2022,1
stQuarter Report
Fund’s Objectives
the Saudi Market. The fund invests its assets in a diversified portfolio of shariah compliant companies listed in the Saudi Equity market. The Fund may also invest a part of its assets in short term Murabaha investments.Fund’s Information
― Fund’s start date: 25/07/2018
― Unit price upon offering:10.00
― Size of the Fund:124,164,930.69
― Type of the Fund: Public Fund
― Currency of the Fund: SAR
― Level of risk: High Risk
― Benchmark: S&P Shariah Domestic
― Number of distributions: N/A
― Percentage of fees for the management of the invested funds (if any):N/A
― The investment advisor and fund sub-manager (if any): N/A
― The number of days of the weighted average (if any):N/A
Definitions
― Standard Deviation: A statistic that measures the dispersion of a dataset relative to its mean.
― Sharpe indicator: It is a measure of risk-adjusted return. It describes how much excess return you receive for the volatility of holding a riskier asset.
― Tracking Error: The divergence between the price behavior of a position or a portfolio and the price behavior of a benchmark.
― Beta: A measure of the volatility or systematic risk of a security or portfolio compared to the market as a whole
― Alpha: It is the excess return of an investment relative to the return of a benchmark index.
― Information index: A measurement of portfolio returns beyond the returns of a benchmark, usually an index, compared to the volatility of those returns.
Contact Information
― Phone number: 920033594
― Website: www.alphacapital.com.sa
― Email: [email protected]
Price Information
Details of the Fund’s Ownership Investments
Unit price 24.21051 SAR
% Change from last quarter 24.08%
Dual unit price (if any) N/A
Total units of the fund 5,128,555.32
Total net assets 124,164,930.69 SAR
P/E ratio (if any) N/A
Fund Information
Item 1stQuarter
Value %
Total expense ratio 393,683.18 0.48%
Borrowing (if any) 0.00 0.00
Dealing expenses 16,271.55 0.02%
Investments of the fund
manager (if any) 0.00 0.00
Distributions of profits 0.00 0.00
Item Details
Full Ownership N/A
15.19%
7.00%
7.00%
6.47%
5.93%
5.70%
5.06%
5.02%
4.98%
Saudi Basic Industries Corp Bank Albilad
Bank Al Jazira
Saudi Re For Cooperative Reinsurance Ataa Educational Co
Saudi Ceramics Saudi Telecom
Arabian Internet and Communications Services Co
During the period from the date of inception (25/07/2018) until the date of the report (30/03/2022), the fund invested its assets in shares of Saudi listed companies that are compliant with the shariah principals.
Saudi Arabia 100%
Top 10 Investments*
Assets Distribution (by Sector)*
Assets Distribution (by Geography)
Item* 3 months Year to date One year 3 years 5 years
Fund performance 24.08% 24.08% 52.93% 126.55% N/A
Benchmark performance 15.50% 15.50% 30.77% 58.59% N/A
Return Analysis
31.51%
22.96%
5.70%
7.32%
5.02%
4.98%
4.78%
6.76%
3.44%
2.70% 4.08% 0.69% -0.16%
Banks Materials Insurance Consumer Services Capital Goods
Telecommunication Services Software & Services Utilities
Health Care Equipment & Svc Transportation
Retailing
Technology Hardware & Equipment Cash & Cash Equivalents
* As of beginning of Quarter on 3rdJan 2022
Performance and Risks
standards 3 months Year to date One year 3 years 5 years
Standard deviation 13.15 13.15 13.83 17.68 N/A
Sharpe indicator 1.80 1.80 3.76 6.91 N/A
Tracking error 6.52% 6.52% 5.47% 6.83% N/A
Beta 0.98 0.98 0.97 0.85 N/A
Alpha 8.89% 8.89% 22.91% 75.83% N/A
Information index 1.31 1.31 4.05 9.95 N/A
Fund Performance Since Inception
8.009.00 10.00 11.00 12.00 13.00 14.00 15.00 16.00 17.00 18.00 19.00 20.00 21.00 22.00 23.00 24.00 25.00 26.00
Jul-18 Nov-18 Mar-19 Jul-19 Nov-19 Mar-20 Jul-20 Nov-20 Mar-21 Jul-21 Nov-21 Mar-22
