FALCOM SAUDI EQUITY FUND
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Short Term Fund Benchmark Calendar Return Fund Benchmark 1) active sector allocation. 2) active security selection. Fund Benchmark Fund Benchmark Fund Benchmark Fund Benchmark Cumulative Return -9.70% -7.33% 31.84% 23.20% 25.99% 12.04% 125.27% 18.81% Standard Deviation 8.97% 8.03% 34.09% 23.19% 28.17% 12.08% 129.12% 18.87% Sharpe Ratio -1.30 -1.16 0.88 0.91 0.85 0.83 0.95 0.89 Fund Currency Saudi Riyal Treynor Ratio -12.34% -9.33% 31.91% 21.20% 25.76% 10.04% 140.61% 16.81% Inception Date 6-May-07 Type of Fund Shariah Compliant Management Fee (p.a.) 1.75% (of N.A.V.) Participation Fees 1.50% (of subscription amt.) Participation Day Each business day Redemption Day Each business day Valuation Day Each business day Minimum Participation SAR 10,000 Minimum Balance SAR 10,000 Minimum Additional Participation SAR 5,000 Inception Price SAR 1.00000 Current Price SAR 2.25273 Fund Net Asset Value Fund Benchmark Tadawul All Share Index March 31, 2015 SAR 176,465,461.82 PERFORMANCE FUND VS BENCHMARK 1 Year 2 Years 3 Years Since Inception FUND FACTS FALCOM SAUDI EQUITY FUND 6.32% 5.35% -7.72% 3 Months FUND OBJECTIVES -4.70% -5.74% To provide long-term capital appreciation and growth. The Fund invests in listed equity securities that comply with Shariah- guidelines and form part of Tadawul All Share Index. FALCOM Asset Management team of investment professionals seeks to add value over the Benchmark through: -19.12% -2.37% 2015YTD PERFORMANCE 1 Month Since Inception 125.27% 18.81% -10.69% 6.32% 5.35% 2013 39.07% 25.50% 2014 -5.08% 6 Months -22.83% 9 Months - 0.50 1.00 1.50 2.00 2.50 3.00 3.50 07 07 08 08 09 09 10 10 11 11 11 12 12 13 13 14 14 15 FSEF TASI Fund Benchmark Tadawul All Share Index Fund Manager FALCOM Financial Services VERSUS BENCHMARK 1 Year 2 Years 3 Years 4 Years Alpha -2.37% 8.64% 13.95% 26.31% Beta 1.0729 1.0600 1.0536 1.0632 R-Squared 94.83% 93.51% 93.14% 91.63% Information Ratio -0.02 0.05 0.05 0.06 Excess Return -2.45% 9.09% 14.08% 23.75% Batting Average 48.59% 54.02% 53.61% 53.21% MANAGER PERFORMANCE STATISTICAL ANALYSIS SECTORAL ALLOCATION Since Inception For more information please call 8004298888 or visit the Website: www.falcom.com.sa INFORMATION RATIO BATTING AVERAGE 106.47% TOP 5 HOLDINGS (Percent to Total Portfolio) 53.09% 0.9662 87.67% 0.06 89.53% There is no guarantee that the Fund will continue to hold any particular securities or continue investing in any particular sectors. Holdings are subject to change. Investing in the Fund is not a deposit in, or Banks & Financial Services 9.89% Petrochemical Industries 27.06% Cement 8.54% Retail 9.78% Telecommunication 5.64% Insurance 0.93% Industrial Investment 15.79% Building & Construction 17.07% Hotel & Tourism 3.50% FALCOM Saudi Equity ETF 1.81% Zamil Industrial Investment Co Saudi Telecom Arabian Cement Co Al Hassan Ghazi Ibrahim Shaker Saudi Basic Industries Corp 4.84% 5.60% 6.12% 7.58% 9.08% -1.00 -0.75 -0.50 -0.25 0.00 0.25 0.50 0.75 1.00 1 Year 2 Years 3 Years 4 Years Since Inception Outperform the benchmark Underperform the benchmark 0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0 1 Year 2 Years 3 Years 4 Years Since Inception Beat The Benchmark Lag The Benchmark Excess returns over a benchmark per unit of risk (risk is measured by tracking error). Higher information ratio (more than or equal zero) shows better risk adjusted return. Percent of periods during which the portfolio manager outperformed the benchmark. High batting average shows consistent outperformance over benchmark. Ideally >50%. Statistical analysis is based on the geometric mean and geometric standard deviation for respective periods. May-0 Oct-0 Apr-0 Sep-0 Mar-0 Aug-0 Feb-1 Jul-1 Jan-1 Jun-1 Dec-1 May-1 Nov-1 Apr-1 Oct-1 Mar-1 Sep-1 Mar-1 There is no guarantee that the Fund will continue to hold any particular securities or continue investing in any particular sectors. Holdings are subject to change. Investing in the Fund is not a deposit in, or an obligation of, and is not guaranteed by the Investment Manager. Past performance does not guarantee future results and the Fund remains subject to investment risk. Listed securities are valued at their closing price, underlying Murabaha transactions are valued at their value as of valuation date, other investments are valued at their book value at valuation date
Transcript of FALCOM SAUDI EQUITY FUND
Short Term
Fund
Benchmark
Calendar Return
Fund
Benchmark
1) active sector allocation.
