- 1. DAWOOD CAPITAL MANAGEMENT LIMITED OPEN END MUTUAL FUNDS
ANALYTICAL REPORT JUNE 2013 Prepared by: MUSTANSIR SHABBAR HEAD OF
CUSTOMER SERVICES MUTUALFUNDS,ABETTERINVESTMENTPLANNING 5B LAKSON
SQUARE BUILDING NO. 1, SARWAR SHAHEED ROAD,SADDAR, KARACHI-74200,
PAKISTAN UAN: 111-DAWOOD (+92 21 111-329-663); DIR: +92 21
35621002; FAX: +92 21 35621010; CELL: +92 321 3746282 EMAIL:
[email protected], [email protected]; URL:
www.edawood.com Source: MUFAP & Monthly FMRs of AMCs
2. TOTALAMCsAUMs SHARE AUM +/()% +/()% NIT 15.42% 55,773.96
2.01% 23.05% Meezan 12.74% 46,077.11 0.23% 22.94% NAFA 12.49%
45,155.13 7.57% 2.42% MCBAH 10.00% 36,167.49 2.64% 2.56% UBLFM
9.37% 33,893.45 4.77% 21.51% ABLAMC 5.87% 21,230.66 0.52% 69.21%
PICIC 5.76% 20,815.56 2.09% 31.26% HBLAM 4.83% 17,474.78 2.46%
13.55% Lakson 3.67% 13,267.33 6.00% 49.86% JSIL 3.61% 13,070.09
2.75% 18.46% Askari 2.83% 10,230.59 2.33% 10.10% Atlas 2.64%
9,555.41 1.27% 19.25% PIM 1.94% 7,007.96 20.90% 146.77% IGIIM 1.61%
5,838.54 4.28% 3.35% Faysal 1.48% 5,335.17 19.99% 3.58% AGHP 1.18%
4,253.36 0.88% 9.64% FHAM 1.03% 3,707.90 6.83% 6.01% AKDIM 0.98%
3,536.77 0.42% 54.50% KASB 0.72% 2,610.70 0.64% 3.95% Safeway 0.63%
2,264.36 3.19% 39.00% PakOman 0.55% 1,975.98 0.10% 2.25% NAMCO
0.29% 1,048.51 6.54% 17.72% BMA 0.28% 1,027.93 9.43% 15.82% FCIM
0.09% 333.10 1.46% 14.59% TOTAL 100.00% 361,651.81 0.83% 4.46%
Jun2013 NIT,15.42% Meezan,12.74% NAFA,12.49% MCBAH,10.00%
UBLFM,9.37% ABLAMC,5.87% PICIC,4.05% HBLAM,3.92% Lakson,3.67%
JSIL,3.61% Askari,2.83% Atlas,2.64% PIM,1.94% IGIIM,1.61%
Faysal,1.48% AGHP,1.18% FHAM,1.03% AKDIM,0.98% KASB,0.72%
Safeway,0.63% PakOman,0.55% NAMCO,0.29% BMA,0.28% FCIM,0.09% 3.
COMPLETE MUTUAL FUNDS PAYOUTS FY 2011-12 Interim Final Total FV
Ex-NAV Annual Pakistan Income Fund OE Income 50 2.5100 1.1600
3.6700 7.34% 7.05% 7.05% 55.6700 53.1600 52.0000 6.98% 6.98% 365
1,091.90 3.07% 0.21% 0.22% Pakistan Cash Management Fund OE Money
Market 50 3.9403 0.5000 4.4403 8.88% 8.87% 8.87% 54.4403 50.5000
50.0000 8.71% 8.71% 365 2,556.91 7.19% 0.63% 0.64% Pakistan Stock
Market Fund OE Equity 50 - 18.6184 18.6184 37.24% 35.86% 35.86%
77.5800 77.5800 58.9616 49.42% 49.42% 365 1,178.66 3.32% 1.64%
1.19% Pakistan Capital Market Fund OE Balanced 10 - 1.2760 1.2760
12.76% 16.90% 16.90% 9.6700 9.6700 8.3940 28.08% 28.08% 365 400.54
1.13% 0.32% 0.19% Pakistan Int'l Element Islamic AA Fund OE Islamic
Asset Allocation 50 - 5.3174 5.3174 10.63% 13.38% 13.38% 102.0856
51.0428 45.7254 28.40% 28.40% 365 203.54 0.57% 0.16% 0.08% Pakistan
Income Enhancement Fund OE Aggressive FI 50 3.5486 0.8600 4.4086
8.82% 8.51% 8.51% 55.4086 51.8600 51.0000 6.90% 6.90% 365 1,318.68
3.71% 0.26% 0.32% Metrobank Pakistan Sovereign Fund (Perpetual) OE
Income 50 2.0600 1.3800 3.4400 6.88% 6.87% 6.87% 53.4400 51.3800
50.0000 6.73% 6.73% 365 1,270.39 3.57% 0.24% 0.25% Metrobank
Pakistan Sovereign Fund (12/12) W Income 50 1.1800 - 1.1800 2.36%
2.45% 4.85% 50.5000 49.3200 49.3200 3.38% 4.06% 184 - 0.00% 0.00%
0.00% Pakistan Capital Protected Fund-FIS W 10 - - - 0.00% 0.00%
0.00% 10.3200 10.3200 10.3200 0.98% 7.76% 46 - 0.00% 0.00% 0.00% AH
DJ Safe Pakistan Titans 15 Index Fund W Index Tracker 50 - - -
0.00% 0.00% 0.00% - 65.7600 65.7600 0.00% 0.00% 207 - 0.00% 0.00%
0.00% Pakistan Strategic Allocation Fund OE Equity 10 - 2.0247
2.0247 20.25% 23.63% 23.63% 11.3400 11.3400 9.3153 32.32% 32.32%
365 305.79 0.86% 0.28% 0.20% Pakistan Premier Fund OE Equity 10 -
3.2764 3.2764 32.76% 33.60% 33.60% 14.3900 14.3900 11.1136 47.59%
47.59% 365 551.71 1.55% 0.74% 0.52% MCB Dynamic Stock Fund OE
Equity 100 - 33.6889 33.6889 33.69% 39.13% 39.13% 131.3430 131.3430
97.6541 52.56% 52.56% 365 886.73 2.50% 1.31% 0.98% MCB Dynamic Cash
Fund OE Income 100 7.4080 2.6526 10.0606 10.06% 9.92% 9.92%
111.0606 103.6526 101.0000 9.48% 9.48% 365 11,319.75 31.85% 3.02%
3.16% MCB Dynamic Allocation Fund OE Asset Allocation 100 - 12.9135
12.9135 12.91% 18.27% 18.27% 84.2804 84.2804 71.3669 19.23% 19.23%
365 432.68 1.22% 0.23% 0.22% MCB Cash Management Optimizer Fund OE
Money Market 100 7.9666 1.0952 9.0618 9.06% 9.05% 9.05% 109.0618
101.0952 100.0000 8.88% 8.88% 365 11,074.53 31.16% 2.77% 2.82% MCB
Islamic Income Fund OE Islamic Income 100 6.8511 1.8948 8.7459
8.75% 8.74% 8.74% 108.7459 101.8948 100.0000 8.64% 8.64% 365
2,946.49 8.29% 0.72% 0.72% TOTAL 16 830 35.4646 86.6579 122.1225
13.08% 14.25% 14.39% 1,039.3362 1,018.5888 931.9309 18.72% 19.16%
365 35,538.29 100.00% 12.52% 11.50% 9.98% 1.25% 1.15% United Growth
& Income Fund OE Aggressive FI 100 - 7.7628 7.7628 7.76% 10.12%
10.12% 84.9024 84.9024 77.1396 10.71% 10.71% 365 3,067.18 9.28%
0.99% 0.94% United Stock Advantage Fund OE Equity 100 - 9.1400
9.1400 9.14% 26.55% 26.55% 53.4200 53.4200 44.2800 55.20% 55.20%
365 1,557.11 4.71% 2.60% 1.25% UBL Shariah Stock Fund OE Islamic
Equity 100 - 19.9400 19.9400 19.94% 27.12% 27.12% 109.9800 109.9800
90.0400 49.59% 49.59% 365 1,233.17 3.73% 1.85% 1.01% United Islamic
Income Fund OE Islamic Aggressive FI 100 - 4.0808 4.0808 4.08%
4.36% 4.36% 100.0900 100.0900 96.0092 6.91% 6.91% 365 594.91 1.80%
0.12% 0.08% UBL Liquidity Plus Fund OE Money Market 100 8.2000
0.7500 8.9500 8.95% 8.91% 8.91% 109.1077 100.1577 100.1577 8.64%
8.64% 365 15,680.99 47.44% 4.10% 4.23% UBL Savings Income Fund OE
Income 100 8.6000 0.7500 9.3500 9.35% 9.30% 9.30% 109.6258 100.2758
100.2758 9.00% 9.00% 365 2,595.44 7.85% 0.71% 0.73% UBL Islamic
Sovereign Fund OE Islamic Income 100 8.3000 0.7000 9.0000 9.00%
8.97% 8.97% 109.1391 100.1391 100.1391 8.78% 8.78% 365 4,118.57
12.46% 1.09% 1.12% UBL Government Securities Fund OE Income 100
9.0500 0.9000 9.9500 9.95% 9.91% 9.91% 110.0413 100.0913 100.0913
9.57% 9.57% 365 1,904.55 5.76% 0.55% 0.57% UBL Principal Protected
Fund I OE Fund of Funds 100 - 28.2422 28.2422 28.24% 28.13% 28.13%
138.7400 138.7400 110.4978 38.19% 38.19% 365 556.59 1.68% 0.64%
0.47% UBL Islamic Cash Fund OE Islamic Money Market 100 - 4.9777
4.9777 4.98% 4.98% 6.37% 105.2401 105.2401 100.2624 5.24% 6.71% 285
137.79 0.42% 0.03% 0.02% UBL Gold Fund OE Commodities 100 - - -
0.00% 0.00% 0.00% 82.8591 82.8591 82.8591 -17.14% -45.34% 138
139.82 0.42% -0.19% 0.00% UBL Financial Sector Bond Fund OE Income
100 - 1.9549 1.9549 1.95% 1.95% 7.59% 102.3768 102.3768 100.4219
2.38% 9.23% 94 673.14 2.04% 0.19% 0.04% UBL Islamic Principal
Preservation Fund I OE Capital Protected 100 - 3.7832 3.7832 3.78%
3.78% 21.24% 104.2732 100.4900 96.7068 4.27% 24.00% 65 797.93 2.41%
0.58% 0.09% TOTAL 13 1,300 34.1500 82.9816 117.1316 9.01% 11.08%
12.97% 1,319.7955 1,278.7623 1,198.8807 14.72% 14.71% 365 33,057.19
100.00% 13.26% 10.55% 9.28% 1.23% 0.98% JS Income Fund OE Income
100 5.0000 2.5000 7.5000 7.50% 8.73% 8.73% 95.0100 90.0100 87.5100
10.64% 10.64% 365 820.75 6.50% 0.69% 0.57% JS Aggressive Income
Fund W Aggressive FI 100 Unit Trust of Pakistan OE Balanced 100 -
22.5000 22.5000 22.50% 21.97% 21.97% 149.2900 149.2900 126.7900
45.75% 45.75% 365 1,270.46 10.06% 4.60% 2.21% JS Islamic Fund OE
Islamic Equity 100 - 12.0000 12.0000 12.00% 24.01% 24.01% 76.3500
76.3500 64.3500 52.79% 52.79% 365 362.47 2.87% 1.51% 0.69% JS
Aggressive Asset Allocation Fund OE Asset Allocation 100 - - -
0.00% 0.00% 0.00% 13.6700 13.6700 13.6700 22.60% 22.60% 365 175.72
1.39% 0.31% 0.00% JS Fund of Funds OE Fund of Funds 100 - 63.0000
63.0000 63.00% 75.40% 75.40% 101.5000 101.5000 38.5000 21.48%
21.48% 365 83.69 0.66% 0.14% 0.50% JS KSE-30 Index Fund OE Index
Tracker 100 - - - 0.00% 0.00% 0.00% 23.7700 23.7700 23.7700 30.75%
30.75% 365 42.01 0.33% 0.10% 0.00% JS Cash Fund OE Money Market 100
7.2500 1.5000 8.7500 8.75% 8.61% 8.61% 110.7800 103.5300 102.0300
8.98% 8.98% 365 1,716.76 13.59% 1.22% 1.17% JS Large Cap Fund OE
Equity 10 - 20.0000 20.0000 200.00% 33.20% 33.20% 97.6000 97.6000
77.6000 62.02% 62.02% 365 1,731.52 13.70% 8.50% 4.55% JS Growth
Fund CE Equity 10 - 1.1500 1.1500 11.50% 10.16% 10.16% 14.2000
13.0500 11.9000 25.44% 25.44% 365 4,245.77 33.60% 8.55% 3.41% JS
Value Fund Limited OE Equity 10 3.6000 1.1000 4.7000 47.00% 40.91%
40.91% 19.0300 15.4300 14.3300 56.05% 56.05% 365 1,735.63 13.74%
7.70% 5.62% JS Islamic Government Securities Fund OE Islamic Income
100 - 0.4000 0.4000 0.40% 0.40% 5.62% 100.4100 100.4100 100.0100
0.41% 5.76% 26 449.94 3.56% 0.20% 0.01% TOTAL 11 830 15.8500
124.1500 140.0000 33.88% 20.31% 20.78% 801.6100 784.6100 660.4600
30.63% 31.11% 365 12,634.70 100.00% 33.54% 18.73% 3.55% 1.19% 0.66%
Atlas Income Fund OE Income 500 35.0000 10.0000 45.0000 9.00% 8.96%
8.96% 548.7200 503.7200 503.7200 9.31% 9.31% 365 1,940.00 21.93%
2.04% 1.97% Atlas Stock Market Fund OE Equity 500 - 125.0000
125.0000 25.00% 30.42% 30.42% 522.7685 522.7685 397.7685 27.21%
27.21% 365 1,035.73 11.71% 3.19% 3.56% Atlas Islamic Stock Fund OE
Islamic Equity 500 - 110.0000 110.0000 22.00% 33.82% 33.82%
483.5466 483.5466 373.5466 48.67% 48.67% 365 974.61 11.02% 5.36%
3.73% Atlas Islamic Income Fund OE Islamic Income 500 31.2500
10.7500 42.0000 8.40% 8.17% 8.17% 544.3100 502.3100 502.3100 8.43%
8.43% 365 526.08 5.95% 0.50% 0.49% Atlas Money Market Fund OE Money
Market 500 39.0000 5.0000 44.0000 8.80% 8.75% 8.75% 546.3800
502.3800 502.3800 8.69% 8.69% 365 3,821.64 43.20% 3.76% 3.78% Atlas
Fund of Funds CE Fund of Funds 10 1.8200 0.9000 2.7200 27.20%
31.66% 31.66% 14.3927 11.6727 10.7727 67.55% 67.55% 365 548.96
6.21% 4.19% 1.96% TOTAL 6 2,510 107.0700 261.6500 368.7200 16.73%
20.30% 20.30% 2,660.1178 2,526.3978 2,290.4978 28.31% 28.31% 365
8,847.01 100.00% 19.04% 15.48% 2.48% 0.47% 0.38% Askari High Yield
Scheme OE Aggressive FI 100 - 0.2765 0.2765 0.28% 0.28% 0.28%
99.0791 99.0791 98.8026 1.97% 1.97% 365 2,650.66 25.91% 0.51% 0.07%
Askari Asset Allocation Fund OE Asset Allocation 100 - 8.4571
8.4571 8.46% 21.28% 21.28% 55.5866 55.5866 47.1295 39.90% 39.90%
365 263.76 2.58% 1.03% 0.55% Askari Sovereign Cash Fund OE Money
Market 100 7.8385 0.7771 8.6156 8.62% 8.60% 8.60% 109.1372 100.6166
100.5216 8.91% 8.91% 365 4,522.08 44.20% 3.94% 3.80% Askari Islamic
Income Fund OE Islamic Income 100 7.4557 0.9787 8.4344 8.43% 8.42%
8.42% 108.6050 100.5524 100.1706 8.46% 8.46% 365 679.33 6.64% 0.56%
0.56% Askari Islamic Asset Allocation Fund OE Islamic Asset
Allocation 100 - 29.7599 29.7599 29.76% 29.36% 29.36% 264.6148
132.3074 102.5475 30.54% 30.54% 365 181.04 1.77% 0.54% 0.52% Askari
Equity Fund OE Equity 100 - 39.8548 39.8548 39.85% 39.97% 39.97%
141.6465 141.6465 101.7917 42.07% 42.07% 365 149.83 1.46% 0.62%
0.59% Askari Sovereign Yield Enhancer OE Income 100 9.1202 1.3642
10.4844 10.48% 10.48% 10.48% 110.5269 100.6823 100.0425 10.51%
10.51% 365 1,783.89 17.44% 1.83% 1.83% TOTAL 7 700 24.4144 81.4683
105.8827 15.13% 16.92% 16.92% 889.1961 730.4709 651.0060 20.34%
20.34% 365 10,230.59 100.00% 9.03% 7.91% 2.87% 0.26% 0.23% NAFA
Income Opportunity Fund OE Income 10 - - - 0.00% 0.00% 0.00%
10.6694 10.6694 10.6694 10.43% 10.43% 365 1,869.35 4.14% 0.43%
0.00% NAFA Income Fund OE Income 10 - - - 0.00% 0.00% 0.00% 9.6594
9.6594 9.6594 6.86% 6.86% 365 489.84 1.08% 0.07% 0.00% NAFA Stock
Fund OE Equity 10 0.4374 - 0.4374 4.37% 6.00% 6.00% 11.2605 10.8231
10.8231 54.48% 54.48% 365 1,122.70 2.49% 1.35% 0.15% NAFA
Multi-Asset Fund OE Balanced 10 0.4158 - 0.4158 4.16% 4.00% 4.00%
13.8992 13.4834 13.4834 33.73% 33.73% 365 800.26 1.77% 0.60% 0.07%
NAFA Islamic Aggressive Income Fund OE Islamic Aggressive FI 10 - -
- 0.00% 0.00% 0.00% 9.1764 9.1764 9.1764 6.77% 6.77% 365 165.61
0.37% 0.02% 0.00% NAFA Islamic Multi-Asset Fund OE Islamic Balanced
10 0.4124 - 0.4124 4.12% 4.00% 4.00% 14.0005 13.5881 13.5881 35.78%
35.78% 365 433.00 0.96% 0.34% 0.04% NAFA Government Securities
Liquid Fund OE Money Market 10 0.7800 0.0704 0.8504 8.50% 8.46%
8.46% 10.8883 10.0379 10.0379 8.32% 8.32% 365 12,401.93 27.47%
2.28% 2.32% NAFA Savings Plus Fund OE Income 10 0.7730 0.0653
0.8383 8.38% 8.35% 8.35% 10.8833 10.0450 10.0450 8.41% 8.41% 365
3,053.26 6.76% 0.57% 0.56% NAFA Riba Free Savings Fund OE Islamic
Income 10 6.1000 0.0655 6.1655 61.66% 61.20% 61.20% 16.2544 10.0889
10.0889 8.38% 8.38% 365 3,028.44 6.71% 0.56% 4.10% NAFA Asset
Allocation Fund OE Asset Allocation 10 0.4126 - 0.4126 4.13% 4.00%
4.00% 13.5944 13.1818 13.1818 31.80% 31.80% 365 1,151.06 2.55%
0.81% 0.10% NAFA Financial Sector Income Fund OE Income 10 0.7593 -
0.7593 7.59% 7.50% 7.50% 11.0339 10.2746 10.2746 9.00% 9.00% 365
4,962.33 10.99% 0.99% 0.82% NAFA Money Market Fund OE Money Market
10 0.8091 0.0701 0.8792 8.79% 8.78% 8.78% 10.8943 10.0151 10.0151
8.78% 8.78% 365 15,677.34 34.72% 3.05% 3.05% TOTAL 12 120 10.8996
0.2713 11.1709 9.31% 9.36% 9.36% 142.2140 131.0431 131.0431 18.56%
18.56% 365 45,155.13 100.00% 11.09% 11.23% 12.68% 1.41% 1.42% KASB
Income Opportunity Fund OE Aggressive FI 100 - 10.0000 10.0000
10.00% 14.81% 14.81% 80.4491 80.4491 70.4491 19.16% 19.16% 365
558.69 21.40% 4.10% 3.17% KASB Stock Market Fund W 50 - - - 0.00%
0.00% 0.00% 28.2700 28.2700 28.2700 8.90% 120.29% 27 KASB Asset
Allocation Fund OE Asset Allocation 50 - 10.5000 10.5000 21.00%
26.23% 26.23% 48.7500 48.7500 38.2500 21.77% 21.77% 365 354.59
13.58% 2.96% 3.56% KASB Islamic Income Opportunity Fund OE Islamic
Aggressive FI 100 4.0000 4.5000 8.5000 8.50% 8.61% 8.61% 107.9119
