jadwa saudi equity fund - noor bank · 2020-04-12 · jadwa saudi equity fund monthly fund fact...

Jadwa Saudi Equity FundMonthly Fund Fact Sheet - 29 February 2020

Generated by FactSet

Investment Objective:

To provide long-term capital growth by investing in the Saudi equity market. The Fund invests its assets in a diversified portfolio comprised of Shariah-compliant companies listed on the Saudi equity market, using a multi-strategy approach. The Fund may also invest up to 25% of its assets in other Shariah-compliant Saudi equity investment funds approved by CMA.

Inception Date: Class A: 26-Sep-16 Class B: 30-Jun-07

Base Currency: SAR

Benchmark:

S&P Saudi Arabia Shariah Domestic (TR)

Unit Price: Class A: 158.4932Class B: 405.0207

Net Asset Value: SAR 379.56mn

Valuation Days: Each business day

Cut-off time: 10 am business day

Management Fee: Class A: 1.25%Class B: 1.95%

Subscription Fee: Up to 3%

Min Initial Subscription:

Class A: SAR 25mnClass B: SAR 1,000

Min. Addt'l Sub/Red: SAR 100

Identification Tickers:

Bloomberg: JADSEQTLipper: LP65077653

Contact Info:

9661 1 279 1111Sky Towers, King Fahd RdPO BOX 60677Riyadh 11555Kingdom of Saudi Arabia

www.jadwa.com

Disclaimer: Jadwa Investment or its directors, staff, or affiliates makes no warranty, representation or undertaking whether expressed or implied, nor does it assume any legal liability, whether direct or indirect, or responsibility for the accuracy, completeness, or usefulness of any information that is contained in this material. It is not the intention of this material to be used or deemed as an advice, option or for any action that may take place in future. Unless otherwise stated, all information contained in this material shall not be reproduced, in whole or in part, without the specific written permission of Jadwa Investment. The content of this document is for information purposes only. Jadwa Investment does not hold itself out as providing legal, financial or other advice via this document. Investments in Jadwa's products are governed by their Terms and Conditions. Some products are exposed to foreign currencies and changes in currency exchange rates may have an adverse effect on the value and price. The product's value is subject to fluctuations and the investor may not receive the full amount that is originally invested. The information provided in this document may be changed at any time without prior notice. Past performance is not indicative of future returns. Jadwa Investment is authorized and regulated by the Capital Market Authority of Saudi Arabia.

Performance Since Inception

Jun-07

Jan-10

Jul-12

Feb-15

Aug-17

Feb-20

40

180

320

460

67.72%

305.02%

*Rebased

FundBenchmark

Cumulative Performance vs Benchmark Current Year Returns

Fund Benchmark

Annualized (Since Inception) 11.66% 4.16%

Variance

7.50%

Since Inception 305.02% 67.72%

1-Year 11.26% -5.88%

3-Year 31.05% 14.86%

5-Year 30.28% -3.43%

237.31%

17.14%

16.19%

33.71%

MTD QTD YTD

-5.54%

-4.61% -4.61%

-7.47%

-8.43% -8.43%

Fund Benchmark

Risk Rations - Saudi Fund Class B Sector Weights

Banks 20.68%

Energy 15.51%

Materials 10.41%

Cons. Services 8.74%

Food & Bvg 7.90%

Capital Goods 5.47%

REITs 4.10%

Health Care 3.82%

Comm. services 3.27%

Media 3.25%

Insurance 3.05%

Groups < 2% 2.52%

Sector Active Weights Fund Focus

-20% -15% -10% -5% 0% 5% 10%

Materials

Banks

Retailing

Food & Staples

Insurance

Health Care

Comm. Services

Media

Capital Goods

REITs

Food & Bvg

Cons. Services

Energy

Size

Large

Mid

Small

Value Core Growth

Style

Class B

Class B Class B

Alpha

Beta

Information Ratio

Tracking Error

Standard Deviation

Downside Risk

Maximum Drawdown

Upside Capture

Downside Capture

Since Inception5-Year

6.12%

0.77

0.90

6.78%

16.27%

10.73%

-28.50%

77.89%

76.63%

4.50%

0.88

1.07

7.01%

21.03%

15.87%

-45.73%

107.56%

95.68%

(annualized)

