portfolio construction
DESCRIPTION
portfolio, construction of portfolioTRANSCRIPT
7/21/2019 portfolio construction
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Year Month ACI BATBC JAMUNAOIL LANKABAFIN AGNISYSL
2009 January 508.0 2!2.20 !5!.80 !9."0 "2.0
Fe#ruary $"%.0 220.$0 !"".90 !9.80 59.%0
Mar&h $$0.0 2!%.20 !"9.50 !"".50 "0.$0
A'r() $"".$0 250.00 !$8.20 !$5.!0 52.%0
May $"9.0 !9".!0 !50.!0 !9".00 5%.90
June $5".%0 22%.$0 20!."0 25.50 "$.0Ju)y $$0."0 2"".80 2%$.00 2$$.50 "$.50
Au*u+t $$!.20 2".%0 2"5.50 25%.%0 "5.00
Se'te,#er $%9.0 290."0 29%."0 2"2.!0 2.00
O&to#er $$2.0 %28.00 $%2.20 259.$0 8$.%0
No-e,#er $%2.50 %$8.0 $20.50 25%.20 "5.$0
e&e,#er $$".90 $09.$0 $5$.$0 %!%.80 "$.%0
20!0January 5!!.50 $8".$0 $58.80 %$.!0 2.90
Fe#ruary 509.0 52!.$0 $2$.00 $%%.%0 "8.00
Mar&h 50%.00 $8.0 %""."0 %5%.0 "9.!0
A'r() $%9.90 $".$0 %50.50 %8.0 "5."0May $2".20 5!5.0 %8".90 $$0.!0 "!.!0
June %9".00 52".00 $08.20 $"0.20 5.!0
Ju)y $!$.00 "".$0 $%!."0 $"%.00 "%.90
Au*u+t %95.80 "9.!0 $2!.0 $"2.0 2.80
Se'te,#er %92.20 "9.$0 $29.00 5!!.!0 8%.$0
O&to#er %8.%0 5!.50 $!%.50 5$!.80 5!.90
No-e,#er %82.!0 5%.20 %$5.90 5%".50 "8.%0
e&e,#er %2."0 !".50 %%5.%0 $9.90 5.90
20!! January %%.50 "99.%0 %!%.%0 $"2.00 5$.90
Fe#ruary 2%!.!0 5$9.90 20!.$0 %22.$0 %".50
Mar&h 2"8.0 "".0 %00.0 2%%.90 $9.20
A'r() %00.$0 589.0 2"5.$0 !92.00 $2.!0
May 2"$.80 "28.!0 2"!.00 !9.20 $!.!0
June 2"9."0 "%0.90 258."0 209.90 $%.50
Ju)y 22.$0 "0%.80 28".20 202.00 50.$0
Au*u+t 258.0 590.00 28%."0 !88.20 $8.20
Se'te,#er 25".20 "!$.0 2"!."0 !9!.$0 $2.90
O&to#er 22%.0 58.00 2!%.0 !$5.80 28.%0
No-e,#er 2!".%0 "0$.90 229.0 !55.80 %."0
e&e,#er 20"."0 "2".%0 !9.20 !0.20 %5.00
20!2January !2.!0 5"0.50 !"0.$0 !%8."0 2".0
Fe#ruary !9%.90 "%".90 !8$.20 89.$0 %2.$0
Mar&h 2!.0 58$.0 220.0 80."0 %%.00
A'r() 2$8.%0 592.%0 2"$.$0 !0.90 29.80
May !9.$0 "05.20 2$5.20 89.20 2.20
June !"9."0 "00.$0 2$8."0 82.!0 2".80
Ju)y !50."0 "%".50 2%".%0 "5.!0 22.!0
Au*u+t !5.90 "8!.80 2"%.$0 2.!0 25.20
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Se'te,#er !5$.%0 $.80 20."0 2.%0 %5.50
O&to#er !$8.$0 99.%0 %!9."0 "$.80 %%.0
No-e,#er !$!.90 892."0 2%.00 59.00 25.50
e&e,#er !$!.20 8%9.50 !8.50 59.00 2%.90
20!%January !$$.!0 898.00 !"5.80 "0.0 25."0
Fe#ruary !%.!0 90$.50 !"5.50 58.50 2%.0
Mar&h !%0.00 90%.20 !5.00 %9.0 2!.00A'r() !%".50 900.!0 !2.%0 %%.$0 2!.!0
May !%0.20 !00!.!0 !90.50 $%.80 2%.0
June !$9.!0 !0"5.%0 229.!0 59.0 2%.!0
Ju)y !$".$0 !$$".50 2$!.00 50.20 2!.50
Au*u+t !8!.0 !5$$.$0 2%5.!0 5".90 2%."0
Se'te,#er !"%.$0 !5"!.80 22.20 55."0 2%.%0
O&to#er !58.$0 !5%.00 220.50 5$.%0 2!.20
No-e,#er !2.50 !""!.00 2$%.%0 5%.00 2!.$0
e&e,#er !!.50 !"0%.!0 !9!.80 "".50 22.90
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SUMIT/O1 CITYBANK UTC3BANGL ILC 31I1LBC1M
9%0.5 $!$.5 %"5!.50 2%2%.50 !!80.00
8"8.5 $2$.50 2$5.00 !92.25 !209.00
!089.00 %5.50 !02.25 !55.00 !!98.25
!%0".25 $!.00 !$%0.50 !5"5.25 !!8!.5
!2%!.5 $!.50 !298.50 !5".25 !2".25
!%8!.25 $5.5 !$5.50 !8"0.25 !$29.25!%2!.50 $8!.5 !%0$.50 2!%5.5 !5!2.5
!25".00 %88.5 !2$.25 2!%8.50 !5"8.5
!%08.00 %9$.00 !25.00 2%".50 !"99.50
!%25.5 $50.25 !5$%.5 2$08.5 !$9.50
!%$5.25 22.5 2008.25 %!!$.5 20!0.5
!2!!.00 29.50 !95.5 %0%.00 2!52.50
!%20.25 899.25 2!59.00 $$!8.25 2"5.00
!%!$.00 90!.5 !"$5.25 $%"8.25 2$!0.5
!$08.25 8$.25 !25.5 2%8%.00 2$$0.25
!2"8.25 "85.00 !%0$.25 2""9.50 25$9.50!%82.50 8"".5 !$28.50 %282.00 299.25
!%%8.25 !028.25 !50$.00 %"!0.5 %!%%.50
!%".50 !0!".50 !50!.50 %$.00 %5!8.5
!$$.90 "%2.5 !598.5 %99.25 %$%2.50
!$%.%0 "%.50 !8!$.00 $"$".50 %8$%.5
!50.$0 8"$.00 2!%0.00 $9%5.25 %""$.50
!$8.50 92$.25 22!9.5 $9!.50 %8$.50
!$0.!0 !000.25 2292.5 $"$.50 %"59.25
!%2.%0 8!%.5 2!5!.50 $$0!.00 %$5.5
95.80 550.5 !!!9.00 %$%.25 2"0$.50
!!."0 59%.25 !$90.00 2$"%.25 %2$".25
8!.90 $"".25 !%85.00 2202.5 %05$.25
80.50 $5$.50 !%5!.00 2058.50 %052.5
8!.50 5"9.5 !$%!.25 20$9.00 %0$0.00
!00.$0 59%.25 !59".50 20$$.25 %028.50
90.0 "!8.5 !59%.00 !998.00 %0%8.5
9%."0 5$.00 !50.50 !955.00 %000.00
5.0 $89.5 !%.5 !%9.25 2"05.00
8.80 555.00 !%"".00 !$"%.00 2528.5
$.$0 52."0 !"!.%0 !%8.50 255.90
55.50 %".!0 !25.%0 !02."0 !"8.90
5.80 $!.0 !!0.$0 !!0.%0 !9%.00
0."0 $$.00 !!".!0 !!8.00 2!!.80
0.80 %.%0 !22.00 !2".90 2!$.50
"0.20 %".90 !2%.$0 !2!.50 2%$.0
5.%0 %2.20 !!$.$0 !!".20 2%8.0
$9.50 25.0 !02.$0 !02.90 2$8.%0
"5.0 28.%0 !08.90 !0".50 2"5.%0
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58.00 28.90 !08.!0 !0".90 2"8.50
5$.80 2.$0 !!$."0 !0".00 2%."0
$9.$0 25.!0 !08.20 9.00 2".50
5%.%0 2".80 !!.00 9!.90 2"$.0
52.$0 2.90 !!8.0 95.00 2"!."0
52.0 2$."0 !!%.50 !00.%0 2$5.0
%5.80 20.90 99.50 "0.80 2%.!0%2.00 !5.0 95.$0 5.90 2%!.0
%9.20 20."0 9".!0 "2.80 20.!0
%9.80 20.$0 !0!.!0 80.80 %%5.00
%$.0 !8.00 99.0 5.20 %0."0
%5.0 !"."0 9.50 "%.!0 $!".!0
%!.0 !5.50 90.20 5".0 %8.$0
%2."0 !8."0 9%.90 5"."0 %"9.%0
%9.50 20.20 95.0 "0.00 %82.80
%8.$0 20.20 !0$.0 "2.90 %80.0
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G11N1LT B4/3AMA SUA1T14T A/14FOOT OLYM/IC
2!9%.00 !!.0 !!!.!0 2082.25 $%0.50
2229.50 !5%.20 !!%."0 !982.00 55$.5
2$9.25 !5%.80 !!$.!0 !5".25 "!5.5
2$5.5 !$8.!0 !!!.00 !82.50 5!.25
20.50 !59.%0 9"."0 !00.00 ""$.50
!%95.50 !9".80 95.90 !8"8.25 "2.5!$29.5 !"".90 92.%0 !858.25 "5.00
!5!$.25 !59.0 9!.20 !9!".50 85".00
!$92.00 !59.00 9".90 22!8.50 99".25
!$5.00 !"$.!0 !!!.$0 2280.5 !2".5
!"%.5 !59.90 !08.50 2$$.00 !%"2.5
!""9.5 !55.80 !!!.$0 258%.25 !5"5.25
!8!0.00 !9.80 !2".!0 %09.25 !"%".5
!820.50 !"".50 !20.20 298%.25 !%9!.00
!02.25 !82.$0 !!9.$0 2"90.5 !520.25
!59$.50 !85.0 !!2.20 25$2.5 !%.25!"!.50 !$".%0 !0!.!0 25$".5 !8!8.00
!"2.50 !$".%0 !09.80 2"95.25 !8!5.5
!9.5 !50.50 !%2.80 29!.50 2285.00
!99$.00 !5$."0 2!!.0 289$.5 2509.5
2"5.5 !$9.50 222.!0 %28$.50 2"!.25
298.!0 !50.$0 229.!0 %909.25 %5%".5
%$2.0 !$5.%0 2%5.20 $!$".50 2998.25
%2".50 !%5.!0 209.80 $!!!.5 28%!.5
292.90 !%5.00 !98.!0 %808.5 2!8%.25
!2.$0 !02.90 !$!.!0 2%%.5 !!"2.50
25.90 !20."0 !8.$0 %0"%.25 !985.00
22!.90 !!%.90 !"5.$0 %0!.25 2!88.00
!85.0 8.90 !%0.0 %0!".5 !9%".25
!8$.0 80.$0 !%9.%0 %0%%.00 !902.00
!92.!0 !08.$0 !52.90 %%25.00 22$!.25
!8%.20 95.!0 !5!.00 %255.50 2!"9.25
!.20 !0.90 !$0.%0 %!".5 20".00
!$9.!0 8".90 !!2.!0 298%.50 !".5
!55."0 99.$0 !!.!0 %0%2.50 !8$2.5
!52.$0 9%."0 !!%.0 295."0 !%0.50
!$0.50 "".0 9$.20 2$%.80 9".20
!$$.50 8!."0 !!5.$0 22.50 !0".0