103.9119 99.4119 9.36% 9.36% 365 416.63 15.96% 1.49% 1.37% KASB
Cash Fund OE Money Market 100 7.4000 1.9100 9.3100 9.31% 9.14%
9.14% 110.9392 102.7792 101.6292 8.91% 8.91% 365 1,109.55 42.50%
3.79% 3.88% Crosby Dragon Fund OE Equity 100 - 20.0000 20.0000
20.00% 25.27% 25.27% 113.5400 113.5400 93.5400 43.43% 43.43% 365
171.24 6.56% 2.85% 1.66% Crosby Phoenix Fund OE Income 100 - - -
0.00% 0.00% 0.00% - - - 0.00% 0.00% 365 - 0.00% 0.00% 0.00% TOTAL 6
600 11.4000 46.9100 58.3100 9.83% 12.01% 12.01% 461.5902 449.4302
403.2802 17.10% 17.10% 365 2,610.70 100.00% 15.19% 13.65% 0.73%
0.11% 0.10% Meezan Islamic Fund OE Islamic Equity 50 - 17.5000
17.5000 35.00% 42.26% 42.26% 62.4200 62.4200 44.9200 50.74% 50.74%
365 9,476.31 21.38% 10.85% 9.03% AlMeezan Mutual Fund OE Islamic
Equity 10 - 3.5000 3.5000 35.00% 32.74% 32.74% 16.0900 16.0900
12.5900 50.51% 50.51% 365 2,190.13 4.94% 2.50% 1.62% Meezan Islamic
Income Fund OE Islamic Income 50 3.0000 3.7500 6.7500 13.50% 13.52%
13.52% 56.9500 53.9500 50.2000 14.06% 14.06% 365 2,644.68 5.97%
0.84% 0.81% Meezan Cash Fund OE Islamic Money Market 50 3.9100
0.3300 4.2400 8.48% 8.47% 8.47% 54.3000 50.0600 50.0600 8.43% 8.43%
365 6,510.77 14.69% 1.24% 1.24% Meezan Sovereign Fund OE Islamic
Income 50 3.3700 1.0300 4.4000 8.80% 8.79% 8.79% 54.4400 51.0700
50.0400 8.81% 8.81% 365 19,654.23 44.34% 3.91% 3.90% Meezan Capital
Protected Fund II CP Islamic CPF 50 - 5.9000 5.9000 11.80% 11.68%
11.68% 62.1600 56.2600 50.3600 23.06% 23.06% 365 505.90 1.14% 0.26%
0.13% Meezan Balanced Fund CE Islamic Balanced 10 - 1.9000 1.9000
19.00% 19.87% 19.87% 14.0500 12.1500 10.2500 46.97% 46.97% 365
1,747.48 3.94% 1.85% 0.78% KSE Meezan Index Fund OE Islamic Index
Tracker 50 - 15.5000 15.5000 31.00% 31.74% 31.74% 73.0600 73.0600
57.5600 49.62% 49.62% 365 901.41 2.03% 1.01% 0.65% Meezan Financial
Planning Fund (Aggressive) OE Islamic Fund of Funds 50 - 1.7000
1.7000 3.40% 0.07% 0.31% 54.4900 54.4900 52.7900 8.98% 40.97% 80
255.03 0.58% 0.24% 0.00% Meezan Financial Planning Fund (Moderate)
OE Islamic Fund of Funds 50 - 1.6500 1.6500 3.30% 0.07% 0.30%
53.2600 53.2600 51.6100 6.52% 29.75% 80 158.44 0.36% 0.11% 0.00%
Meezan Financial Planning Fund (Conservative) OE Islamic Fund of
Funds 50 - 0.6000 0.6000 1.20% 0.02% 0.11% 51.8800 51.8800 51.2800
3.76% 17.16% 80 285.39 0.64% 0.11% 0.00% TOTAL 11 470 10.2800
53.3600 63.6400 15.50% 15.39% 15.44% 553.1000 534.6900 481.6600
24.68% 30.92% 365 44,329.77 100.00% 22.90% 18.16% 12.44% 2.85%
2.26% Alfalah GHP Value Fund OE Asset Allocation 50 5.2500 5.5200
10.7700 21.54% 21.21% 21.21% 65.2000 54.4300 54.4300 28.40% 28.40%
365 572.35 13.46% 3.82% 2.85% Alfalah GHP Income Multiplier Fund OE
Aggressive FI 50 - 3.8600 3.8600 7.72% 8.38% 8.38% 51.2041 47.3441
47.3441 11.22% 11.22% 365 333.75 7.85% 0.88% 0.66% Alfalah GHP
Islamic Fund OE Islamic Asset Allocation 50 5.5000 7.9700 13.4700
26.94% 25.00% 25.00% 130.9100 58.7200 58.7200 33.96% 33.96% 365
349.28 8.21% 2.79% 2.05% Alfalah GHP Alpha Fund OE Equity 50 7.0000
11.0200 18.0200 36.04% 32.96% 32.96% 74.8400 56.8200 56.8200 36.87%
36.87% 365 110.04 2.59% 0.95% 0.85% Alfalah GHP Cash Fund OE Money
Market 500 40.0200 3.8900 43.9100 8.78% 8.77% 8.77% 544.2300
500.3200 500.3200 8.69% 8.69% 365 2,887.94 67.90% 5.90% 5.95% TOTAL
5 700 57.7700 32.2600 90.0300 20.20% 19.26% 19.26% 866.3841
717.6341 717.6341 23.83% 23.83% 365 4,253.36 100.00% 14.34% 12.37%
1.19% 0.17% 0.15% Faysal Balanced Growth Fund OE Balanced 100 -
10.8500 10.8500 10.85% 18.15% 18.15% 71.2300 71.2300 60.3800 19.15%
19.15% 365 107.69 2.02% 0.39% 0.37% Faysal Income & Growth Fund
OE Aggressive FI 100 7.5000 1.0000 8.5000 8.50% 8.19% 8.19%
113.4200 105.9200 104.9200 9.26% 9.26% 365 565.62 10.60% 0.98%
0.87% Faysal Savings & Growth Fund OE Income 100 6.2500 1.6000
7.8500 7.85% 7.79% 7.79% 109.2200 102.4200 101.3700 8.45% 8.45% 365
898.45 16.84% 1.42% 1.31% Faysal Asset Allocation Fund OE Asset
Allocation 100 - 12.7500 12.7500 12.75% 19.33% 19.33% 79.3100
79.3100 66.5600 20.26% 20.26% 365 106.32 1.99% 0.40% 0.39% Faysal
Islamic Savings Growth Fund OE Islamic Income 100 0.7246 1.7000
2.4246 2.42% 2.36% 2.36% 103.7846 102.5600 101.3600 8.08% 8.08% 365
784.98 14.71% 1.19% 0.35% Faysal Money Market Fund OE Money Market
100 6.9500 1.5000 8.4500 8.45% 8.42% 8.42% 109.2200 102.2700
100.7700 8.82% 8.82% 365 2,872.11 53.83% 4.75% 4.53% TOTAL 6 600
21.4246 29.4000 50.8246 8.47% 10.71% 10.71% 586.1846 563.7100
535.3600 12.34% 12.34% 365 5,335.17 100.00% 9.13% 7.81% 1.50% 0.14%
0.12% IGI Income Fund OE Income 100 6.6691 3.1370 9.8061 9.81%
9.75% 9.75% 110.2371 103.5680 100.4310 9.61% 9.61% 365 1,777.13
30.44% 2.92% 2.97% IGI Stock Fund OE Equity 100 - 51.6711 51.6711
51.67% 50.33% 50.33% 170.8240 170.8240 119.1529 66.38% 66.38% 365
443.98 7.60% 5.05% 3.83% IGI Islamic Income Fund OE Islamic Income
100 5.3434 1.9788 7.3222 7.32% 7.29% 7.29% 107.6856 102.3422
100.3634 7.45% 7.45% 365 110.94 1.90% 0.14% 0.14% IGI Money Market
Fund OE Money Market 100 7.0387 2.0724 9.1111 9.11% 9.07% 9.07%
109.5171 101.2983 100.4060 9.08% 9.08% 365 2,466.31 42.24% 3.84%
3.83% IGI Aggressive Income Fund OE Aggressive FI 50 2.4055 1.5461
3.9516 7.90% 9.34% 9.34% 46.5730 44.1675 42.6214 10.05% 10.05% 365
798.44 13.68% 1.37% 1.28% IGI Capital Protected Fund CP Capital
Protected 100 - 4.4388 4.4388 4.44% 4.41% 4.41% 112.0400 107.6012
103.1624 11.26% 11.26% 365 241.73 4.14% 0.47% 0.18% TOTAL 6 550
21.4567 64.8442 86.3009 15.04% 15.03% 15.03% 656.8768 629.8012
566.1371 18.97% 18.97% 365 5,838.54 100.00% 13.79% 12.23% 1.64%
0.23% 0.20% AKD Opportunity Fund OE Equity 50 - 13.5000 13.5000
27.00% 38.27% 38.27% 60.9681 60.9681 47.4681 72.83% 72.83% 365
675.98 19.11% 13.92% 7.31% AKD Index Tracker Fund OE Index Tracker
10 - 2.2500 2.2500 22.50% 25.52% 25.52% 12.9555 12.9555 10.7055
46.93% 46.93% 365 273.23 7.73% 3.63% 1.97% AKD Aggressive Income
Fund OE Aggressive FI 50 - 2.9000 2.9000 5.80% 6.14% 6.14% 50.3122
50.3122 47.4122 6.59% 6.59% 365 487.52 13.78% 0.91% 0.85% Golden
Arrow Selected Stock Fund CE Equity 10 1.0000 1.2000 2.2000 22.00%
32.79% 32.79% 12.0967 9.8967 8.6967 80.28% 80.28% 365 1,602.00
45.30% 36.36% 14.85% AKD Cash Fund OE Money Market 50 3.8176 0.3779
4.1955 8.39% 8.46% 8.46% 54.1955 50.3779 50.0000 8.40% 8.40% 365
498.05 14.08% 1.18% 1.19% TOTAL 5 170 4.8176 20.2279 25.0455 17.14%
22.24% 22.24% 190.5280 184.5104 164.2825 43.01% 43.01% 365 3,536.77
100.00% 56.00% 26.18% 0.99% 0.56% 0.26% First Habib Income Fund OE
Income 100 8.3500 0.6500 9.0000 9.00% 9.00% 9.00% 109.0490 100.6990
100.0490 9.05% 9.05% 365 873.51 23.56% 2.13% 2.12% First Habib
Stock Fund OE Equity 100 - 32.5000 32.5000 32.50% 32.49% 32.49%
133.4777 133.4777 100.9777 33.43% 33.43% 365 168.34 4.54% 1.52%
1.47% First Habib Cash Fund OE Money Market 100 7.9500 0.7000
8.6500 8.65% 8.65% 8.65% 108.7014 100.7514 100.0514 8.68% 8.68% 365
2,307.65 62.24% 5.40% 5.38% First Habib Islamic Balanced Fund OE
Islamic Balanced 100 9.7500 9.7500 9.75% 9.75% 15.21% 110.5332
110.5332 100.7832 11.28% 17.60% 234 358.40 0.79% 0.14% 0.08% TOTAL
4 400 16.3000 43.6000 59.9000 14.98% 14.97% 16.34% 461.7613
445.4613 401.8613 15.61% 17.19% 365 3,707.90 91.13% 9.19% 9.05%
1.04% 0.10% 0.09% HBL Income Fund OE Income 100 5.0000 2.0000
7.0000 7.00% 7.00% 7.00% 107.6114 102.6114 100.6114 7.54% 7.54% 365
1,947.46 11.43% 0.86% 0.80% HBL Multi-Asset Fund OE Balanced 100 -
15.5000 15.5000 15.50% 18.27% 18.27% 116.7121 116.7121 101.2121
37.59% 37.59% 365 571.61 3.35% 1.26% 0.61% HBL Stock Fund OE Equity
100 - 25.0000 25.0000 25.00% 26.58% 26.58% 135.8501 135.8501
110.8501 44.42% 44.42% 365 3,229.69 18.95% 8.42% 5.04% HBL Money
Market Fund OE Money Market 100 7.9000 1.7200 9.6200 9.62% 9.61%
9.61% 109.7804 101.2604 100.1604 9.68% 9.68% 365 10,381.26 60.93%
5.90% 5.86% HBL Islamic Money Market Fund OE Islamic Money Market
100 6.6200 1.5400 8.1600 8.16% 8.16% 8.16% 108.1940 100.9840
100.0340 8.17% 8.17% 365 439.24 2.58% 0.21% 0.21% HBL Islamic Stock
Fund OE Islamic Equity 100 - 25.0000 25.0000 25.00% 23.23% 23.23%
155.9098 155.9098 130.9098 44.86% 44.86% 365 469.72 2.76% 1.24%
0.64% TOTAL 6 600 19.5200 70.7600 90.2800 15.05% 15.47% 15.47%
734.0578 713.3278 643.7778 25.38% 25.38% 365 17,038.99 100.00%
17.89% 13.16% 4.78% 0.86% 0.63% National Investment (Unit) Trust OE
Equity 10 - 3.7500 3.7500 37.50% 14.01% 14.01% 42.4100 42.4100
38.6600 58.42% 58.42% 365 47,297.46 84.80% 49.54% 11.88% NIT
Government Bond Fund OE Income 10 - 0.8803 0.8803 8.80% 8.83% 8.83%
10.9636 10.9636 10.0833 9.93% 9.93% 365 4,796.05 8.60% 0.85% 0.76%
NIT Income Fund OE Income 10 - 1.0590 1.0590 10.59% 10.29% 10.29%
11.2743 11.2743 10.2153 9.56% 9.56% 365 3,680.44 6.60% 0.63% 0.68%
TOTAL 3 30 - 5.6893 5.6893 18.96% 11.04% 11.04% 64.6479 64.6479
58.9586 25.97% 25.97% 365 55,773.96 100.00% 51.03% 13.32% 15.66%
7.99% 2.09% PakOman Islamic Asset Allocation Fund OE Islamic Asset
Allocation 50 - 10.1800 10.1800 20.36% 19.36% 19.36% 126.5800
63.2900 53.1100 20.39% 20.39% 365 135.97 6.88% 1.40% 1.33% PakOman
Advantage Islamic Income Fund OE Islamic Income 50 2.9032 0.4128
3.3160 6.63% 6.45% 6.45% 54.9109 52.0077 51.5949 6.77% 6.77% 365
298.61 15.11% 1.02% 0.97% PakOman Advantage Asset Allocation Fund
OE Asset Allocation 50 - 15.1800 15.1800 30.36% 30.32% 30.32%
66.0500 66.0500 50.8700 31.92% 31.92% 365 144.83 7.33% 2.34% 2.22%
PakOman Government Securities Fund OE Income 10 0.7095 0.1433
0.8528 8.53% 8.48% 8.48% 10.9591 10.2496 10.1063 8.95% 8.95% 365
271.17 13.72% 1.23% 1.16% PakOman Advantage Fund CE Income 10 -
1.0178 1.0178 10.18% 9.78% 9.78% 12.2078 11.1900 10.1722 17.35%
17.35% 365 1,125.39 56.95% 9.88% 5.57% TOTAL 5 170 3.6127 26.9339
30.5466 15.21% 14.88% 14.88% 270.7078 202.7873 175.8534 17.08%
17.08% 365 1,975.98 100.00% 15.88% 11.26% 0.55% 0.09% 0.06% BMA
Chundrigar Road Savings Fund OE Aggressive FI 10 0.8100 0.0800
0.8900 8.90% 11.27% 11.27% 8.9100 8.0200 8.0200 12.86% 12.86% 365
349.46 34.00% 4.37% 3.83% BMA Empress Cash Fund OE Money Market 10
0.7700 0.0900 0.8600 8.60% 8.55% 8.55% 10.9483 10.0883 10.0883
8.85% 8.85% 365 678.47 66.00% 5.84% 5.64% TOTAL 2 20 1.5800 0.1700
1.7500 8.75% 9.91% 9.91% 19.8583 18.1083 18.1083 10.86% 10.86% 365
1,027.93 100.00% 10.22% 9.48% 0.29% 0.03% 0.03% NAMCO Income Fund
OE Income 100 12.3000 - 12.3000 12.30% 11.10% 11.10% 118.2873
105.9873 105.9873 6.74% 6.74% 365 106.98 10.20% 0.69% 1.13% NAMCO
Balanced Fund CE Balanced 10 - 0.2100 0.2100 2.10% 3.22% 3.22%
7.8817 7.6717 7.4617 20.93% 20.93% 365 941.52 89.80% 18.80% 2.89%
TOTAL 2 110 12.3000 0.2100 12.5100 7.20% 7.16% 7.16% 126.1690
113.6590 113.4490 13.84% 13.84% 365 1,048.51 100.00% 19.48% 4.03%
0.29% 0.06% 0.01% ABL Income Fund OE Income 10 0.7559 0.2175 0.9734
9.73% 9.71% 9.71% 10.9832 10.0098 10.0098 9.52% 9.52% 365 2,476.97
12.03% 1.14% 1.17% ABL Stock Fund OE Equity 10 - - - 0.00% 0.00%
0.00% 15.9750 15.9750 15.9750 55.87% 55.87% 365 783.39 3.81% 2.13%
0.00% ABL Cash Fund OE Money Market 10 0.8276 0.0661 0.8937 8.94%
8.91% 8.91% 10.9014 10.0077 10.0077 8.75% 8.75% 365 13,952.63
67.77% 5.93% 6.04% ABL Islamic Income Fund OE Islamic Income 10
0.7246 0.1835 0.9081 9.08% 9.06% 9.06% 10.9167 10.0086 10.0086
8.90% 8.90% 365 1,172.06 5.69% 0.51% 0.52% ABL Government
Securities Fund OE Income 10 1.0555 0.0830 1.1385 11.39% 11.36%
11.36% 11.1480 10.0095 10.0095 11.21% 11.21% 365 1,839.43 8.93%
1.00% 1.01% ABL AMC Capital Protected Fund CP Capital Protected 10
- 1.4095 1.4095 14.10% 14.05% 14.05% 12.6220 11.2125 9.8030 25.84%
25.84% 365 363.17 1.76% 0.46% 0.25% TOTAL 6 60 3.3636 1.9596 5.3232
8.87% 8.85% 8.85% 72.5463 67.2231 65.8136 20.01% 20.01% 365
20,587.65 100.00% 11.16% 8.99% 5.78% 0.65% 0.52% Lakson Money
Market Fund OE Money Market 100 7.7256 0.7026 8.4282 8.43% 8.43%
8.43% 108.4311 100.7055 100.0029 8.43% 8.43% 365 10,423.44 78.56%
6.62% 6.62% Lakson Income Fund OE Income 100 8.1410 0.9078 9.0488
9.05% 9.01% 9.01% 109.2938 101.1528 100.2450 8.85% 8.85% 365
1,625.78 12.25% 1.08% 1.10% Lakson Equity Fund OE Equity 100 -
26.3075 26.3075 26.31% 26.04% 26.04% 141.4609 141.4609 115.1534
40.02% 40.02% 365 120.59 0.91% 0.36% 0.24% Lakson Developed Markets
Fund OE Asset Allocation 100 - 7.0359 7.0359 7.04% 7.00% 7.00%
111.0748 111.0748 104.0389 10.52% 10.52% 365 540.66 4.08% 0.43%
0.29% Lakson Emerging Markets Fund OE Asset Allocation 100 - 5.5839
5.5839 5.58% 5.56% 5.56% 105.8777 105.8777 100.2938 5.46% 5.46% 365
281.19 2.12% 0.12% 0.12% Lakson Global Commodities Fund OE Asset
Allocation 100 - 3.5556 3.5556 3.56% 3.55% 3.55% 103.7427 103.7427
100.1871 3.44% 3.44% 365 275.68 2.08% 0.07% 0.07% TOTAL 6 600
15.8666 44.0933 59.9599 9.99% 9.93% 9.93% 679.8810 664.0144
619.9211 12.78% 12.78% 365 13,267.33 100.00% 8.69% 8.44% 3.72%
0.32% 0.31% PICIC Income Fund OE Income 100 6.7000 2.2000 8.9000
8.90% 8.86% 8.86% 109.7387 100.8387 100.8387 9.23% 9.23% 365
1,231.92 5.92% 0.55% 0.52% PICIC Cash Fund OE Money Market 100
7.7500 0.7000 8.4500 8.45% 8.44% 8.44% 108.8567 100.4067 100.4067
8.73% 8.73% 365 2,381.01 11.44% 1.00% 0.97% AMC Weight AMC WA
Payouts DIVIDEND PAYOUTS FY 2012-13 DIVIDEND PAYOUTS PERFORMANCE
WEIGHTED AVERAGES PKR % Total NAV Last NAV Ex-NAV Abs. Return %
Ann. Return % No. of Days Net Assets Weight Wt. Avg. Returns Wt.