Class - A Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Period

2020 1.05% -5.48% -4.49%

2019 8.70% -0.75% 4.01% 6.65% -6.16% 4.32% 3.19% -4.96% 1.72% -2.83% 1.67% 9.66% 26.61%

2018 6.03% -1.89% 5.61% 3.07% 0.57% 0.72% -0.02% -3.13% 1.27% 0.47% -0.74% 1.57% 13.95%

2017 1.08% -1.40% 0.56% 0.53% -4.16% 4.60% -2.03% -0.36% 1.06% -5.62% 1.13% 1.85% -3.13%

2016 - - - - - - - - -4.18% 3.60% 14.08% 4.85% 18.74%

Class - B Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Period

2020 0.98% -5.54% -4.61%

2019 8.63% -0.81% 3.95% 6.58% -6.22% 4.26% 3.13% -5.02% 1.65% -2.89% 1.61% 9.59% 25.68%

2018 5.96% -1.95% 5.55% 3.01% 0.51% 0.66% -0.08% -3.19% 1.21% 0.40% -0.80% 1.51% 13.11%

2017 1.02% -1.45% 0.50% 0.47% -4.21% 4.54% -2.08% -0.42% 1.01% -5.67% 1.07% 1.79% -3.80%

2016 -8.80% 2.12% 1.14% 5.01% -2.37% 0.74% -1.96% -2.18% -5.38% 3.54% 14.02% 4.79% 9.20%

2015 8.28% 3.20% -3.01% 12.81% 3.19% -2.81% -0.68% -14.07% 0.24% -1.89% 0.21% -0.91% 2.20%

2014 2.77% 6.10% 6.18% 1.48% 1.79% -3.09% 9.81% 8.39% -2.43% -8.76% -14.64% -0.85% 3.94%

2013 5.05% 0.46% 7.33% 2.93% 3.68% 0.58% 10.00% -1.91% 3.03% -0.19% 4.04% 4.83% 47.13%

2012 2.10% 12.49% 8.18% 0.45% -5.73% -1.80% 2.91% 3.23% -3.81% 0.31% -3.06% 5.55% 21.16%

2011 -4.76% -6.41% 11.20% 3.90% 0.17% -0.06% -1.95% -5.70% 2.00% 0.44% -2.75% 7.34% 1.95%

2010 2.72% 3.42% 8.32% 2.22% -9.64% -0.64% 5.04% -2.34% 3.20% 0.76% -0.42% 4.66% 17.42%

2009 1.90% -7.02% 6.54% 15.18% 9.74% -3.34% 3.80% 0.27% 8.26% -1.07% 1.69% -1.83% 37.23%

2008 -13.23% 6.39% -8.58% 13.90% -2.26% 3.46% -4.08% -2.16% -13.72% -26.10% -3.86% 2.45% -42.72%

2007 - - - - - - 8.50% 7.29% -4.69% 11.11% 8.73% 19.03% 59.54%

Disclaimer: Jadwa Investment or its directors, staff, oraffiliates makes no warranty, representation or undertaking whether expressed or implied , nor does it assume any legal liability , whether direct or indirect, or responsibility

for the accuracy , completeness, or usefulness of any information that is contained in this material. It is not the intention of this material to be used or deemed as an advice, option or for any action that may take place in

future. Unless for any action that may take place in future. Unless otherwise stated, all information contained in this material shall not be reproduced, in whole or in part, without the specific written permission of Jadwa

Investment. The content of this document is for information purposes only. Jadwa Investment does not hold itself out as providing legal, financial or other advice via this document. Investments in Jadwa's products are governed

by their Terms and Conditions. Some products are exposed toforeign currencies and changes in currency exchange rates may have an adverse effect on the value and price. The product's value is subject to fluctuations and the

investor may not receive the full amount that is originally invested. The information provided in this document may be changed at any time without prior notice. Past performance is not indicative of future returns. Jadwa

Investment is authorized and regulated by the Capital Market Authority of Saudi Arabia.

