCa RiskAdjustedReturn 0.17% 0.19% 0.00% 0.07% 0.16% 0.12% 0.18% 0.09% 0.17% 0.14% 0.15% 0.12% 0.12% 0.10% 0.16% 0.19% 0.10% KASBCa CoefficientofVariation 0.40 0.11 0.08 0.10 0.13 0.15 0.14 0.15 0.14 0.14 0.13 0.13 0.13 0.15 0.08 0.02 KASBCa Sharpe (0.08) (0.88) (1.15) (0.24) (0.35) (0.47) (0.52) (0.60) (0.67) (0.74) (0.79) (0.84) (0.66) (0.24) (1.15) 0.26 KASBCa Sortino (0.04) (0.21) (0.15) (0.11) (0.04) (0.06) (0.09) (0.09) (0.11) (0.11) (0.12) (0.12) (0.12) (0.11) (0.04) (0.21) 0.04 KASBCa Treynor 0.00 0.00 0.00 (0.00) (0.00) 0.00 0.00 (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) 0.00 (0.00) 0.00 KASBCa Jensen'sAlpha (0.02) (0.03) (0.04) 0.01 0.00 (0.01) (0.01) 0.00 0.00 0.00 0.00 0.00 (0.01) 0.01 (0.04) 0.02 KASBCa TrackingError 0.42% 0.12% 0.08% 0.10% 0.13% 0.15% 0.14% 0.14% 0.13% 0.12% 0.12% 0.11% 0.12% 0.15% 0.08% 0.02% KASBCa InformationRatio 1.01 3.21 4.56 4.29 2.86 2.23 2.24 2.22 2.32 2.40 2.50 2.61 2.86 4.56 2.22 0.83 KASBCa VAMI 1.13 1.01 1.02 1.03 1.04 1.05 1.06 1.07 1.08 1.09 1.10 1.11 1.12 1.06 1.12 1.01 0.03 KASBCa ExcessReturnonRFR 0.03% 0.19% 0.10% 0.09% 0.03% 0.04% 0.07% 0.07% 0.08% 0.09% 0.10% 0.10% 0.10% 0.09% 0.03% 0.19% 0.04% KASBCaMisc.Info KASBCa LastNAVs 103.3587 101.0419 102.1400 103.1743 104.3981 105.2931 106.1411 103.0800 103.9109 104.7900 102.6662 103.5554 104.4635 103.72 106.14 101.04 1.42 KASBCa Payouts 3.2500 4.0000 3.0000 2.6000 3.20 4.00 2.60 0.72 KASBCa NetAssets 594.53 571.98 580.05 585.20 771.21 771.69 643.84 676.87 627.57 896.23 918.33 971.52 1,122.66 761.43 1,122.66 571.98 179.99 KASBCa MoM+/()%inNA 12.83% 3.79% 1.41% 0.89% 31.78% 0.06% 16.57% 5.13% 7.28% 42.81% 2.47% 5.79% 15.56% 5.44% 42.81% 16.57% 16.47% KASBCa Total+/()YTD%inNA 7.90% 3.79% 2.44% 1.57% 29.72% 29.80% 8.29% 13.85% 5.56% 50.75% 54.46% 63.41% 88.83% 28.07% 88.83% 3.79% 30.27% FORFY201112 PAKISTANCASHMANAGEMENTFUNDUBLLIQUIDITYPLUSFUNDKASBCASHFUND Preparedby:MustansirShabbar,HeadofCustomerServices,DawoodCapitalManagementLimited,www.edawood.com 8. FUNDSSCREENINGMEASURES CONVENTIONALMONEYMARKETFUNDS Funds Measures Jun2011 Jul2011 Aug2011 Sep2011 Oct2011 Nov2011 Dec2011 Jan2012 Feb2012 Mar2012 Apr2012 May2012 Jun2012 Mean Max Min SD FORFY201112 AskariSRiskAssessmentMeasures AskariS StandardDeviation 0.05% 0.05% 0.05% 0.11% 0.13% 0.14% 0.13% 0.14% 0.14% 0.13% 0.15% 0.14% 0.12% 0.15% 0.05% 0.03% AskariS DownsideDeviation 0.97% 0.99% 1.03% 1.01% 0.87% 0.87% 0.86% 0.88% 0.87% 0.86% 0.87% 0.85% 0.85% 0.90% 1.03% 0.85% 0.07% AskariS ActiveReturn/Alpha 0.02% 0.01% 0.11% 0.01% 0.32% 0.01% 0.04% 0.11% 0.07% 0.02% 0.02% 0.19% 0.04% 0.02% 0.32% 0.19% 0.12% AskariS Corelation 0.92 (1.00) (0.31) (0.92) 0.06 0.32 0.32 0.45 0.49 0.50 0.50 0.50 0.08 0.50 (1.00) 0.57 AskariS Beta 1.01 (1.70) (0.81) (2.03) 0.13 0.74 0.66 1.03 1.16 1.20 1.39 1.44 0.29 1.44 (2.03) 1.25 AskariS RSquared 0.85 1.00 0.09 0.84 0.00 0.10 0.10 0.20 0.24 0.25 0.25 0.25 0.30 1.00 0.00 0.32 AskariSPerformanceMeasures AskariS AnnualizedReturn(YTD) 11.81% 11.67% 12.19% 12.14% 12.69% 12.29% 11.88% 11.81% 11.57% 11.38% 11.32% 11.02% 10.95% 11.74% 12.69% 10.95% 0.53% AskariS AnnualizedReturn(MoM) 12.65% 11.67% 12.58% 11.80% 14.30% 10.56% 9.74% 11.37% 9.80% 9.87% 10.81% 8.07% 10.15% 10.79% 14.30% 8.07% 1.60% AskariS AbsoluteReturn(YTD) 0.99% 2.06% 3.05% 4.27% 5.14% 5.97% 6.94% 7.71% 8.55% 9.43% 10.11% 10.95% 6.26% 10.95% 0.99% 3.24% AskariS AbsoluteReturn(MoM) 0.98% 0.99% 1.07% 0.97% 1.21% 0.87% 0.82% 0.96% 0.78% 0.84% 0.89% 0.68% 0.83% 0.90% 1.21% 0.68% 0.14% AskariS SumAbs.Return(MoM) 11.61% 0.99% 2.05% 3.02% 4.23% 5.10% 5.92% 6.89% 7.66% 8.50% 9.38% 10.07% 10.90% 6.23% 10.90% 0.99% 3.23% AskariS BenchmarkReturn 1.01% 0.98% 0.95% 0.95% 0.89% 0.86% 0.87% 0.85% 0.85% 0.86% 0.87% 0.87% 0.87% 0.89% 0.98% 0.85% 0.05% AskariS RiskAdjustedReturn 0.14% 0.14% 0.02% 0.12% 0.19% 0.11% 0.16% 0.01% 0.20% 0.15% 0.10% 0.31% 0.16% 0.11% 0.19% 0.31% 0.12% AskariS CoefficientofVariation 0.06 0.05 0.05 0.10 0.13 0.14 0.13 0.15 0.14 0.14 0.16 0.15 0.12 0.16 0.05 0.04 AskariS Sharpe (2.18) (1.45) (1.78) (0.20) (0.31) (0.43) (0.41) (0.51) (0.59) (0.64) (0.71) (0.77) (0.71) (0.20) (1.78) 0.48 AskariS Sortino (0.12) (0.14) (0.08) (0.09) (0.03) (0.05) (0.07) (0.06) (0.08) (0.09) (0.10) (0.12) (0.13) (0.09) (0.03) (0.14) 0.03 AskariS Treynor (0.00) 0.00 0.00 0.00 (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) 0.00 (0.00) 0.00 AskariS Jensen'sAlpha (0.00) (0.00) (0.00) (0.00) (0.00) 0.00 0.00 0.00 0.00 0.00 0.00 0.00 (0.00) 0.00 (0.00) 0.00 AskariS TrackingError 0.02% 0.07% 0.06% 0.15% 0.13% 0.13% 0.12% 0.12% 0.12% 0.11% 0.13% 0.12% 0.12% 0.15% 0.06% 0.03% AskariS InformationRatio (0.63) 0.91 0.83 0.80 0.70 0.54 0.64 0.47 0.42 0.41 0.20 0.16 0.55 0.91 0.16 0.25 AskariS VAMI 1.12 1.01 1.02 1.03 1.04 1.05 1.06 1.07 1.08 1.09 1.10 1.11 1.11 1.06 1.11 1.01 0.03 AskariS ExcessReturnonRFR 0.12% 0.14% 0.08% 0.09% 0.02% 0.04% 0.06% 0.05% 0.07% 0.08% 0.08% 0.10% 0.11% 0.08% 0.02% 0.14% 0.03% AskariSMisc.Info AskariS LastNAVs 100.6900 101.3300 102.4095 100.6272 100.7880 101.6605 100.4959 100.4399 100.1981 100.1599 100.2396 100.2569 101.0906 100.81 102.41 100.16 0.70 AskariS Payouts 3.2745 2.7726 1.0576 2.0030 1.0234 1.0221 0.8755 0.8075 0.6678 0.8827 1.23 2.77 0.67 0.69 AskariS NetAssets 6,389.90 6,910.82 7,268.30 5,711.36 6,735.78 7,314.73 7,372.91 17,160.26 18,252.62 10,856.95 20,203.00 10,367.00 9,940.58 10,674.53 20,203.00 5,711.36 