!%%.$0 8$.%0 !25."0 25%."0 !28.!0
!2.80 9.0 !2.80 282.!0 !%8."0
!2!.90 "%.80 !0%."0 2"0.$0 !%%.50
!0%.00 "0.00 !0%.$0 2""."0 !2.00
89.90 5!.90 98.!0 2$!.!0 !!.80
99."0 5".$0 !02.80 228.0 !%$.20
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88.!0 5.80 !09.20 225.80 !"0.$0
8."0 5".90 !08.80 2$%.90 !"."0
$.90 5!.80 !0$.80 2%8.!0 99.%0
%.$0 55.90 !02.80 2%!.!0 98.$0
$.$0 59.50 !0.20 2%%.$0 9$.%0
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5$.50 "!.20 !0!.!0 2!.%0 9.90".80 55.90 99.$0 2!%.%0 !0%.80
.50 52.20 8.!0 2%!.!0 !!".50
90.!0 52.20 88.%0 25!.$0 !"."0
!08."0 $".!0 8".0 29!."0 2!.80
!!!."0 $8.00 9.0 $20.00 22!.80
!00.%0 $$."0 89.90 %".%0 20".90
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8$.80 $.80 92."0 %5.00 !5%.80
9$.90 $.20 90.$0 $!2.!0 !$.!0
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ABBANK AFTABAUTO BCOM /IM1FIN B1G1
8"%.25 2!.5 !5.!0 29.00 !0.50
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80$.25 285.25 !5."0 %00.25 !5.20
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2!0.25 %"".00 20.!0 $%2.50 !85.80
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2!!.00 %20.50 20.00 5%9.25 2"8.0
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2"8!.00 28%.50 !9.90 58$.5 250.80
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02.5 !95.20 29.80 !0".%0 559.90
"8.%0 !$!.90 2".!0 98.$0 550.00
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Year Month ACI BATBC JAMUNAOIL LANKABAFIN AGNISYSL
2009January
February
March 1!
A"r#$ 10 2% %
May
June Ju$y
Au&u't
Se"te(ber
October
No)e(ber
*ece(ber
2010January
February 1!
March +0 %
A"r#$ 10!May
June
Ju$y
Au&u't
Se"te(ber
October 12!
No)e(ber
*ece(ber
2011January
February
March %+ +
A"r#$ 12
May
June
Ju$y
Au&u't
Se"te(ber
October ! !
No)e(ber
*ece(ber +
2012January
February
March +,
A"r#$ -
May
June
Ju$y
Au&u't
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Se"te(ber
October 10
No)e(ber %!
*ece(ber
201+January
February %0
MarchA"r#$
May -
June
Ju$y
Au&u't
Se"te(ber
October 100
No)e(ber 9
*ece(ber
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SUMIT.O/ CITYBANK *UTCBANGL I*LC I*LBCM GN*LT
1!
++
10
+- 2!
+0 +!
%+ %
%
%!
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1!
%!
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B3.AMA S4UAT3T A.3FOOT OLYM.IC ABBANK AFTABAUTO B*COM
+0
1-
10
10 5
+!
15
10
%0
15
1
10
1!
%!
15
20
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1
1
!1-
10
1
2
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.IMFIN BG
11
11
,
1!
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1-
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Year Month ACI BATBC JAMUNAOIL LANKABAFIN AGNISYSL
2009January
February
March 1!006
A"r#$ 20006
May
June Ju$y
Au&u't
Se"te(ber
October 12!06
No)e(ber
*ece(ber
2010January
February 20006
March
A"r#$May
June
Ju$y
Au&u't
Se"te(ber
October
No)e(ber
*ece(ber
2011January
February !!006
March 20006
A"r#$
May
June
Ju$y
Au&u't
Se"te(ber
October !006
No)e(ber
*ece(ber +0006
2012January
February +0006
March
A"r#$ 20006
May
June
Ju$y
Au&u't
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Se"te(ber
October
No)e(ber +0006 10006
*ece(ber
201+January
February
March 10006A"r#$
May 20006
June
Ju$y
Au&u't
Se"te(ber
October 10006
No)e(ber 10006
*ece(ber
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SUMIT.O/ CITYBANK *UTCBANGL I*LC I*LBCM GN*LT
20006
!0006
20006 100006
1!006
++++6
2!006 100006
2!006
5!006
+0006
+0006
2!006
2!006 2!006
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+0006 1!006
2000610006
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B3.AMA S4UAT3T A.3FOOT OLYM.IC ABBANK AFTABAUTO B*COM
20006
!0006
+06
20006 106 126
50006 1!006
2006
!0006
2!6
!0006 20006
1!6
!0006
2!006 20006
2!6
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2!6
!0006
1+6
1!006 1!006
1!6 !6
+!6
!0006
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.IMFIN BG
106
%06
%06
%06
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-06
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Year Month ACI BATBC JAMUNAOIL LANKABAFIN AGNISYSL
2009January
February
March
A"r#$
May
June Ju$y
Au&u't
Se"te(ber
October
No)e(ber
*ece(ber
2010January
February
March
A"r#$May
June
Ju$y
Au&u't
Se"te(ber
October !06
No)e(ber
*ece(ber
2011January
February
March
A"r#$
May
June
Ju$y
Au&u't
Se"te(ber
October
No)e(ber
*ece(ber
2012January
February 1006
March
A"r#$
May
June
Ju$y
Au&u't
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Se"te(ber
October
No)e(ber
*ece(ber
201+January
February
MarchA"r#$
May
June
Ju$y
Au&u't
Se"te(ber
October
No)e(ber
*ece(ber
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SUMIT.O/ CITYBANK *UTCBANGL I*LC I*LBCM GN*LT
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B3.AMA S4UAT3T A.3FOOT OLYM.IC ABBANK AFTABAUTO B*COM
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.IMFIN BG
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7/21/2019 portfolio construction
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Year Month ACI BATBC JAMUNAOIL LANKABAFIN AGNISYSL
2009January
February
March
A"r#$
May
June Ju$y
Au&u't
Se"te(ber
October
No)e(ber
*ece(ber
2010January
February
March
A"r#$May
June
Ju$y
Au&u't
Se"te(ber
October 20
No)e(ber
*ece(ber
2011January
February
March
A"r#$
May
June
Ju$y
Au&u't
Se"te(ber
October
No)e(ber
*ece(ber
2012January
February 10
March
A"r#$
May
June
Ju$y
Au&u't
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Se"te(ber
October
No)e(ber
*ece(ber
201+January
February
MarchA"r#$
May
June
Ju$y
Au&u't
Se"te(ber
October
No)e(ber
*ece(ber
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SUMIT.O/ CITYBANK *UTCBANGL I*LC I*LBCM GN*LT
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B3.AMA S4UAT3T A.3FOOT OLYM.IC ABBANK AFTABAUTO B*COM
7/21/2019 portfolio construction
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7/21/2019 portfolio construction
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.IMFIN BG
7/21/2019 portfolio construction
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7/21/2019 portfolio construction
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Year Month ACI BATBC JAMUNAOIL LANKABAFIN AGNISYSL
2009 January 1 1 1 1 1
February 1 1 1 1 1