Monthly Performance (%)

Jadwa Saudi Equity FundMonthly Fund Fact Sheet - 29 February 2020

Jadwa GCC Equity FundMonthly Fund Fact Sheet - 29 February 2020

Generated by FactSet Page 1


To provide long-term capital growth by investing in GCC equity markets. The Fund invests its assets in a diversified portfolio comprised of Shariah-compliant companies listed on the GCC equity markets, using a multi-strategy approach. The Fund may also invest up to 25% of its assets in other approved Shariah-compliant investment funds.

Inception Date: June 30, 2007

Base Currency: SAR

Benchmark:

S&P GCC Composite Shariah

Unit Price: Class B: 298.7868










Bloomberg: JADGCCELipper: LP65077655

Contact Info:


www.jadwa.com



Jun-07

Jan-10

Jul-12

Feb-15

Aug-17

Feb-20

30

133

237

340

29.72%

198.79%

*Rebased

FundBenchmark


Fund Benchmark


Variance

6.94%


1-Year 4.50% -4.49%

3-Year 12.83% 15.29%

5-Year 10.19% 0.97%

169.07%

8.99%

-2.45%

9.23%

MTD QTD YTD

-6.28% -6.24% -6.24%

-7.53%-7.98% -7.98%

Fund Benchmark

Risk Rations - GCC Fund Class B Sector Weights

Energy 17.21%

Banks 16.25%


Real Estate 8.33%

Materials 8.25%

Food & Bvg 7.87%

Transport 7.21%

REITs 3.05%

Insurance 3.01%


Groups < 2% 2.68%

Media 2.33%

Capital Goods 2.11%

Multi-Inv. 2.00%

Geographical Allocation Fund Focus

10% 20% 30% 40% 50% 60% 70% 80% 90% 100%

KSA

UAE

Kuwait

75.2%

16.4%

8.5%

69.8%

9.5%

8.4%

Fund

Benchmark

Size

Large

Mid

Small

Value Core Growth

Style

Class B

Class B Class B

Alpha

Beta

Information Ratio

Tracking Error

Standard Deviation

Downside Risk

Maximum Drawdown

Upside Capture

Downside Capture


1.77%

0.89

0.34

5.14%

15.18%

11.57%

-28.44%

79.91%

85.37%

6.94%

0.91

1.06

6.57%

19.13%

14.79%

-44.99%

117.04%

95.27%

(annualized)

Jadwa Arab Markets Equity FundMonthly Fund Fact Sheet - 29 February 2020

Generated by FactSet Page 1


To provide long-term capital growth by investing in Arab Markets equity markets. The Fund invests its assets in a diversified portfolio comprised of Shariah-compliant companies listed on the Arab equity markets, using a multi-strategy approach. The Fund may also invest up to 25% of its assets in other approved Shariah-compliant investment funds.

Inception Date: June 30, 2007

Base Currency: SAR

Benchmark:

S&P Pan Arab Composite Shariah

Unit Price: Class B: 281.9445










Bloomberg: JADARABLipper: LP65077654

Contact Info:


www.jadwa.com



Jun-07

Jan-10

Jul-12

Feb-15

Aug-17

Feb-20

40

133

227

320

29.19%

181.94%

*Rebased

FundBenchmark


Fund Benchmark


Variance

6.48%


1-Year 3.40% -3.98%

3-Year 12.01% 15.30%

5-Year 14.43% 1.33%

152.75%

7.39%

-3.29%

13.10%

MTD QTD YTD

-6.15% -5.9% -5.9%

-7.4%-7.77% -7.77%

Fund Benchmark

Risk Rations - Arab Fund Class B Sector Weights

Energy 16.35%

Banks 15.37%

Real Estate 8.82%

Food & Bvg 8.73%


Materials 7.85%

Transport 6.86%

Groups < 2% 6.67%

REITs 2.96%

Insurance 2.87%


Media 2.25%

Capital Goods 2.05%

Geographical Allocation Fund Focus

0% 10% 20% 30% 40% 50% 60% 70% 80% 90% 100%

KSA

UAE

Kuwait

Egypt

71.8%

15.6%

8.3%

3.3%

67.5%

9.2%

8.1%

0.1%

Fund

Benchmark

Size

Large

Mid

Small

Value Core Growth

Style

Class B

Class B Class B

Alpha

Beta

Information Ratio

Tracking Error

Standard Deviation

Downside Risk

Maximum Drawdown

Upside Capture

Downside Capture


2.47%

0.87

0.47

5.25%

14.39%

11.12%

-24.89%

81.95%

83.28%

6.48%

0.93

1.00

6.50%

18.75%

14.53%

-45.00%

128.10%

95.91%

(annualized)

Jadwa Global Sukuk FundMonthly Fund Fact Sheet - February 29, 2020

Investment Objective Performance Since Inception (Class B)

Inception Date: Class A: 21-Mar-18

Class B: 8-Oct-07

Base Currency: USD

Jadwa IdealRatings Global Sukuk Index

Unit Price: Class A: USD 100.0000

Class B: USD 136.5335

Net Asset Value: USD 26.17 mn

Valuation Days:

*Rebased

Cut-off time: 10 a.m. business day Cumulative Performance vs Benchmark (Class B) Current Year Returns (Class B)

Management Class A:0.75% per annum Fund Benchmark Variance

Class B:1.00% per annum


Min. Initial Class A: USD 10 mn

Subscription: Class B: USD 1,000

Min. Addt'l Class A: USD 100

Sub/Red Class B: USD 100

Identification Tickers

Bloomberg: JDSUKUK

Lipper: LP65083046 Top 10 Holdings Sector Weights

Esic Sukuk Ltd

Contact info: Bank Al Jazira

(9661) 1 279-1111 Hazine Mustesarligi Varl

Sky Towers, King Fahd Rd Dib Tier 1 Sukuk 2 Ltd

PO BOX 60677 Mumtalakat Sukuk Holding

Riyadh 11555 Hazine Mustesarligi Varl

Kingdom of Saudi Arabia Emg Sukuk Ltd

www.jadwa.com Garuda Id Global Sukuk

Sadara Basic Services Co

Saudi Electric Seco

Country Allocation Credit Ratings

Disclaimer: Jadwa Investment or its directors, staff, or affiliates

makes no warranty, representation or undertaking whether

expressed or implied, nor does it assume any legal liability,

whether direct or indirect, or responsibility for the accuracy,

completeness, or usefulness of any information that is contained in

this material. It is not the intention of this material to be used or

deemed as an advice, option or for any action that may take place

in future. Unless otherwise stated, all information contained in

this material shall not be reproduced, in whole or in part, without

the specific written permission of Jadwa Investment. The content

of this document is for information purposes only. Jadwa

Investment does not hold itself out as providing legal, financial or

other advice via this document. Investments in Jadwa's products

are governed by their Terms and Conditions. Some products are

exposed to foreign currencies and changes in currency exchange

rates may have an adverse effect on the value and price. The

product’s value is subject to fluctuations and the investor may not

receive the full amount that is originally invested. The information

provided in this document may be changed at any time without

prior notice. Past performance is not indicative of future returns.

Jadwa Investment is authorized and regulated by the Capital

Market Authority of Saudi Arabia.

3-Year 5.90% 18.39% -12.49%

5-Year 9.20% 22.23% -13.03%

Since Inception 36.53% 50.41% -13.88%

1-Year 3.06% 9.14% -6.08%

-0.81%

To generate returns by investing in a

diversified portfolio of global Sukuk.