Avg. Payouts AMC WA Returns KASB AMC ALMEEZAN ALFALAH GHP FAYSAL AM
JSIL ATLAS AMC ASKARI IM NAFA UBLFM HBL AM NIT LAKSON AMC ABLAMC
PAKOMAN AMC BMA NAMCO IGIIM AKDIM HABIB AM MCBAH AMC MUTUAL FUNDS
LIST FUNDS FACE VALUE TYPE CATEGORY Prepared by: Mustansir Shabbar,
Head of Customer Servcies, DCM Ltd. 4. COMPLETE MUTUAL FUNDS
PAYOUTS FY 2011-12 Interim Final Total FV Ex-NAV Annual AMC Weight
AMC WA Payouts DIVIDEND PAYOUTS FY 2012-13 DIVIDEND PAYOUTS
PERFORMANCE WEIGHTED AVERAGES PKR % Total NAV Last NAV Ex-NAV Abs.
Return % Ann. Return % No. of Days Net Assets Weight Wt. Avg.
Returns Wt. Avg. Payouts AMC WA Returns AMC MUTUAL FUNDS LIST FUNDS
FACE VALUE TYPE CATEGORY PICIC Stock Fund OE Equity 100 - 35.0000
35.0000 35.00% 34.99% 34.99% 148.3230 113.3230 113.3230 48.28%
48.28% 365 190.42 0.91% 0.44% 0.32% PICIC Energy Fund OE Equity 10
0.7500 2.0500 2.8000 28.00% 33.21% 33.21% 12.7856 12.0356 9.9856
28.76% 28.76% 365 1,409.68 6.77% 1.95% 2.25% PICIC Growth Fund CE
Equity 10 - 1.7500 1.7500 17.50% 7.62% 7.62% 31.7000 29.9500
28.2000 37.95% 37.95% 365 10,749.42 51.64% 19.60% 3.93% PICIC
Investment Fund CE Equity 10 - 0.8000 0.8000 8.00% 7.60% 7.60%
14.6100 13.8100 13.0100 38.88% 38.88% 365 4,853.12 23.31% 9.06%
1.77% TOTAL 6 330 15.2000 42.5000 57.7000 17.64% 16.79% 16.79%
426.0140 370.3640 365.7640 28.64% 28.64% 365 20,815.56 100.00%
32.59% 9.76% 5.84% 1.90% 0.57% First Capital Mutual Fund CE Equity
10 - 0.6500 0.6500 6.50% 7.00% 7.00% 10.8954 10.2454 9.5954 17.28%
17.28% 365 333.10 100.00% 17.28% 7.00% TOTAL 1 10 - 0.6500 0.6500
6.50% 7.00% 7.00% 10.8954 10.2454 9.5954 17.28% 17.28% 365 333.10
100.00% 17.28% 7.00% 0.09% 0.02% 0.01% Asian Stocks Fund CE Equity
10 0.2500 0.6000 0.8500 8.50% 11.15% 11.15% 11.9300 11.0800 10.4800
56.56% 56.56% 365 1,114.48 49.22% 27.84% 5.49% Safeway Mutual Fund
CE Equity 10 0.4500 1.0000 1.4500 14.50% 11.16% 11.16% 20.4100
18.9600 17.9600 57.12% 57.12% 365 1,149.89 50.78% 29.01% 5.67%
TOTAL 2 20 0.7000 1.6000 2.3000 11.50% 11.16% 11.16% 32.3400
30.0400 28.4400 56.84% 56.84% 365 2,264.36 100.00% 56.85% 11.16%
0.64% 0.36% 0.07% Primus Cash Fund OE Money Market 100 5.8231
1.6534 7.4765 7.48% 7.48% 8.35% 107.5831 100.1066 100.1066 7.58%
8.46% 327 3,007.06 42.91% 3.63% 3.21% Primus Daily Reserve Fund OE
Money Market 100 4.4032 0.7011 5.1043 5.10% 5.10% 10.35% 105.3496
100.2453 100.2453 5.35% 10.85% 180 4,000.90 57.09% 6.19% 2.91%
TOTAL 2 200 10.2263 2.3545 12.5808 6.29% 6.29% 9.35% 212.9327
200.3519 200.3519 6.47% 9.66% 327 7,007.96 100.00% 9.83% 6.12%
1.97% 0.19% 0.12% 149 11,930 453.6667 1,124.7018 1,578.3685 13.51%
13.35% 13.64% 13,278.7448 12,449.8792 11,434.0668 21.75% 22.24% 365
356,216.43 100.00% 22.42% 12.42% Money Market Conventional 2,440
184.1603 25.8463 210.0066 8.61% 9.34% 9.34% 2,659.3434 2,458.9498
2,449.3368 8.93% 8.93% 365 124,418.55 94.61% 8.45% 8.84% 34.93%
3.12% 3.26% Islamic 250 10.5300 6.8477 17.3777 6.95% 11.58% 11.58%
267.7341 256.2841 250.3564 66.79% 66.79% 365 7,087.80 5.39% 3.60%
0.62% 1.99% 1.33% 0.23% Total 2,690 194.6903 32.6940 227.3843 8.45%
9.48% 9.48% 2,927.0775 2,715.2339 2,699.6932 12.55% 12.55% 365
131,506.35 100.00% 12.05% 9.46% 36.92% 4.45% 3.49% Income
Conventional 2,150 137.3915 36.6227 174.0142 8.09% 8.18% 8.18%
2,230.1907 2,076.2912 2,055.1587 -3.36% -3.36% 365 56,425.28
340.47% 35.95% 31.03% 15.84% -0.53% 1.30% Islamic 1,270 76.0226
23.8441 99.8667 7.86% 8.40% 8.40% 1,376.1522 1,287.3337 1,276.2855
7.32% 7.32% 365 36,414.37 131.33% 11.25% 13.69% 10.22% 0.75% 0.86%
Total 3,420 213.4141 60.4668 273.8809 8.01% 8.26% 8.26% 3,606.3429
3,363.6249 3,331.4442 0.47% 0.47% 365 92,839.65 471.79% 47.19%
44.72% 26.06% 0.22% 2.15% Aggressive FI Conventional 710 14.2641
28.2854 42.5495 5.99% 6.66% 6.66% 590.2585 572.0544 547.7090
-14.26% -14.26% 365 10,129.99 140.20% 14.38% 11.98% 2.84% -0.41%
0.19% Islamic 210 4.0000 8.5808 12.5808 5.99% 6.26% 6.26% 217.1783
213.1783 204.5975 1.84% 1.84% 365 1,177.16 18.13% 1.64% 1.45% 0.33%
0.01% 0.02% Total 920 18.2641 36.8662 55.1303 5.99% 6.57% 6.57%
807.4368 785.2327 752.3065 -10.40% -10.40% 365 11,307.15 158.33%
16.02% 13.43% 3.17% -0.40% 0.21% Equity Conventional 1,700 13.4874
480.6518 494.1392 29.07% 31.39% 31.39% 2,246.6750 2,180.0176
1,745.3858 10.87% 10.87% 365 88,903.96 566.45% 262.75% 95.58%
24.96% 2.71% 7.83% Islamic 860 - 187.9400 187.9400 21.85% 30.89%
30.89% 904.2964 904.2964 716.3564 17.73% 17.73% 365 14,706.40
46.69% 23.30% 16.72% 4.13% 0.73% 1.28% Total 2,560 13.4874 668.5918
682.0792 26.64% 31.25% 31.25% 3,150.9714 3,084.3140 2,461.7422
12.78% 12.78% 365 103,610.36 613.14% 286.06% 112.30% 29.09% 3.45%
9.11% Balanced Conventional 330 0.4158 50.3360 50.7518 15.38%
18.14% 18.14% 368.6830 368.0572 317.7212 13.59% 13.59% 365 4,092.09
108.12% 25.96% 6.34% 1.15% 0.16% 0.21% Islamic 120 0.4124 11.6500
12.0624 10.05% 60.70% 60.70% 138.5837 136.2713 124.6213 527.14%
527.14% 365 2,538.88 5.69% 2.33% 0.90% 0.71% 3.76% 0.43% Total 450
0.8282 61.9860 62.8142 13.96% 20.97% 20.97% 507.2667 504.3285
442.3425 47.66% 47.66% 365 6,630.97 113.82% 28.29% 7.24% 1.86%
3.91% 0.64% Asset Allocation Conventional 860 5.6626 81.4960
87.1586 10.13% 13.62% 13.62% 747.1366 735.9540 659.9780 3.14% 3.14%
365 4,298.84 52.37% 12.52% 10.37% 1.21% 0.04% 0.16% Islamic 250
5.5000 53.2273 58.7273 23.49% 17.20% 17.20% 624.1904 305.3602
260.1029 -23.84% -23.84% 365 869.83 17.44% 4.89% 3.98% 0.24% -0.06%
0.04% Total 1,110 11.1626 134.7233 145.8859 13.14% 14.86% 14.86%
1,371.3270 1,041.3142 920.0809 -6.25% -6.25% 365 5,168.67 69.80%
17.42% 14.35% 1.45% -0.02% 0.21% Index Tracker Conventional 160 -
2.2500 2.2500 1.41% 2.66% 2.66% 36.7255 102.4855 100.2355 18.63%
18.63% 365 315.24 8.06% 3.73% 1.97% 0.09% 0.02% 0.00% Islamic 50 -
15.5000 15.5000 31.00% 31.74% 31.74% 73.0600 73.0600 57.5600 17.88%
17.88% 365 901.41 2.03% 1.01% 0.65% 0.25% 0.05% 0.08% Total 210 -
17.7500 17.7500 8.45% 13.31% 13.31% 109.7855 175.5455 157.7955
18.35% 18.35% 365 1,216.64 10.09% 4.74% 2.62% 0.34% 0.06% 0.08%
Capital Protected Conventional 810 - 9.6315 9.6315 1.19% 2.97%
2.97% 228.9352 219.3037 209.6722 -35.24% -35.24% 365 1,402.83 8.32%
1.50% 0.52% 0.39% -0.14% 0.01% Islamic 100 - 5.9000 5.9000 5.90%
11.68% 11.68% 62.1600 56.2600 50.3600 -0.30% -0.30% 365 505.90
1.14% 0.26% 0.13% 0.14% 0.00% 0.02% Total 910 - 15.5315 15.5315
1.71% 4.15% 4.15% 291.0952 275.5637 260.0322 -30.52% -30.52% 365
1,908.73 9.46% 1.76% 0.65% 0.54% -0.14% 0.03% Fund of Funds
Conventional 210 1.8200 92.1422 93.9622 44.74% 48.80% 48.80%
254.6327 251.9127 159.7705 -17.02% -17.02% 365 1,189.24 8.55% 4.98%
2.94% 0.33% -0.06% 0.16% Islamic 150 - 3.9500 3.9500 2.63% 159.6300
159.6300 155.6800 365 698.86 1.58% 0.45% 0.00% 0.20% 0.00% 0.00%
Total 360 1.8200 96.0922 97.9122 27.20% 50.85% 50.85% 414.2627
411.5427 315.4505 63.84% 63.84% 365 1,888.10 10.13% 5.43% 2.94%
0.53% -0.06% 0.16% Commodities Funds Conventional 100 - - - 0.00%
0.00% 0.00% 82.8591 82.8591 82.8591 -17.14% -17.14% 365 139.82
0.42% -0.19% 0.00% 0.04% -0.01% 0.00% Islamic - Total 100 - - -
0.00% 82.8591 82.8591 82.8591 365 139.82 0.42% -0.19% 0.00% 0.04%
-0.01% 0.00% Net Funds Payouts Conventional 9,370 357.2017 807.2619
1,164.4636 124.61% 141.78% 141.78% 9,445.4397 9,047.8852 8,327.8268
-31.86% -31.86% 365 291,315.82 1327.57% 370.02% 169.57% 81.78%
4.90% 13.13% Islamic 3,260 96.4650 317.4399 413.9049 115.74%
178.45% 178.45% 3,822.9851 3,391.6740 3,095.9200 614.56% 614.56%
365 64,900.61 229.41% 48.75% 38.14% 18.22% 6.56% 2.96% Total 12,630
453.6667 1,124.7018 1,578.3685 12.50% 14.73% 14.73% 13,268.4248
12,439.5592 11,423.7468 6.58% 6.58% 365 356,216.43 1556.99% 418.77%
207.72% 100.00% 11.46% 16.09% AMC Wt. Avg. Returns Wt. Avg. Payouts
AKDIM 56.00% 26.18% JSIL 33.54% 18.73% ALMEEZAN 22.90% 18.16% ATLAS
AMC 19.04% 15.48% KASB AMC 15.19% 13.65% NIT 51.03% 13.32% HBL AM
17.89% 13.16% ALFALAH GHP 14.34% 12.37% IGIIM 13.79% 12.23% MCBAH
12.52% 11.50% PAKOMAN AMC 15.88% 11.26% NAFA 11.09% 11.23% SAFEWAY
56.85% 11.16% UBLFM 13.26% 10.55% PICIC AM 32.59% 9.76% BMA 10.22%
9.48% HABIB AM 9.19% 9.05% ABLAMC 11.16% 8.99% LAKSON AMC 8.69%
8.44% ASKARI IM 9.03% 7.91% FAYSAL AM 9.13% 7.81% FIRST CAPITAL
17.28% 7.00% PRIMUS IM 9.83% 6.12% NAMCO 19.48% 4.03% DCM 0.00%
0.00% Ind.Cat. TOTAL / AVERAGE SAFEWAY FIRST CAPITAL PICIC AM
PRIMUS IM 56.00% 33.54% 22.90% 19.04% 15.19% 51.03% 17.89% 14.34%
13.79% 12.52% 15.88% 11.09% 56.85% 13.26% 32.59% 10.22% 9.19%
11.16% 8.69% 9.03% 9.13% 17.28% 9.83% 19.48% 0.00% 26.18% 18.73%
18.16% 15.48% 13.65% 13.32% 13.16% 12.37% 12.23% 11.50% 11.26%
11.23% 11.16% 10.55% 9.76% 9.48% 9.05% 8.99% 8.44% 7.91% 7.81%
7.00% 6.12% 4.03% 0.00% 0.00% 10.00% 20.00% 30.00% 40.00% 50.00%
60.00% AKDIM JSIL ALMEEZAN ATLASAMC KASBAMC NIT HBLAM ALFALAHGHP
IGIIM MCBAH PAKOMANAMC NAFA SAFEWAY UBLFM PICICAM BMA HABIBAM
ABLAMC LAKSONAMC ASKARIIM FAYSALAM FIRSTCAPITAL PRIMUSIM NAMCO DCM
AMCReturnsVs.PayoutsSnapshotWt.Avg.Returns Wt.Avg.Payouts Prepared
by: Mustansir Shabbar, Head of Customer Servcies, DCM Ltd. 5.