5,036.72 AskariS MoM+/()%inNA 0.70% 8.15% 5.17% 21.42% 17.94% 8.60% 0.80% 132.75% 6.37% 40.52% 86.08% 48.69% 4.11% 3.75% 132.75% 48.69% 50.58% AskariS Total+/()YTD%inNA 209.89% 8.15% 13.75% 10.62% 5.41% 14.47% 15.38% 168.55% 185.65% 69.91% 216.17% 62.24% 55.57% 67.05% 216.17% 10.62% 78.82% MCBCa RiskAssessmentMeasures MCBCa StandardDeviation 0.04% 0.05% 0.04% 0.10% 0.12% 0.12% 0.11% 0.12% 0.12% 0.11% 0.11% 0.12% 0.10% 0.12% 0.04% 0.03% MCBCa DownsideDeviation 0.92% 0.95% 0.98% 0.97% 0.84% 0.84% 0.84% 0.85% 0.84% 0.84% 0.84% 0.85% 0.84% 0.87% 0.98% 0.84% 0.06% MCBCa ActiveReturn/Alpha 0.43% 0.45% 0.51% 0.45% 0.65% 0.28% 0.34% 0.42% 0.28% 0.29% 0.33% 0.37% 0.21% 0.37% 0.65% 0.21% 0.12% MCBCa Corelation (0.27) 1.00 1.00 1.00 (0.45) (0.25) (0.18) (0.07) (0.20) (0.15) (0.15) (0.05) 0.14 1.00 (0.45) 0.56 MCBCa Beta (0.26) 7.69 10.33 9.56 (1.74) (1.10) (0.75) (0.32) (0.87) (0.65) (0.68) (0.24) 1.93 10.33 (1.74) 4.72 MCBCa RSquared 0.08 1.00 1.00 1.00 0.20 0.06 0.03 0.00 0.04 0.02 0.02 0.00 0.31 1.00 0.00 0.45 MCBCa PerformanceMeasures MCBCa AnnualizedReturn(YTD) 11.17% 11.22% 11.66% 11.71% 12.22% 11.85% 11.56% 11.49% 11.30% 11.15% 11.06% 11.01% 10.82% 11.42% 12.22% 10.82% 0.40% MCBCa AnnualizedReturn(MoM) 11.81% 11.22% 11.98% 11.59% 13.74% 10.23% 9.98% 10.80% 9.89% 9.91% 10.18% 10.49% 8.68% 10.66% 13.74% 8.68% 1.29% MCBCa AbsoluteReturn(YTD) 0.95% 1.98% 2.94% 4.11% 4.95% 5.81% 6.75% 7.53% 8.38% 9.21% 10.11% 10.82% 6.13% 10.82% 0.95% 3.23% MCBCa AbsoluteReturn(MoM) 0.92% 0.95% 1.01% 0.95% 1.16% 0.84% 0.84% 0.92% 0.78% 0.84% 0.83% 0.89% 0.71% 0.89% 1.16% 0.71% 0.12% MCBCa SumAbs.Return(MoM) 11.04% 0.95% 1.97% 2.92% 4.08% 4.92% 5.76% 6.68% 7.46% 8.30% 9.13% 10.02% 10.73% 6.08% 10.73% 0.95% 3.20% MCBCa BenchmarkReturn 0.49% 0.50% 0.50% 0.50% 0.52% 0.56% 0.50% 0.49% 0.50% 0.55% 0.50% 0.52% 0.50% 0.51% 0.56% 0.49% 0.02% MCBCa RiskAdjustedReturn 0.20% 0.17% 0.07% 0.14% 0.14% 0.14% 0.14% 0.06% 0.19% 0.15% 0.16% 0.10% 0.28% 0.12% 0.14% 0.28% 0.10% MCBCa CoefficientofVariation 0.04 0.05 0.04 0.10 0.12 0.13 0.12 0.13 0.13 0.12 0.12 0.13 0.11 0.13 0.04 0.03 MCBCa Sharpe (4.16) (2.71) (3.42) (0.60) (0.64) (0.72) (0.74) (0.81) (0.88) (0.95) (1.00) (1.03) (1.23) (0.60) (3.42) 0.93 MCBCa Sortino (0.18) (0.18) (0.12) (0.13) (0.07) (0.09) (0.10) (0.10) (0.11) (0.12) (0.13) (0.13) (0.15) (0.12) (0.07) (0.18) 0.03 MCBCa Treynor 0.01 (0.00) (0.00) (0.00) 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.01 0.00 0.01 (0.00) 0.00 MCBCa Jensen'sAlpha (0.00) 0.05 0.06 0.05 (0.01) (0.01) (0.00) (0.00) (0.01) (0.00) (0.00) (0.00) 0.01 0.06 (0.01) 0.03 MCBCa TrackingError 0.06% 0.04% 0.03% 0.09% 0.13% 0.13% 0.12% 0.12% 0.12% 0.12% 0.11% 0.12% 0.10% 0.13% 0.03% 0.03% MCBCa InformationRatio 7.22 11.35 13.49 5.54 3.54 3.48 3.78 3.45 3.32 3.39 3.54 3.18 5.28 13.49 3.18 3.62 MCBCa VAMI 1.12 1.01 1.02 1.03 1.04 1.05 1.06 1.07 1.08 1.09 1.10 1.10 1.11 1.06 1.11 1.01 0.03 MCBCa ExcessReturnonRFR 0.16% 0.17% 0.12% 0.13% 0.06% 0.08% 0.09% 0.08% 0.10% 0.10% 0.11% 0.11% 0.12% 0.11% 0.06% 0.17% 0.03% MCBCa Misc.Info MCBCa LastNAVs 102.0080 101.2033 102.2303 100.0682 101.2328 102.0815 102.9440 100.1334 100.9182 100.0762 100.9109 100.1053 100.1703 101.01 102.94 100.07 0.98 MCBCa Payouts 1.7578 3.1330 3.7526 1.6894 1.7021 0.6469 2.18 3.75 0.65 1.25 MCBCa NetAssets 10,393.12 10,808.13 11,862.90 8,472.50 10,579.35 10,730.78 11,215.55 12,087.44 12,844.55 12,247.67 14,600.00 19,581.73 18,971.36 12,833.50 19,581.73 8,472.50 3,349.56 MCBCa MoM+/()%inNA 1.70% 3.99% 9.76% 28.58% 24.87% 1.43% 4.52% 7.77% 6.26% 4.65% 19.21% 34.12% 3.12% 5.14% 34.12% 28.58% 15.83% MCBCa Total+/()YTD%inNA 59.28% 3.99% 14.14% 18.48% 1.79% 3.25% 7.91% 16.30% 23.59% 17.84% 40.48% 88.41% 82.54% 23.48% 88.41% 18.48% 32.23% BMAEmRiskAssessmentMeasures BMAEm StandardDeviation 0.57% 0.03% 0.02% 0.04% 0.09% 0.10% 0.09% 0.09% 0.09% 0.08% 0.08% 0.08% 0.07% 0.10% 0.02% 0.03% BMAEm DownsideDeviation 0.86% 0.94% 0.96% 0.95% 0.83% 0.82% 0.82% 0.84% 0.84% 0.84% 0.84% 0.85% 0.85% 0.86% 0.96% 0.82% 0.05% BMAEm ActiveReturn/Alpha 0.24% 0.20% 0.36% 0.28% 0.44% 0.12% 0.07% 0.34% 0.07% 0.06% 0.18% 0.22% 0.16% 0.17% 0.44% 0.06% 0.13% BMAEm Corelation 0.11 (1.00) (0.96) (0.85) (0.46) (0.63) (0.65) (0.72) (0.73) (0.73) (0.72) (0.68) (0.74) (0.46) (1.00) 0.15 BMAEm Beta 1.04 (0.15) (0.20) (0.43) (0.59) (0.81) (0.84) (0.89) (0.83) (0.83) (0.83) (0.81) (0.66) (0.15) (0.89) 0.27 BMAEm RSquared 0.01 1.00 0.92 0.72 0.21 0.40 0.43 0.51 0.54 0.53 0.52 0.46 0.57 1.00 0.21 0.23 BMAEmPerformanceMeasures BMAEm AnnualizedReturn(YTD) 11.02% 11.06% 11.34% 11.49% 11.76% 11.37% 11.10% 11.15% 11.08% 10.97% 10.98% 10.94% 10.88% 11.18% 11.76% 10.88% 0.26% BMAEm AnnualizedReturn(MoM) 11.98% 11.06% 11.51% 11.57% 12.21% 9.64% 9.55% 11.39% 10.37% 9.87% 10.96% 10.54% 10.12% 10.70% 12.21% 9.55% 0.85% BMAEm AbsoluteReturn(YTD) 0.94% 1.92% 2.89% 3.95% 4.75% 5.58% 6.55% 7.39% 8.24% 9.15% 10.05% 10.88% 6.02% 10.88% 0.94% 3.24% BMAEm AbsoluteReturn(MoM) 0.93% 0.94% 0.97% 0.95% 1.03% 0.79% 0.81% 0.96% 0.82% 0.84% 0.90% 0.89% 0.83% 0.89% 1.03% 0.79% 0.08% BMAEm SumAbs.Return(MoM) 12.70% 0.94% 1.91% 2.86% 3.89% 4.68% 5.49% 6.46% 7.28% 8.12% 9.01% 9.91% 10.74% 5.94% 10.74% 0.94% 3.19% BMAEm BenchmarkReturn 0.69% 0.74% 0.61% 0.67% 0.59% 0.67% 0.74% 0.62% 0.75% 0.78% 0.72% 0.67% 0.67% 0.68% 0.78% 0.59% 0.06% BMAEm RiskAdjustedReturn 0.19% 0.19% 0.11% 0.14% 0.01% 0.19% 0.18% 0.01% 0.16% 0.15% 0.09% 0.10% 0.16% 