March 1 1 1 1 1
A"r#$ 1 1 1 1 1
May 1 1 1 1 1
June 1 1 1 1 1 Ju$y 1 1 1 1 1
Au&u't 1 1 1 1 1
Se"te(ber 1 1 1 1 1
October 1 1 1 1 1
No)e(ber 1 1 1 1 1
*ece(ber 1 1 1 1 1
2010 January 1 1 1 1 1
February 1 1 1 1 1
March 1 1 1 1 1
A"r#$ 1 1 1 1 1May 1 1 1 1 1
June 1 1 1 1 1
Ju$y 1 1 1 1 1
Au&u't 1 1 1 1 1
Se"te(ber 1 1 1 1 1
October 1 1 1 1 1
No)e(ber 1 1 1 1 1
*ece(ber 1 1 1 1 1
2011January 1 1 1 1 1
February 1 1 1 1 1
March 1 1 1 1 1
A"r#$ 1 1 1 1 1
May 1 1 1 1 1
June 1 1 1 1 1
Ju$y 1 1 1 1 1
Au&u't 1 1 1 1 1
Se"te(ber 1 1 1 1 1
October 1 1 1 1 1
No)e(ber 1 1 1 1 1
*ece(ber 1 1 1 1 1
2012 January 1 1 1 1 1
February 1 1 1 1 1
March 1 1 1 1 1
A"r#$ 1 1 1 1 1
May 1 1 1 1 1
June 1 1 1 1 1
Ju$y 1 1 1 1 1
Au&u't 1 1 1 1 1
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Se"te(ber 1 1 1 1 1
October 1 1 1 1 1
No)e(ber 1 1 1 1 1
*ece(ber 1 1 1 1 1
201+January 1 1 1 1 1
February 1 1 1 1 1
March 1 1 1 1 1A"r#$ 1 1 1 1 1
May 1 1 1 1 1
June 1 1 1 1 1
Ju$y 1 1 1 1 1
Au&u't 1 1 1 1 1
Se"te(ber 1 1 1 1 1
October 1 1 1 1 1
No)e(ber 1 1 1 1 1
*ece(ber 1 1 1 1 1
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SUMIT.O/ CITYBANK *UTCBANGL I*LC I*LBCM GN*LT
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 11 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 11 1 1 1 1 1
1 1 1 1 1 1
10 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 10
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
1 10 10 10 10 1
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
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1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 11 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
1 1 1 1 1 1
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B3.AMA S4UAT3T A.3FOOT OLYM.IC ABBANK AFTABAUTO B*COM
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 11 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 11 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 10 10 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 10 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
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1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 11 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 10 1 1
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.IN.IMFIN BG
1 1
1 1
1 1
1 1
1 1
1 11 1
1 1
1 1
1 1
1 1
1 1
1 1
1 1
1 1
1 11 1
1 1
1 1
1 1
1 1
1 1
1 1
1 1
1 1
1 1
1 1
1 1
1 1
1 1
1 1
1 1
1 1
1 1
1 1
1 1
1 1
1 1
1 1
1 1
1 1
1 1
10 1
1 1
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1 1
1 1
1 1
1 1
1 1
1 1
1 11 1
1 1
1 1
1 1
1 1
1 1
1 1
1 1
1 1
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Year Month ACI BATBC JAMUNAOIL LANKABAFIN AGNISYSL
2009January
February 0006 0006 0006 0006 0006
March 0006 0006 0006 0-+6 0006
A"r#$ 22,6 11256 2+56 0006 0006
May 0006 0006 0006 0006 0006
June 0006 0006 0006 0006 0006 Ju$y 0006 0006 0006 0006 0006
Au&u't 0006 0006 0006 0006 0006
Se"te(ber 0006 0006 0006 0006 0006
October 0006 0006 0006 0006 0006
No)e(ber 0006 0006 0006 0006 0006
*ece(ber 0006 0006 0006 0006 0006
2010 January 0006 0006 0006 0006 0006
February 0006 0006 0006 0%+6 0006
March 0006 !,!6 09%6 0006 0006
A"r#$ 2096 0006 0006 0006 0006May 0006 0006 0006 0006 0006
June 0006 0006 0006 0006 0006
Ju$y 0006 0006 0006 0006 0006
Au&u't 0006 0006 0006 0006 0006
Se"te(ber 0006 0006 0006 0006 0006
October 0006 0006 0006 0006 1!06
No)e(ber 0006 0006 0006 0006 0006
*ece(ber 0006 0006 0006 0006 0006
2011January 0006 0006 0006 0006 0006
February 0006 0006 0006 0006 0006
March 0006 ,-26 1%96 0006 0006
A"r#$ %%,6 0006 0006 0006 0006
May 0006 0006 0006 0006 0006
June 0006 0006 0006 0006 0006
Ju$y 0006 0006 0006 0006 0006
Au&u't 0006 0006 0006 0006 0006
Se"te(ber 0006 0006 0006 0006 0006
October 0006 0-16 0006 0006 11556
No)e(ber 0006 0006 0006 0006 0006
*ece(ber 0006 0006 1+16 0006 0006
2012 January 0006 0006 0006 0006 0006
February 0006 0006 0006 0006 0006
March 0006 !-16 0006 0006 0006
A"r#$ +5,6 0006 0006 0006 0006
May 0006 0006 0006 0006 0006
June 0006 0006 0006 0006 0006
Ju$y 0006 0006 0006 0006 0006
Au&u't 0006 0006 0006 0006 0006
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Se"te(ber 0006 0006 0006 0006 0006
October 0006 1+%6 0006 0006 0006
No)e(ber 0006 0006 1%16 0006 0006
*ece(ber 0006 0006 0006 0006 0006
201+January 0006 0006 0006 0006 0006
February 0006 %%!6 0006 0006 0006
March 0006 0006 0006 0006 0006A"r#$ 0006 0006 0006 0006 0006
May !-56 0006 0006 0006 0006
June 0006 0006 0006 0006 0006
Ju$y 0006 0006 0006 0006 0006
Au&u't 0006 0006 0006 0006 0006
Se"te(ber 0006 0006 0006 0006 0006
October 0006 5%06 0006 0006 0006
No)e(ber 0006 0006 %0-6 0006 0006
*ece(ber 0006 0006 0006 0006 0006
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SUMIT.O/ CITYBANK *UTCBANGL I*LC I*LBCM GN*LT
0006 0006 0006 05!6 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 2,96 0006
0006 0006 0006 0006 0006 00060006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 02+6 0006 0006
0006 0006 0006 0006 1!56 1%,60006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 1+96 0-06 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 1+26 1!!6
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 +196 0006 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 2126 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
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0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 2026
0006 0006 +!26 0006 0006 00060006 0006 0006 0006 2116 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006
7/21/2019 portfolio construction
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B3.AMA S4UAT3T A.3FOOT OLYM.IC ABBANK AFTABAUTO B*COM
0006 0006 0006 0006 0006 0006 0006
0006 0006 1!16 0006 0006 0006 0006
0006 1!-6 0006 0006 0006 0006 0006
5,!6 0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006 00060006 0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006 0006
0006 0006 0006 0,-6 0006 1%%6 0006
0006 0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006 0006
0006 0006 11,6 0006 0006 0006 0006
0006 1+%6 0006 0006 0006 0006 00060006 0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006 0006
0006 0006 0006 0+,6 0006 0006 0006
0006 0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006 0006
