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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%
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(Fund (PKR)(Million) )
6.00
11.00
30.00
48.00
2.00
3.00
100.00
Asset Allocation
Cash T-Bills
Equity Otherincludingreceivables
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FCs
ommodityarket
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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
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Chemicals
Personal Goods
Oil and Gas
Banks
Electricity
Total
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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
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16.71% 16.71
0.50% 0.50
20.25% 20.25
8.50% 8.50
4.54% 4.54
52.00% 52.00
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Construction andMaterials
Chemicals P
Oil and Gas Banks E
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ersonal Goods
lectricity
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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
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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
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DG Khan CementFauji Fert
Fa
0.0%
2.0%
4.0%
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% 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
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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
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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
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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
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ementHub Power Co.
KapcoPakistan Petrolium ltd
Engro CorporationPSO
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Ltd.Lucky Cement
Hub Power Co.Kapco
Pakistan Petrolium ltdEngro Corporation
PSO
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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
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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%
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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
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Fund - 2012
3.36
6.72
3.37
13.44
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Tenor Rate
Tameer Micro 9.00%
TFC Issued Date Rating
Askari Comme 2009AA-
Standard Char 2006 AAA
Askari Co
Stand
TFC
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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
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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
%
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Commodity Rate
Gold 20.40%
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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
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Return Fund - 2012
7.22
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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
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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%
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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
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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
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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
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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
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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)
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