0.12% 0.01% 0.19% 0.07% BMAEm CoefficientofVariation 0.54 0.03 0.02 0.04 0.10 0.10 0.10 0.10 0.10 0.09 0.09 0.09 0.08 0.10 0.02 0.03 BMAEm Sharpe (0.05) (5.63) (7.57) (2.45) (1.36) (1.37) (1.27) (1.32) (1.39) (1.44) (1.49) (1.55) (2.44) (1.27) (7.57) 2.13 BMAEm Sortino (0.03) (0.20) (0.16) (0.15) (0.13) (0.15) (0.16) (0.14) (0.14) (0.15) (0.14) (0.14) (0.14) (0.15) (0.13) (0.20) 0.02 BMAEm Treynor (0.00) 0.01 0.01 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.01 0.00 0.00 BMAEm Jensen'sAlpha 0.00 (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) 0.00 BMAEm TrackingError 0.57% 0.11% 0.08% 0.10% 0.13% 0.14% 0.14% 0.14% 0.15% 0.14% 0.13% 0.13% 0.13% 0.15% 0.08% 0.02% BMAEm InformationRatio 0.74 2.46 3.47 3.10 2.23 1.71 1.91 1.66 1.48 1.54 1.63 1.66 2.08 3.47 1.48 0.67 BMAEm VAMI 1.13 1.01 1.02 1.03 1.04 1.05 1.06 1.07 1.08 1.08 1.09 1.10 1.11 1.06 1.11 1.01 0.03 BMAEm ExcessReturnonRFR 0.03% 0.19% 0.15% 0.15% 0.11% 0.12% 0.13% 0.11% 0.12% 0.12% 0.12% 0.12% 0.12% 0.13% 0.11% 0.19% 0.02% BMAEmMisc.Info BMAEm LastNAVs 10.5535 10.1477 10.2466 10.3438 10.2008 10.2814 10.1146 10.2122 10.2961 10.1322 10.1232 10.1336 10.0577 10.19 10.34 10.06 0.09 BMAEm Payouts 0.5000 0.2500 0.2500 0.2500 0.1000 0.0800 0.1600 0.18 0.25 0.08 0.08 BMAEm ExNAVs 10.1477 10.2466 10.3438 10.2008 10.2814 10.1146 10.2122 10.2961 10.1322 10.1232 10.1336 10.0577 BMAEm NetAssets 675.99 761.98 757.31 690.41 683.74 715.34 749.20 640.40 492.62 558.72 817.71 796.60 785.55 704.13 817.71 492.62 98.61 BMAEm MoM+/()%inNA 21.13% 12.72% 0.61% 8.83% 0.97% 4.62% 4.73% 14.52% 23.08% 13.42% 46.35% 2.58% 1.39% 1.26% 46.35% 23.08% 17.30% BMAEm Total+/()YTD%inNA 67.22% 12.72% 12.03% 2.13% 1.15% 5.82% 10.83% 5.27% 27.13% 17.35% 20.96% 17.84% 16.21% 4.16% 20.96% 27.13% 14.59% ASKARISOVEREIGNCASHFUNDMCBCASHMANAGEMENTOPTIMIZERFUNDBMAEMPRESSCASHFUND Preparedby:MustansirShabbar,HeadofCustomerServices,DawoodCapitalManagementLimited,www.edawood.com 9. FUNDSSCREENINGMEASURES CONVENTIONALMONEYMARKETFUNDS Funds Measures Jun2011 Jul2011 Aug2011 Sep2011 Oct2011 Nov2011 Dec2011 Jan2012 Feb2012 Mar2012 Apr2012 May2012 Jun2012 Mean Max Min SD FORFY201112 Lakson RiskAssessmentMeasures Lakson StandardDeviation 0.05% 0.02% 0.03% 0.09% 0.12% 0.13% 0.12% 0.13% 0.12% 0.12% 0.11% 0.11% 0.10% 0.13% 0.02% 0.04% Lakson DownsideDeviation 0.93% 0.97% 0.99% 0.97% 0.84% 0.84% 0.83% 0.84% 0.83% 0.83% 0.83% 0.83% 0.83% 0.87% 0.99% 0.83% 0.06% Lakson ActiveReturn/Alpha 0.07% 0.04% 0.07% 0.08% 0.04% 0.06% 0.05% 0.03% 0.09% 0.04% 0.07% 0.04% 0.03% 0.05% 0.03% 0.09% 0.02% Lakson Corelation 0.77 1.00 0.83 0.98 0.99 0.99 0.99 0.99 0.99 0.99 0.98 0.98 0.97 1.00 0.83 0.05 Lakson Beta 0.60 0.27 0.51 0.82 0.84 0.84 0.85 0.91 0.91 0.93 0.93 0.91 0.79 0.93 0.27 0.21 Lakson RSquared 0.59 1.00 0.69 0.97 0.98 0.99 0.98 0.98 0.97 0.97 0.97 0.97 0.95 1.00 0.69 0.09 Lakson PerformanceMeasures Lakson AnnualizedReturn(YTD) 11.19% 11.48% 11.66% 11.62% 12.10% 11.70% 11.31% 11.22% 11.02% 10.90% 10.82% 10.75% 10.69% 11.27% 12.10% 10.69% 0.45% Lakson AnnualizedReturn(MoM) 12.15% 11.48% 11.84% 11.52% 13.50% 10.04% 9.34% 10.67% 9.55% 9.91% 10.10% 10.06% 9.96% 10.61% 13.50% 9.34% 1.20% Lakson AbsoluteReturn(YTD) 0.97% 1.98% 2.92% 4.07% 4.89% 5.69% 6.59% 7.35% 8.19% 9.02% 9.87% 10.69% 6.02% 10.69% 0.97% 3.15% Lakson AbsoluteReturn(MoM) 0.95% 0.97% 1.00% 0.94% 1.14% 0.82% 0.79% 0.90% 0.76% 0.84% 0.83% 0.85% 0.82% 0.88% 1.14% 0.76% 0.11% Lakson SumAbs.Return(MoM) 11.10% 0.97% 1.98% 2.92% 4.06% 4.89% 5.68% 6.58% 7.34% 8.18% 9.00% 9.86% 10.67% 6.01% 10.67% 0.97% 3.14% Lakson BenchmarkReturn 1.02% 1.01% 1.07% 1.02% 1.18% 0.88% 0.84% 0.93% 0.85% 0.88% 0.90% 0.89% 0.84% 0.94% 1.18% 0.84% 0.11% Lakson RiskAdjustedReturn 0.17% 0.15% 0.08% 0.14% 0.12% 0.15% 0.19% 0.07% 0.22% 0.15% 0.16% 0.14% 0.18% 0.13% 0.12% 0.22% 0.09% Lakson CoefficientofVariation 0.05 0.02 0.03 0.09 0.12 0.14 0.13 0.14 0.13 0.13 0.13 0.12 0.11 0.14 0.02 0.04 Lakson Sharpe (3.49) (5.45) (4.31) (0.73) (0.72) (0.79) (0.82) (0.88) (0.95) (1.02) (1.08) (1.15) (1.63) (0.72) (5.45) 1.63 Lakson Sortino (0.17) (0.16) (0.12) (0.13) (0.08) (0.10) (0.12) (0.11) (0.13) (0.14) (0.14) (0.15) (0.15) (0.13) (0.08) (0.16) 0.02 Lakson Treynor (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) 0.00 Lakson Jensen'sAlpha (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) 0.00 Lakson TrackingError 0.03% 0.02% 0.02% 0.02% 0.02% 0.01% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.02% 0.01% 0.00% Lakson InformationRatio (1.59) (2.90) (3.48) (3.17) (3.68) (3.88) (3.21) (2.81) (2.76) (2.89) (2.80) (2.55) (3.10) (2.55) (3.88) 0.42 Lakson VAMI 1.12 1.01 1.02 1.03 1.04 1.05 1.06 1.07 1.08 1.08 1.09 1.10 1.11 1.06 1.11 1.01 0.03 Lakson ExcessReturnonRFR 0.16% 0.15% 0.12% 0.13% 0.06% 0.08% 0.10% 0.10% 0.11% 0.12% 0.12% 0.12% 0.13% 0.11% 0.06% 0.15% 0.02% Lakson Misc.Info Lakson LastNAVs 101.0097 100.0613 100.1258 100.1097 100.3497 100.2418 100.0996 100.0708 100.0774 100.0825 100.1119 100.0535 100.8703 100.19 100.87 100.05 0.23 Lakson ExNAVs 100.0613 100.1258 100.1097 100.3497 100.2418 100.0996 100.0708 100.0774 100.0825 100.1119 100.0535 100.0001 Lakson NetAssets 4,154.53 4,899.38 4,939.95 5,008.47 5,609.90 5,756.73 5,782.87 5,907.45 5,912.92 5,845.36 6,464.55 6,909.00 6,876.25 5,826.07 6,909.00 4,899.38 678.48 Lakson MoM+/()%inNA 1.43% 17.93% 0.83% 1.39% 12.01% 2.62% 0.45% 2.15% 0.09% 1.14% 10.59% 6.88% 0.47% 4.29% 17.93% 1.14% 