FUNDSSCREENINGMEASURES CONVENTIONALMONEYMARKETFUNDS Funds Measures
Jun2012 Jul2012 Aug2012 Sep2012 Oct2012 Nov2012 Dec2012 Jan2013
Feb2013 Mar2013 Apr2013 May2013 Jun2013
PakistanRiskAssessmentMeasures Pakistan StandardDeviation 0.15%
0.08% 0.14% 0.12% 0.14% 0.13% 0.13% 0.13% 0.13% 0.12% 0.12% 0.11%
Pakistan DownsideDeviation 0.83% 0.88% 0.62% 0.66% 0.69% 0.68%
0.69% 0.68% 0.67% 0.67% 0.67% 0.67% 0.67% Pakistan
ActiveReturn/Alpha 0.45% 0.11% 0.26% 0.14% 0.03% 0.07% 0.10% 0.10%
0.11% 0.05% 0.10% 0.09% 0.19% Pakistan Corelation 0.21 1.00 0.96
0.90 0.92 0.92 0.93 0.93 0.93 0.93 0.93 0.92 Pakistan Beta 0.20
0.22 0.45 0.38 0.47 0.50 0.54 0.59 0.59 0.60 0.61 0.60 Pakistan
RSquared 0.05 1.00 0.93 0.82 0.85 0.85 0.86 0.86 0.86 0.87 0.87
0.84 PakistanPerformanceMeasures Pakistan AnnualizedReturn(YTD)
10.58% 10.34% 11.04% 10.30% 10.05% 9.62% 9.41% 9.17% 9.00% 8.88%
8.81% 8.72% 8.71% Pakistan AnnualizedReturn(MoM) 6.08% 10.34%
11.71% 8.76% 9.28% 7.85% 8.36% 7.74% 7.71% 7.93% 8.16% 7.80% 8.59%
Pakistan AbsoluteReturn(YTD) 10.58% 0.88% 1.88% 2.60% 3.39% 4.03%
4.74% 5.40% 5.99% 6.67% 7.34% 8.00% 8.71% Pakistan
AbsoluteReturn(MoM) 0.50% 0.88% 0.99% 0.72% 0.79% 0.65% 0.71% 0.66%
0.59% 0.67% 0.67% 0.66% 0.71% Pakistan SumAbs.Return(MoM) 10.53%
0.88% 1.87% 2.59% 3.38% 4.03% 4.74% 5.39% 5.99% 6.66% 7.33% 7.99%
8.70% Pakistan MeanReturns(Abs.MoM) 0.86% 0.88% 0.93% 0.86% 0.84%
0.80% 0.78% 0.76% 0.74% 0.73% 0.72% 0.72% 0.72% Pakistan
BenchmarkReturn 0.95% 0.99% 1.25% 0.86% 0.76% 0.72% 0.81% 0.76%
0.70% 0.73% 0.77% 0.75% 0.90% Pakistan RiskAdjustedReturn 0.49%
0.11% 0.04% 0.13% 0.01% 0.13% 0.06% 0.10% 0.17% 0.10% 0.11% 0.12%
0.05% Pakistan CoefficientofVariation 0.17 0.09 0.16 0.14 0.17 0.16
0.16 0.18 0.17 0.17 0.16 0.16 Pakistan Sharpe (0.94) (0.41) (0.48)
(0.43) (0.49) (0.51) (0.56) (0.63) (0.68) (0.73) (0.78) (0.78)
Pakistan Sortino (0.17) (0.12) (0.05) (0.10) (0.07) (0.10) (0.10)
(0.10) (0.12) (0.13) (0.13) (0.14) (0.13) Pakistan 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) 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) Pakistan
TrackingError 0.18% 0.10% 0.08% 0.12% 0.10% 0.09% 0.08% 0.08% 0.08%
0.07% 0.07% 0.07% Pakistan InformationRatio 0.22 (1.83) (2.23)
(1.02) (1.06) (1.16) (1.26) (1.36) (1.33) (1.40) (1.46) (1.52)
Pakistan VAMI 1.11 1.01 1.02 1.03 1.03 1.04 1.05 1.06 1.06 1.07
1.08 1.08 1.09 Pakistan ExcessReturnonRFR 0.14% 0.11% 0.03% 0.07%
0.05% 0.07% 0.07% 0.07% 0.08% 0.09% 0.09% 0.09% 0.09%
PakistanMisc.Info Pakistan LastNAVs 50.0792 50.1612 50.1608 50.1382
50.1334 50.1342 50.1565 50.1424 50.1113 50.1436 50.1429 50.1461
50.5000 Pakistan Payouts 0.4343 0.3580 0.4994 0.3836 0.4001 0.3226
0.3338 0.3440 0.3277 0.3054 0.3369 0.3288 0.5000 Pakistan ExNAVs
50.0792 50.1612 50.1608 50.1382 50.1334 50.1342 50.1565 50.1424
50.1113 50.1436 50.1429 50.1461 50.0000 Pakistan NetAssets 3,834.26
2,798.41 3,028.86 2,931.12 3,299.42 2,766.26 2,216.38 2,178.37
1,888.58 2,533.14 2,337.72 2,537.24 2,556.91 Pakistan MoM+/()%inNA
11.90% 27.02% 8.24% 3.23% 12.57% 16.16% 19.88% 1.72% 13.30% 34.13%
7.71% 8.54% 0.78% Pakistan Total+/()YTD%inNA 41.45% 27.02% 21.01%
23.55% 13.95% 27.85% 42.20% 43.19% 50.74% 33.93% 39.03% 33.83%
33.31% UBLLiq RiskAssessmentMeasures UBLLiq StandardDeviation 0.12%
0.15% 0.18% 0.15% 0.18% 0.17% 0.17% 0.17% 0.16% 0.16% 0.15% 0.15%
UBLLiq DownsideDeviation 0.84% 0.87% 0.62% 0.65% 0.57% 0.57% 0.59%
0.60% 0.60% 0.60% 0.60% 0.61% 0.61% UBLLiq ActiveReturn/Alpha 0.02%
0.07% 0.32% 0.03% 0.18% 0.05% 0.04% 0.02% 0.08% 0.03% 0.03% 0.04%
0.01% UBLLiq Corelation 0.57 (1.00) 0.55 0.50 0.66 0.71 0.74 0.76
0.76 0.76 0.75 0.76 UBLLiq Beta 2.17 (2.71) 1.20 0.81 1.36 1.45
1.54 1.72 1.79 1.85 1.89 1.91 UBLLiq RSquared 0.33 1.00 0.30 0.25
0.44 0.50 0.55 0.57 0.57 0.57 0.57 0.57 UBLLiq PerformanceMeasures
UBLLiq AnnualizedReturn(YTD) 10.90% 10.26% 11.57% 10.73% 10.55%
9.97% 9.63% 9.35% 9.12% 8.93% 8.81% 8.68% 8.64% UBLLiq
AnnualizedReturn(MoM) 10.07% 10.26% 12.76% 8.82% 9.78% 7.31% 7.98%
7.69% 7.34% 7.46% 7.73% 7.39% 8.23% UBLLiq AbsoluteReturn(YTD)
10.90% 0.87% 1.96% 2.70% 3.56% 4.18% 4.86% 5.51% 6.07% 6.70% 7.34%
7.96% 8.64% UBLLiq AbsoluteReturn(MoM) 0.83% 0.87% 1.08% 0.72%
0.83% 0.60% 0.68% 0.65% 0.56% 0.63% 0.64% 0.63% 0.68% UBLLiq
SumAbs.Return(MoM) 10.80% 0.87% 1.96% 2.68% 3.51% 4.11% 4.79% 5.44%
6.00% 6.64% 7.27% 7.90% 8.58% UBLLiq MeanReturns(Abs.MoM) 0.89%
0.87% 0.97% 0.88% 0.87% 0.81% 0.78% 0.76% 0.73% 0.72% 0.71% 0.71%
0.70% UBLLiq BenchmarkReturn 0.81% 0.81% 0.77% 0.70% 0.65% 0.65%
0.64% 0.63% 0.65% 0.66% 0.67% 0.67% 0.66% UBLLiq RiskAdjustedReturn
0.17% 0.12% 0.13% 0.13% 0.04% 0.17% 0.10% 0.11% 0.20% 0.14% 0.15%
0.15% 0.08% UBLLiq CoefficientofVariation 0.13 0.15 0.20 0.17 0.22
0.21 0.21 0.23 0.22 0.22 0.21 0.21 UBLLiq Sharpe (1.00) 0.05 (0.21)
(0.13) (0.28) (0.33) (0.39) (0.48) (0.54) (0.60) (0.65) (0.67)
UBLLiq Sortino (0.14) (0.13) 0.01 (0.06) (0.03) (0.09) (0.10)
(0.11) (0.14) (0.15) (0.16) (0.16) (0.16) 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) UBLLiq 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 UBLLiq TrackingError 0.10% 0.18%
0.16% 0.13% 0.14% 0.13% 0.12% 0.13% 0.12% 0.12% 0.12% 0.11% UBLLiq
InformationRatio 0.77 1.08 0.87 1.13 0.75 0.73 0.69 0.50 0.43 0.38
0.32 0.32 UBLLiq VAMI 1.11 1.01 1.02 1.03 1.04 1.04 1.05 1.06 1.06
1.07 1.08 1.08 1.09 UBLLiq ExcessReturnonRFR 0.12% 0.12% 0.01%
0.04% 0.02% 0.05% 0.06% 0.06% 0.08% 0.09% 0.09% 0.10% 0.10% UBLLiq
Misc.Info UBLLiq LastNAVs 100.4327 101.3078 102.4057 103.1478
104.0042 100.5293 100.3103 100.1658 100.1796 100.2641 100.2009
100.2301 100.1577 UBLLiq Payouts 1.0500 4.1000 0.9000 0.8000 0.5500
0.5500 0.7000 0.6000 0.7500 UBLLiq ExNAVs 100.4327 101.3078
102.4057 103.1478 104.0042 100.5293 100.3103 100.1658 100.1796
100.2641 100.2009 100.2301 100.1577 UBLLiq NetAssets 27,968.83
23,098.65 22,244.19 23,081.83 24,867.81 23,666.86 18,009.17
18,207.95 19,380.83 18,739.81 17,267.73 16,867.28 15,680.99 UBLLiq
MoM+/()%inNA 4.92% 17.41% 3.70% 3.77% 7.74% 4.83% 23.91% 1.10%
6.44% 3.31% 7.86% 2.32% 7.03% UBLLiq Total+/()YTD%inNA 79.42%
17.41% 20.47% 17.47% 11.09% 15.38% 35.61% 34.90% 30.71% 33.00%
38.26% 39.69% 43.93% KASBCaRiskAssessmentMeasures KASBCa
StandardDeviation 0.12% 0.03% 0.12% 0.10% 0.13% 0.13% 0.12% 0.13%
0.13% 0.12% 0.12% 0.11% KASBCa DownsideDeviation 0.80% 0.89% 0.91%
0.85% 0.74% 0.72% 0.71% 0.71% 0.70% 0.70% 0.69% 0.69% 0.70% KASBCa
ActiveReturn/Alpha 0.28% 0.29% 0.33% 0.12% 0.33% 0.06% 0.17% 0.18%
0.07% 0.15% 0.11% 0.14% 0.17% KASBCa Corelation 0.38 0.99 (0.09)
0.42 0.51 0.55 0.69 0.71 0.70 0.70 0.70 KASBCa Beta 1.33 22.52
(0.48) 3.01 2.25 2.00 2.38 2.33 2.39 2.44 2.45 KASBCa RSquared 0.15
0.97 0.01 0.18 0.26 0.30 0.48 0.50 0.49 0.49 0.49
KASBCaPerformanceMeasures KASBCa AnnualizedReturn(YTD) 11.34%
10.51% 10.78% 10.16% 10.34% 9.82% 9.58% 9.40% 9.21% 9.08% 8.99%
8.92% 8.91% KASBCa AnnualizedReturn(MoM) 10.70% 10.51% 10.96% 8.70%
10.62% 7.63% 8.31% 8.32% 7.65% 7.99% 8.17% 8.11% 8.74% KASBCa
AbsoluteReturn(YTD) 11.34% 0.89% 1.83% 2.56% 3.48% 4.12% 4.83%
5.54% 6.13% 6.81% 7.49% 8.18% 8.91% KASBCa AbsoluteReturn(MoM)
0.88% 0.89% 0.93% 0.71% 0.90% 0.63% 0.71% 0.71% 0.59% 0.68% 0.67%
0.69% 0.72% KASBCa SumAbs.Return(MoM) 11.00% 0.89% 1.82% 2.54%
3.44% 4.07% 4.77% 5.48% 6.07% 6.75% 7.42% 8.10% 8.82% KASBCa
MeanReturns(Abs.MoM) 0.91% 0.89% 0.91% 0.84% 0.86% 0.80% 0.79%
0.77% 0.75% 0.74% 0.73% 0.73% 0.73% KASBCa BenchmarkReturn 0.60%
0.60% 0.60% 0.60% 0.57% 0.57% 0.54% 0.53% 0.52% 0.53% 0.56% 0.55%
0.55% KASBCa RiskAdjustedReturn 0.12% 0.09% 0.02% 0.14% 0.11% 0.14%
0.07% 0.05% 0.18% 0.10% 0.11% 0.09% 0.04% KASBCa
CoefficientofVariation 0.13 0.03 0.14 0.11 0.17 0.16 0.16 0.17 0.17
0.16 0.16 0.15 KASBCa Sharpe (0.84) (2.18) (0.74) (0.38) (0.44)
(0.47) (0.49) (0.56) (0.61) (0.66) (0.70) (0.70) KASBCa Sortino
(0.12) (0.11) (0.06) (0.10) (0.05) (0.08) (0.08) (0.08) (0.11)
(0.11) (0.12) (0.12) (0.11) KASBCa Treynor (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 0.00 (0.00) 0.07 (0.00) 0.01 0.01 0.00 0.01 0.01 0.01
0.01 0.01 KASBCa TrackingError 0.11% 0.03% 0.11% 0.10% 0.13% 0.12%
0.11% 0.11% 0.11% 0.10% 0.10% 0.09% KASBCa InformationRatio 2.61
11.59 2.20 2.66 1.75 1.83 1.93 1.72 1.78 1.77 1.80 1.89 KASBCa VAMI
1.12 1.01 1.02 1.03 1.03 1.04 1.05 1.06 1.06 1.07 1.08 1.08 1.09
KASBCa ExcessReturnonRFR 0.10% 0.09% 0.06% 0.09% 0.04% 0.06% 0.06%
0.06% 0.07% 0.08% 0.08% 0.08% 0.08% KASBCaMisc.Info KASBCa LastNAVs
104.4635 102.7730 103.7295 104.4709 102.6130 102.5569 102.5603
102.6354 102.6376 102.6640 102.7430 102.8005 102.7792 KASBCa
Payouts 2.6000 2.8000 0.7000 0.7200 0.6500 0.6000 0.6700 0.6100
0.6500 1.9100 KASBCa ExNAVs 101.8635 102.7730 103.7295 104.4709
102.6130 102.5569 102.5603 102.6354 102.6376 102.6640 102.7430
102.8005 101.6292 KASBCa NetAssets 1,122.66 1,235.88 1,404.23
1,415.25 1,479.11 1,530.47 1,484.64 1,564.10 1,638.03 1,364.14
1,256.10 1,153.30 1,109.55 KASBCa MoM+/()%inNA 15.56% 10.08% 13.62%
0.78% 4.51% 3.47% 2.99% 5.35% 4.73% 16.72% 7.92% 8.18% 3.79% KASBCa
Total+/()YTD%inNA 88.83% 10.08% 25.08% 26.06% 31.75% 36.32% 32.24%
39.32% 45.91% 21.51% 11.89% 2.73% 1.17%
PAKISTANCASHMANAGEMENTFUNDUBLLIQUIDITYPLUSFUNDKASBCASHFUND
FUNDSSCREENINGMEASURES CONVENTIONALMONEYMARKETFUNDS FORFY201213
Preparedby:MustansirShabbar,HeadofCustomerServices,DawoodCapitalManagementLimited,www.edawood.com
6. FUNDSSCREENINGMEASURES CONVENTIONALMONEYMARKETFUNDS Funds
Measures Jun2012 Jul2012 Aug2012 Sep2012 Oct2012 Nov2012 Dec2012
Jan2013 Feb2013 Mar2013 Apr2013 May2013 Jun2013
FUNDSSCREENINGMEASURES CONVENTIONALMONEYMARKETFUNDS FORFY201213
AskariSRiskAssessmentMeasures AskariS StandardDeviation 0.14% 0.20%
0.18% 0.15% 0.17% 0.18% 0.18% 0.18% 0.18% 0.17% 0.17% 0.16% AskariS
DownsideDeviation 0.85% 0.86% 0.61% 0.68% 0.59% 0.61% 0.61% 0.62%
0.62% 0.61% 0.62% 0.62% 0.63% AskariS ActiveReturn/Alpha 0.04%
0.02% 0.33% 0.02% 0.15% 0.02% 0.10% 0.03% 0.11% 0.11% 0.03% 0.06%
0.00% AskariS Corelation 0.50 (1.00) 0.00 0.16 0.47 0.60 0.65 0.69
0.71 0.72 0.72 0.72 AskariS Beta 1.44 (2.13) 0.00 0.28 0.89 1.32
1.44 1.64 1.77 1.80 1.85 1.83 AskariS RSquared 0.25 1.00 0.00 0.02
0.22 0.36 0.42 0.48 0.50 0.51 0.52 0.52 AskariSPerformanceMeasures
AskariS AnnualizedReturn(YTD) 10.95% 10.17% 11.82% 11.16% 10.95%
10.45% 9.91% 9.62% 9.40% 9.14% 9.06% 8.94% 8.91% AskariS
AnnualizedReturn(MoM) 10.15% 10.17% 13.44% 9.75% 10.29% 8.40% 7.18%
7.90% 7.65% 7.10% 8.29% 7.77% 8.54% AskariS AbsoluteReturn(YTD)
10.95% 0.86% 2.01% 2.81% 3.69% 4.38% 4.99% 5.67% 6.26% 6.86% 7.54%
8.21% 8.91% AskariS AbsoluteReturn(MoM) 0.83% 0.86% 1.14% 0.80%
0.87% 0.69% 0.61% 0.67% 0.59% 0.60% 0.68% 0.66% 0.70% AskariS
SumAbs.Return(MoM) 10.90% 0.86% 2.00% 2.81% 3.68% 4.37% 4.98% 5.65%
6.24% 6.84% 7.52% 8.18% 8.89% AskariS MeanReturns(Abs.MoM) 0.90%
0.86% 0.99% 0.92% 0.91% 0.86% 0.81% 0.79% 0.76% 0.74% 0.74% 0.73%