0006 0006 1%56 0006 0006 0006 0006
0006 0906 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006 1-06
0006 0006 0006 0%-6 0006 0006 0006
0006 0006 0006 0006 15-6 0006 0006
0006 0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006 0006
0006 0006 19-6 0006 0006 0006 0006
0006 12,6 0006 0006 0006 0006 0006
0006 0006 0006 0006 1-,6 0006 0006
0006 0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006 0006
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0006 0006 0006 0006 0006 0006 0006
0006 0006 0006 0526 0006 0006 0006
0006 0006 0006 0006 0006 0156 0006
0006 0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006 0006
0006 0006 2116 0006 0006 0006 00060006 1,-6 0006 0006 0006 0006 0006
0006 0006 0006 0006 1096 0006 0006
0006 0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 0006 0006
0006 0006 0006 0%-6 0006 0006 0006
0006 0006 0006 0006 0006 0006 0006
0006 0006 0006 0006 0006 1026 0006
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.IMFIN BG
0006 0006
0006 0006
0006 ,006
0006 0006
0006 00060006 0006
0006 0006
0006 0006
0006 0006
0006 0006
0006 0006
0006 0006
0006 0006
0006 0006
0006 %2!60006 0006
0006 0006
0006 0006
0006 0006
0006 0006
0006 0006
0006 0006
0006 0006
0006 0006
0006 0006
0006 0006
0006 0006
0006 2556
0006 0006
0006 0006
0006 0006
0006 0006
0006 0006
0006 0006
0006 0006
0006 0006
0006 0006
0006 0006
0006 0006
0006 25!6
0006 0006
0006 0006
0006 0006
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0006 0006
0006 0006
0006 0006
0006 0006
0006 0006
0006 0006
0006 ++160006 0006
0006 0006
0006 0006
0006 0006
0006 0006
0006 0006
0006 0006
0006 0006
0006 0006
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Year Month ACI BATBC JAMUNAOI LANKABAFAGNISYSL SUMIT.O
2009January
February 7--!6 +-56 99!6 79016 7!%26 75556
March 7%956 7+2,6 1!56 5%96 1-!6 2!+!6
A"r#$ 2,006 1,256 712!,6 712-!6 71+%16 %+9%6
May 0,16 721!56 12-6 +!0-6 +056 7!,06
June 72-!6 1+926 +%+16 %0!56 200%6 121%6 Ju$y 7+%%6 19%+6 150,6 7112!6 70+16 7%++6
Au&u't 01%6 +!56 1+%56 +506 0,-6 7%956
Se"te(ber 70+%6 !1-6 10!-6 +%,6 10,,6 %1%6
October 05-6 12-,6 %,216 710+6 +1,26 1+56
No)e(ber 72+06 5+16 72,16 72+96 722%26 1%,6
*ece(ber +++6 1,%16 -056 2+9+6 715-6 799-6
2010 January 1%%56 1--16 09,6 10516 1++,6 9026
February 70+!6 ,206 7,!96 %9-06 75,26 70%,6
March 71+16 75%56 71+!%6 71-+,6 1526 ++9,6
A"r#$ 712!%6 7%156 7%+96 ,0,6 7!0,6 799%6May 7+116 10++6 10+96 15216 75-56 9016
June 7,096 2006 !!16 %!,6 75!!6 7+206
Ju$y %!!6 25--6 !,+6 0516 11916 2006
Au&u't 7%%06 1,!6 72296 70056 1+9+6 51!6
Se"te(ber 70916 2596 1,+6 10%56 1%!56 71106
October 712!6 ,,56 7+516 5016 71-5!6 %9!6
No)e(ber 71+%6 02+6 715+!6 709-6 +1506 71256
*ece(ber 72%96 7%-,6 7+056 7,196 71!2+6 7!556
2011January 79%26 72%06 75!56 7,216 7!1-6 7!!,6
February 7+1!+6 721+56 7+!,26 -156 7++!26 72,!96
March 152,6 21%26 ,91,6 72,%!6 +%,96 !9!-6
A"r#$ 11-06 7115-6 711,%6 71,916 71%%+6 7+0+56
May 711-!6 5!16 71556 755,6 72+-6 71,16
June 1-16 0%!6 70926 1,1+6 !-%6 12%6
Ju$y 10%6 7%+06 105,6 7+,56 1!-56 2+196
Au&u't 7!0+6 72296 70916 75-+6 7%+,6 79556
Se"te(ber 709,6 %196 7,,56 1,06 711006 +206
October 712596 7!9,6 71-+16 72+-26 7+0,+6 719126
No)e(ber 7++16 %5!6 ,%96 5-56 +2-56 %106
*ece(ber 7%%-6 +!%6 1%26 92%6 75916 7!!-6
2012 January 715,06 710!16 710%96 71-!,6 72+,16 72!%06
February 125,6 1+5+6 1%-%6 %11%6 21+!6 +5!-6
March 122,6 7-206 19-26 79-%6 1-!6 15%26
A"r#$ +5-,6 1+06 19-06 ++-,6 79,06 02-6
May 72,,!6 21-6 7,256 71,++6 7-,26 71%9,6
June 7!%56 70,96 1+96 7,956 71%,6 7%-26
Ju$y 711206 5016 7%9!6 720,16 71,!%6 71+516
Au&u't %-!6 ,126 11%,6 10,!6 1%0+6 +2,+6
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Se"te(ber 722-6 95-6 2,+6 02-6 %0-,6 711,26
October 7+-26 5-96 1-116 710+,6 7!0,6 7!!26
No)e(ber 7%+-6 115,6 110!6 7-9!6 715,,6 79-!6
*ece(ber 70%96 7!9!6 7+%526 0006 752,6 ,-96
201+January 20!6 59,6 7,116 2--6 ,116 71596
February 7%-56 0,26 701-6 7+526 7,%26 0!,6
March 7!1-6 701%6 !,%6 72!+!6 711+96 71-%-6A"r#$ !006 70+%6 71!%6 71!-,6 0%-6 710516
May 1%%56 11226 10!56 +11%6 12+26 22!06
June 1%!26 5%16 20256 +5+06 72!+6 1!+6
Ju$y 71-16 +!,-6 !196 71!916 759+6 712-16
Au&u't 2%116 5,,6 72%!6 1++!6 9,,6 2--6
Se"te(ber 7100,6 11+6 7++56 722-6 712,6 711206
October 7+056 0,26 729!6 72+%6 0096 2-%6
No)e(ber -906 !!96 21+,6 72+96 09%6 211,6
*ece(ber 70!-6 7+%96 7211,6 2!%,6 ,016 72,-6
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CITYBANK *UTCBA I*LC I*LBC GN*LB3.AM S4UATA.3FOOT
2+!6 7+2,16 1-56 2%56 1556 710,,6 22!6 7%-16
71!,-6 7+,296 7201%6 70-96 11206 0+96 0%%6 711+96
155%6 +9256 70526 71+-6 9-2,6 7+,16 15,%6 1%96
0126 792+6 01+6 -006 10156 51+%6 7129,6 7%5+6
+10%6 1+5+6 1-,06 11996 7%-%56 2+!%6 70,26 99061256 711!96 1%-16 !-%6 2%!6 71!196 7+,!6 70!%6
719+06 72+26 01+6 +,06 !916 7%+16 71196 +1+6
1+!6 71+!6 10,16 -++6 71%,6 70%%6 52!6 1!,56
1%2-6 22-16 1,%6 29%6 711%6 +216 1%956 2-16
50!26 +0096 29+16 1%9+6 110+6 72!56 72506 ,296
09+6 72!16 1--96 ,0!6 19!6 72!56 25,6 !!,6
2+2,6 102-6 19+26 2+%%6 -%06 1!%06 1+206 19906
02-6 1506 711+6 792,6 0!-6 7,%06 7%5-6 7+5-6
7+0!6 72+!!6 9116 1226 75!06 9!!6 705,6 79-06
72056 +,06 12026 %%-6 75++6 52-96 -0,6 7!!0625!+6 9!+6 229%6 9-06 1%%6 721226 79-96 0156
1-5+6 !296 10026 119%6 +%06 0006 -516 !-+6
711%6 701,6 +,,6 12296 ,%96 2-,6 209!6 +!,6
7+,,!6 5%-6 5206 72%!6 10926 2,26 !9%16 +,06
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1+156 1,%26 5216 7%556 12156 0506 +1!6 19026
59,6 %216 0,+6 !,+6 1%956 7++96 2556 50,6
-226 +296 75!26 7!!56 7%,+6 7,026 710-06 70-%6
71-5!6 75156 7!+06 7!!16 710296 700,6 7!!-6 7,+,6
7+2+26 7%,996 2--,6 72%5-6 7%11%6 72+,-6 72-,,6 72-226
,,26 ++1!6 72-+%6 2%5%6 %9!96 1,206 25%%6 120!6
21,6 7,0!6 710!-6 7!916 71+956 %15,6 11256 0256
72!26 72%!6 75!!6 700!6 715+16 7+0,+6 7209-6 71,,6
2!+56 !9%6 70%56 70%26 70!%6 1906 5!-6 0!%6
%126 11!!6 702+6 70+-6 %016 +%-+6 9,56 95+6
%+06 70226 72256 0+%6 7%5+6 7122,6 712%6 72096
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71%5-6 7122,6 72-!+6 71+1,6 71!-56 719%56 720106 7!-26
1++26 70-!6 %,16 729+6 %+56 1%+-6 %%56 15%6
7!2+6 1-0-6 7!++6 1206 72056 7!-%6 72906 72!26
7+1+,6 722+26 72!926 7+%006 7,-16 72-,%6 71,1!6 71,!26
1!!16 711-96 +%+-6 1%2,6 2-!6 22+%6 22!16 75596
!!26 !156 59-6 9,%6 1!%06 ++16 --%6 11%,6
