SD Balanced Mutual Fund Excel File

8/3/2019 SD Balanced Mutual Fund Excel File

1/40

Fund Size 100 Million

Unit Price 50 NAV per unit

No. of Unit 2 Million

Asset Allocation

Nov-11 (Fund (PKR)(Million) ) Oct-11

Cash 10.00% 10.00 6.00%

T-Bills 12.00% 12.00 11.00%

TFCs 20.00% 20.00 30.00%

Equity 52.00% 52.00 48.00%

Other including receivables 3.00% 3.00 2.00%

Commodity Market 3% 3.00 3.00%

Total 100% 100.00 100.00%


2/40

(Fund (PKR)(Million) )

6.00

11.00

30.00

48.00

2.00

3.00

100.00

Asset Allocation

Cash T-Bills

Equity Otherincludingreceivables


3/40

FCs

ommodityarket


4/40

Company Symbol

Cons

DG Khan Cement DGKC

Lucky Cement

Fauji Fertilizer Co. FFC

Fauji Fertilizer Bin Qasim CoFFBL

fatima frtilizer co

Engro Corporation

Nishat Mills Ltd INDU

Pakistan Oil Fields POL

Oil and Gas Development Co.OGDCL

Pakistan State Oil

Pakistan Petrolium Ltds

Bank Al falah

National Bank

MCB Bank Ltd. MCB

Hub Power Co. HUBC

Kapco

Total

Equity Allocation (%)

Construction and Materials


5/40

Chemicals

Personal Goods

Oil and Gas

Banks

Electricity

Total


6/40

Equity Allocation

Percentage of Total Fund Size PKR Allocation (Million)

truction and Materials

0.25% 0.25

1.25%

1.50% 1.50

Chemicals

6.71% 6.71

4.50% 4.50

4.00% 4.00

1.50% 1.50

16.71%

personal goods

0.50% 0.50

0.50% 0.50

Oil and Gas

5.00% 5.00

10.00% 10.00

1.25% 1.25

4.00% 4.00

20.25%

Banks

3.00% 3.00

1.00% 1.00

4.50% 4.50

8.50% 8.50

Electricity

3.50% 3.50

1.04% 1.044.54%

52.00% 52.00

Percentage of Total Fund Size Fund (PKR)(Million)

1.50% 1.50


7/40

16.71% 16.71

0.50% 0.50

20.25% 20.25

8.50% 8.50

4.54% 4.54

52.00% 52.00


8/40

Construction andMaterials

Chemicals P

Oil and Gas Banks E


9/40


10/40

ersonal Goods

lectricity


11/40


12/40

Companies Name Symbol % of Total Fund Size

DG Khan Cement DGKC 0.25%

Fauji Fertilizer Co. FFCL 6.71%Fauji Fertilizer Bin Q FFBL 4.50%

fatima frtilizer co 4.00%

Nishat Mills Ltd NML 0.50%

Pakistan Oil Fields 5.00%

Oil and Gas Develop NML 10.00%

Bank Al falah NPL 3.00%

National Bank NIB 1.00%

MCB Bank Ltd. PPL 4.50%

Lucky Cement 1.25%

Hub Power Co. 3.50%

Kapco 1.04%

Pakistan Petrolium ltd 4.00%

Engro Corporation 1.50%

PSO 1.25%

52.00%

5.00

6.00


13/40

DG Khan CementFauji Fertilizer Co.

Fauji Fertilizer Bi

0.00

1.00

2.00

3.00

.