0.73% AskariS BenchmarkReturn 0.87% 0.88% 0.82% 0.78% 0.73% 0.71%
0.71% 0.70% 0.70% 0.71% 0.72% 0.72% 0.70% AskariS
RiskAdjustedReturn 0.16% 0.12% 0.19% 0.05% 0.08% 0.08% 0.16% 0.09%
0.18% 0.17% 0.10% 0.12% 0.05% AskariS CoefficientofVariation 0.15
0.20 0.19 0.16 0.19 0.22 0.22 0.23 0.24 0.23 0.22 0.21 AskariS
Sharpe (0.77) 0.16 0.02 0.15 0.01 (0.14) (0.19) (0.29) (0.37)
(0.40) (0.45) (0.46) AskariS Sortino (0.13) (0.14) 0.05 0.01 0.04
0.00 (0.04) (0.06) (0.08) (0.11) (0.11) (0.12) (0.12) AskariS
Treynor (0.00) (0.00) 0.02 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 AskariS TrackingError 0.12%
0.24% 0.19% 0.15% 0.15% 0.15% 0.14% 0.14% 0.14% 0.13% 0.13% 0.12%
AskariS InformationRatio 0.16 0.64 0.59 0.78 0.63 0.40 0.34 0.20
0.09 0.06 0.02 0.02 AskariS VAMI 1.11 1.01 1.02 1.03 1.04 1.04 1.05
1.06 1.06 1.07 1.08 1.08 1.09 AskariS ExcessReturnonRFR 0.11% 0.12%
0.03% 0.00% 0.02% 0.00% 0.03% 0.03% 0.05% 0.07% 0.07% 0.07% 0.07%
AskariSMisc.Info AskariS LastNAVs 101.0906 100.4929 100.5401
100.4928 100.5871 100.6373 100.5295 100.5222 100.4307 100.4592
100.5477 100.5926 100.6166 AskariS Payouts 0.8827 0.5804 1.0995
0.8532 0.7837 0.6443 0.7219 0.6816 0.6817 0.5771 0.5963 0.6188
0.7771 AskariS ExNAVs 100.2079 100.4929 100.5401 100.4928 100.5871
100.6373 100.5295 100.5222 100.4307 100.4592 100.5477 100.5926
100.5216 AskariS NetAssets 9,940.58 8,045.13 6,699.00 5,372.53
5,505.76 4,665.67 4,731.32 4,615.25 4,490.45 4,319.67 4,348.59
5,088.69 4,522.08 AskariS MoM+/()%inNA 4.11% 19.07% 16.73% 19.80%
2.48% 15.26% 1.41% 2.45% 2.70% 3.80% 0.67% 17.02% 11.13% AskariS
Total+/()YTD%inNA 55.57% 19.07% 32.61% 45.95% 44.61% 53.06% 52.40%
53.57% 54.83% 56.55% 56.25% 48.81% 54.51%
MCBCaRiskAssessmentMeasures MCBCa StandardDeviation 0.12% 0.17%
0.18% 0.15% 0.17% 0.16% 0.16% 0.15% 0.18% 0.17% 0.16% 0.16% MCBCa
DownsideDeviation 0.84% 0.86% 0.61% 0.66% 0.57% 0.59% 0.61% 0.62%
0.64% 0.62% 0.62% 0.63% 0.63% MCBCa ActiveReturn/Alpha 0.21% 0.34%
0.66% 0.23% 0.33% 0.14% 0.25% 0.24% 0.29% 0.01% 0.25% 0.28% 0.33%
MCBCa Corelation (0.05) (1.00) (0.92) (0.92) (0.61) (0.35) (0.16)
(0.12) 0.01 0.12 0.21 0.20 MCBCa Beta (0.24) (1.44) (2.41) (2.64)
(2.49) (1.39) (0.63) (0.45) 0.05 0.47 0.63 0.56 MCBCa RSquared 0.00
1.00 0.84 0.84 0.37 0.12 0.03 0.01 0.00 0.01 0.04 0.04
MCBCaPerformanceMeasures MCBCa AnnualizedReturn(YTD) 10.82% 10.17%
11.64% 10.87% 10.66% 10.10% 9.82% 9.58% 9.60% 9.12% 9.02% 8.89%
8.88% MCBCa AnnualizedReturn(MoM) 8.68% 10.17% 12.99% 9.12% 10.01%
7.74% 8.31% 8.15% 9.70% 5.40% 8.02% 7.63% 8.71% MCBCa
AbsoluteReturn(YTD) 10.82% 0.86% 1.98% 2.74% 3.59% 4.23% 4.95%
5.64% 6.39% 6.85% 7.51% 8.16% 8.88% MCBCa AbsoluteReturn(MoM) 0.71%
0.86% 1.10% 0.75% 0.85% 0.64% 0.71% 0.69% 0.74% 0.46% 0.66% 0.65%
0.72% MCBCa SumAbs.Return(MoM) 10.73% 0.86% 1.97% 2.72% 3.57% 4.20%
4.91% 5.60% 6.35% 6.80% 7.46% 8.11% 8.83% MCBCa
MeanReturns(Abs.MoM) 0.89% 0.86% 0.98% 0.89% 0.88% 0.83% 0.81%
0.79% 0.78% 0.74% 0.73% 0.72% 0.72% MCBCa BenchmarkReturn 0.50%
0.53% 0.44% 0.52% 0.52% 0.49% 0.46% 0.45% 0.46% 0.47% 0.41% 0.37%
0.38% MCBCa RiskAdjustedReturn 0.28% 0.12% 0.15% 0.10% 0.06% 0.14%
0.07% 0.07% 0.02% 0.32% 0.12% 0.13% 0.04% MCBCa
CoefficientofVariation 0.13 0.17 0.20 0.17 0.21 0.20 0.20 0.19 0.23
0.23 0.22 0.21 MCBCa Sharpe (1.03) 0.08 (0.14) (0.04) (0.18) (0.23)
(0.27) (0.26) (0.40) (0.45) (0.49) (0.50) MCBCa Sortino (0.15)
(0.14) 0.02 (0.04) (0.01) (0.05) (0.06) (0.07) (0.06) (0.11) (0.12)
(0.13) (0.12) MCBCa Treynor 0.01 (0.00) 0.00 0.00 0.00 0.00 0.00
0.00 (0.01) (0.00) (0.00) (0.00) MCBCa Jensen'sAlpha (0.00) (0.01)
(0.01) (0.01) (0.01) (0.01) (0.00) (0.00) (0.00) 0.00 0.00 0.00
MCBCa TrackingError 0.12% 0.23% 0.22% 0.19% 0.20% 0.18% 0.17% 0.15%
0.18% 0.17% 0.16% 0.15% MCBCa InformationRatio 3.18 2.19 1.84 2.10
1.75 1.82 1.88 2.01 1.53 1.61 1.70 1.81 MCBCa VAMI 1.11 1.01 1.02
1.03 1.04 1.04 1.05 1.06 1.07 1.07 1.08 1.08 1.09 MCBCa
ExcessReturnonRFR 0.12% 0.12% 0.01% 0.03% 0.01% 0.03% 0.04% 0.04%
0.04% 0.07% 0.08% 0.08% 0.08% MCBCaMisc.Info MCBCa LastNAVs
100.1703 101.0353 102.1504 100.2412 101.0931 101.7360 100.3022
100.2602 100.4504 100.3127 100.3213 100.3764 101.0952 MCBCa Payouts
0.6469 2.6745 2.1522 0.7366 0.5562 0.5988 0.6530 0.5953 1.0952
MCBCa ExNAVs 100.1703 101.0353 102.1504 100.2412 101.0931 101.7360
100.3022 100.2602 100.4504 100.3127 100.3213 100.3764 100.0000
MCBCa NetAssets 18,971.36 11,510.45 11,266.82 9,528.99 9,718.99
9,168.26 8,487.00 10,167.33 8,794.88 9,127.35 9,681.72 11,205.91
11,074.53 MCBCa MoM+/()%inNA 3.12% 39.33% 2.12% 15.42% 1.99% 5.67%
7.43% 19.80% 13.50% 3.78% 6.07% 15.74% 1.17% MCBCa
Total+/()YTD%inNA 82.54% 39.33% 40.61% 49.77% 48.77% 51.67% 55.26%
46.41% 53.64% 51.89% 48.97% 40.93% 41.63%
BMAEmRiskAssessmentMeasures BMAEm StandardDeviation 0.08% 0.05%
0.15% 0.12% 0.15% 0.15% 0.14% 0.16% 0.15% 0.15% 0.14% 0.13% BMAEm
DownsideDeviation 0.85% 0.94% 0.66% 0.68% 0.59% 0.60% 0.62% 0.63%
0.62% 0.62% 0.63% 0.63% 0.64% BMAEm ActiveReturn/Alpha 0.16% 0.26%
0.39% 0.20% 0.32% 0.11% 0.12% 0.12% 0.02% 0.05% 0.05% 0.09% 0.12%
BMAEm Corelation (0.68) (1.00) 0.82 0.79 0.77 0.76 0.77 0.78 0.70
0.64 0.62 0.62 BMAEm Beta (0.81) (0.63) 1.05 1.09 1.51 1.69 1.85
2.16 1.99 1.85 1.83 1.85 BMAEm RSquared 0.46 1.00 0.68 0.62 0.60
0.57 0.60 0.62 0.49 0.41 0.38 0.38 BMAEmPerformanceMeasures BMAEm
AnnualizedReturn(YTD) 10.88% 11.02% 11.43% 10.58% 10.58% 10.08%
9.75% 9.49% 9.25% 9.08% 8.97% 8.88% 8.85% BMAEm
AnnualizedReturn(MoM) 10.12% 11.02% 11.83% 8.80% 10.50% 7.99% 8.05%
7.92% 7.28% 7.65% 7.95% 7.94% 8.51% BMAEm AbsoluteReturn(YTD)
10.88% 0.94% 1.94% 2.67% 3.56% 4.23% 4.91% 5.59% 6.16% 6.81% 7.47%
8.15% 8.85% BMAEm AbsoluteReturn(MoM) 0.83% 0.94% 1.00% 0.72% 0.89%
0.66% 0.68% 0.67% 0.56% 0.65% 0.65% 0.67% 0.70% BMAEm
SumAbs.Return(MoM) 10.74% 0.94% 1.94% 2.66% 3.56% 4.21% 4.90% 5.57%
6.13% 6.78% 7.43% 8.11% 8.80% BMAEm MeanReturns(Abs.MoM) 0.89%
0.94% 0.97% 0.88% 0.88% 0.83% 0.81% 0.78% 0.75% 0.74% 0.73% 0.73%
0.72% BMAEm BenchmarkReturn 0.67% 0.67% 0.62% 0.52% 0.57% 0.55%
0.57% 0.55% 0.54% 0.60% 0.60% 0.59% 0.58% BMAEm RiskAdjustedReturn
0.16% 0.05% 0.05% 0.13% 0.10% 0.11% 0.09% 0.09% 0.20% 0.13% 0.13%
0.11% 0.06% BMAEm CoefficientofVariation 0.09 0.05 0.17 0.13 0.17
0.18 0.18 0.21 0.20 0.20 0.19 0.18 BMAEm Sharpe (1.55) 0.00 (0.30)
(0.07) (0.20) (0.27) (0.32) (0.42) (0.48) (0.54) (0.58) (0.59)
BMAEm Sortino (0.14) (0.05) 0.00 (0.06) (0.01) (0.05) (0.06) (0.07)
(0.11) (0.12) (0.13) (0.13) (0.12) BMAEm 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)
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 BMAEm TrackingError 0.13% 0.09% 0.09% 0.08%
0.11% 0.11% 0.11% 0.12% 0.12% 0.12% 0.12% 0.11% BMAEm
InformationRatio 1.66 3.68 3.00 3.69 2.38 2.10 1.98 1.57 1.43 1.34
1.32 1.35 BMAEm VAMI 1.11 1.01 1.02 1.03 1.04 1.04 1.05 1.06 1.06
1.07 1.08 1.08 1.09 BMAEm ExcessReturnonRFR 0.12% 0.05% 0.00% 0.04%
0.01% 0.03% 0.04% 0.05% 0.07% 0.07% 0.08% 0.08% 0.08%
BMAEmMisc.Info BMAEm LastNAVs 10.0577 10.0718 10.0930 10.1160
10.2062 10.1327 10.1420 10.1502 10.1569 10.1729 10.1094 10.1076
10.0883 BMAEm Payouts 0.1600 0.0800 0.0800 0.0500 0.0800 0.0600
0.0600 0.0600 0.0500 0.0500 0.1300 0.0700 0.0900 BMAEm ExNAVs
10.0577 10.0718 10.0930 10.1160 10.1262 10.1327 10.1420 10.1502
10.1569 10.1729 10.1094 10.1076 10.0883 BMAEm NetAssets 785.55
834.59 765.27 837.26 900.45 919.60 725.70 635.76 610.87 640.01
647.80 794.72 678.47 BMAEm MoM+/()%inNA 1.39% 6.24% 8.31% 9.41%
7.55% 2.13% 21.09% 12.39% 3.91% 4.77% 1.22% 22.68% 14.63% BMAEm
Total+/()YTD%inNA 16.21% 6.24% 2.58% 6.58% 14.63% 17.06% 7.62%
19.07% 22.24% 18.53% 17.54% 1.17% 13.63%
ASKARISOVEREIGNCASHFUNDMCBCASHMANAGEMENTOPTIMIZERFUNDBMAEMPRESSCASHFUND
Preparedby:MustansirShabbar,HeadofCustomerServices,DawoodCapitalManagementLimited,www.edawood.com
7. FUNDSSCREENINGMEASURES CONVENTIONALMONEYMARKETFUNDS Funds
Measures Jun2012 Jul2012 Aug2012 Sep2012 Oct2012 Nov2012 Dec2012
Jan2013 Feb2013 Mar2013 Apr2013 May2013 Jun2013
FUNDSSCREENINGMEASURES CONVENTIONALMONEYMARKETFUNDS FORFY201213
Lakson RiskAssessmentMeasures Lakson StandardDeviation 0.11% 0.10%
0.14% 0.11% 0.16% 0.15% 0.15% 0.15% 0.15% 0.14% 0.14% 0.13% Lakson
DownsideDeviation 0.83% 0.86% 0.61% 0.65% 0.56% 0.56% 0.58% 0.59%
0.59% 0.59% 0.60% 0.60% 0.61% Lakson ActiveReturn/Alpha 0.03% 0.04%
0.09% 0.07% 0.04% 0.08% 0.03% 0.03% 0.09% 0.04% 0.06% 0.03% 0.10%
Lakson Corelation 0.98 1.00 0.99 0.98 0.99 0.99 0.99 0.98 0.98 0.99
0.98 0.98 Lakson Beta 0.91 0.36 0.60 0.66 0.79 0.80 0.80 0.86 0.86
0.88 0.88 0.89 Lakson RSquared 0.97 1.00 0.97 0.96 0.98 0.97 0.97
0.97 0.97 0.97 0.97 0.96 Lakson PerformanceMeasures Lakson
AnnualizedReturn(YTD) 10.69% 10.13% 10.95% 10.24% 10.16% 9.53%
9.28% 9.05% 8.84% 8.68% 8.58% 8.49% 8.43% Lakson
AnnualizedReturn(MoM) 9.96% 10.13% 11.76% 8.75% 9.91% 6.94% 8.01%
7.69% 7.20% 7.40% 7.68% 7.56% 7.82% Lakson AbsoluteReturn(YTD)
10.69% 0.86% 1.86% 2.58% 3.42% 4.00% 4.68% 5.33% 5.88% 6.51% 7.15%
7.79% 8.43% Lakson AbsoluteReturn(MoM) 0.82% 0.86% 1.00% 0.72%
0.84% 0.57% 0.68% 0.65% 0.55% 0.63% 0.63% 0.64% 0.64% Lakson
SumAbs.Return(MoM) 10.67% 0.86% 1.86% 2.58% 3.42% 3.99% 4.67% 5.32%
5.88% 6.50% 7.14% 7.78% 8.42% Lakson MeanReturns(Abs.MoM) 0.88%
0.86% 0.93% 0.85% 0.85% 0.78% 0.77% 0.75% 0.72% 0.71% 0.70% 0.70%
0.69% Lakson BenchmarkReturn 0.84% 0.90% 1.09% 0.79% 0.88% 0.65%
0.71% 0.68% 0.64% 0.67% 0.69% 0.67% 0.75% Lakson RiskAdjustedReturn
0.18% 0.13% 0.05% 0.13% 0.05% 0.20% 0.09% 0.11% 0.21% 0.15% 0.15%
0.14% 0.11% Lakson CoefficientofVariation 0.12 0.11 0.16 0.13 0.20
0.20 0.19 0.21 0.21 0.20 0.19 0.19 Lakson Sharpe (1.15) (0.41)
(0.51) (0.37) (0.46) (0.51) (0.56) (0.63) (0.69) (0.76) (0.81)
(0.84) Lakson Sortino (0.15) (0.15) (0.07) (0.11) (0.08) (0.13)
(0.13) (0.14) (0.17) (0.17) (0.18) (0.18) (0.18) 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) 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)
Lakson TrackingError 0.02% 0.04% 0.03% 0.03% 0.02% 0.03% 0.03%
0.03% 0.03% 0.02% 0.02% 0.03% Lakson InformationRatio (2.55) (1.64)
(2.35) (2.21) (2.52) (2.22) (2.09) (2.14) (2.14) (2.28) (2.19)
(2.10) Lakson VAMI 1.11 1.01 1.02 1.03 1.03 1.04 1.05 1.05 1.06
1.07 1.07 1.08 1.09 Lakson ExcessReturnonRFR 0.13% 0.13% 0.04%
0.07% 0.04% 0.07% 0.08% 0.08% 0.10% 0.10% 0.11% 0.11% 0.11% Lakson
Misc.Info Lakson LastNAVs 100.8703 100.0573 100.1839 100.2048
100.3803 100.1566 100.1840 100.0958 100.0199 100.1034 100.0465
100.0625 100.7055 Lakson Payouts 0.8702 0.8030 0.8731 0.6993 0.6676
0.7960 0.6541 0.7428 0.6291 0.5453 0.6886 0.6267 0.7026 Lakson
ExNAVs 100.0001 100.0573 100.1839 100.2048 100.3803 100.1566
100.1840 100.0958 100.0199 100.1034 100.0465 100.0625 100.0029
Lakson NetAssets 6,876.25 6,234.37 8,770.91 8,435.25 8,743.00
8,398.76 8,686.66 8,474.01 8,509.76 8,627.44 8,704.46 8,819.32
10,423.44 Lakson MoM+/()%inNA 0.47% 9.33% 40.69% 3.83% 3.65% 3.94%