71!2+6 !0-6 ,!%6 12,6 7%206 %%-,6 22106 112%6
710,6 11!6 7%256 9%26 7%526 7+%,06 71-9%6 7,596
712,%6 7,296 7%+56 1,06 71!!06 7!956 70196 2+-6
720196 710%96 711%!6 %026 712,26 71+!06 7!1+6 79!56
10126 5+!6 +!06 5-!6 10,96 -5,6 %,96 7!1%6
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2126 70,+6 0+-6 1216 711!!6 2%-6 52+6 712,6
7!196 5016 70-%6 1906 70!,6 71!56 70+,6 -026
7-+96 7!!-6 7-%96 722+6 71%!06 7-956 7+5-6 72+-6
5,,6 -1+6 7!256 710!6 72006 ,926 71916 729%6
%106 1%!6 ++,6 711,6 1+56 5%%6 %2-6 1006
711-+6 7%+-6 +,2!6 750-6 +-,6 +!+6 71%06 1%56
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+1216 0,+6 -%56 15!,6 1%+16 75526 712+,6 -+!6
709,6 !206 2-556 2%0+6 15256 0006 1+-6 -,-6
711,56 71+-6 729216 7-1-6 20!+6 711596 71-16 1!996
7,,-6 72216 10+16 +!2,6 2,56 %126 12596 %%0+6
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20006 %106 701-6 72%06 7225+6 72%,6 70,-6 %%96
-506 1926 5016 +556 92-6 9-96 +-16 72296
0006 9%06 %-+6 70!!6 11916 71256 72+-6 9-96
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OLYM.IC ABBANK AFTABAUT B*COM .IMFIN BG
2--56 71%+96 11!06 2,-16 7!9-6 70%,6
11006 --+6 7!-56 7191,6 ,!26 7,+,6
7,2+6 7%0%6 72196 5%16 7,%06 7%956
15+26 %%5%6 01-6 11%!6 +,56 +%-6
7!!+6 +1!-6 70096 2156 29!!6 115621-56 %1996 2,+16 21596 2!-+6 9!96
11906 +!2-6 29!6 712516 11,6 -%06
15+-6 95+6 20!6 !%,6 195!6 155+6
2-156 19%-6 115!6 2!9%6 !,!6 11-56
2-0-6 7%5+6 71!%56 715106 71%56 10-!6
1%-56 7!!26 75,16 7+!06 9-,6 1-56
%!,6 %5-6 7!1-6 +116 71+16 7-+,6
71!016 1-226 70526 1-!96 1+5-6 7+2+6
9296 9,26 +-596 11-56 91-6 5,56
1%2,6 1%-+6 -5%6 1-96 !-!,6 2!!6%5!6 71%0+6 109!6 7++!6 !-,56 21256
70126 1!,26 711526 ,596 1,26 7-!%6
2!-%6 72-9-6 70!%6 21%6 71+,96 11516
9-%6 5+-6 7!+,6 15%+6 1!,6 755+6
5%+6 75+,6 12056 75+16 1-096 1556
9-506 71+296 710+56 1+,-6 792!6 7-256
71!2+6 72126 2+!6 729+06 721!16 71%%96
7!!!6 +%+6 9++6 +!%56 1+0,6 1!2,6
722906 71!!16 %,596 9126 71206 7%116
7%5,!6 71%!%6 59%%6 71+!6 71,%6 9%96
,0,!6 72,%!6 +-5+6 +0-,6 7+-96 7!,,6
102+6 ,+,,6 %!%6 711906 7+++,6 7!596
711!16 7+2%6 ++!6 ,+!6 110%-6 705!6
71,,6 5+9!6 79,96 !,%6 %!+%6 %2-6
1,-%6 7!,%6 +1!6 11596 12296 2%1!6
7+216 79%06 29%16 +9+6 !006 122-6
7%+06 7!2,6 %-06 7+2916 72,-6 2++%6
21226 ,1!6 5+-,6 12%556 5%16 195,6
9-+6 21-%6 719%56 710-56 79,,6 71%9-6
7291-6 ,-96 75-26 712,26 12!,6 +20!6
7252-6 00-6 %226 15106 1!!56 51!6
10916 709-6 0-!6 7195-6 12,96 7,9-6
20056 751+6 72!96 2%,6 7,%06 7,026
-206 72226 111%6 705%6 +!!%6 71006
7+5-6 +1226 2%,+6 715-06 +22!6 55-%6
7%-,6 2%0+6 7!9!6 0196 1%-96 71%5-6
7,2%6 712006 21+!6 ,!56 -216 21+96
1+926 722-6 %5516 1%0!6 ++96 7+1!6
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19!26 1116 %5-%6 ++26 25-26 2096
5!1!6 1%-%6 5!56 710%06 +%-6 7+216
7%+,,6 %%%6 72,%!6 !5,6 1+56 705!6
70916 -,,6 2206 7-!-6 7!216 7-0%6
7%1,6 71+2,6 722+26 799-6 7-%16 7+1+6
70,%6 7+%2+6 7!0%56 7+,596 722+56 7+%!26
%!96 10016 59%!6 50!06 1+,26 +-%-650+6 7,!56 7!,06 79096 720+!6 75-96
122%6 71+,56 79%,6 7+%!6 711,56 22,6
%+-56 2+,-6 9%,6 7+,16 +506 20-6
299!6 7-+16 %916 12126 7,!!6 1%!6
1-%6 70516 7-556 711!!6 7!-96 7,9+6
75,26 7%906 22,56 7102-6 7%-+6 7%,06
%91+6 71+-06 7209-6 7+%+,6 720296 71+,,6
72!2+6 10!%6 +016 %0!,6 !5,6 702!6
7%+56 72-16 72,+16 712%26 7,%+6 71,,6
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Year Month ACI BATBC JAMUNAOIL LANKABAFIN
2009January
February 7--!6 +-56 99!6 79016
March 7%956 7+2,6 1!56 ,++6
A"r#$ 292,6 2-!26 710216 712-!6
May 0,16 721!56 12-6 +!0-6
June 72-!6 1+926 +%+16 %0!56 Ju$y 7+%%6 19%+6 150,6 7112!6
Au&u't 01%6 +!56 1+%56 +506
Se"te(ber 70+%6 !1-6 10!-6 +%,6
October 05-6 12-,6 %,216 710+6
No)e(ber 72+06 5+16 72,16 72+96
*ece(ber +++6 1,%16 -056 2+9+6
2010 January 1%%56 1--16 09,6 10516
February 70+!6 ,206 7,!96 !02+6
March 71+16 70,16 712!96 71-+,6
A"r#$ 710%56 7%156 7%+96 ,0,6May 7+116 10++6 10+96 15216
June 7,096 2006 !!16 %!,6
Ju$y %!!6 25--6 !,+6 0516
Au&u't 7%%06 1,!6 72296 70056
Se"te(ber 70916 2596 1,+6 10%56
October 712!6 ,,56 7+516 5016
No)e(ber 71+%6 02+6 715+!6 709-6
*ece(ber 72%96 7%-,6 7+056 7,196
2011January 79%26 72%06 75!56 7,216
February 7+1!+6 721+56 7+!,26 -156
March 152,6 292%6 -0556 72,%!6
A"r#$ 15256 7115-6 711,%6 71,916
May 711-!6 5!16 71556 755,6
June 1-16 0%!6 70926 1,1+6
Ju$y 10%6 7%+06 105,6 7+,56
Au&u't 7!0+6 72296 70916 75-+6
Se"te(ber 709,6 %196 7,,56 1,06
October 712596 7!156 71-+16 72+-26
No)e(ber 7++16 %5!6 ,%96 5-56
*ece(ber 7%%-6 +!%6 2,+6 92%6
2012 January 715,06 710!16 710%96 71-!,6
February 125,6 1+5+6 1%-%6 %11%6
March 122,6 72+96 19-26 79-%6
A"r#$ %0!%6 1+06 19-06 ++-,6
May 72,,!6 21-6 7,256 71,++6
June 7!%56 70,96 1+96 7,956
Ju$y 711206 5016 7%9!6 720,16
Au&u't %-!6 ,126 11%,6 10,!6
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Se"te(ber 722-6 95-6 2,+6 02-6
October 7+-26 -226 1-116 710+,6
No)e(ber 7%+-6 115,6 12%!6 7-9!6
*ece(ber 70%96 7!9!6 7+%526 0006
201+January 20!6 59,6 7,116 2--6
February 7%-56 !1-6 701-6 7+526
March 7!1-6 701%6 !,%6 72!+!6A"r#$ !006 70+%6 71!%6 71!-,6
May 20+26 11226 10!56 +11%6
June 1%!26 5%16 20256 +5+06
Ju$y 71-16 +!,-6 !196 71!916
Au&u't 2%116 5,,6 72%!6 1++!6
Se"te(ber 7100,6 11+6 7++56 722-6
October 7+056 ,126 729!6 72+%6
No)e(ber -906 !!96 2!%56 72+96
*ece(ber 70!-6 7+%96 7211,6 2!%,6
Month$y eturn 0026 %,16 +2-6 2+,6Annua$#e: eturn 02-6 !5!26 +9%06 2-%26
Month$y Tota$ #'; 11-26 10!!6 1,%+6 1,5%6
Annua$#e: Tota$ #'; 0%09%291-2, 0+5!%-0,9 050+,2+2!+- 051115-9252
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AGNISYSL SUMIT.O/ CITYBANK *UTCBANGL I*LC
7!%26 75556 2+!6 7+2,16 2!06
1-!6 2!+!6 71!,-6 7+,296 7201%6
71+%16 %+9%6 155%6 +9256 70526
+056 7!,06 0126 792+6 01+6
200%6 121%6 +10%6 1+5+6 1-,0670+16 7%++6 1256 711!96 1%-16
0,-6 7%956 719+06 72+26 01+6
10,,6 %1%6 1+!6 71+!6 10,16
+1,26 1+56 1%2-6 22-16 1,%6
722%26 1%,6 50!26 +0096 29+16
715-6 799-6 09+6 72!16 1--96
1++,6 9026 2+2,6 102-6 19+26
75,26 70%,6 02-6 1506 711+6
1526 ++9,6 7+0!6 72+!!6 9++6
7!0,6 799%6 72056 +,06 1202675-56 9016 25!+6 9!+6 229%6
75!!6 7+206 1-5+6 !296 10026
11916 2006 711%6 701,6 +,,6
1+9+6 51!6 7+,,!6 5%-6 5206
1%!56 71106 20556 1+%56 15,,6
71,1!6 %9!6 1+156 1,%26 5216
+1506 71256 59,6 %216 0,+6
71!2+6 7!556 -226 +296 75!26
7!1-6 7!!,6 71-5!6 75156 7!+06
7++!26 72,!96 7+2+26 7%5506 29556