6.0%

8.0%

10.0%

12.0%

14.0%

16.0%

18.0%

20.0%

EQUITY


14/40

DG Khan CementFauji Fert

Fa

0.0%

2.0%

4.0%


15/40

% of Equity Fund (PKR)(Million) No. of Units Current Price -

0.5% 0.25 4808 23.6

12.9% 6.71 129038 159.18.7% 4.5 86538 52.95

7.7% 4 76923 23.57

1.0% 0.5 9615 40.86

9.6% 5 96154 362.17

19.2% 10 192308 158.53

5.8% 3 57692 11.75

1.9% 1 19231 40.90

8.7% 4.5 86538 147.95

2.4% 1.25 24038 79.35

6.7% 3.5 67308 36.45

2.0% 1.04 20000 41.01

7.7% 4 76923 169.91

2.9% 1.5 28846 112.90

2.4% 1.25 24038 243.62

100% 52.00 1000000


16/40

n Qasim Co.fatima frtilizer co

Nishat Mills LtdPakistan Oil Fields

Oil and Gas Development Co.Bank Al falah

National BankMCB Bank Ltd.Lucky C

llocation


17/40

ilizer Co.ji Fertilizer Bin Qasim Co.

fatima frtilizer co

Nishat Mills LtdPakistan Oil FieldsOil and Gas Development Co.Bank Al falah

National BankMCB Bank


18/40

Expected Price in Return (%) Weighted Avg Return Return (PKR)(Million)

30 27 0.13 0.07

225 41 5.34 2.7864 21 1.81 0.94

24 2 0.14 0.07

60 47 0.45 0.23

425 17 1.67 0.87

170.00 7 1.39 0.72

14.00 19 1.10 0.57

55.00 34 0.66 0.34

210.00 42 3.63 1.89

100.00 26 0.63 0.33

50.00 37 2.50 1.30

48.00 17 0.34 0.18

225.00 32 2.49 1.30

225.00 99 2.86 1.49

400.00 64 1.54 0.80

26.70 13.88


19/40

ementHub Power Co.

KapcoPakistan Petrolium ltd

Engro CorporationPSO


20/40

Ltd.Lucky Cement

Hub Power Co.Kapco

Pakistan Petrolium ltdEngro Corporation

PSO


21/40

Fund size - 2012

0.32

9.495.44

4.07

0.73

5.87

10.72

3.57

1.34

6.39

1.58

4.80

1.22

5.30

2.99

2.05

65.88


22/40


23/40


24/40

S.# Tenor Rate Percentage of Total

1 3 Months 11.94% 3.00%

2 6 Months 11.97% 6.00%

3 12 Month 12.28% 3.00%

12.00%

Return%


25/40

Percentage of T-BillsFund (PKR)(Milli Weighted Avg RetReturn(Millions

25% 3 2.985% 0.36

50% 6 5.985% 0.72

25% 3 3.070% 0.37

100.00% 12.00 12.04% 1.44

3 Months

6 Months

12 Months

0.000%

1.000%

2.000%

.000%

.000%

.000%

.000%

T-bills Evaluation


26/40

Fund - 2012

3.36

6.72

3.37

13.44


27/40

Tenor Rate

Tameer Micro 9.00%

TFC Issued Date Rating

Askari Comme 2009AA-

Standard Char 2006 AAA

Askari Co

Stand

TFC


28/40

CASH DEPOSIT

Percentage of Total F Percentage on Cash Fund (PKR)(Million) Return

10.00% 100.00% 10 1.00

100.00% 72 1.00

Rate of Return Percentage of Total Percentage of TFCs Fund (PKR)(Milli

14.47% 11.00% 55.00% 11

13.97% 9.00% 45.00% 9

20.00% 100.00% 20

mercial bank

ard Chartered

0.00%1.00%

2.00%3.00%

4.00%5.00%

6.00%7.00%

8.00

'S Evaluation


29/40

Weighted A Fund value - 2012 M

9.00% 11.00

9.00% 11.00

Return on T Weighted Avg RetFund Value - 2012

1.59 7.96% 12.59

1.26 6.29% 10.26

2.85 14.25% 22.85

%


30/40

Commodity Rate

Gold 20.40%


31/40

Forecasted Price 69,031.00

Current Price 57,335.00

Return 20.40%

Percentage of Total Fund Fund (PKR)(Million) Return (Millions)