3.43% 2.45% 0.42% 1.38% 0.89% 1.32% 18.19% Lakson Total+/()YTD%inNA
65.51% 9.33% 27.55% 22.67% 27.15% 22.14% 26.33% 23.24% 23.76%
25.47% 26.59% 28.26% 51.59% NAFAGRiskAssessmentMeasures NAFAG
StandardDeviation 0.26% 0.08% 0.15% 0.12% 0.15% 0.14% 0.14% 0.14%
0.14% 0.13% 0.13% 0.12% NAFAG DownsideDeviation 0.83% 0.85% 0.60%
0.62% 0.54% 0.55% 0.57% 0.58% 0.58% 0.58% 0.59% 0.59% 0.60% NAFAG
ActiveReturn/Alpha 0.12% 0.04% 0.15% 0.11% 0.09% 0.10% 0.01% 0.04%
0.11% 0.07% 0.05% 0.06% 0.14% NAFAG Corelation 0.47 (1.00) 0.39
0.30 0.58 0.64 0.70 0.75 0.77 0.77 0.77 0.71 NAFAG Beta 2.67 (0.75)
0.68 0.41 0.95 0.95 1.02 1.16 1.21 1.23 1.25 1.12 NAFAG RSquared
0.22 1.00 0.15 0.09 0.34 0.41 0.49 0.56 0.59 0.59 0.60 0.51
NAFAGPerformanceMeasures NAFAG AnnualizedReturn(YTD) 9.51% 9.96%
10.66% 9.83% 9.79% 9.31% 9.07% 8.82% 8.64% 8.47% 8.43% 8.34% 8.32%
NAFAG AnnualizedReturn(MoM) 9.33% 9.96% 11.36% 8.11% 9.65% 7.33%
7.90% 7.34% 7.28% 7.14% 8.02% 7.56% 8.01% NAFAG AbsoluteReturn(YTD)
9.51% 0.85% 1.81% 2.48% 3.30% 3.90% 4.57% 5.19% 5.75% 6.36% 7.02%
7.66% 8.32% NAFAG AbsoluteReturn(MoM) 0.76% 0.85% 0.96% 0.67% 0.82%
0.60% 0.67% 0.62% 0.56% 0.61% 0.66% 0.64% 0.66% NAFAG
SumAbs.Return(MoM) 9.46% 0.85% 1.81% 2.48% 3.30% 3.90% 4.57% 5.19%
5.75% 6.36% 7.02% 7.66% 8.32% NAFAG MeanReturns(Abs.MoM) 0.57%
0.85% 0.90% 0.82% 0.82% 0.77% 0.75% 0.73% 0.71% 0.70% 0.69% 0.69%
0.68% NAFAG BenchmarkReturn 0.89% 0.89% 0.81% 0.78% 0.73% 0.71%
0.68% 0.67% 0.67% 0.68% 0.71% 0.70% 0.80% NAFAG RiskAdjustedReturn
0.23% 0.14% 0.01% 0.19% 0.03% 0.17% 0.10% 0.14% 0.20% 0.17% 0.13%
0.14% 0.10% NAFAG CoefficientofVariation 0.33 0.09 0.18 0.15 0.19
0.18 0.18 0.20 0.19 0.19 0.18 0.17 NAFAG Sharpe (0.87) (0.77)
(0.70) (0.59) (0.63) (0.68) (0.74) (0.80) (0.87) (0.92) (0.97)
(1.00) NAFAG Sortino (0.27) (0.17) (0.11) (0.17) (0.14) (0.17)
(0.16) (0.17) (0.20) (0.21) (0.20) (0.21) (0.20) NAFAG 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) 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) NAFAG
TrackingError 0.24% 0.14% 0.14% 0.12% 0.12% 0.11% 0.10% 0.10% 0.09%
0.09% 0.08% 0.09% NAFAG InformationRatio (0.45) 0.40 0.00 0.18
(0.03) (0.04) (0.10) (0.22) (0.30) (0.34) (0.39) (0.48) NAFAG VAMI
1.10 1.01 1.02 1.02 1.03 1.04 1.05 1.05 1.06 1.07 1.07 1.08 1.09
NAFAG ExcessReturnonRFR 0.23% 0.14% 0.06% 0.11% 0.07% 0.09% 0.09%
0.10% 0.11% 0.12% 0.12% 0.12% 0.12% NAFAGMisc.Info NAFAG LastNAVs
10.0523 10.0529 10.0675 10.0542 10.0612 10.0514 10.0535 10.0478
10.0396 10.0422 10.0461 10.0422 10.0379 NAFAG Payouts 0.0928 0.0844
0.0824 0.0804 0.0754 0.0704 0.0653 0.0684 0.0643 0.0583 0.0623
0.0684 0.0704 NAFAG ExNAVs 10.0523 10.0529 10.0675 10.0542 10.0612
10.0514 10.0535 10.0478 10.0396 10.0422 10.0461 10.0422 10.0379
NAFAG NetAssets 14,772.23 14,881.61 14,629.83 13,612.04 14,106.78
14,017.95 13,872.81 13,153.25 13,109.13 12,946.91 8,984.93 7,099.47
12,401.93 NAFAG MoM+/()%inNA 11.94% 0.74% 1.69% 6.96% 3.63% 0.63%
1.04% 5.19% 0.34% 1.24% 30.60% 20.98% 74.69% NAFAG
Total+/()YTD%inNA 36.65% 0.74% 0.96% 7.85% 4.50% 5.11% 6.09% 10.96%
11.26% 12.36% 39.18% 51.94% 16.05% AtlasMRiskAssessmentMeasures
AtlasM StandardDeviation 0.28% 0.16% 0.19% 0.16% 0.19% 0.18% 0.17%
0.18% 0.17% 0.16% 0.16% 0.15% AtlasM DownsideDeviation 0.81% 0.88%
0.62% 0.66% 0.57% 0.58% 0.60% 0.60% 0.60% 0.60% 0.61% 0.61% 0.62%
AtlasM ActiveReturn/Alpha 1.04% 0.11% 0.43% 0.05% 0.19% 0.04% 0.05%
0.02% 0.09% 0.01% 0.00% 0.01% 0.06% AtlasM Corelation 0.06 (1.00)
(0.06) 0.07 0.31 0.39 0.46 0.49 0.51 0.51 0.52 0.52 AtlasM Beta
0.49 (1.21) (0.14) 0.15 0.90 1.16 1.40 1.70 1.80 1.87 1.93 1.89
AtlasM RSquared 0.00 1.00 0.00 0.00 0.10 0.15 0.21 0.24 0.26 0.26
0.27 0.27 AtlasMPerformanceMeasures AtlasM AnnualizedReturn(YTD)
11.80% 10.34% 11.66% 10.75% 10.53% 9.91% 9.62% 9.34% 9.10% 8.93%
8.83% 8.71% 8.69% AtlasM AnnualizedReturn(MoM) 22.14% 10.34% 12.97%
8.83% 9.86% 7.33% 8.12% 7.67% 7.17% 7.55% 7.89% 7.58% 8.43% AtlasM
AbsoluteReturn(YTD) 11.80% 0.88% 1.98% 2.71% 3.55% 4.16% 4.85%
5.50% 6.06% 6.70% 7.35% 8.00% 8.69% AtlasM AbsoluteReturn(MoM)
1.82% 0.88% 1.10% 0.73% 0.84% 0.60% 0.69% 0.65% 0.55% 0.64% 0.65%
0.64% 0.69% AtlasM SumAbs.Return(MoM) 11.76% 0.88% 1.98% 2.71%
3.54% 4.15% 4.84% 5.49% 6.04% 6.68% 7.33% 7.97% 8.66% AtlasM
MeanReturns(Abs.MoM) 0.95% 0.88% 0.98% 0.89% 0.88% 0.81% 0.79%
0.77% 0.74% 0.73% 0.72% 0.71% 0.71% AtlasM BenchmarkReturn 0.77%
0.77% 0.68% 0.67% 0.64% 0.65% 0.64% 0.63% 0.64% 0.65% 0.65% 0.65%
0.63% AtlasM RiskAdjustedReturn 0.82% 0.11% 0.15% 0.13% 0.04% 0.17%
0.08% 0.11% 0.21% 0.14% 0.14% 0.14% 0.06% AtlasM
CoefficientofVariation 0.29 0.16 0.21 0.18 0.22 0.22 0.22 0.24 0.23
0.22 0.22 0.21 AtlasM Sharpe (0.13) 0.13 (0.16) (0.07) (0.23)
(0.28) (0.34) (0.43) (0.49) (0.54) (0.59) (0.60) AtlasM Sortino
(0.04) (0.12) 0.03 (0.04) (0.02) (0.07) (0.08) (0.10) (0.13) (0.14)
(0.15) (0.15) (0.15) 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) AtlasM
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 AtlasM TrackingError 0.28% 0.22% 0.20% 0.16% 0.18% 0.16%
0.15% 0.16% 0.15% 0.15% 0.14% 0.14% AtlasM InformationRatio 0.67
1.20 0.98 1.20 0.84 0.81 0.75 0.56 0.52 0.49 0.45 0.48 AtlasM VAMI
1.12 1.01 1.02 1.03 1.04 1.04 1.05 1.06 1.06 1.07 1.08 1.08 1.09
AtlasM ExcessReturnonRFR 0.04% 0.11% 0.02% 0.03% 0.01% 0.04% 0.05%
0.06% 0.08% 0.08% 0.09% 0.09% 0.09% AtlasMMisc.Info AtlasM LastNAVs
507.68 503.0948 504.6379 504.5500 505.0247 504.8188 505.0500
505.0917 505.1210 505.3600 504.6379 503.8877 502.3800 AtlasM
Payouts 5.00 4.0000 4.0000 3.7500 3.7500 3.2500 3.2500 3.2500
2.7500 3.0000 4.0000 4.0000 5.0000 AtlasM ExNAVs 502.68 503.0948
504.6379 504.5500 505.0247 504.8188 505.0500 505.0917 505.1210
505.3600 504.6379 503.8877 502.3800 AtlasM NetAssets 4,532.03
4,513.76 4,348.55 3,980.81 4,467.68 4,295.82 3,681.86 3,878.51
3,868.86 3,730.26 3,594.91 3,680.45 3,821.64 AtlasM MoM+/()%inNA
10.77% 0.40% 3.66% 8.46% 12.23% 3.85% 14.29% 5.34% 0.25% 3.58%
3.63% 2.38% 3.84% AtlasM Total+/()YTD%inNA 36.65% 0.40% 4.05%
12.16% 1.42% 5.21% 18.76% 14.42% 14.63% 17.69% 20.68% 18.79% 15.67%
ATLASMONEYMARKETFUNDLAKSONMONEYMARKETFUNDNAFAGOVERNMENTSECURITIESLIQUIDFUND
Preparedby:MustansirShabbar,HeadofCustomerServices,DawoodCapitalManagementLimited,www.edawood.com
8. FUNDSSCREENINGMEASURES CONVENTIONALMONEYMARKETFUNDS Funds
Measures Jun2012 Jul2012 Aug2012 Sep2012 Oct2012 Nov2012 Dec2012
Jan2013 Feb2013 Mar2013 Apr2013 May2013 Jun2013
FUNDSSCREENINGMEASURES CONVENTIONALMONEYMARKETFUNDS FORFY201213
AlfalahRiskAssessmentMeasures Alfalah StandardDeviation 0.10% 0.14%
0.17% 0.14% 0.17% 0.17% 0.16% 0.17% 0.16% 0.16% 0.15% 0.14% Alfalah
DownsideDeviation 0.82% 0.87% 0.61% 0.66% 0.57% 0.58% 0.60% 0.61%
0.60% 0.61% 0.61% 0.61% 0.62% Alfalah ActiveReturn/Alpha 0.08%
0.13% 0.39% 0.10% 0.26% 0.02% 0.11% 0.10% 0.01% 0.07% 0.07% 0.06%
0.12% Alfalah Corelation 0.47 (1.00) 0.20 0.20 0.57 0.63 0.69 0.73
0.75 0.76 0.76 0.76 Alfalah Beta 1.09 (1.59) 0.45 0.37 1.26 1.38
1.45 1.66 1.72 1.76 1.81 1.79 Alfalah RSquared 0.22 1.00 0.04 0.04
0.33 0.40 0.47 0.53 0.56 0.57 0.58 0.58 AlfalahPerformanceMeasures
Alfalah AnnualizedReturn(YTD) 10.52% 10.21% 11.40% 10.63% 10.53%
9.89% 9.60% 9.33% 9.12% 8.94% 8.83% 8.72% 8.69% Alfalah
AnnualizedReturn(MoM) 10.01% 10.21% 12.60% 9.01% 10.23% 7.29% 8.14%
7.76% 7.47% 7.56% 7.88% 7.62% 8.33% Alfalah AbsoluteReturn(YTD)
10.52% 0.87% 1.94% 2.68% 3.55% 4.15% 4.84% 5.50% 6.07% 6.71% 7.36%
8.00% 8.69% Alfalah AbsoluteReturn(MoM) 0.82% 0.87% 1.07% 0.74%
0.87% 0.60% 0.69% 0.66% 0.57% 0.64% 0.65% 0.65% 0.68% Alfalah
SumAbs.Return(MoM) 10.51% 0.87% 1.94% 2.68% 3.55% 4.15% 4.84% 5.50%
6.07% 6.71% 7.36% 8.01% 8.69% Alfalah MeanReturns(Abs.MoM) 0.87%
0.87% 0.96% 0.88% 0.88% 0.81% 0.79% 0.77% 0.74% 0.73% 0.72% 0.72%
0.71% Alfalah BenchmarkReturn 0.75% 0.74% 0.68% 0.64% 0.61% 0.58%
0.58% 0.56% 0.56% 0.57% 0.58% 0.58% 0.57% Alfalah
RiskAdjustedReturn 0.17% 0.12% 0.12% 0.11% 0.07% 0.17% 0.08% 0.10%
0.19% 0.14% 0.14% 0.13% 0.07% Alfalah CoefficientofVariation 0.11
0.15 0.19 0.15 0.21 0.21 0.21 0.22 0.22 0.21 0.21 0.20 Alfalah
Sharpe (1.41) (0.01) (0.23) (0.08) (0.24) (0.30) (0.35) (0.44)
(0.50) (0.55) (0.60) (0.62) Alfalah Sortino (0.17) (0.14) (0.00)
(0.06) (0.02) (0.07) (0.08) (0.09) (0.12) (0.13) (0.14) (0.15)
(0.14) 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) Alfalah 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
Alfalah TrackingError 0.09% 0.19% 0.16% 0.14% 0.15% 0.14% 0.13%
0.13% 0.12% 0.12% 0.11% 0.11% Alfalah InformationRatio 1.66 1.37
1.25 1.60 1.21 1.25 1.26 1.10 1.09 1.09 1.08 1.13 Alfalah VAMI 1.11
1.01 1.02 1.03 1.04 1.04 1.05 1.06 1.06 1.07 1.08 1.08 1.09 Alfalah
ExcessReturnonRFR 0.14% 0.12% 0.00% 0.04% 0.01% 0.04% 0.05% 0.06%
0.07% 0.08% 0.09% 0.09% 0.09% AlfalahMisc.Info Alfalah LastNAVs
500.72 500.7100 501.0400 500.5600 500.7200 500.4400 500.6900
500.7600 500.1900 500.5300 500.4500 500.7800 500.3200 Alfalah
Payouts 4.20 4.3500 5.0300 4.1900 4.1900 3.2800 3.2100 3.2300
3.4400 2.8700 3.3200 2.9100 3.8900 Alfalah ExNAVs 500.72 500.7100
501.0400 500.5600 500.7200 500.4400 500.6900 500.7600 500.1900
500.5300 500.4500 500.7800 500.3200 Alfalah NetAssets 3,513.82
3,546.60 3,383.87 2,978.35 2,923.53 2,903.23 2,727.25 2,908.50
2,716.56 2,683.85 2,767.93 2,803.31 2,887.94 Alfalah MoM+/()%inNA
28.17% 0.93% 4.59% 11.98% 1.84% 0.69% 6.06% 6.65% 6.60% 1.20% 3.13%
1.28% 3.02% Alfalah Total+/()YTD%inNA 144.15% 0.93% 3.70% 15.24%
16.80% 17.38% 22.38% 17.23% 22.69% 23.62% 21.23% 20.22% 17.81%
JSCashRiskAssessmentMeasures JSCash StandardDeviation 0.12% 0.20%
0.24% 0.20% 0.21% 0.20% 0.19% 0.20% 0.19% 0.18% 0.17% 0.16% JSCash
DownsideDeviation 0.81% 0.89% 0.63% 0.65% 0.56% 0.57% 0.59% 0.60%
0.59% 0.60% 0.61% 0.62% 0.59% JSCash ActiveReturn/Alpha 0.06% 0.04%
0.35% 0.09% 0.08% 0.10% 0.00% 0.01% 0.12% 0.01% 0.00% 0.03% 0.12%
JSCash Corelation 0.41 (1.00) 0.64 0.57 0.72 0.71 0.73 0.78 0.79
0.78 0.77 0.72 JSCash Beta 1.27 (8.14) 3.00 2.06 2.60 1.95 1.82
1.99 1.94 1.91 1.83 1.66 JSCash RSquared 0.17 1.00 0.41 0.33 0.51
0.50 0.54 0.61 0.62 0.62 0.60 0.52 JSCashPerformanceMeasures JSCash
AnnualizedReturn(YTD) 11.26% 10.42% 12.16% 10.97% 10.68% 10.12%
9.78% 9.49% 9.22% 9.07% 9.00% 8.93% 8.98% JSCash
AnnualizedReturn(MoM) 10.16% 10.42% 13.78% 8.33% 9.77% 7.65% 7.93%
7.72% 7.10% 7.78% 8.26% 8.15% 9.47% JSCash AbsoluteReturn(YTD)
11.26% 0.89% 2.07% 2.76% 3.60% 4.24% 4.93% 5.59% 6.14% 6.81% 7.50%
8.19% 8.98% JSCash AbsoluteReturn(MoM) 0.83% 0.89% 1.17% 0.68%
0.83% 0.63% 0.67% 0.66% 0.54% 0.66% 0.68% 0.69% 0.78% JSCash
SumAbs.Return(MoM) 11.10% 0.89% 2.06% 2.74% 3.57% 4.20% 4.87% 5.53%
6.07% 6.73% 7.41% 8.11% 8.88% JSCash MeanReturns(Abs.MoM) 0.92%
0.89% 1.02% 0.89% 0.88% 0.82% 0.79% 0.77% 0.74% 0.73% 0.72% 0.72%
0.73% JSCash BenchmarkReturn 0.78% 0.84% 0.82% 0.78% 0.75% 0.73%
0.68% 0.67% 0.67% 0.68% 0.68% 0.67% 0.66% JSCash RiskAdjustedReturn