6.06% Lakson Total+/()YTD%inNA 38.35% 17.93% 18.91% 20.55% 35.03% 38.57% 39.19% 42.19% 42.32% 40.70% 55.60% 66.30% 65.51% 40.23% 66.30% 17.93% 16.33% NAFAG RiskAssessmentMeasures NAFAG StandardDeviation 0.04% 0.03% 0.02% 0.04% 0.08% 0.09% 0.35% 0.32% 0.30% 0.29% 0.27% 0.26% 0.19% 0.35% 0.02% 0.13% NAFAG DownsideDeviation 0.91% 0.92% 0.94% 0.94% 0.96% 0.93% 0.91% 0.84% 0.83% 0.83% 0.83% 0.83% 0.83% 0.88% 0.96% 0.83% 0.06% NAFAG ActiveReturn/Alpha 0.03% 0.05% 0.00% 0.02% 0.13% 0.08% 0.10% 0.85% 0.14% 0.03% 0.03% 0.02% 0.12% 0.11% 0.13% 0.85% 0.24% NAFAG Corelation 0.42 (1.00) (1.00) (0.98) 0.29 0.48 0.59 0.56 0.52 0.49 0.47 0.47 0.08 0.59 (1.00) 0.69 NAFAG Beta 0.15 (1.07) (1.43) (0.79) 0.40 0.81 3.63 3.32 3.00 2.78 2.65 2.67 1.45 3.63 (1.43) 1.91 NAFAG RSquared 0.18 1.00 1.00 0.97 0.08 0.23 0.34 0.32 0.27 0.24 0.22 0.22 0.44 1.00 0.08 0.36 NAFAG PerformanceMeasures NAFAG AnnualizedReturn(YTD) 11.09% 10.91% 11.18% 11.31% 11.53% 11.21% 10.89% 9.34% 9.32% 9.38% 9.46% 9.53% 9.51% 10.30% 11.53% 9.32% 0.93% NAFAG AnnualizedReturn(MoM) 12.13% 10.91% 11.33% 11.49% 12.04% 9.77% 9.26% 0.08% 9.19% 9.87% 10.23% 10.14% 9.33% 6.87% 12.04% 0.08% 3.10% NAFAG AbsoluteReturn(YTD) 0.92% 1.89% 2.84% 3.87% 4.68% 5.48% 5.48% 6.21% 7.05% 7.89% 8.74% 9.51% 5.38% 9.51% 0.92% 2.69% NAFAG AbsoluteReturn(MoM) 0.95% 0.92% 0.96% 0.94% 1.02% 0.80% 0.78% 0.01% 0.73% 0.84% 0.84% 0.86% 0.76% 0.57% 1.02% 0.01% 0.26% NAFAG SumAbs.Return(MoM) 10.87% 0.92% 1.88% 2.83% 3.85% 4.65% 5.43% 5.44% 6.17% 7.00% 7.84% 8.70% 9.46% 5.35% 9.46% 0.92% 2.67% NAFAG BenchmarkReturn 0.97% 0.98% 0.96% 0.97% 0.89% 0.88% 0.88% 0.86% 0.87% 0.87% 0.87% 0.88% 0.89% 0.90% 0.98% 0.86% 0.04% NAFAG RiskAdjustedReturn 0.18% 0.20% 0.13% 0.14% 0.00% 0.18% 0.20% 0.97% 0.25% 0.15% 0.15% 0.13% 0.23% 0.23% 0.00% 0.97% 0.24% NAFAG CoefficientofVariation 0.04 0.03 0.02 0.04 0.09 0.10 0.45 0.42 0.39 0.37 0.35 0.33 0.23 0.45 0.02 0.18 NAFAG Sharpe (5.04) (6.47) (8.79) (2.86) (1.62) (1.53) (0.74) (0.80) (0.81) (0.82) (0.83) (0.87) (2.38) (0.74) (8.79) 2.72 NAFAG Sortino (0.20) (0.22) (0.17) (0.17) (0.12) (0.14) (0.16) (0.31) (0.31) (0.30) (0.29) (0.27) (0.27) (0.23) (0.12) (0.31) 0.07 NAFAG Treynor (0.01) 0.00 0.00 0.00 (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) 0.00 (0.00) 0.00 NAFAG Jensen'sAlpha (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) 0.00 0.00 0.00 0.00 0.00 0.00 (0.00) 0.00 (0.00) 0.00 NAFAG TrackingError 0.08% 0.04% 0.03% 0.08% 0.08% 0.08% 0.32% 0.30% 0.28% 0.27% 0.26% 0.24% 0.18% 0.32% 0.03% 0.12% NAFAG InformationRatio 0.16 (0.66) (0.94) 0.17 (0.05) (0.25) (0.43) (0.46) (0.45) (0.44) (0.43) (0.45) (0.40) 0.17 (0.94) 0.29 NAFAG VAMI 1.11 1.01 1.02 1.03 1.04 1.05 1.06 1.06 1.06 1.07 1.08 1.09 1.10 1.06 1.10 1.01 0.03 NAFAG ExcessReturnonRFR 0.18% 0.20% 0.16% 0.16% 0.12% 0.13% 0.14% 0.26% 0.26% 0.25% 0.24% 0.23% 0.23% 0.20% 0.12% 0.26% 0.05% NAFAG Misc.Info NAFAG LastNAVs 10.3594 10.1769 10.1838 10.1889 10.2020 10.1909 10.1821 10.0941 10.0789 10.0745 10.0703 10.0681 10.0523 10.13 10.20 10.05 0.06 NAFAG Payouts 0.2757 0.0908 0.0908 0.0908 0.0928 0.0887 0.0887 0.0887 0.0887 0.0887 0.0887 0.0928 0.09 0.09 0.09 0.00 NAFAG NetAssets 10,810.43 12,349.83 12,202.11 10,312.46 15,456.07 14,187.40 15,631.64 15,906.38 16,181.50 15,938.24 16,126.78 16,775.94 14,772.23 14,653.38 16,775.94 10,312.46 2,005.07 NAFAG MoM+/()%inNA 0.62% 14.24% 1.20% 15.49% 49.88% 8.21% 10.18% 1.76% 1.73% 1.50% 1.18% 4.03% 11.94% 2.64% 49.88% 15.49% 16.80% NAFAG Total+/()YTD%inNA 86.23% 14.24% 12.87% 4.61% 42.97% 31.24% 44.60% 47.14% 49.68% 47.43% 49.18% 55.18% 36.65% 35.55% 55.18% 4.61% 18.55% AtlasM RiskAssessmentMeasures AtlasM StandardDeviation 0.04% 0.04% 0.04% 0.08% 0.10% 0.12% 0.11% 0.12% 0.11% 0.11% 0.11% 0.28% 0.11% 0.28% 0.04% 0.06% AtlasM DownsideDeviation 0.92% 0.98% 1.00% 0.98% 0.85% 0.85% 0.84% 0.85% 0.84% 0.84% 0.84% 0.84% 0.81% 0.88% 1.00% 0.81% 0.07% AtlasM ActiveReturn/Alpha 0.14% 0.14% 0.20% 0.11% 0.31% 0.03% 0.03% 0.15% 0.00% 0.08% 0.07% 0.09% 1.04% 0.08% 1.04% 0.00% 0.28% AtlasM Corelation (0.72) (1.00) 0.28 (0.76) 0.28 0.63 0.56 0.66 0.68 0.70 0.70 0.06 0.25 0.70 (1.00) 0.60 AtlasM Beta (1.26) (3.89) 1.52 (3.88) 1.53 2.45 1.63 2.09 2.10 2.15 2.14 0.49 0.76 2.45 (3.89) 2.35 AtlasM RSquared 0.52 1.00 0.08 0.58 0.08 0.39 0.31 0.44 0.46 0.49 0.49 0.00 0.39 1.00 0.00 0.28 AtlasM PerformanceMeasures AtlasM AnnualizedReturn(YTD) 11.22% 11.55% 11.87% 11.75% 12.13% 11.76% 11.39% 11.30% 11.11% 11.00% 10.93% 10.87% 11.80% 11.45% 12.13% 10.87% 0.42% AtlasM AnnualizedReturn(MoM) 12.28% 11.55% 12.16% 11.50% 13.22% 10.23% 9.54% 10.71% 9.66% 10.07% 10.23% 10.21% 22.14% 11.44% 22.14% 9.54% 3.45% AtlasM AbsoluteReturn(YTD) 0.98% 2.01% 2.95% 4.08% 4.92% 5.73% 6.64% 7.41% 8.26% 9.11% 9.97% 11.80% 6.15% 11.80% 0.98% 3.33% AtlasM AbsoluteReturn(MoM) 0.96% 0.98% 1.03% 0.94% 1.12% 0.84% 0.81% 0.91% 0.77% 0.85% 0.84% 0.86% 1.82% 0.95% 1.82% 0.77% 0.28% AtlasM SumAbs.Return(MoM) 11.01% 0.98% 2.01% 2.95% 4.07% 4.91% 5.72% 6.62% 7.39% 8.24% 9.08% 9.95% 11.76% 6.14% 11.76% 0.98% 3.31% AtlasM BenchmarkReturn 0.82% 0.84% 0.83% 0.83% 0.81% 0.80% 0.77% 0.76% 0.77% 0.77% 0.77% 0.77% 0.77% 0.79% 0.84% 0.76% 0.03% AtlasM RiskAdjustedReturn 0.16% 0.15% 0.06% 0.14% 0.10% 0.14% 0.18% 0.07% 0.21% 0.13% 0.15% 0.12% 0.82% 0.04% 0.82% 0.21% 0.28% AtlasM CoefficientofVariation 0.05 0.04 0.04 0.08 0.11 0.12 0.11 0.13 0.12 0.12 0.12 0.29 0.12 0.29 0.04 0.07 AtlasM Sharpe (3.90) (2.76) (2.62) (0.81) (0.75) (0.81) (0.83) (0.89) (0.95) (1.03) (1.08) (0.13) (1.15) (0.13) (2.76) 0.80 AtlasM Sortino (0.18) (0.15) (0.10) (0.12) (0.07) (0.09) (0.11) (0.11) (0.13) (0.13) (0.13) (0.13) (0.04) (0.11) (0.04) (0.15) 0.03 AtlasM Treynor 0.00 0.00 (0.00) 0.00 (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) 0.00 (0.00) 0.00 AtlasM Jensen'sAlpha (0.00) (0.01) 0.00 (0.01) 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 (0.01) 0.01 AtlasM TrackingError 0.06% 0.04% 0.04% 0.09% 0.10% 0.10% 0.09% 0.10% 0.09% 0.09% 0.09% 0.28% 0.10% 0.28% 0.04% 0.06% AtlasM InformationRatio 1.47 4.02 3.46 2.18 1.55 1.32 1.47 1.21 1.24 1.24 1.28 0.67 1.79 4.02 0.67 1.04 AtlasM VAMI 1.12 1.01 1.02 1.03 1.04 1.05 1.06 1.07 1.08 1.09 1.09 1.10 1.12 1.06 1.12 1.01 0.04 AtlasM ExcessReturnonRFR 0.17% 0.15% 0.10% 0.12% 0.06% 0.08% 0.09% 0.09% 0.11% 0.11% 0.11% 0.11% 0.04% 0.10% 0.04% 0.15% 0.03% AtlasM Misc.Info AtlasM LastNAVs 516.97 502.88 503.06 502.80 503.43 503.65 503.72 504.29 504.15 504.45 504.18 503.54 507.68 503.99 507.68 502.80 1.29 AtlasM Payouts 15.00 4.00 5.00 5.00 5.00 4.00 4.00 4.00 4.00 4.00 4.5000 5.0000 5.00 4.46 5.00 4.00 0.50 AtlasM NetAssets 3,316.62 3,824.84 4,325.06 3,583.37 3,939.30 4,242.08 4,138.63 4,502.29 4,851.46 4,259.71 4,954.00 5,078.82 4,532.03 4,352.63 5,078.82 3,583.37 457.36 AtlasM MoM+/()%inNA 0.14% 15.32% 13.08% 17.15% 9.93% 7.69% 2.44% 8.79% 7.76% 12.20% 16.30% 2.52% 10.77% 2.64% 16.30% 17.15% 11.33% AtlasM Total+/()YTD%inNA 60.84% 15.32% 30.41% 8.04% 18.77% 27.90% 24.78% 35.75% 46.28% 28.44% 49.37% 53.13% 36.65% 31.24% 53.13% 8.04% 13.79% LAKSONMONEYMARKETFUNDATLASMONEYMARKETFUNDNAFAGOVERNMENTSECURITIESLIQUIDFUND Preparedby:MustansirShabbar,HeadofCustomerServices,DawoodCapitalManagementLimited,www.edawood.com 10. FUNDSSCREENINGMEASURES CONVENTIONALMONEYMARKETFUNDS Funds Measures Jun2011 Jul2011 Aug2011 Sep2011 Oct2011 Nov2011 Dec2011 Jan2012 Feb2012 Mar2012 Apr2012 May2012 Jun2012 Mean Max Min SD FORFY201112 Alfalah RiskAssessmentMeasures Alfalah StandardDeviation 0.37% 0.07% 0.05% 0.08% 0.11% 0.12% 0.11% 0.12% 0.11% 0.11% 0.10% 0.10% 0.10% 0.12% 0.05% 0.02% Alfalah DownsideDeviation 0.81% 0.91% 0.96% 0.95% 0.83% 0.82% 0.81% 0.82% 0.81% 0.81% 0.82% 0.82% 0.82% 0.85% 0.96% 0.81% 0.06% Alfalah ActiveReturn/Alpha 0.11% 0.10% 0.23% 0.17% 0.37% 0.11% 0.08% 0.18% 0.05% 0.09% 0.13% 0.16% 0.08% 0.13% 0.37% 0.05% 0.09% Alfalah Corelation 0.66 (1.00) (0.63) (0.90) 0.15 0.38 0.41 0.49 0.50 0.50 0.50 0.47 0.08 0.50 (1.00) 0.61 Alfalah Beta 6.64 (2.62) (1.64) (1.31) 0.27 0.77 0.78 1.07 1.12 1.14 1.15 1.09 0.17 1.15 (2.62) 1.36 Alfalah RSquared 0.43 1.00 0.40 0.80 0.02 0.14 0.17 0.24 0.25 0.25 0.25 0.22 0.34 1.00 0.02 0.29 Alfalah PerformanceMeasures Alfalah AnnualizedReturn(YTD) 10.36% 10.70% 11.32% 11.39% 11.75% 11.36% 11.00% 10.90% 10.72% 10.59% 10.57% 10.57% 10.52% 10.95% 11.75% 10.52% 0.41% Alfalah AnnualizedReturn(MoM) 12.06% 10.70% 11.93% 11.53% 12.78% 9.77% 9.17% 10.31% 9.35% 9.57% 10.43% 10.47% 10.01% 10.45% 12.78% 9.17% 1.09% Alfalah AbsoluteReturn(YTD) 0.91% 1.92% 2.86% 3.95% 4.75% 5.53% 6.40% 7.14% 7.96% 8.81% 9.70% 10.52% 5.87% 10.52% 0.91% 3.10% Alfalah AbsoluteReturn(MoM) 0.94% 0.91% 1.01% 0.94% 1.08% 0.80% 0.78% 0.87% 0.74% 0.81% 0.86% 0.89% 0.82% 0.87% 1.08% 0.74% 0.10% Alfalah SumAbs.Return(MoM) 8.75% 0.91% 1.92% 2.86% 3.94% 4.75% 5.52% 6.39% 7.14% 7.95% 8.80% 9.69% 10.51% 5.86% 10.51% 0.91% 3.09% Alfalah BenchmarkReturn 0.83% 0.80% 0.78% 0.78% 0.71% 0.69% 0.70% 0.69% 0.69% 0.72% 0.72% 0.73% 0.75% 0.73% 0.80% 0.69% 0.04% Alfalah RiskAdjustedReturn 0.18% 0.22% 0.08% 0.14% 0.06% 0.18% 0.21% 0.10% 0.24% 0.17% 0.13% 0.10% 0.17% 0.14% 0.06% 0.24% 0.08% Alfalah CoefficientofVariation 0.51 0.08 0.06 0.08 0.11 0.13 0.12 0.13 0.13 0.12 0.12 0.11 0.11 0.13 0.06 0.03 Alfalah Sharpe (0.95) (1.99) (2.74) (1.21) (1.04) (1.07) (1.12) (1.16) (1.24) (1.30) (1.34) (1.41) (1.42) (1.04) (2.74) 0.51 Alfalah Sortino (0.44) (0.24) (0.15) (0.15) (0.11) (0.13) (0.16) (0.15) (0.17) (0.17) (0.17) (0.17) (0.17) (0.16) (0.11) (0.24) 0.03 Alfalah Treynor (0.00) 0.00 0.00 0.00 (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) 0.00 (0.00) 0.00 Alfalah Jensen'sAlpha 0.02 (0.01) (0.01) (0.01) (0.00) 0.00 0.00 0.00 0.00 0.00 0.00 0.00 (0.00) 0.00 (0.01) 0.00 Alfalah TrackingError 0.35% 0.09% 0.06% 0.11% 0.11% 0.11% 0.10% 0.10% 0.10% 0.09% 0.09% 0.09% 0.10% 0.11% 0.06% 0.01% Alfalah InformationRatio (0.20) 1.89 2.68 1.91 1.79 1.62 1.78 1.57 1.56 1.62 1.71 1.66 1.80 2.68 1.56 0.32 Alfalah VAMI 1.09 1.01 1.02 1.03 1.04 1.05 1.06 1.07 1.07 1.08 1.09 1.10 1.11 1.06 1.11 1.01 0.03 Alfalah ExcessReturnonRFR 0.36% 0.22% 0.15% 0.15% 0.09% 0.11% 0.13% 0.12% 0.14% 0.14% 0.14% 0.14% 0.14% 0.14% 0.09% 0.22% 0.03% Alfalah Misc.Info Alfalah LastNAVs 505.44 500.63 500.61 500.62 500.67 500.71 500.67 500.62 500.64 500.53 500.55 500.81 500.72 500.65 500.81 500.53 0.08 Alfalah Payouts 5.40 3.94 5.08 4.72 5.37 3.97 3.93 4.42 3.69 4.17 4.26 4.18 4.20 4.33 5.37 3.69 0.50 Alfalah NetAssets 1,439.20 1,612.59 1,515.50 1,297.87 1,556.95 1,434.31 1,201.17 1,230.37 1,230.30 1,109.97 1,047.62 2,741.51 3,513.82 1,624.33 3,513.82 1,047.62 742.49 Alfalah MoM+/()%inNA 2.60% 12.05% 6.02% 14.36% 19.96% 7.88% 16.25% 2.43% 0.01% 9.78% 5.62% 161.69% 28.17% 7.72% 161.69% 16.25% 48.55% Alfalah Total+/()YTD%inNA 30.20% 12.05% 5.30% 9.82% 8.18% 0.34% 16.54% 14.51% 14.51% 22.88% 27.21% 90.49% 144.15% 12.86% 