Benchmark:

Annualized

(since inception)2.54% 3.35%

Each business day

Banks, 22.03%

Sovereign,

22.61%

Cash , 7.48%Airlines,

8.83%

Electric,

10.31%

Real Estate,

15.06%

Others,

13.68%

-1.14%

-0.32% -0.32%

0.40%

1.20% 1.20%

MTD QTD YTD

Fund Benchmark

33.95%

26.80%

13.46%

7.68%

6.31%

3.18%

1.12%

7.48%

0% 10% 20% 30% 40%

UAE

KSA

Turkey

Indonesia

Bahrain

Pakistan

Oman

Cash

Cash

7.48%AAA

6.21%

AA+

2.43%

AA

9.33%

AA-

10.12%

A+

8.22%A

6.23%

BBB

10.28%

BBB-

19.16%

BB+

0.99%

BB-

0.98%

B+

7.17%

B

4.84%

Unrated

6.56%

Jadwa Global Sukuk FundMonthly Fund Fact Sheet - February 29, 2020

Class - A Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Period

2019 0.40% 0.48% - - - - - - - - - - 0.88%

2018 - - 0.16% -0.11% -0.51% -0.48% 0.64% -0.23% 0.82% 0.11% -0.15% 0.70% 0.95%

*Inception Date of Class-A is 21st March 2018.

Class - B Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Period

2020 0.83% -1.14% -0.32%

2019 0.38% 0.46% 0.06% 0.32% 0.31% 0.89% 0.50% 0.28% 0.21% 0.25% 0.18% 0.35% 4.26%

2018 0.22% -0.33% -0.05% -0.13% -0.53% -0.50% 0.62% -0.26% 0.80% 0.09% -0.17% 0.67% 0.42%

2017 0.49% 0.30% -0.01% 0.35% 0.26% -0.12% 0.42% 0.34% 0.04% 0.07% -0.15% 0.28% 2.27%

2016 -0.23% 0.42% 0.44% 0.33% 0.14% 0.26% 0.52% 0.28% -0.10% 0.19% -0.34% 0.34% 2.26%

2015 0.71% 0.16% -0.09% 0.15% -0.12% -0.08% 0.22% 0.00% 0.21% 0.43% -0.85% 0.18% 0.92%

2014 0.29% 1.36% 0.28% 0.38% 0.80% 0.06% 0.19% 0.45% -0.23% 0.42% 0.19% -0.31% 3.95%

2013 0.15% 0.56% -0.08% 0.77% -0.52% -2.48% 1.10% -0.76% 1.17% 0.81% 0.17% 0.11% 0.94%

2012 0.42% 0.58% 0.48% 0.22% 0.40% 0.84% 1.16% 0.72% 0.19% 1.08% 0.34% 0.53% 7.17%

2011 0.83% 0.16% 1.64% 1.40% 1.06% 0.34% 0.59% -0.54% -0.63% 1.50% -1.25% 0.40% 5.59%

2010 -0.50% 0.15% 2.29% 0.68% -1.31% 0.55% 0.00% 0.06% 0.21% -0.23% 0.27% 1.23% 3.42%

2009 -7.36% -0.07% 4.88% 1.38% 0.90% -1.07% 0.57% -0.05% 1.31% 3.71% 0.59% -1.38% 2.95%

2008 0.07% 0.32% 0.18% 0.04% 0.18% 0.05% 0.28% 0.06% -0.60% -2.98% -0.01% -0.23% -2.65%

2007 - - - - - - - - - 0.07% 0.24% 0.40% 0.71%

*Inception Date of Class-B is 8th October 2007.