0.16% 0.10% 0.22% 0.17% 0.04% 0.14% 0.10% 0.11% 0.22% 0.12% 0.11%
0.09% 0.02% JSCash CoefficientofVariation 0.13 0.20 0.27 0.23 0.25
0.25 0.24 0.26 0.25 0.24 0.23 0.22 JSCash Sharpe (0.76) 0.29 (0.07)
(0.02) (0.15) (0.22) (0.27) (0.37) (0.41) (0.45) (0.48) (0.45)
JSCash Sortino (0.11) (0.11) 0.09 (0.03) (0.01) (0.06) (0.07)
(0.09) (0.12) (0.13) (0.13) (0.13) (0.12) 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) JSCash Jensen'sAlpha 0.00 (0.01) 0.00 0.00 0.00 0.00
0.00 0.00 0.00 0.00 0.00 0.00 JSCash TrackingError 0.11% 0.21%
0.22% 0.18% 0.18% 0.16% 0.15% 0.15% 0.14% 0.13% 0.13% 0.12% JSCash
InformationRatio 1.11 0.91 0.45 0.52 0.30 0.28 0.24 0.11 0.09 0.09
0.10 0.17 JSCash VAMI 1.12 1.01 1.02 1.03 1.04 1.04 1.05 1.06 1.06
1.07 1.08 1.08 1.09 JSCash ExcessReturnonRFR 0.09% 0.10% 0.06%
0.02% 0.00% 0.03% 0.04% 0.05% 0.07% 0.08% 0.08% 0.08% 0.07%
JSCashMisc.Info JSCash LastNAVs 104.15 102.55 103.75 102.46 103.31
103.96 102.16 102.83 102.89 103.07 102.52 102.73 103.53 JSCash
Payouts 2.50 2.00 2.50 0.50 0.50 1.25 0.50 1.50 JSCash ExNAVs
101.65 102.55 103.75 102.46 103.31 103.96 102.16 102.83 102.89
103.07 102.52 102.73 102.03 JSCash NetAssets 1,816.21 2,011.37
2,009.46 1,749.22 1,807.68 2,236.66 2,312.89 2,473.94 2,416.43
2,612.68 2,032.19 1,741.52 1,716.76 JSCash MoM+/()%inNA 13.98%
10.75% 0.10% 12.95% 3.34% 23.73% 3.41% 6.96% 2.32% 8.12% 22.22%
14.30% 1.42% JSCash Total+/()YTD%inNA 25.78% 10.75% 10.64% 3.69%
0.47% 23.15% 27.35% 36.21% 33.05% 43.85% 11.89% 4.11% 5.48%
IGIMonRiskAssessmentMeasures IGIMon StandardDeviation 0.12% 0.11%
0.16% 0.13% 0.16% 0.15% 0.15% 0.16% 0.16% 0.15% 0.15% 0.14% IGIMon
DownsideDeviation 0.82% 0.91% 0.64% 0.67% 0.58% 0.60% 0.62% 0.63%
0.63% 0.63% 0.64% 0.64% 0.65% IGIMon ActiveReturn/Alpha 0.27% 0.31%
0.42% 0.10% 0.31% 0.06% 0.19% 0.19% 0.06% 0.10% 0.16% 0.18% 0.23%
IGIMon Corelation 0.21 1.00 0.07 0.04 0.51 0.51 0.58 0.70 0.72 0.73
0.72 0.69 IGIMon Beta 0.35 2.33 0.45 0.29 3.58 1.85 1.54 1.89 2.00
2.03 1.89 1.72 IGIMon RSquared 0.04 1.00 0.01 0.00 0.26 0.26 0.33
0.49 0.53 0.53 0.52 0.48 IGIMonPerformanceMeasures IGIMon
AnnualizedReturn(YTD) 11.27% 10.71% 11.59% 10.72% 10.75% 10.20%
9.94% 9.69% 9.43% 9.22% 9.17% 9.08% 9.08% IGIMon
AnnualizedReturn(MoM) 10.69% 10.71% 12.49% 8.91% 10.83% 7.93% 8.64%
8.20% 7.40% 7.52% 8.74% 8.08% 8.98% IGIMon AbsoluteReturn(YTD)
11.27% 0.91% 1.97% 2.70% 3.62% 4.28% 5.01% 5.71% 6.28% 6.92% 7.64%
8.33% 9.08% IGIMon AbsoluteReturn(MoM) 0.88% 0.91% 1.06% 0.73%
0.92% 0.65% 0.73% 0.70% 0.57% 0.64% 0.72% 0.69% 0.74% IGIMon
SumAbs.Return(MoM) 11.22% 0.91% 1.97% 2.70% 3.62% 4.27% 5.01% 5.70%
6.27% 6.91% 7.63% 8.32% 9.05% IGIMon MeanReturns(Abs.MoM) 0.93%
0.91% 0.98% 0.89% 0.90% 0.84% 0.82% 0.80% 0.77% 0.75% 0.75% 0.74%
0.74% IGIMon BenchmarkReturn 0.60% 0.60% 0.64% 0.63% 0.61% 0.59%
0.54% 0.51% 0.51% 0.54% 0.56% 0.51% 0.51% IGIMon RiskAdjustedReturn
0.12% 0.08% 0.11% 0.12% 0.13% 0.12% 0.04% 0.06% 0.19% 0.14% 0.07%
0.10% 0.02% IGIMon CoefficientofVariation 0.12 0.11 0.18 0.15 0.19
0.18 0.18 0.21 0.21 0.20 0.19 0.18 IGIMon Sharpe (0.70) 0.14 (0.19)
0.06 (0.11) (0.14) (0.18) (0.29) (0.36) (0.39) (0.43) (0.42) IGIMon
Sortino (0.10) (0.09) 0.02 (0.05) 0.01 (0.03) (0.03) (0.04) (0.08)
(0.09) (0.09) (0.10) (0.09) IGIMon 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) IGIMon
Jensen'sAlpha 0.00 0.01 0.00 0.00 0.01 0.00 0.00 0.00 0.00 0.00
0.00 0.00 IGIMon TrackingError 0.12% 0.08% 0.16% 0.13% 0.15% 0.14%
0.13% 0.13% 0.13% 0.12% 0.12% 0.11% IGIMon InformationRatio 2.83
4.34 1.68 2.10 1.55 1.66 1.76 1.55 1.50 1.57 1.64 1.74 IGIMon VAMI
1.12 1.01 1.02 1.03 1.04 1.04 1.05 1.06 1.06 1.07 1.08 1.09 1.09
IGIMon ExcessReturnonRFR 0.08% 0.08% 0.01% 0.03% 0.01% 0.02% 0.02%
0.03% 0.05% 0.06% 0.06% 0.06% 0.06% IGIMonMisc.Info IGIMon LastNAVs
101.5329 100.2676 100.4402 100.5005 100.6713 100.5963 100.7064
100.6684 100.6971 100.9616 101.0343 101.7279 101.2983 IGIMon
Payouts 1.7525 1.0464 0.8908 0.6749 0.7537 0.7312 0.6279 0.7392
0.5431 0.3787 0.6528 2.0724 IGIMon ExNAVs 100.4010 100.2676
100.4402 100.5005 100.6713 100.5963 100.7064 100.6684 100.6971
100.9616 101.0343 101.7279 100.4060 IGIMon NetAssets 2,901.17
3,006.04 3,255.70 3,099.96 3,756.23 3,270.70 3,074.21 3,454.14
3,210.64 3,018.00 2,595.16 2,434.02 2,466.31 IGIMon MoM+/()%inNA
5.71% 3.61% 8.31% 4.78% 21.17% 12.93% 6.01% 12.36% 7.05% 6.00%
14.01% 6.21% 1.33% IGIMon Total+/()YTD%inNA 7.66% 3.61% 12.22%
6.85% 29.47% 12.74% 5.96% 19.06% 10.67% 4.03% 10.55% 16.10% 14.99%
ALFALAHGHPCASHFUNDJSCASHFUNDIGIMONEYMARKETFUND
Preparedby:MustansirShabbar,HeadofCustomerServices,DawoodCapitalManagementLimited,www.edawood.com
9. FUNDSSCREENINGMEASURES CONVENTIONALMONEYMARKETFUNDS Funds
Measures Jun2012 Jul2012 Aug2012 Sep2012 Oct2012 Nov2012 Dec2012
Jan2013 Feb2013 Mar2013 Apr2013 May2013 Jun2013
FUNDSSCREENINGMEASURES CONVENTIONALMONEYMARKETFUNDS FORFY201213
ABLCasRiskAssessmentMeasures ABLCas StandardDeviation 0.13% 0.15%
0.18% 0.15% 0.16% 0.16% 0.16% 0.16% 0.16% 0.15% 0.15% 0.14% ABLCas
DownsideDeviation 0.83% 0.86% 0.61% 0.65% 0.57% 0.58% 0.60% 0.61%
0.60% 0.61% 0.61% 0.62% 0.63% ABLCas ActiveReturn/Alpha 0.05% 0.23%
0.50% 0.18% 0.30% 0.11% 0.12% 0.13% 0.05% 0.13% 0.11% 0.11% 0.17%
ABLCas Corelation 0.45 (1.00) 0.27 0.30 0.49 0.60 0.64 0.66 0.68
0.69 0.69 0.68 ABLCas Beta 1.93 (2.15) 0.77 0.85 1.72 2.20 2.43
2.79 2.87 2.96 3.04 2.92 ABLCas RSquared 0.20 1.00 0.07 0.09 0.24
0.36 0.40 0.44 0.47 0.47 0.48 0.47 ABLCasPerformanceMeasures ABLCas
AnnualizedReturn(YTD) 10.78% 10.18% 11.50% 10.64% 10.49% 10.00%
9.60% 9.35% 9.15% 8.99% 8.89% 8.77% 8.75% ABLCas
AnnualizedReturn(MoM) 8.37% 10.18% 12.72% 8.86% 10.07% 7.96% 7.65%
7.89% 7.60% 7.74% 7.98% 7.66% 8.46% ABLCas AbsoluteReturn(YTD)
10.78% 0.86% 1.95% 2.68% 3.54% 4.19% 4.84% 5.51% 6.09% 6.75% 7.40%
8.05% 8.75% ABLCas AbsoluteReturn(MoM) 0.69% 0.86% 1.08% 0.73%
0.85% 0.65% 0.65% 0.67% 0.58% 0.66% 0.66% 0.65% 0.70% ABLCas
SumAbs.Return(MoM) 10.69% 0.86% 1.94% 2.67% 3.53% 4.18% 4.83% 5.50%
6.09% 6.74% 7.40% 8.05% 8.75% ABLCas MeanReturns(Abs.MoM) 0.88%
0.86% 0.97% 0.88% 0.87% 0.82% 0.79% 0.77% 0.75% 0.74% 0.73% 0.72%
0.72% ABLCas BenchmarkReturn 0.63% 0.63% 0.58% 0.55% 0.55% 0.54%
0.53% 0.54% 0.54% 0.53% 0.55% 0.54% 0.53% ABLCas RiskAdjustedReturn
0.31% 0.12% 0.13% 0.13% 0.06% 0.12% 0.12% 0.09% 0.18% 0.12% 0.13%
0.13% 0.06% ABLCas CoefficientofVariation 0.15 0.16 0.20 0.17 0.19
0.20 0.20 0.21 0.21 0.20 0.20 0.19 ABLCas Sharpe (0.97) 0.02 (0.23)
(0.10) (0.22) (0.31) (0.35) (0.44) (0.49) (0.55) (0.60) (0.61)
ABLCas Sortino (0.15) (0.14) 0.00 (0.06) (0.03) (0.06) (0.08)
(0.09) (0.12) (0.13) (0.13) (0.14) (0.13) 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) ABLCas Jensen'sAlpha 0.01 (0.01) 0.00 0.00 0.00 0.01
0.01 0.01 0.01 0.01 0.01 0.01 ABLCas TrackingError 0.12% 0.19%
0.17% 0.14% 0.15% 0.14% 0.14% 0.14% 0.14% 0.13% 0.13% 0.12% ABLCas
InformationRatio 2.23 1.95 1.77 2.17 1.79 1.66 1.62 1.42 1.43 1.42
1.41 1.48 ABLCas VAMI 1.11 1.01 1.02 1.03 1.04 1.04 1.05 1.06 1.06
1.07 1.08 1.08 1.09 ABLCas ExcessReturnonRFR 0.13% 0.12% 0.00%
0.04% 0.02% 0.04% 0.05% 0.06% 0.07% 0.08% 0.08% 0.09% 0.08%
ABLCasMisc.Info ABLCas LastNAVs 10.0247 10.1114 10.0101 10.0243
10.0224 10.0036 10.0129 10.0043 10.0041 10.0208 10.0026 10.0042
10.0077 ABLCas Payouts 0.0835 0.2105 0.0587 0.0876 0.0844 0.0557
0.0757 0.0585 0.0491 0.0839 0.0635 0.0661 ABLCas ExNAVs 10.0247
10.1114 10.0101 10.0243 10.0224 10.0036 10.0129 10.0043 10.0041
10.0208 10.0026 10.0042 10.0077 ABLCas NetAssets 16,385.23 9,636.57
21,158.15 9,040.70 20,894.52 19,866.38 9,690.13 10,633.14 9,680.81
15,082.07 13,720.87 15,027.77 13,952.63 ABLCas MoM+/()%inNA 24.55%
41.19% 119.56% 57.27% 131.12% 4.92% 51.22% 9.73% 8.96% 55.79% 9.03%
9.52% 7.15% ABLCas Total+/()YTD%inNA 53.84% 41.19% 29.13% 44.82%
27.52% 21.25% 40.86% 35.11% 40.92% 7.95% 16.26% 8.28% 14.85%
HBLMoRiskAssessmentMeasures HBLMo StandardDeviation 0.11% 0.16%
0.18% 0.14% 0.23% 0.24% 0.24% 0.25% 0.24% 0.24% 0.23% 0.22% HBLMo
DownsideDeviation 0.85% 0.88% 0.62% 0.67% 0.58% 0.52% 0.55% 0.58%
0.58% 0.59% 0.59% 0.60% 0.61% HBLMo ActiveReturn/Alpha 0.04% 0.05%
0.32% 0.00% 0.15% 0.58% 0.01% 0.06% 0.13% 0.02% 0.03% 0.03% 0.01%
HBLMo Corelation 0.81 (1.00) 0.19 0.19 (0.10) 0.33 0.48 0.48 0.53
0.57 0.60 0.61 HBLMo Beta 1.18 (2.55) 0.63 0.51 (0.51) 1.30 1.58
1.81 2.00 2.14 2.24 2.27 HBLMo RSquared 0.66 1.00 0.04 0.04 0.01
0.11 0.23 0.23 0.28 0.32 0.36 0.38 HBLMoPerformanceMeasures HBLMo
AnnualizedReturn(YTD) 11.14% 10.35% 11.73% 10.98% 10.86% 11.95%
11.33% 10.91% 10.55% 10.24% 10.02% 9.80% 9.68% HBLMo
AnnualizedReturn(MoM) 10.24% 10.35% 13.00% 9.23% 10.46% 16.35%
8.18% 8.33% 7.66% 7.79% 7.88% 7.56% 8.26% HBLMo AbsoluteReturn(YTD)
11.14% 0.88% 1.99% 2.77% 3.66% 5.01% 5.71% 6.43% 7.02% 7.69% 8.34%
8.99% 9.68% HBLMo AbsoluteReturn(MoM) 0.84% 0.88% 1.10% 0.76% 0.89%
1.34% 0.69% 0.71% 0.59% 0.66% 0.65% 0.64% 0.68% HBLMo
SumAbs.Return(MoM) 10.93% 0.88% 1.98% 2.74% 3.63% 4.97% 5.67% 6.38%
6.96% 7.63% 8.27% 8.92% 9.59% HBLMo MeanReturns(Abs.MoM) 0.90%
0.88% 0.98% 0.90% 0.90% 0.97% 0.92% 0.89% 0.84% 0.82% 0.80% 0.79%
0.78% HBLMo BenchmarkReturn 0.80% 0.83% 0.79% 0.76% 0.73% 0.76%
0.68% 0.65% 0.72% 0.69% 0.68% 0.68% 0.67% HBLMo RiskAdjustedReturn
0.15% 0.11% 0.15% 0.09% 0.09% 0.57% 0.08% 0.05% 0.17% 0.12% 0.14%
0.14% 0.08% HBLMo CoefficientofVariation 0.12 0.16 0.19 0.16 0.23
0.25 0.26 0.28 0.29 0.29 0.29 0.28 HBLMo Sharpe (0.92) 0.13 (0.10)
0.07 0.53 0.37 0.29 0.16 0.09 0.02 (0.03) (0.06) HBLMo Sortino
(0.12) (0.12) 0.03 (0.03) 0.02 0.24 0.16 0.12 0.07 0.04 0.01 (0.01)
(0.02) 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) 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 HBLMo TrackingError
0.07% 0.19% 0.17% 0.14% 0.24% 0.23% 0.21% 0.23% 0.22% 0.21% 0.20%
0.19% HBLMo InformationRatio 0.81 0.95 0.70 0.91 0.92 0.81 0.78
0.57 0.52 0.47 0.42 0.41 HBLMo VAMI 1.11 1.01 1.02 1.03 1.04 1.05
1.06 1.07 1.07 1.08 1.09 1.09 1.10 HBLMo ExcessReturnonRFR 0.10%
0.11% 0.02% 0.02% 0.01% 0.12% 0.09% 0.07% 0.04% 0.02% 0.01% 0.01%
0.01% HBLMoMisc.Info HBLMo LastNAVs 102.8926 100.9721 102.0870
102.8617 101.3541 101.2257 101.2091 101.1453 101.0600 101.1390
101.1540 101.1931 101.2604 HBLMo Payouts 2.8000 2.4000 0.7600
0.7200 0.7200 0.7800 0.6800 0.5900 0.6400 0.6100 1.7200 HBLMo
ExNAVs 100.0926 100.9721 102.0870 100.4617 100.5941 101.2257
101.2091 101.1453 101.0600 101.1390 101.1540 101.1931 100.1604
HBLMo NetAssets 9,437.40 9,772.75 8,733.63 8,899.61 8,413.20
9,080.70 8,783.49 10,520.11 9,908.11 10,208.73 10,260.96 10,725.14
10,381.26 HBLMo MoM+/()%inNA 4.32% 3.55% 10.63% 1.90% 5.47% 7.93%
3.27% 19.77% 5.82% 3.03% 0.51% 4.52% 3.21% HBLMo Total+/()YTD%inNA
129.49% 3.55% 7.46% 5.70% 10.85% 3.78% 6.93% 11.47% 4.99% 8.17%
8.73% 13.65% 10.00% FaysalMRiskAssessmentMeasures FaysalM
StandardDeviation 0.11% 0.01% 0.09% 0.07% 0.10% 0.11% 0.11% 0.12%