6% 6 1.22

Gold

0.00%

5.00%

10.00%

15.00%

20.00%

25.00%

AxisTitle


32/40

Return Fund - 2012

7.22


33/40

Cash

T-Bills

TFCs/Sukuk

Equity

Other including receivables

Commodity Market

Total

Cash

T-Bills

TFCs/Sukuk

Equity

Other including receivables

Commodity Market

0.00% 2.00% 4.00% 6.00

Portfolio Evaluation


34/40

Asset Allocation

Nov-11 Fund (PKR)(Million) Return %

10.00% 10.00 9.00%

12.00% 12.00 12.06%

20.00% 20.00 14.25%

52.00% 52.00 26.70%

3.00% 3.00 0.00%

3% 3.00 20.40%

100.00% 100.00

Benchmark Rate of Return 14.5%

Weighted Avg return of Portfolio 19.69%

% 8.00% 10.00% 12.00% 14.00%


35/40

Weighted Avg return of Portfolio Return PKR (Million) Fund - 2012 (Million)

0.90% 0.90 10.90

1.45% 1.45 13.45

2.85% 2.85 22.85

13.88% 13.88 65.88

0.00% 0.00 3.00

0.61% 0.61 3.61

19.69% 19.69 119.69

Kse 30 Index 17.01%

6month Kibor rate 11.97%

Benchmark Rate of Return

Weighted Avg return of Portfolio

0.0%5.0%

10.0%15.0%

20.0%

Performance Comparison


36/40


37/40

Expected Expenses

Trustee Fee 100,000

SECP Fee 10,000

Mngmt Fee 1,500,000Other Expenses 2,500,000

Total Expenses 4,110,000

Date AUMs

Inception 100,000,000

2012 115,583,200

NAV - 2012 = 115,583,200.00


38/40

p r p*r WA. R-i return

0.1 9.00% 0.90% 9.00%

0.12 12.04% 1.44% 12.04%0.2 14.25% 2.85% 14.25%

0.52 26.70% 13.88% 26.70%

0.03 0.00% 0.00% 0.00%

Units AV / Unit 0.03 20.40% 0.61% 20.40%

2,000,000 50.0 1 19.69%

2,000,000 57.8

Teynor's Measu 19.69 - 12.28

b b

Sharpe Ratio 19.69 -12.28

s s

Jensen Measur Portfolio return - Benchmark Ret

Benchmark Ret Rf + (Rm-Rf)*b

Teynor's Measu 14.5 - 12.28

b b

Sharpe Ratio 14.5 -12.28

s s

Jensen Measur Portfolio return - Benchmark Ret

Benchmark Ret Rf + (Rm-Rf)*b

Portfolio return

Portfolio return

Portfolio return

Portfolio return


39/40

p*(WA. R-I return)2

0.0081 0.0008

0.0145 0.0017

0.0203 0.0041

0.0713 0.0371

0.0000 0.0000

0.0416 0.0012

0.0449

S/D =0.2120

7.41 14.82

0.5

7.41 34.95

0.21

19.69 - 13.39 6.30

13.39

2.22 2.22

1

2.22 0.14

16.4

14.5 - 14.3 0.00

14.5

(WA. R-I return)2


40/40

Companies (%) of Total Fund

JS Bank Ltd 1.59%

National Bank 4.00%

Soneri Bank Ltd 2.98%

United Bank Ltd 2.49%

Lackson Investments 8.65%

PSO 7.58%

Telenor

KASB Bank 7.77%

NIB Bank Limited 7.18%

Askari Bank Ltd 6.30%

Indus Motor Company Limited 2.19%

Allied Bank Ltd. 3.00%

MCB 0.05%

Faysal Bank 3.90%

0.82%NetSol Technologies, Inc 2.90%

Standard Chartered 4.30%

Unilever Pakistan Limited 4.03%

Public 24.09%

Total Err:511

Sui Southern Gas Company (SSGC)

Documents

SD Balanced Mutual Fund Excel File