144.15% 27.21% 51.59% JSCash RiskAssessmentMeasures JSCash StandardDeviation 0.08% 0.06% 0.07% 0.08% 0.10% 0.13% 0.12% 0.14% 0.13% 0.12% 0.12% 0.12% 0.11% 0.14% 0.06% 0.03% JSCash DownsideDeviation 0.95% 1.03% 0.73% 0.82% 0.71% 0.75% 0.76% 0.79% 0.78% 0.80% 0.80% 0.81% 0.81% 0.80% 1.03% 0.71% 0.08% JSCash ActiveReturn/Alpha 0.04% 0.18% 0.27% 0.11% 0.34% 0.06% 0.01% 0.16% 0.07% 0.14% 0.10% 0.09% 0.06% 0.12% 0.34% 0.07% 0.11% JSCash Corelation 0.21 (1.00) (1.00) (0.91) (0.30) 0.28 0.32 0.23 0.28 0.31 0.37 0.41 (0.09) 0.41 (1.00) 0.60 JSCash Beta 0.47 (3.11) (4.25) (2.31) (1.18) 1.23 1.07 0.99 0.94 1.02 1.14 1.27 (0.29) 1.27 (4.25) 2.05 JSCash RSquared 0.04 1.00 1.00 0.83 0.09 0.08 0.10 0.05 0.08 0.10 0.14 0.17 0.33 1.00 0.05 0.40 JSCash PerformanceMeasures JSCash AnnualizedReturn(YTD) 11.62% 12.18% 12.71% 12.51% 12.78% 12.44% 12.00% 11.87% 11.61% 11.51% 11.45% 11.34% 11.26% 11.97% 12.78% 11.26% 0.55% JSCash AnnualizedReturn(MoM) 11.92% 12.18% 13.10% 11.85% 13.50% 10.82% 9.58% 11.06% 9.50% 10.54% 10.82% 10.03% 10.16% 11.02% 13.50% 9.50% 1.31% JSCash AbsoluteReturn(YTD) 1.03% 2.15% 3.14% 4.30% 5.20% 6.03% 6.97% 7.74% 8.65% 9.54% 10.41% 11.26% 6.37% 11.26% 1.03% 3.31% JSCash AbsoluteReturn(MoM) 0.93% 1.03% 1.11% 0.97% 1.14% 0.89% 0.81% 0.94% 0.75% 0.89% 0.89% 0.85% 0.83% 0.92% 1.14% 0.75% 0.12% JSCash SumAbs.Return(MoM) 11.38% 1.03% 2.14% 3.11% 4.26% 5.14% 5.95% 6.89% 7.64% 8.54% 9.42% 10.27% 11.10% 6.29% 11.10% 1.03% 3.26% JSCash BenchmarkReturn 0.89% 0.85% 0.84% 0.86% 0.81% 0.82% 0.80% 0.77% 0.83% 0.76% 0.78% 0.76% 0.78% 0.80% 0.86% 0.76% 0.04% JSCash RiskAdjustedReturn 0.19% 0.09% 0.02% 0.12% 0.12% 0.09% 0.17% 0.04% 0.22% 0.09% 0.10% 0.14% 0.16% 0.09% 0.12% 0.22% 0.09% JSCash CoefficientofVariation 0.08 0.05 0.07 0.07 0.10 0.13 0.12 0.14 0.14 0.13 0.13 0.13 0.11 0.14 0.05 0.03 JSCash Sharpe (1.72) (0.63) (0.89) (0.21) (0.30) (0.43) (0.44) (0.54) (0.58) (0.63) (0.69) (0.76) (0.56) (0.21) (0.89) 0.20 JSCash Sortino (0.14) (0.09) (0.05) (0.08) (0.02) (0.04) (0.07) (0.07) (0.09) (0.10) (0.10) (0.10) (0.11) (0.08) (0.02) (0.11) 0.03 JSCash Treynor (0.00) 0.00 0.00 0.00 0.00 (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) 0.00 (0.00) 0.00 JSCash Jensen'sAlpha (0.00) (0.01) (0.01) (0.01) (0.00) 0.00 0.00 0.00 0.00 0.00 0.00 0.00 (0.00) 0.00 (0.01) 0.00 JSCash TrackingError 0.00 0.06% 0.08% 0.10% 0.11% 0.12% 0.11% 0.13% 0.12% 0.12% 0.11% 0.11% 0.11% 0.13% 0.06% 0.02% JSCash InformationRatio 1.00 3.54 2.34 2.27 1.72 1.32 1.44 1.00 1.07 1.10 1.12 1.11 1.64 3.54 1.00 0.79 JSCash VAMI 1.12 1.01 1.02 1.03 1.04 1.05 1.06 1.07 1.08 1.09 1.10 1.11 1.12 1.07 1.12 1.01 0.03 JSCash ExcessReturnonRFR 0.14% 0.09% 0.03% 0.06% 0.02% 0.03% 0.06% 0.05% 0.07% 0.08% 0.08% 0.08% 0.09% 0.06% 0.02% 0.09% 0.02% JSCash Misc.Info JSCash LastNAVs 105.30 101.84 102.97 101.47 102.63 103.54 101.38 102.33 103.10 101.52 102.42 103.29 104.15 102.55 104.15 101.38 0.89 JSCash Payouts 4.50 2.50 3.00 2.50 2.50 2.63 3.00 2.50 0.25 JSCash NetAssets 1,443.90 1,644.84 1,674.12 1,504.44 1,595.83 1,616.21 1,632.12 1,530.24 1,598.86 1,534.71 1,763.76 2,111.39 1,816.21 1,668.56 2,111.39 1,504.44 166.72 JSCash MoM+/()%inNA 0.57% 13.92% 1.78% 10.14% 6.07% 1.28% 0.98% 6.24% 4.48% 4.01% 14.92% 19.71% 13.98% 1.93% 19.71% 13.98% 10.23% JSCash Total+/()YTD%inNA 1.66% 13.92% 15.94% 4.19% 10.52% 11.93% 13.04% 5.98% 10.73% 6.29% 22.15% 46.23% 25.78% 15.56% 46.23% 4.19% 11.55% IGIMonRiskAssessmentMeasures IGIMon StandardDeviation 0.06% 0.16% 0.11% 0.11% 0.13% 0.14% 0.13% 0.14% 0.13% 0.12% 0.12% 0.12% 0.13% 0.16% 0.11% 0.01% IGIMon DownsideDeviation 0.94% 0.92% 0.65% 0.79% 0.69% 0.73% 0.75% 0.77% 0.78% 0.79% 0.80% 0.81% 0.82% 0.77% 0.92% 0.65% 0.07% IGIMon ActiveReturn/Alpha 0.32% 0.14% 0.53% 0.41% 0.56% 0.25% 0.29% 0.37% 0.24% 0.34% 0.32% 0.33% 0.27% 0.32% 0.56% 0.14% 0.12% IGIMon Corelation 0.31 (1.00) (0.85) (0.86) (0.41) (0.08) (0.01) 0.14 0.17 0.21 0.22 0.21 (0.21) 0.22 (1.00) 0.48 IGIMon Beta 0.40 (0.65) (0.64) (0.83) (0.57) (0.13) (0.01) 0.22 0.28 0.33 0.36 0.35 (0.12) 0.36 (0.83) 0.47 IGIMon RSquared 0.10 1.00 0.72 0.73 0.17 0.01 0.00 0.02 0.03 0.04 0.05 0.04 0.26 1.00 0.00 0.37 IGIMonPerformanceMeasures IGIMon AnnualizedReturn(YTD) 10.38% 10.86% 12.16% 12.28% 12.65% 12.23% 11.86% 11.73% 11.54% 11.44% 11.37% 11.31% 11.27% 11.73% 12.65% 10.86% 0.52% IGIMon AnnualizedReturn(MoM) 12.53% 10.86% 13.49% 12.50% 13.71% 10.46% 9.99% 10.92% 10.01% 10.59% 10.71% 10.56% 10.69% 11.14% 13.71% 9.99% 1.28% IGIMon AbsoluteReturn(YTD) 0.92% 2.06% 3.09% 4.25% 5.11% 5.96% 6.89% 7.69% 8.59% 9.48% 10.38% 11.27% 6.31% 11.27% 0.92% 3.33% IGIMon AbsoluteReturn(MoM) 0.97% 0.92% 1.14% 1.02% 1.16% 0.86% 0.85% 0.92% 0.79% 0.90% 0.88% 0.89% 0.88% 0.93% 1.16% 0.79% 0.12% IGIMon SumAbs.Return(MoM) 11.28% 0.92% 2.06% 3.09% 4.25% 5.11% 5.95% 6.88% 7.67% 8.57% 9.44% 10.34% 11.22% 6.29% 11.22% 0.92% 3.31% IGIMon BenchmarkReturn 0.66% 0.78% 0.61% 0.61% 0.60% 0.60% 0.56% 0.56% 0.56% 0.56% 0.56% 0.57% 0.60% 0.59% 0.78% 0.56% 0.06% IGIMon RiskAdjustedReturn 0.15% 0.21% 0.06% 0.06% 0.14% 0.12% 0.14% 0.05% 0.18% 0.09% 0.11% 0.09% 0.12% 0.08% 0.14% 0.21% 0.10% IGIMon CoefficientofVariation 0.06 0.15 0.11 0.11 0.13 0.14 0.13 0.14 0.14 0.13 0.13 0.12 0.13 0.15 0.11 0.01 IGIMon Sharpe (2.47) (0.47) (0.63) (0.16) (0.29) (0.40) (0.42) (0.51) (0.56) (0.61) (0.65) (0.70) (0.49) (0.16) (0.70) 0.17 IGIMon Sortino (0.15) (0.22) (0.11) (0.09) (0.03) (0.05) (0.07) (0.07) (0.09) (0.09) (0.10) (0.10) (0.10) (0.09) (0.03) (0.22) 