0.11% 0.11% 0.20% 0.28% FaysalM DownsideDeviation 0.82% 0.90% 0.90%
0.86% 0.74% 0.73% 0.72% 0.71% 0.70% 0.69% 0.69% 0.66% 0.63% FaysalM
ActiveReturn/Alpha 0.06% 0.04% 0.17% 0.04% 0.13% 0.00% 0.01% 0.03%
0.06% 0.02% 0.02% 0.62% 0.60% FaysalM Corelation 0.32 (1.00) 0.57
0.60 0.70 0.76 0.80 0.80 0.80 0.79 0.39 0.31 FaysalM Beta 0.79
(0.05) 0.43 0.43 0.75 0.92 1.00 1.15 1.20 1.23 1.20 1.38 FaysalM
RSquared 0.10 1.00 0.32 0.36 0.49 0.58 0.64 0.64 0.63 0.63 0.15
0.10 FaysalMPerformanceMeasures FaysalM AnnualizedReturn(YTD)
10.61% 10.56% 10.68% 10.24% 10.14% 9.77% 9.47% 9.27% 9.10% 8.96%
8.89% 9.51% 8.82% FaysalM AnnualizedReturn(MoM) 9.92% 10.56% 10.70%
9.17% 9.61% 8.14% 7.83% 7.89% 7.71% 7.73% 8.05% 15.44% 1.07%
FaysalM AbsoluteReturn(YTD) 10.61% 0.90% 1.81% 2.58% 3.42% 4.09%
4.77% 5.46% 6.06% 6.73% 7.40% 8.73% 8.82% FaysalM
AbsoluteReturn(MoM) 0.81% 0.90% 0.91% 0.75% 0.82% 0.67% 0.66% 0.67%
0.59% 0.66% 0.66% 1.31% 0.09% FaysalM SumAbs.Return(MoM) 10.44%
0.90% 1.81% 2.56% 3.37% 4.04% 4.71% 5.38% 5.97% 6.63% 7.29% 8.60%
8.69% FaysalM MeanReturns(Abs.MoM) 0.86% 0.90% 0.90% 0.85% 0.84%
0.80% 0.78% 0.76% 0.74% 0.73% 0.72% 0.76% 0.64% FaysalM
BenchmarkReturn 0.87% 0.86% 0.74% 0.71% 0.68% 0.67% 0.65% 0.64%
0.65% 0.68% 0.68% 0.69% 0.69% FaysalM RiskAdjustedReturn 0.18%
0.09% 0.04% 0.10% 0.02% 0.10% 0.11% 0.09% 0.17% 0.12% 0.12% 0.53%
0.67% FaysalM CoefficientofVariation 0.13 0.01 0.10 0.09 0.12 0.14
0.14 0.16 0.15 0.15 0.26 0.39 FaysalM Sharpe (1.31) (8.11) (0.91)
(0.73) (0.63) (0.66) (0.69) (0.73) (0.79) (0.85) (0.18) (0.32)
FaysalM Sortino (0.18) (0.10) (0.07) (0.09) (0.07) (0.09) (0.10)
(0.10) (0.12) (0.13) (0.13) (0.06) (0.14) FaysalM Treynor (0.00)
0.01 (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00) (0.00)
(0.00) FaysalM 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 FaysalM TrackingError 0.11% 0.09%
0.08% 0.07% 0.07% 0.07% 0.06% 0.07% 0.07% 0.07% 0.19% 0.27% FaysalM
InformationRatio 0.36 1.15 1.10 1.44 1.07 0.95 0.94 0.63 0.53 0.47
0.46 0.11 FaysalM VAMI 1.11 1.01 1.02 1.03 1.03 1.04 1.05 1.06 1.06
1.07 1.08 1.09 1.09 FaysalM ExcessReturnonRFR 0.15% 0.09% 0.07%
0.08% 0.05% 0.06% 0.07% 0.07% 0.09% 0.09% 0.09% 0.04% 0.09%
FaysalMMisc.Info FaysalM LastNAVs 102.87 101.2700 102.1900 102.9600
101.6000 102.2800 102.9600 101.4500 102.0500 102.7200 101.4500
102.1800 102.2700 FaysalM Payouts 2.50 2.2000 2.2000 1.9500 0.6000
1.5000 FaysalM ExNAVs 100.37 101.2700 102.1900 102.9600 101.6000
102.2800 102.9600 101.4500 102.0500 102.7200 101.4500 102.1800
100.7700 FaysalM NetAssets 1,639.46 1,820.47 1,857.43 1,849.47
1,927.83 1,996.40 2,359.47 2,395.36 2,663.80 3,170.82 3,254.72
3,439.88 2,872.11 FaysalM MoM+/()%inNA 3.09% 11.04% 2.03% 0.43%
4.24% 3.56% 18.19% 1.52% 11.21% 19.03% 2.65% 5.69% 16.51% FaysalM
Total+/()YTD%inNA 182.79% 11.04% 13.30% 12.81% 17.59% 21.77% 43.92%
46.11% 62.48% 93.41% 98.52% 109.82% 75.19%
ABLCASHFUNDHBLMONEYMARKETFUNDFAYSALMONEYMARKETFUND
Preparedby:MustansirShabbar,HeadofCustomerServices,DawoodCapitalManagementLimited,www.edawood.com
10. FUNDSSCREENINGMEASURES CONVENTIONALMONEYMARKETFUNDS Funds
Measures Jun2012 Jul2012 Aug2012 Sep2012 Oct2012 Nov2012 Dec2012
Jan2013 Feb2013 Mar2013 Apr2013 May2013 Jun2013
FUNDSSCREENINGMEASURES CONVENTIONALMONEYMARKETFUNDS FORFY201213
PICICCaRiskAssessmentMeasures PICICCa StandardDeviation 0.12% 0.12%
0.12% 0.10% 0.15% 0.14% 0.14% 0.15% 0.15% 0.14% 0.13% 0.13% PICICCa
DownsideDeviation 0.85% 0.84% 0.60% 0.67% 0.58% 0.58% 0.60% 0.61%
0.61% 0.61% 0.62% 0.63% 0.63% PICICCa ActiveReturn/Alpha 0.04%
0.06% 0.25% 0.07% 0.16% 0.01% 0.11% 0.10% 0.01% 0.03% 0.16% 0.10%
0.09% PICICCa Corelation 0.49 (1.00) 0.43 0.40 0.80 0.81 0.83 0.85
0.87 0.83 0.83 0.84 PICICCa Beta 2.73 (4.52) 1.03 0.66 1.39 1.16
1.12 1.26 1.31 1.21 1.20 1.20 PICICCa RSquared 0.24 1.00 0.19 0.16
0.64 0.65 0.69 0.73 0.76 0.69 0.69 0.70 PICICCaPerformanceMeasures
PICICCa AnnualizedReturn(YTD) 10.90% 9.93% 10.96% 10.54% 10.41%
9.83% 9.52% 9.28% 9.07% 8.85% 8.86% 8.79% 8.73% PICICCa
AnnualizedReturn(MoM) 10.18% 9.93% 11.97% 9.64% 9.98% 7.39% 8.01%
7.83% 7.40% 7.15% 8.89% 8.10% 7.99% PICICCa AbsoluteReturn(YTD)
10.90% 0.84% 1.86% 2.66% 3.51% 4.12% 4.80% 5.47% 6.04% 6.65% 7.38%
8.07% 8.73% PICICCa AbsoluteReturn(MoM) 0.83% 0.84% 1.02% 0.79%
0.85% 0.61% 0.68% 0.66% 0.57% 0.61% 0.73% 0.69% 0.66% PICICCa
SumAbs.Return(MoM) 10.87% 0.84% 1.86% 2.65% 3.50% 4.11% 4.79% 5.45%
6.02% 6.63% 7.36% 8.05% 8.70% PICICCa MeanReturns(Abs.MoM) 0.90%
0.84% 0.93% 0.88% 0.87% 0.81% 0.79% 0.77% 0.74% 0.72% 0.72% 0.72%
0.72% PICICCa BenchmarkReturn 0.79% 0.78% 0.76% 0.72% 0.68% 0.62%
0.57% 0.57% 0.58% 0.58% 0.57% 0.58% 0.57% PICICCa
RiskAdjustedReturn 0.16% 0.14% 0.06% 0.06% 0.05% 0.16% 0.09% 0.10%
0.19% 0.17% 0.05% 0.09% 0.10% PICICCa CoefficientofVariation 0.13
0.13 0.13 0.11 0.18 0.18 0.18 0.20 0.20 0.19 0.18 0.18 PICICCa
Sharpe (0.90) (0.33) (0.40) (0.22) (0.34) (0.40) (0.45) (0.53)
(0.60) (0.62) (0.65) (0.68) PICICCa Sortino (0.13) (0.17) (0.07)
(0.07) (0.04) (0.09) (0.10) (0.10) (0.13) (0.15) (0.14) (0.14)
(0.14) PICICCa 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) PICICCa Jensen'sAlpha
0.00 (0.01) 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00
PICICCa TrackingError 0.11% 0.14% 0.11% 0.09% 0.10% 0.09% 0.08%
0.09% 0.08% 0.08% 0.08% 0.08% PICICCa InformationRatio 0.89 1.15
1.20 1.54 1.07 1.20 1.30 1.06 1.01 1.12 1.19 1.24 PICICCa VAMI 1.11
1.01 1.02 1.03 1.04 1.04 1.05 1.06 1.06 1.07 1.08 1.08 1.09 PICICCa
ExcessReturnonRFR 0.11% 0.14% 0.04% 0.05% 0.02% 0.05% 0.06% 0.06%
0.08% 0.09% 0.09% 0.09% 0.09% PICICCaMisc.Info PICICCa LastNAVs
100.5186 100.3131 100.4330 100.4790 100.5809 100.4921 100.4258
100.3436 100.3136 100.3229 100.4563 100.4470 100.4067 PICICCa
Payouts 1.2000 0.6500 0.9000 0.7500 0.7500 0.7000 0.7500 0.7500
0.6000 0.6000 0.6000 0.7000 0.7000 PICICCa ExNAVs 100.1186 100.3131
100.4330 100.4790 100.5809 100.4921 100.4258 100.3436 100.3136
100.3229 100.4563 100.4470 100.4067 PICICCa NetAssets 2,659.79
2,447.96 2,425.77 2,041.79 1,841.65 2,122.70 2,055.32 2,167.86
2,264.09 2,183.03 2,606.22 2,296.00 2,381.01 PICICCa MoM+/()%inNA
17.39% 7.96% 0.91% 15.83% 9.80% 15.26% 3.17% 5.48% 4.44% 3.58%
19.39% 11.90% 3.70% PICICCa Total+/()YTD%inNA 123.68% 7.96% 8.80%
23.23% 30.76% 20.19% 22.73% 18.50% 14.88% 17.92% 2.01% 13.68%
10.48% FirstHaRiskAssessmentMeasures FirstHa StandardDeviation
0.11% 0.15% 0.18% 0.15% 0.18% 0.17% 0.17% 0.17% 0.17% 0.16% 0.24%
0.32% FirstHa DownsideDeviation 0.83% 0.88% 0.62% 0.66% 0.57% 0.58%
0.60% 0.61% 0.60% 0.61% 0.61% 0.58% 0.56% FirstHa
ActiveReturn/Alpha 0.17% 0.11% 0.18% 0.13% 0.05% 0.17% 0.08% 0.11%
0.20% 0.13% 0.13% 0.55% 0.79% FirstHa Corelation 0.63 (1.00) 0.33
0.33 0.61 0.66 0.71 0.74 0.75 0.76 0.38 0.38 FirstHa Beta 1.09
(1.34) 0.59 0.46 1.01 1.08 1.17 1.33 1.38 1.42 1.13 1.60 FirstHa
RSquared 0.40 1.00 0.11 0.11 0.38 0.44 0.50 0.55 0.57 0.58 0.15
0.14 FirstHaPerformanceMeasures FirstHa AnnualizedReturn(YTD)
10.79% 10.31% 11.54% 10.67% 10.51% 9.89% 9.60% 9.33% 9.10% 8.93%
8.83% 9.48% 8.68% FirstHa AnnualizedReturn(MoM) 10.05% 10.31%
12.76% 8.84% 10.04% 7.31% 8.18% 7.70% 7.34% 7.57% 7.93% 15.77%
0.20% FirstHa AbsoluteReturn(YTD) 10.79% 0.88% 1.96% 2.69% 3.54%
4.14% 4.84% 5.49% 6.06% 6.70% 7.36% 8.70% 8.68% FirstHa
AbsoluteReturn(MoM) 0.82% 0.88% 1.08% 0.73% 0.85% 0.60% 0.70% 0.65%
0.56% 0.64% 0.65% 1.34% 0.02% FirstHa SumAbs.Return(MoM) 10.62%
0.88% 1.96% 2.69% 3.54% 4.14% 4.83% 5.49% 6.05% 6.69% 7.35% 8.68%
8.67% FirstHa MeanReturns(Abs.MoM) 0.88% 0.88% 0.97% 0.88% 0.88%
0.81% 0.79% 0.77% 0.74% 0.73% 0.72% 0.76% 0.72% FirstHa
BenchmarkReturn 0.99% 0.99% 0.91% 0.85% 0.80% 0.77% 0.77% 0.76%
0.76% 0.78% 0.78% 0.79% 0.77% FirstHa RiskAdjustedReturn 0.17%
0.11% 0.13% 0.13% 0.06% 0.17% 0.08% 0.11% 0.20% 0.13% 0.13% 0.56%
0.77% FirstHa CoefficientofVariation 0.12 0.15 0.20 0.17 0.22 0.21
0.21 0.23 0.22 0.22 0.30 0.45 FirstHa Sharpe (1.23) 0.06 (0.20)
(0.09) (0.25) (0.29) (0.35) (0.44) (0.50) (0.55) (0.12) (0.28)
FirstHa Sortino (0.16) (0.13) 0.02 (0.06) (0.02) (0.08) (0.08)
(0.10) (0.13) (0.14) (0.14) (0.05) (0.16) FirstHa 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) FirstHa 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) FirstHa
TrackingError 0.08% 0.20% 0.17% 0.14% 0.14% 0.13% 0.12% 0.12% 0.12%
0.11% 0.22% 0.30% FirstHa InformationRatio (1.57) 0.16 (0.12)
(0.01) (0.24) (0.32) (0.42) (0.56) (0.65) (0.73) (0.11) (0.29)
FirstHa VAMI 1.11 1.01 1.02 1.03 1.04 1.04 1.05 1.06 1.06 1.07 1.08
1.09 1.09 FirstHa ExcessReturnonRFR 0.13% 0.11% 0.01% 0.04% 0.01%
0.04% 0.05% 0.06% 0.08% 0.08% 0.09% 0.03% 0.09% FirstHaMisc.Info
FirstHa LastNAVs 101.07 100.1448 100.2299 100.1580 100.2118
100.2140 100.1605 100.2152 100.1796 100.1237 100.1263 100.7677
100.7514 FirstHa Payouts 1.05 0.7500 1.0000 0.8000 0.8000 0.6000
0.7500 0.6000 0.6000 0.7000 0.6500 0.7000 0.7000 FirstHa ExNAVs
100.02 100.1448 100.2299 100.1580 100.2118 100.2140 100.1605
100.2152 100.1796 100.1237 100.1263 100.7677 100.0514 FirstHa
NetAssets 2,026.95 2,717.16 3,526.19 3,167.46 3,866.74 3,749.85
3,242.32 2,824.75 2,830.45 2,253.25 2,136.59 2,435.04 2,307.65
FirstHa MoM+/()%inNA 2.08% 34.05% 29.77% 10.17% 22.08% 3.02% 13.53%
12.88% 0.20% 20.39% 5.18% 13.97% 5.23% FirstHa Total+/()YTD%inNA
255.61% 34.05% 73.97% 56.27% 90.77% 85.00% 59.96% 39.36% 39.64%
11.16% 5.41% 20.13% 13.85% AKDCa RiskAssessmentMeasures AKDCa
StandardDeviation 0.24% 0.32% 0.31% 0.26% 0.25% 0.24% 0.22% 0.22%
0.21% 0.20% 0.19% 0.29% AKDCa DownsideDeviation 0.65% 0.79% 0.56%
0.59% 0.51% 0.54% 0.56% 0.52% 0.53% 0.54% 0.57% 0.58% 0.56% AKDCa
ActiveReturn/Alpha 0.02% 0.04% 0.48% 0.09% 0.25% 0.05% 0.02% 0.11%
0.07% 0.02% 0.06% 0.01% 0.82% AKDCa Corelation (0.44) 1.00 0.91
0.31 0.54 0.61 0.56 0.62 0.64 0.64 0.64 (0.19) AKDCa Beta (3.52)
22.41 13.48 2.50 3.54 3.73 3.17 3.52 3.65 3.61 3.67 (1.40) AKDCa
RSquared 0.20 1.00 0.82 0.10 0.30 0.37 0.32 0.39 0.41 0.41 0.41
0.04 AKDCa PerformanceMeasures AKDCa AnnualizedReturn(YTD) 11.01%
9.30% 11.94% 10.63% 10.79% 10.18% 9.79% 9.73% 9.51% 9.31% 9.29%
9.20% 8.40% AKDCa AnnualizedReturn(MoM) 9.85% 9.30% 14.57% 7.80%
11.22% 7.67% 7.78% 9.29% 7.83% 7.76% 9.05% 8.25% 0.47% AKDCa
AbsoluteReturn(YTD) 4.54% 0.79% 2.03% 2.68% 3.64% 4.27% 4.94% 5.73%
6.33% 6.99% 7.74% 8.44% 8.40% AKDCa AbsoluteReturn(MoM) 0.81% 0.79%
1.24% 0.64% 0.95% 0.63% 0.66% 0.79% 0.60% 0.66% 0.74% 0.70% 0.04%
AKDCa SumAbs.Return(MoM) 4.52% 0.79% 2.03% 2.67% 3.62% 4.25% 4.91%
5.70% 6.30% 6.96% 7.70% 8.41% 8.37% AKDCa MeanReturns(Abs.MoM)
0.71% 0.79% 0.99% 0.86% 0.88% 0.82% 0.79% 0.79% 0.77% 0.75% 0.75%
0.75% 0.70% AKDCa BenchmarkReturn 0.78% 0.75% 0.76% 0.73% 0.70%
0.68% 0.68% 0.68% 0.68% 0.68% 0.69% 0.69% 0.78% AKDCa
RiskAdjustedReturn 0.18% 0.20% 0.28% 0.21% 0.16% 0.14% 0.11% 0.03%
0.16% 0.12% 0.04% 0.08% 0.80% AKDCa CoefficientofVariation 0.32
0.31 0.35 0.28 0.30 0.29 0.27 0.27 0