+%,96 !9!-6 ,,26 ++1!6 72-+%6
71%%+6 7+0+56 21,6 7,0!6 710!-6
72+-6 71,16 72!26 72%!6 75!!6
!-%6 12%6 2!+56 !9%6 70%56
1!-56 2+196 %126 11!!6 702+6
7%+,6 79556 %+06 70226 72256
711006 +206 7,2+6 71%16 721!6
7190-6 719126 71%5-6 7122,6 72-!+6
+2-56 %106 1++26 70-!6 %,16
75916 7!!-6 7!2+6 1-0-6 7!++6
72+,16 72!%06 7+1+,6 722+26 72!926
21+!6 +5!-6 1!!16 7-,06 +%+-6
1-!6 15%26 !!26 !156 59-6
79,06 02-6 71!2+6 !0-6 ,!%6
7-,26 71%9,6 710,6 11!6 7%256
71%,6 7%-26 712,%6 7,296 7%+56
71,!%6 71+516 720196 710%96 711%!6
1%0+6 +2,+6 10126 5+!6 +!06
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%0-,6 711,26 2126 70,+6 0+-6
7!0,6 7!!26 7!196 5016 70-%6
715,,6 79-!6 7-+96 7!!-6 7-%96
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,116 71596 %106 1%!6 ++,6
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12+26 22!06 +1216 0,+6 -%56
72!+6 1!+6 709,6 !206 2-556
759+6 712-16 711,56 71+-6 729216
9,,6 2--6 7,,-6 72216 10+16
712,6 711206 755+6 7,%96 7101%6
0096 2-%6 20006 %106 701-6
09%6 211,6 -506 1926 5016
,016 72,-6 0006 9%06 %-+6
0,%6 1!96 1+96 0+96 21,6-9+6 19096 15556 %,26 25016
1!226 15-!6 159!6 1%5,6 1!+%6
0!2,11,2+-, 0!-+-19!1%- 0!-,+29-5 0!0-1!5%1+5 0!+1!09,191
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I*LBCM GN*LT B3.AMA S4UAT3T A.3FOOT OLYM.IC
2%56 1556 710,,6 22!6 7%-16 2--56
70-96 11206 0+96 0%%6 79--6 11006
71+-6 9-2,6 7+,16 1-+26 1%96 7,2+6
10,96 10156 5-106 7129,6 7%5+6 15+26
11996 7%-%56 2+!%6 70,26 9906 7!!+6!-%6 2%!6 71!196 7+,!6 70!%6 21-56
+,06 !916 7%+16 71196 +1+6 11906
-++6 71%,6 70%%6 52!6 1!,56 15+-6
29%6 711%6 +216 1%956 2-16 2-156
1%9+6 110+6 72!56 72506 ,296 2--,6
,0!6 19!6 72!56 25,6 !!,6 1%-56
2+%%6 -%06 1!%06 1+206 19906 %!,6
792,6 0!-6 7,%06 7%5-6 7+5-6 71!016
1226 75!06 9!!6 705,6 7-5+6 9296
50+6 7%-56 52-96 9%16 7!!06 1%2,69-06 1%%6 721226 79-96 0156 %5!6
119%6 +%06 0006 -516 !-+6 70126
12296 ,%96 2-,6 209!6 +!,6 2!-%6
72%!6 10926 2,26 !9%16 +,06 9-%6
119-6 ++296 7++06 %916 1+%56 5%+6
7%556 12156 0506 +1!6 19026 9-9-6
!,+6 1%956 7++96 2556 50,6 71!2+6
7!!56 7%,+6 7,026 710-06 70-%6 7!!!6
7!!16 710296 700,6 7!!-6 7,+,6 722906
72%5-6 7%11%6 72+,-6 72-,,6 72-226 7%5,!6
2%5%6 %9!96 1,206 25%%6 1+!26 ,0,!6
7%!96 712%16 %15,6 121!6 0256 102+6
700!6 715+16 7+0,+6 7209-6 71,,6 711!16
70%26 70!%6 1906 5!-6 0!%6 71,,6
70+-6 %016 +%-+6 9,56 95+6 1,-%6
0+%6 7%5+6 7122,6 712%6 72096 7+216
712-6 7+2-6 1+%56 7,096 72,06 7%+06
71+1,6 71!-56 719%56 720106 7!-26 21,16
729+6 %+56 1%+-6 %%56 15%6 9-+6
1206 72056 7!-%6 72906 72!26 7291-6
7+%006 7,-16 72-,%6 71,1!6 71,!26 7252-6
1%2,6 2-!6 22+%6 22!16 75596 10916
9,%6 1!%06 ++16 --%6 1+%!6 20056
+%06 7%206 %%-,6 2++-6 112%6 -206
9%26 7%526 7+%,06 71-9%6 7,596 7+5-6
1,06 71!!06 7!956 70196 2+-6 7%-,6
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5-!6 10,96 -5,6 %,96 7!1%6 1+926
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1216 711!!6 2%-6 52+6 712,6 19!26
1906 70!,6 71!56 70+,6 -026 5!,,6
722+6 71%!06 7-956 7+5-6 72+-6 7%+,,6
710!6 72006 ,926 71916 729%6 70916
711,6 1+56 5%%6 %2-6 1006 7%1,6
750-6 !-96 +!+6 71%06 1%56 70,%6
7+!06 71-906 705!6 7%+!6 75126 %!96701,6 2%%06 !0%6 1%-!6 71-%6 50+6
15!,6 1%+16 75526 712+,6 -+!6 122%6
2%0+6 15256 0006 1+-6 -,-6 %+-56
7-1-6 20!+6 711596 71-16 1!996 299!6
+!2,6 2,56 %126 12596 %%0+6 1-%6
79056 7101+6 7,0-6 7,9-6 712!!6 75,26
72%06 7225+6 72%,6 70,-6 %%96 %9516
+556 92-6 9-96 +-16 72296 72!2+6
70!!6 11916 71256 72+-6 9-96 7%+56
2,56 2216 22,6 19-6 1-26 -016++1,6 25%-6 2,2-6 2+,-6 21-+6 951%6
10926 19-,6 191,6 1+%%6 10%%6 2%-%6
0+,-2215- 05--15+991, 055+9+595 0%5!!2150-2 0+51,!!-, 0-50!,,!%,+
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ABBANK AFTABAUTO B*COM .IMFIN BG
71%+96 11!06 2,-16 7!9-6 70%,6
--+6 7!-56 7191,6 ,!26 7,+,6
7%0%6 72196 5%16 7,%06 20%6
%%5%6 01-6 11%!6 +,56 +%-6
+1!-6 70096 2156 29!!6 1156%1996 2,+16 21596 2!-+6 9!96
+!2-6 29!6 712516 11,6 -%06
95+6 20!6 !%,6 195!6 155+6
19%-6 115!6 2!9%6 !,!6 11-56
7%5+6 71%026 715106 71%56 10-!6
7!!26 75,16 7+!06 9-,6 1-56
%5-6 7!1-6 +116 71+16 7-+,6
1-226 70526 1-!96 1+5-6 7+2+6
9,26 +-596 11-56 91-6 5,56
1%-+6 -5%6 1-96 !-!,6 5,9671%0+6 109!6 7++!6 !-,56 21256
1!,26 711526 ,596 1,26 7-!%6
72-9-6 70!%6 21%6 71+,96 11516
5+-6 7!+,6 15%+6 1!,6 755+6
75+,6 12056 75+16 1-096 1556
71+296 710+56 1+,-6 792!6 7-256
72126 2+!6 729+06 721!16 71%%96
+%+6 9++6 +!%56 1+0,6 1!2,6
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7+2%6 ++!6 ,+!6 110%-6 2016
5+9!6 79,96 !,%6 %!+%6 %2-6
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7!2,6 %-06 7+1126 72,-6 2++%6
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2+!26 719%56 710-56 79,,6 71%9-6
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2%0+6 7!9!6 0196 1%-96 71%5-6
712006 21+!6 ,!56 -216 21+96
722-6 %5516 1%0!6 ++96 7+1!6
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1116 %5-%6 ++26 25-26 2096
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7125,6 79%,6 7+%!6 711,56 22,6
2+,-6 9%,6 7+,16 +506 20-6
7-+16 %916 12126 7,!!6 1%!6
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10!%6 +016 %0!,6 !5,6 702!6
72-16 7252-6 712%26 7,%+6 71,,6
%556 5,!6 +,%6 5996 +++6!!9!6 -1006 %%9+6 -+-+6 +9996
20%06 2+206 2%056 22!16 1!+%6
0,05-+,!51- 0-0+!-0%55! 0-+++1!-,,% 0,,9515!0+9 0!+1+55,+
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ACI BATBC JAMUNAOIL LANKABAFIN AGNISYSL
ACI 00001%1 0000-1% 0000%!5 0000!,9 0000222
BATBC 0000-1% 000%,00 0002529 000++%0 00012-1
JAMUNAOIL 0000%!5 0002529 0001%,0 0001-5- 0000,1,
LANKABAFIN 0000!,9 000++%0 0001-5- 0002+,% 0000911
AGNISYSL 0000222 00012-1 0000,1, 0000911 0000+%9
SUMIT.O/ 0000+9- 000229- 00012-! 00015++ 000052,CITYBANK 0000221 00012,, 0000,1% 000090- 0000+%-
*UTCBANGL 0000!,9 000++%1 0001-59 0002+,! 0000911
I*LC 0000+5% 000209- 00011,+ 0001%91 0000!,2
I*LBCM 0000%,! 0002,%2 0001!++ 00019%- 0000,%,
GN*LT 0000+-% 000221! 00012+9 0001!,% 000050%
B3.AMA 0000!-9 000++95 0001900 0002%1% 0000925
S4UAT3T 0000+++ 0001922 00010,! 0001+55 0000!2%
A.3FOOT 0000%12 0002+,- 0001++0 0001590 00005%-
OLYM.IC 00010%1 000500! 000++!- 000%25, 00015+,
ABBANK 00010-- 00052,- 000+!11 000%%52 0001,11AFTABAUTO 00010,! 000520% 000+%,0 000%%09 0001591
B*COM 000025! 0001!2- 0000-!% 00010-5 0000%15
.IMFIN 0001+-9 000-015 000%%-+ 000!59, 00021-!