0.05 IGIMon Treynor (0.00) 0.00 0.00 0.00 0.00 0.00 0.05 (0.00) (0.00) (0.00) (0.00) (0.00) 0.00 0.05 (0.00) 0.02 IGIMon Jensen'sAlpha (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) 0.00 0.00 0.00 0.00 0.00 (0.00) 0.00 (0.00) 0.00 IGIMon TrackingError 0.00 0.28% 0.20% 0.19% 0.18% 0.17% 0.15% 0.15% 0.14% 0.13% 0.12% 0.12% 0.17% 0.28% 0.12% 0.05% IGIMon InformationRatio 3.46 1.20 1.79 2.14 2.10 2.20 2.42 2.38 2.53 2.66 2.79 2.83 2.28 2.83 1.20 0.48 IGIMon VAMI 1.12 1.01 1.02 1.03 1.04 1.05 1.06 1.07 1.08 1.09 1.10 1.11 1.12 1.07 1.12 1.01 0.04 IGIMon ExcessReturnonRFR 0.14% 0.21% 0.07% 0.07% 0.02% 0.04% 0.06% 0.05% 0.07% 0.07% 0.08% 0.08% 0.08% 0.07% 0.02% 0.21% 0.05% IGIMonMisc.Info IGIMon LastNAVs 101.7529 100.1150 100.4846 100.4646 100.7141 100.6331 100.7118 100.8554 100.8955 100.9618 101.0835 101.2661 101.5329 100.81 101.53 100.12 0.38 IGIMon Payouts 1.5245 1.0351 0.7739 1.0498 0.9174 0.9449 0.7732 0.7877 0.7596 0.8384 0.7644 0.7216 1.7525 0.93 1.75 0.72 0.28 IGIMon NetAssets 2,694.68 3,290.93 3,863.60 3,364.35 3,567.07 3,829.09 3,700.19 3,422.21 3,659.56 3,549.45 3,390.16 3,077.00 2,901.17 3,467.90 3,863.60 2,901.17 288.94 IGIMon MoM+/()%inNA 10.57% 22.13% 17.40% 12.92% 6.03% 7.35% 3.37% 7.51% 6.94% 3.01% 4.49% 9.24% 5.71% 0.62% 22.13% 12.92% 10.86% IGIMon Total+/()YTD%inNA 230.23% 22.13% 43.38% 24.85% 32.37% 42.10% 37.31% 27.00% 35.81% 31.72% 25.81% 14.19% 7.66% 28.69% 43.38% 7.66% 10.72% ALFALAHGHPCASHFUNDJSCASHFUNDIGIMONEYMARKETFUND Preparedby:MustansirShabbar,HeadofCustomerServices,DawoodCapitalManagementLimited,www.edawood.com 11. FUNDSSCREENINGMEASURES CONVENTIONALMONEYMARKETFUNDS Funds Measures Jun2011 Jul2011 Aug2011 Sep2011 Oct2011 Nov2011 Dec2011 Jan2012 Feb2012 Mar2012 Apr2012 May2012 Jun2012 Mean Max Min SD FORFY201112 ABLCas RiskAssessmentMeasures ABLCas StandardDeviation 0.25% 0.03% 0.04% 0.10% 0.13% 0.13% 0.12% 0.14% 0.13% 0.12% 0.12% 0.13% 0.11% 0.14% 0.03% 0.04% ABLCas DownsideDeviation 0.90% 0.99% 1.01% 0.98% 0.85% 0.85% 0.84% 0.85% 0.84% 0.84% 0.85% 0.85% 0.83% 0.88% 1.01% 0.83% 0.07% ABLCas ActiveReturn/Alpha 0.31% 0.34% 0.35% 0.29% 0.53% 0.19% 0.19% 0.34% 0.16% 0.27% 0.26% 0.24% 0.05% 0.24% 0.53% 0.05% 0.12% ABLCas Corelation 0.97 1.00 0.79 (0.38) 0.18 0.43 0.34 0.53 0.55 0.57 0.57 0.45 0.46 1.00 (0.38) 0.35 ABLCas Beta 1.30 0.68 1.40 (1.58) 1.01 2.48 1.34 2.14 2.11 2.08 2.13 1.93 1.43 2.48 (1.58) 1.14 ABLCas RSquared 0.93 1.00 0.62 0.14 0.03 0.19 0.11 0.29 0.30 0.32 0.32 0.20 0.32 1.00 0.03 0.27 ABLCas PerformanceMeasures ABLCas AnnualizedReturn(YTD) 11.44% 11.63% 11.93% 11.85% 12.33% 11.89% 11.52% 11.46% 11.23% 11.14% 11.07% 10.99% 10.78% 11.48% 12.33% 10.78% 0.46% ABLCas AnnualizedReturn(MoM) 12.10% 11.63% 12.11% 11.45% 13.74% 9.97% 9.55% 11.05% 9.43% 10.31% 10.38% 10.13% 8.37% 10.59% 13.74% 8.37% 1.42% ABLCas AbsoluteReturn(YTD) 0.99% 2.02% 2.98% 4.14% 4.97% 5.79% 6.73% 7.48% 8.37% 9.22% 10.09% 10.78% 6.13% 10.78% 0.99% 3.20% ABLCas AbsoluteReturn(MoM) 0.94% 0.99% 1.03% 0.94% 1.16% 0.82% 0.81% 0.94% 0.75% 0.87% 0.85% 0.86% 0.69% 0.88% 1.16% 0.69% 0.13% ABLCas SumAbs.Return(MoM) 10.39% 0.99% 2.01% 2.95% 4.11% 4.93% 5.74% 6.67% 7.42% 8.30% 9.15% 10.00% 10.69% 6.08% 10.69% 0.99% 3.17% ABLCas BenchmarkReturn 0.64% 0.65% 0.68% 0.65% 0.64% 0.63% 0.62% 0.59% 0.59% 0.60% 0.59% 0.62% 0.63% 0.62% 0.68% 0.59% 0.03% ABLCas RiskAdjustedReturn 0.18% 0.14% 0.06% 0.15% 0.14% 0.16% 0.18% 0.04% 0.23% 0.11% 0.14% 0.13% 0.31% 0.13% 0.14% 0.31% 0.11% ABLCas CoefficientofVariation 0.29 0.03 0.04 0.09 0.13 0.14 0.13 0.15 0.14 0.13 0.13 0.15 0.11 0.15 0.03 0.04 ABLCas Sharpe (0.87) (3.47) (2.64) (0.53) (0.58) (0.68) (0.68) (0.75) (0.80) (0.87) (0.92) (0.97) (1.17) (0.53) (3.47) 0.96 ABLCas Sortino (0.24) (0.14) (0.10) (0.12) (0.06) (0.09) (0.11) (0.10) (0.12) (0.12) (0.13) (0.13) (0.15) (0.11) (0.06) (0.15) 0.02 ABLCas Treynor (0.00) (0.00) (0.00) 0.00 (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) 0.00 (0.00) 0.00 ABLCas Jensen'sAlpha 0.00 0.00 0.01 (0.01) 0.00 0.01 0.00 0.01 0.01 0.01 0.01 0.01 0.00 0.01 (0.01) 0.00 ABLCas TrackingError 0.10% 0.01% 0.03% 0.11% 0.12% 0.13% 0.12% 0.12% 0.11% 0.11% 0.10% 0.12% 0.10% 0.13% 0.01% 0.04% ABLCas InformationRatio 2.99 44.93 9.96 3.57 2.71 2.46 2.72 2.43 2.57 2.68 2.76 2.23 7.18 44.93 2.23 12.71 ABLCas VAMI 1.11 1.01 1.02 1.03 1.04 1.05 1.06 1.07 1.08 1.09 1.10 1.10 1.11 1.06 1.11 1.01 0.03 ABLCas ExcessReturnonRFR 0.22% 0.14% 0.10% 0.12% 0.05% 0.07% 0.09% 0.08% 0.10% 0.10% 0.11% 0.11% 0.13% 0.10% 0.05% 0.14% 0.02% ABLCas Misc.Info ABLCas LastNAVs 10.0188 10.1175 10.2213 10.0164 10.1330 10.2158 10.0246 10.1184 10.1940 10.0276 10.1129 10.0393 10.0247 10.10 10.22 10.02 0.08 ABLCas Payouts 0.2832 0.3008 0.2738 0.2554 0.1604 0.0835 0.21 0.30 0.08 0.09 ABLCas NetAssets 10,650.82 14,873.01 14,572.48 13,431.18 34,324.24 34,124.66 18,616.61 23,041.24 25,661.00 20,092.00 24,372.00 21,718.00 16,385.23 21,767.64 34,324.24 13,431.18 7,035.23 ABLCas MoM+/()%inNA 20.55% 39.64% 2.02% 7.83% 155.56% 0.58% 45.45% 23.77% 11.37% 21.70% 21.30% 10.89% 24.55% 3.65% 155.56% 45.45% 51.03% ABLCas Total+/()YTD%inNA 498.02% 39.64% 36.82% 26.10% 222.27% 220.39% 74.79% 116.33% 140.93% 88.64% 128.83% 103.91% 53.84% 104.38% 222.27% 26.10% 66.05% HBLMoRiskAssessmentMeasures HBLMo StandardDeviation 0.14% 0.02% 0.03% 0.07% 0.12% 0.13% 0.12% 0.13% 0.12% 0.12% 0.12% 0.11% 0.10% 0.13% 0.02% 