2) active security selection.
Fund Benchmark Fund Benchmark Fund Benchmark Fund Benchmark
Cumulative Return -9.70% -7.33% 31.84% 23.20% 25.99% 12.04% 125.27% 18.81%
Standard Deviation 8.97% 8.03% 34.09% 23.19% 28.17% 12.08% 129.12% 18.87%
Sharpe Ratio -1.30 -1.16 0.88 0.91 0.85 0.83 0.95 0.89
Fund Currency Saudi Riyal Treynor Ratio -12.34% -9.33% 31.91% 21.20% 25.76% 10.04% 140.61% 16.81%
Inception Date 6-May-07
Type of Fund Shariah Compliant
Management Fee (p.a.) 1.75% (of N.A.V.)
Participation Fees 1.50% (of subscription amt.)
Participation Day Each business day
Redemption Day Each business day
Valuation Day Each business day
Minimum Participation SAR 10,000
Minimum Balance SAR 10,000
Minimum Additional Participation SAR 5,000
Inception Price SAR 1.00000
Current Price SAR 2.25273
Fund Net Asset Value
Fund Benchmark Tadawul All Share Index
March 31, 2015
SAR 176,465,461.82
PERFORMANCE FUND VS BENCHMARK
1 Year 2 Years 3 Years Since Inception
FUND FACTS
FALCOM SAUDI EQUITY FUND
6.32%
5.35% -7.72%
3 Months
FUND OBJECTIVES
-4.70%
-5.74%
To provide long-term capital appreciation and growth. The Fund
invests in listed equity securities that comply with Shariah-
guidelines and form part of Tadawul All Share Index. FALCOM
Asset Management team of investment professionals seeks to
add value over the Benchmark through:
-19.12%
-2.37%
2015YTD
PERFORMANCE
1 Month
Since Inception
125.27%
18.81%
-10.69%
6.32%
5.35%
2013
39.07%
25.50%
2014
-5.08%
6 Months
-22.83%
9 Months
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FSEF
TASI
Fund Benchmark Tadawul All Share Index
Fund Manager FALCOM Financial Services
VERSUS BENCHMARK 1 Year 2 Years 3 Years 4 Years
Alpha -2.37% 8.64% 13.95% 26.31%
Beta 1.0729 1.0600 1.0536 1.0632
R-Squared 94.83% 93.51% 93.14% 91.63%
Information Ratio -0.02 0.05 0.05 0.06
Excess Return -2.45% 9.09% 14.08% 23.75%
Batting Average 48.59% 54.02% 53.61% 53.21%
MANAGER PERFORMANCE STATISTICAL ANALYSIS
SECTORAL ALLOCATION
Since Inception
For more information please call 8004298888 or visit the Website: www.falcom.com.sa
INFORMATION RATIO
BATTING AVERAGE
106.47%
TOP 5 HOLDINGS (Percent to Total Portfolio)
53.09%
0.9662
87.67%
0.06
89.53%
There is no guarantee that the Fund will continue to hold any particular securities or continue investing in any particular sectors. Holdings are subject to change. Investing in the Fund is not a deposit in, or
Banks & Financial Services
9.89%
Petrochemical Industries
27.06%
Cement8.54%Retail
9.78%Telecommunication
5.64%
Insurance0.93%
Industrial Investment15.79%
Building & Construction
17.07%
Hotel & Tourism3.50%
FALCOM Saudi Equity ETF
1.81%
Zamil Industrial Investment Co
Saudi Telecom
Arabian Cement Co
Al Hassan Ghazi Ibrahim Shaker
Saudi Basic Industries Corp
4.84%
5.60%
6.12%
7.58%
9.08%-1.00
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Outperform the benchmark
Underperform the benchmark
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1 Year 2 Years 3 Years 4 Years Since Inception
Beat The Benchmark
Lag The Benchmark
Excess returns over a benchmark per unit of risk (risk is measured by tracking error).
Higher information ratio (more than or equal zero) shows better risk adjusted return.
Percent of periods during which the portfolio manager outperformed the benchmark.
High batting average shows consistent outperformance over benchmark. Ideally >50%.
Statistical analysis is based on the geometric mean and geometric standard deviation for respective periods.
Ma
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There is no guarantee that the Fund will continue to hold any particular securities or continue investing in any particular sectors. Holdings are subject to change. Investing in the Fund is not a deposit in, or
an obligation of, and is not guaranteed by the Investment Manager. Past performance does not guarantee future results and the Fund remains subject to investment risk.
Listed securities are valued at their closing price, underlying Murabaha transactions are valued at their value as of valuation date, other investments are valued at their book value at valuation date