BG 0000525 000+511 0002020 0002!5, 00009-%
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SUMIT.O/ CITYBANK *UTCBANGL I*LC I*LBCM GN*LT
0000+9- 0000221 0000!,9 0000+5% 0000%,! 0000+-%
000229- 00012,, 000++%1 000209- 0002,%2 000221!
00012-! 0000,1% 0001-59 00011,+ 0001!++ 00012+9
00015++ 000090- 0002+,! 0001%91 00019%- 0001!,%
000052, 0000+%- 0000911 0000!,2 0000,%, 000050%
000112% 000052! 00015+% 0001025 0001+%1 00010-+000052! 0000+%, 000090- 0000!,0 0000,%! 0000502
00015+% 000090- 0002+,! 0001%91 00019%9 0001!,!
0001025 0000!,0 0001%91 00009+, 000122% 00009-9
0001+%1 0000,%! 00019%9 000122% 0001!99 0001292
00010-+ 0000502 0001!,! 00009-9 0001292 00010%%
0001551 000092+ 0002%1! 0001!15 00019-1 0001501
00009%0 0000!22 0001+55 0000-!- 0001121 0000905
000115+ 00005%5 0001590 0001052 0001+-, 0001121
00029+5 00015+2 000%259 00025-0 000+!0+ 0002-+0
000+0,0 0001,05 000%%5+ 0002-02 000+552 00029!9000+0+% 00015-5 000%%10 0002,59 000+519 000292%
0000,%, 0000%1! 00010-5 00005-2 0000-91 0000,20
000+920 00021,- 000!59- 000+!,- 000%5,5 000+,,-
0001,55 00009-1 0002!5, 0001512 000210, 0001,02
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B3.AMA S4UAT3T A.3FOOT OLYM.IC ABBANK AFTABAUTO
0000!-9 0000+++ 0000%12 00010%1 00010-- 00010,!
000++95 0001922 0002+,- 000500! 00052,- 000520%
0001900 00010,! 0001++0 000++!- 000+!11 000+%,0
0002%1% 0001+55 0001590 000%25, 000%%52 000%%09
0000925 0000!2% 00005%- 00015+, 0001,11 0001591
0001551 00009%0 000115+ 00029+5 000+0,0 000+0+%000092+ 0000!22 00005%5 00015+2 0001,05 00015-5
0002%1! 0001+55 0001590 000%259 000%%5+ 000%%10
0001!15 0000-!- 0001052 00025-0 0002-02 0002,59
00019-1 0001121 0001+-, 000+!0+ 000+552 000+519
0001501 0000905 0001121 0002-+0 00029!9 000292%
0002%!! 0001+-9 0001,1- 000%++9 000%!+, 000%%-+
0001+-9 0000,-5 00009,2 0002%!5 0002!5, 0002!+,
0001,1- 00009,2 000120+ 000+0+- 000+1,5 000+1+9
000%++9 0002%!5 000+0+- 000,5,1 000-020 000,92!
000%!+, 0002!5, 000+1,5 000-020 000-+-5 000-2-5000%%-+ 0002!+, 000+1+9 000,92! 000-2-5 000-1--
000110% 000052! 0000,,+ 00019!2 00020%1 0002015
000!,9+ 000+2,- 000%0!! 00102%0 0010,0, 0010!-0
0002510 0001%,, 0001-2, 000%51% 000%-2% 000%,5,
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B*COM .IMFIN BG
000025! 0001+-9 0000525
0001!2- 000-015 000+511
0000-!% 000%%-+ 0002020
00010-5 000!59, 0002!5,
0000%15 00021-! 00009-%
0000,%, 000+920 0001,550000%1! 00021,- 00009-1
00010-5 000!59- 0002!5,
00005-2 000+!,- 0001512
0000-91 000%5,5 000210,
0000,20 000+,,- 0001,02
000110% 000!,9+ 0002510
000052! 000+2,- 0001%,,
0000,,+ 000%0!! 0001-2,
00019!2 00102%0 000%51%
00020%1 0010,0, 000%-2%0002015 0010!-0 000%,5,
0000%9, 000250! 00011,%
000250! 001+5,0 00051!9
00011,% 00051!9 0002,,!
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ACI BATBC JAMUNAOIL LANKABAFI
ACI 00001%1 0000-1% 0000%!5 0000!,9
BATBC 0000-1% 000%,00 0002529 000++%0
JAMUNAOIL 0000%!5 0002529 0001%,0 0001-5-
LANKABAFIN 0000!,9 000++%0 0001-5- 0002+,%
AGNISYSL 0000222 00012-1 0000,1, 0000911
SUMIT.O/ 0000+9- 000229- 00012-! 00015++CITYBANK 0000221 00012,, 0000,1% 000090-
*UTCBANGL 0000!,9 000++%1 0001-59 0002+,!
I*LC 0000+5% 000209- 00011,+ 0001%91
I*LBCM 0000%,! 0002,%2 0001!++ 00019%-
GN*LT 0000+-% 000221! 00012+9 0001!,%
B3.AMA 0000!-9 000++95 0001900 0002%1%
S4UAT3T 0000+++ 0001922 00010,! 0001+55
A.3FOOT 0000%12 0002+,- 0001++0 0001590
OLYM.IC 00010%1 000500! 000++!- 000%25,
ABBANK 00010-- 00052,- 000+!11 000%%52AFTABAUTO 00010,! 000520% 000+%,0 000%%09
B*COM 000025! 0001!2- 0000-!% 00010-5
.IMFIN 0001+-9 000-015 000%%-+ 000!59,
BG 0000525 000+511 0002020 0002!5,
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AGNISYSL SUMIT.O/ CITYBANK *UTCBAN I*LC I*LBC
0000222 0000+9- 0000221 0000!,9 0000+5% 0000%,!
00012-1 000229- 00012,, 000++%1 000209- 0002,%2
0000,1, 00012-! 0000,1% 0001-59 00011,+ 0001!++
0000911 00015++ 000090- 0002+,! 0001%91 00019%-
0000+%9 000052, 0000+%- 0000911 0000!,2 0000,%,
000052, 000112% 000052! 00015+% 0001025 0001+%10000+%- 000052! 0000+%, 000090- 0000!,0 0000,%!
0000911 00015+% 000090- 0002+,! 0001%91 00019%9
0000!,2 0001025 0000!,0 0001%91 00009+, 000122%
0000,%, 0001+%1 0000,%! 00019%9 000122% 0001!99
000050% 00010-+ 0000502 0001!,! 00009-9 0001292
0000925 0001551 000092+ 0002%1! 0001!15 00019-1
0000!2% 00009%0 0000!22 0001+55 0000-!- 0001121
00005%- 000115+ 00005%5 0001590 0001052 0001+-,
00015+, 00029+5 00015+2 000%259 00025-0 000+!0+
0001,11 000+0,0 0001,05 000%%5+ 0002-02 000+5520001591 000+0+% 00015-5 000%%10 0002,59 000+519
0000%15 0000,%, 0000%1! 00010-5 00005-2 0000-91
00021-! 000+920 00021,- 000!59- 000+!,- 000%5,5
00009-% 0001,55 00009-1 0002!5, 0001512 000210,
A)era&e Annu Annua$ Stan:ar: *e)#at#on
ACI 02-6 0%09%291-2,
BATBC !5!26 0+5!%-0,902
JAMUNAOIL +9%06 050+,2+2!+-
LANKABAFIN 2-%26 051115-9252
AGNISYSL -9+6 0!2,11,2+-,
SUMIT.O/ 19096 0!-+-19!1%-
CITYBANK 15556 0!-,+29-5
*UTCBANGL %,26 0!0-1!5%1+5
I*LC 25016 0!+1!09,191
I*LBCM ++1,6 0+,-2215-
GN*LT 25%-6 05--15+991,
B3.AMA 2,2-6 055+9+59!9-
S4UAT3T 2+,-6 0%5!!2150-2
A.3FOOT 21-+6 0+51,!!-595
OLYM.IC 951%6 0-50!,,!%,+
ABBANK !!9!6 0,05-+,!51-
AFTABAUTO -1006 0-0+!-0%55!