0.04% HBLMo DownsideDeviation 0.91% 1.02% 1.03% 1.02% 0.88% 0.87% 0.86% 0.87% 0.86% 0.86% 0.85% 0.86% 0.85% 0.90% 1.03% 0.85% 0.07% HBLMo ActiveReturn/Alpha 0.00% 0.06% 0.11% 0.02% 0.23% 0.01% 0.00% 0.11% 0.00% 0.05% 0.02% 0.07% 0.04% 0.06% 0.23% 0.02% 0.07% HBLMo Corelation 0.97 (1.00) (0.86) (0.97) 0.68 0.79 0.75 0.81 0.82 0.81 0.81 0.81 0.31 0.82 (1.00) 0.81 HBLMo Beta 0.49 (1.06) (2.17) (3.48) 1.14 1.35 1.06 1.19 1.18 1.22 1.18 1.18 0.25 1.35 (3.48) 1.69 HBLMo RSquared 0.94 1.00 0.74 0.94 0.47 0.63 0.57 0.66 0.68 0.65 0.65 0.66 0.69 1.00 0.47 0.15 HBLMoPerformanceMeasures HBLMo AnnualizedReturn(YTD) 11.46% 12.01% 12.27% 12.25% 12.71% 12.24% 11.86% 11.73% 11.53% 11.38% 11.29% 11.20% 11.14% 11.80% 12.71% 11.14% 0.50% HBLMo AnnualizedReturn(MoM) 12.27% 12.01% 12.41% 11.97% 13.63% 10.15% 9.75% 10.63% 9.91% 10.00% 10.13% 10.26% 10.24% 10.86% 13.63% 9.75% 1.25% HBLMo AbsoluteReturn(YTD) 1.02% 2.08% 3.08% 4.27% 5.11% 5.96% 6.89% 7.69% 8.55% 9.41% 10.29% 11.14% 6.29% 11.14% 1.02% 3.28% HBLMo AbsoluteReturn(MoM) 0.96% 1.02% 1.05% 0.98% 1.15% 0.83% 0.83% 0.90% 0.78% 0.85% 0.83% 0.87% 0.84% 0.90% 1.15% 0.78% 0.11% HBLMo SumAbs.Return(MoM) 10.89% 1.02% 2.07% 3.05% 4.20% 5.04% 5.86% 6.76% 7.55% 8.39% 9.22% 10.09% 10.93% 6.18% 10.93% 1.02% 3.20% HBLMo BenchmarkReturn 0.95% 0.96% 0.94% 0.96% 0.93% 0.83% 0.83% 0.79% 0.79% 0.79% 0.85% 0.80% 0.80% 0.85% 0.96% 0.79% 0.07% HBLMo RiskAdjustedReturn 0.16% 0.11% 0.04% 0.10% 0.13% 0.15% 0.16% 0.07% 0.19% 0.14% 0.16% 0.12% 0.15% 0.10% 0.13% 0.19% 0.09% HBLMo CoefficientofVariation 0.15 0.02 0.03 0.07 0.12 0.13 0.12 0.14 0.13 0.13 0.13 0.12 0.10 0.14 0.02 0.04 HBLMo Sharpe (1.27) (3.01) (2.39) (0.39) (0.45) (0.55) (0.59) (0.67) (0.74) (0.81) (0.86) (0.92) (1.03) (0.39) (3.01) 0.85 HBLMo Sortino (0.20) (0.11) (0.07) (0.08) (0.03) (0.06) (0.08) (0.08) (0.10) (0.11) (0.12) (0.12) (0.12) (0.09) (0.03) (0.12) 0.03 HBLMo Treynor (0.00) 0.00 0.00 0.00 (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) 0.00 (0.00) 0.00 HBLMo Jensen'sAlpha (0.00) (0.00) (0.00) (0.00) 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 (0.00) 0.00 (0.00) 0.00 HBLMo TrackingError 0.12% 0.04% 0.04% 0.09% 0.09% 0.09% 0.08% 0.08% 0.08% 0.08% 0.07% 0.07% 0.07% 0.09% 0.04% 0.02% HBLMo InformationRatio 0.49 2.33 1.44 1.15 0.94 0.79 0.92 0.81 0.85 0.72 0.79 0.81 1.05 2.33 0.72 0.47 HBLMo VAMI 1.11 1.01 1.02 1.03 1.04 1.05 1.06 1.07 1.08 1.09 1.10 1.11 1.11 1.06 1.11 1.01 0.03 HBLMo ExcessReturnonRFR 0.18% 0.11% 0.07% 0.08% 0.03% 0.05% 0.07% 0.07% 0.09% 0.09% 0.10% 0.10% 0.10% 0.08% 0.03% 0.11% 0.02% HBLMoMisc.Info HBLMo LastNAVs 103.0504 101.0174 102.0788 103.0806 101.5203 102.3651 103.2108 101.3905 102.1863 103.0517 101.1570 102.0360 102.8926 102.17 103.21 101.02 0.78 HBLMo Payouts 3.0500 2.7500 2.7500 2.7500 2.8000 2.76 2.80 2.75 0.02 HBLMo NetAssets 4,112.34 5,900.43 6,515.01 5,040.44 7,070.81 7,616.76 7,892.59 7,798.14 8,528.24 8,248.35 9,060.00 9,863.68 9,437.40 7,747.65 9,863.68 5,040.44 1,435.73 HBLMo MoM+/()%inNA 1.86% 43.48% 10.42% 22.63% 40.28% 7.72% 3.62% 1.20% 9.36% 3.28% 9.84% 8.87% 4.32% 7.17% 43.48% 22.63% 18.17% HBLMo Total+/()YTD%inNA 465.66% 43.48% 58.43% 22.57% 71.94% 85.22% 91.92% 89.63% 107.38% 100.58% 120.31% 139.86% 129.49% 88.40% 139.86% 22.57% 34.91% FaysalMRiskAssessmentMeasures FaysalM StandardDeviation 0.13% 0.05% 0.10% 0.11% 0.13% 0.14% 0.12% 0.13% 0.13% 0.12% 0.12% 0.11% 0.12% 0.14% 0.05% 0.02% FaysalM DownsideDeviation 0.86% 0.93% 0.89% 0.95% 0.82% 0.81% 0.81% 0.82% 0.81% 0.81% 0.81% 0.82% 0.82% 0.84% 0.95% 0.81% 0.05% FaysalM ActiveReturn/Alpha 0.05% 0.04% 0.02% 0.17% 0.30% 0.00% 0.00% 0.08% 0.09% 0.03% 0.02% 0.01% 0.06% 0.04% 0.30% 0.09% 0.11% FaysalM Corelation 0.98 1.00 0.31 (0.67) 0.11 0.33 0.34 0.39 0.40 0.43 0.39 0.32 0.30 1.00 (0.67) 0.39 FaysalM Beta 0.91 3.97 4.56 (1.45) 0.24 0.73 0.75 1.02 1.06 1.12 1.02 0.79 1.25 4.56 (1.45) 1.66 FaysalM RSquared 0.96 1.00 0.10 0.45 0.01 0.11 0.11 0.15 0.16 0.18 0.16 0.10 0.23 1.00 0.01 0.28 FaysalMPerformanceMeasures FaysalM AnnualizedReturn(YTD) 11.37% 10.94% 10.56% 11.38% 11.89% 11.44% 11.10% 11.05% 10.84% 10.76% 10.70% 10.65% 10.61% 10.99% 11.89% 10.56% 0.40% FaysalM AnnualizedReturn(MoM) 11.59% 10.94% 10.09% 12.84% 13.04% 9.58% 9.32% 10.51% 9.06% 9.94% 9.95% 10.04% 9.92% 10.37% 13.04% 9.06% 1.27% FaysalM AbsoluteReturn(YTD) 0.93% 1.79% 2.86% 4.00% 4.78% 5.58% 6.49% 7.23% 8.08% 8.92% 9.78% 10.61% 5.92% 10.61% 0.93% 3.15% FaysalM AbsoluteReturn(MoM) 0.91% 0.93% 0.85% 1.05% 1.10% 0.79% 0.79% 0.89% 0.72% 0.84% 0.82% 0.85% 0.81% 0.86% 1.10% 0.72% 0.11% FaysalM SumAbs.Return(MoM) 5.98% 0.93% 1.78% 2.83% 3.94% 4.72% 5.51% 6.40% 7.12% 7.96% 8.78% 9.63% 10.44% 5.84% 10.44% 0.93% 3.09% FaysalM BenchmarkReturn 0.86% 0.89% 0.88% 0.88% 0.80% 0.79% 0.78% 0.81% 0.81% 0.81% 0.79% 0.86% 0.87% 0.83% 0.89% 0.78% 0.04% FaysalM RiskAdjustedReturn 0.22% 0.20% 0.23% 0.03% 0.08% 0.19% 0.20% 0.08% 0.26% 0.14% 0.17% 0.14% 0.18% 0.15% 0.08% 0.26% 0.09% FaysalM CoefficientofVariation 0.15 0.06 0.11 0.12 0.14 0.15 0.14 0.15 0.14 0.14 0.13 0.13 0.13 0.15 0.06 0.03 FaysalM Sharpe (1.95) (4.18) (1.54) (0.83) (0.86) (0.95) (0.98) (1.04) (1.10) (1.18) (1.24) (1.31) (1.38) (0.83) (4.18) 0.95 FaysalM Sortino (0.30) (0.21) (0.24) (0.16) (0.12) (0.14) (0.16) (0.15) (0.17) (0.17) (0.18) (0.17) (0.18) (0.17) (0.12) (0.24) 0.03 FaysalM Treynor (0.00) (0.00) (0.00) 0.00 (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) 0.00 (0.