2021,4
thQuarter 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: 43,339,325.71
― Type of the Fund: Public Fund
― Currency of the Fund: SAR
― Level of risk: High Risk
― Benchmark: S&P Shariah Domestic –Price Return
― 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 19.51237 SAR
% Change from last quarter -1.20%
Dual unit price (if any) N/A
Total units of the fund 2,221,120.7802
Total net assets 43,339,325.71 SAR
P/E ratio (if any) N/A
Fund Information
Item 4thQuarter
Value %
Total expense ratio 307,076.55 0.56%
Borrowing (if any) 0.00 0.00
Dealing expenses 12,282.00 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
Usufruct right N/A
18.90%
7.21%
6.50%
6.23%
5.88%
5.34%
4.17%
Ataa Educational Co Saudi Basic Industries Corp Saudi Re For Cooperative Reinsurance Saudi Arabian Mining
STC Solutions Bank Albilad Saudi Electricity Co
Al Moammar Information Systems Company
During the period from the date of inception (25/07/2018) until the date of the report (29/12/2021), 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 -1.20% 39.79% 39.79% 101.03% N/A
Benchmark performance -1.91% 30.42% 30.42% 53.26% N/A
Return Analysis
25.74%
22.95%
10.81%
7.58%
7.21%
6.68%
6.58%
6.50%
3.06% 2.75% 0.13%
Banks Materials Insurance Software & Services Telecommunication Services Transportation
Utilities Consumer Services Capital Goods Retailing
Cash & Cash Equivalents
* As of beginning of Quarter on 4thOct 2021
Performance and Risks
standards 3 months Year to date One year 3 years 5 years
Standard deviation 17.48 13.73 13.73 17.50 N/A
Sharpe indicator -0.08 2.84 2.84 5.50 N/A
Tracking error 5.02% 4.91% 4.91% 6.60% N/A
Beta 0.94 0.94 0.94 0.85 N/A
Alpha 0.59% 11.01% 11.01% 55.01% N/A
Information index 0.14 1.91 1.91 7.24 N/A
Fund Performance Since Inception
8.00 9.00 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
Jul-18 Nov-18 Mar-19 Jul-19 Nov-19 Mar-20 Jul-20 Nov-20 Mar-21 Jul-21 Nov-21