Disclaimer: Jadwa Investment or its directors, staff, oraffiliates makes no warranty, representation or undertaking whether expressed or implied , nor does it assume any legal liability , whether direct or indirect, or responsibility

for the accuracy , completeness, or usefulness of any information that is contained in this material. It is not the intention of this material to be used or deemed as an advice, option or for any action that may take place in

future. Unless for any action that may take place in future. Unless otherwise stated, all information contained in this material shall not be reproduced, in whole or in part, without the specific written permission of Jadwa

Investment. The content of this document is for information purposes only. Jadwa Investment does not hold itself out as providing legal, financial or other advice via this document. Investments in Jadwa's products are governed

by their Terms and Conditions. Some products are exposed toforeign currencies and changes in currency exchange rates may have an adverse effect on the value and price. The product's value is subject to fluctuations and the

investor may not receive the full amount that is originally invested. The information provided in this document may be changed at any time without prior notice. Past performance is not indicative of future returns. Jadwa

Investment is authorized and regulated by the Capital Market Authority of Saudi Arabia.

Monthly Performance (%)

Jadwa SAR Murabaha FundMonthly Fund Fact Sheet - February 29, 2020

Investment Objective Performance Since Inception

Inception Date: 30-Jun-07

Base Currency: SAR

expenses

Unit Price: SAR 118.4568

Net Asset Value: SAR 349.32 mn

Valuation Days:Each

business day*Rebased

Cumulative Performance vs Benchmark

Cut-off time: 10 a.m. business day

Management Fee: 15% of Profit

Subscription Fee: N/A

Min. Initial SAR 50,000

Subscription:

Min. Addt'l SAR 25,000

Sub/Red

Identification Tickers

Bloomberg: JADSRYL Maturity Distribution Current Year Returns

Lipper: LP65044210

Contact info:

(9661) 1 279-1111

Sky Towers, King Fahd Rd

PO BOX 60677

Riyadh 11555

Kingdom of Saudi Arabia

www.jadwa.com

Monthly Returns - TTM

*Annualized Returns

Disclaimer: Jadwa Investment or its directors, staff, or

affiliates makes no warranty, representation or undertaking

whether expressed or implied, nor does it assume any legal

liability, whether direct or indirect, or responsibility for the

accuracy, completeness, or usefulness of any information

that is contained in this material. It is not the intention of

this material to be used or deemed as an advice, option or for

any action that may take place in future. Unless otherwise

stated, all information contained in this material shall not be

reproduced, in whole or in part, without the specific written

permission of Jadwa Investment. The content of this

document is for information purposes only. Jadwa

Investment does not hold itself out as providing legal,

financial or other advice via this document. Investments in

Jadwa's products are governed by their Terms and

Conditions. Some products are exposed to foreign currencies

and changes in currency exchange rates may have an

adverse effect on the value and price. The product’s value is

subject to fluctuations and the investor may not receive the

full amount that is originally invested. The information

provided in this document may be changed at any time

without prior notice. Past performance is not indicative of

future returns. Jadwa Investment is authorized and regulated

by the Capital Market Authority of Saudi Arabia.

*Annualized Returns

5-Year 1.68% 1.16% 0.52%

3-Year 1.68% 1.38% 0.30%

1-Year 2.25% 1.76% 0.49%

Benchmark Variance

Since Inception 1.35% 0.89% 0.46%

To generate market returns from short-

term Murabaha based trade transactions

Benchmark:

One month SIBID net of all fees and

Fund

Less than 30

days

17.17%

31 to 60 days

0.00%

More than 60

days

82.83%

2.04% 2.03% 2.03%

1.32% 1.33% 1.33%

MTD QTD YTD

Fund Benchmark

Feb-19 Mar-19 Apr-19 May-19 Jun-19 Jul-19 Aug-19 Sep-19 Oct-19 Nov-19 Dec-19 Jan-20 Feb-20

Fund 2.35% 2.52% 2.53% 2.42% 2.22% 2.29% 2.27% 2.21% 2.05% 2.20% 2.20% 2.02% 2.04%

Benchmark 2.09% 1.92% 2.23% 2.10% 1.92% 2.13% 1.80% 1.77% 1.63% 1.54% 1.44% 1.34% 1.32%

http://www.jadwa.com/

jadwa saudi equity fund - noor bank · 2020-04-12 · jadwa saudi equity fund monthly fund fact...

Documents