B*COM %%9+6 0-+++1!-,,%
.IMFIN -+-+6 0,,9515!0+9
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GN*L B3.AMA S4UAT A.3FOOT OLYM.IC ABBANK
0000+-% 0000!-9 0000+++ 0000%12 00010%1 00010--
000221! 000++95 0001922 0002+,- 000500! 00052,-
00012+9 0001900 00010,! 0001++0 000++!- 000+!11
0001!,% 0002%1% 0001+55 0001590 000%25, 000%%52
000050% 0000925 0000!2% 00005%- 00015+, 0001,11
00010-+ 0001551 00009%0 000115+ 00029+5 000+0,00000502 000092+ 0000!22 00005%5 00015+2 0001,05
0001!,! 0002%1! 0001+55 0001590 000%259 000%%5+
00009-9 0001!15 0000-!- 0001052 00025-0 0002-02
0001292 00019-1 0001121 0001+-, 000+!0+ 000+552
00010%% 0001501 0000905 0001121 0002-+0 00029!9
0001501 0002%!! 0001+-9 0001,1- 000%++9 000%!+,
0000905 0001+-9 0000,-5 00009,2 0002%!5 0002!5,
0001121 0001,1- 00009,2 000120+ 000+0+- 000+1,5
0002-+0 000%++9 0002%!5 000+0+- 000,5,1 000-020
00029!9 000%!+, 0002!5, 000+1,5 000-020 000-+-5000292% 000%%-+ 0002!+, 000+1+9 000,92! 000-2-5
0000,20 000110% 000052! 0000,,+ 00019!2 00020%1
000+,,- 000!,9+ 000+2,- 000%0!! 00102%0 0010,0,
0001,02 0002510 0001%,, 0001-2, 000%51% 000%-2%
Scenar#o 1 = 'hort 'e$$ an: F $en:#n& an: borro>#n& a$$o>e:
/e#&ht return
ACI 00! ACI 71%995%+-
BATBC 00! BATBC 11+%+20
JAMUNAOIL 00! JAMUNAOIL 12!%-5,
LANKABAFIN 00! LANKABAFIN 25222,+
AGNISYSL 00! AGNISYSL 2%+221,9
SUMIT.O/ 00! SUMIT.O/ 2-25!!--
CITYBANK 00! CITYBANK 5-12+%!5
*UTCBANGL 00! *UTCBANGL 710,%52!
I*LC 00! I*LC ,,-10,!-
I*LBCM 00! I*LBCM -%%!-+1%
GN*LT 00! GN*LT ,%+25!,2
B3.AMA 00! B3.AMA 15-5+909
S4UAT3T 00! S4UAT3T ,%%-+121
A.3FOOT 00! A.3FOOT +9!+!!!2
OLYM.IC 00! OLYM.IC 25-%+!!
ABBANK 00! ABBANK 2,%11,15
AFTABAUTO 00! AFTABAUTO 1,25%9%
B*COM 00! B*COM 21%%+1+
.IMFIN 00! .IMFIN 9+!!19
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BG 00! BG ,,29!52
1 1
eturn 0+5,21%+ eturn -%-%9+5
S* 00%-1--9 S* 5,+,09-2
Shar" at#o 5+,!20-5 Shar" at#o 12!9%+%-
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AFTABAUT B*COM .IMFIN BG
00010,! 000025! 0001+-9 0000525
000520% 0001!2- 000-015 000+511
000+%,0 0000-!% 000%%-+ 0002020
000%%09 00010-5 000!59, 0002!5,
0001591 0000%15 00021-! 00009-%
000+0+% 0000,%, 000+920 0001,5500015-5 0000%1! 00021,- 00009-1
000%%10 00010-5 000!59- 0002!5,
0002,59 00005-2 000+!,- 0001512
000+519 0000-91 000%5,5 000210,
000292% 0000,20 000+,,- 0001,02
000%%-+ 000110% 000!,9+ 0002510
0002!+, 000052! 000+2,- 0001%,,
000+1+9 0000,,+ 000%0!! 0001-2,
000,92! 00019!2 00102%0 000%51%
000-2-5 00020%1 0010,0, 000%-2%000-1-- 0002015 0010!-0 000%,5,
0002015 0000%9, 000250! 00011,%
0010!-0 000250! 001+5,0 00051!9
000%,5, 00011,% 00051!9 0002,,!
2!06 1206 -06 506
70!915+9 702%0501 701+2!,, 700,-!51
70!+!-21 700505,- 00-!!++, 01!-5%2+
70%-,1%% 7022%1-5 701%++%9 70102-9! S*
7105%-05 70%!0222 702510,9 70155%,2 eturn
702!-5+, 70091+!+ 700+99!+ 7001%+1+
701%9+0- 700299%1 0005-+2, 002!1955
029-!%0+ 0091-2%1 002-2+01 7000+!2,
702!5,5, 701!2502 70120!99 7010%51!
70!9020- 70229%%, 7011-!0, 7005+02
71201+%- 70!0%%, 7029011+ 701-2-0+
25!,,+!, 1+,51,-2 09-1--- 0,-%,2-%
00+5++52 002-9,05 0025,1+ 002!!591
70,-!02! 70+1,1!1 701,+1!! 7010119
0%195%52 015+,%0! 00-%9-9% 00%!52!5
11,!,%2 0!15%-%1 0+1+52!9 021215!5
+!1!-,+9 1,%9-50+ 1205%55 09+%--
0-05209% 0+2,+25 01-002- 01052,1+
00!++%%- 001,92+9 000,02+- 0001!5-5
72+00-,5 710-95 70,15-1% 70!+0%95 0
1000000
2000000
+000000
%000000
!000000
5000000
,000000
-000000
9000000
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02!-1!11 011,9%%9 00,%-1%! 00!+2%%+
1 1 1 1
12022!+2 0,+10+-9 0!-51255 0!1+50+!
0125550+ 00-+-1!9 00,05%29 005%0!01
901-2%09 -005102! ,%%,59-2 ,0-201!2
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5,+,09-2 0125550+ 00-+-1!9 00,05%29 005%0!01
-%-%9+5 12022!+2 0,+10+-9 0!-51255 0!1+50+!
Con:#t#on 1
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ACI BATBC JAMUNAOIL LANKABAFI AGNISYSL SUMIT.O/
ACI 00001%1 0000-1% 0000%!5 0000!,9 0000222 0000+9-
BATBC 0000-1% 000%,00 0002529 000++%0 00012-1 000229-
JAMUNAOIL 0000%!5 0002529 0001%,0 0001-5- 0000,1, 00012-!
LANKABAFI 0000!,9 000++%0 0001-5- 0002+,% 0000911 00015++
AGNISYSL 0000222 00012-1 0000,1, 0000911 0000+%9 000052,
SUMIT.O/ 0000+9- 000229- 00012-! 00015++ 000052, 000112%CITYBANK 0000221 00012,, 0000,1% 000090- 0000+%- 000052!
*UTCBAN 0000!,9 000++%1 0001-59 0002+,! 0000911 00015+%
I*LC 0000+5% 000209- 00011,+ 0001%91 0000!,2 0001025
I*LBC 0000%,! 0002,%2 0001!++ 00019%- 0000,%, 0001+%1
GN*L 0000+-% 000221! 00012+9 0001!,% 000050% 00010-+
B3.AMA 0000!-9 000++95 0001900 0002%1% 0000925 0001551
S4UAT 0000+++ 0001922 00010,! 0001+55 0000!2% 00009%0
A.3FOOT 0000%12 0002+,- 0001++0 0001590 00005%- 000115+
OLYM.IC 00010%1 000500! 000++!- 000%25, 00015+, 00029+5
ABBANK 00010-- 00052,- 000+!11 000%%52 0001,11 000+0,0AFTABAUT 00010,! 000520% 000+%,0 000%%09 0001591 000+0+%
B*COM 000025! 0001!2- 0000-!% 00010-5 0000%15 0000,%,
.IMFIN 0001+-9 000-015 000%%-+ 000!59, 00021-! 000+920
BG 0000525 000+511 0002020 0002!5, 00009-% 0001,55
A)era&e Annu
ACI 02-6
BATBC !5!26
JAMUNAOIL +9%06
LANKABAFIN 2-%26
AGNISYSL -9+6
SUMIT.O/ 19096
CITYBANK 15556
*UTCBANGL %,26
I*LC 25016
I*LBCM ++1,6
GN*LT 25%-6
B3.AMA 2,2-6
S4UAT3T 2+,-6
A.3FOOT 21-+6
OLYM.IC 951%6
ABBANK !!9!6
AFTABAUTO -1006
B*COM %%9+6
.IMFIN -+-+6
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CITYBANK *UTCBAN I*LC I*LBC GN*L
0000221 0000!,9 0000+5% 0000%,! 0000+-%
00012,, 000++%1 000209- 0002,%2 000221!
0000,1% 0001-59 00011,+ 0001!++ 00012+9
000090- 0002+,! 0001%91 00019%- 0001!,%
0000+%- 0000911 0000!,2 0000,%, 000050%
000052! 00015+% 0001025 0001+%1 00010-+0000+%, 000090- 0000!,0 0000,%! 0000502
000090- 0002+,! 0001%91 00019%9 0001!,!
0000!,0 0001%91 00009+, 000122% 00009-9
0000,%! 00019%9 000122% 0001!99 0001292
0000502 0001!,! 00009-9 0001292 00010%%
000092+ 0002%1! 0001!15 00019-1 0001501
0000!22 0001+55 0000-!- 0001121 0000905
00005%5 0001590 0001052 0001+-, 0001121
00015+2 000%259 00025-0 000+!0+ 0002-+0
0001,05 000%%5+ 0002-02 000+552 00029!900015-5 000%%10 0002,59 000+519 000292%
0000%1! 00010-5 00005-2 0000-91 0000,20
00021,- 000!59- 000+!,- 000%5,5 000+,,-
00009-1 0002!5, 0001512 000210, 0001,02
Annua$ Stan:ar: *e)#at#on
0%09%291-2,
0+5!%-0,902
050+,2+2!+-
051115-9252
0!2,11,2+-,
0!-+-19!1%-
0!-,+29-5
0!0-1!5%1+5
0!+1!09,191
0+,-2215-
05--15+991,
055+9+59!9-
0%5!!2150-2
0+51,!!-595
0-50!,,!%,+
0,05-+,!51-
0-0+!-0%55!
0-+++1!-,,%
0,,9515!0+9
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0!+1+55,+0!
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B3.AMA S4UAT A.3FOOT OLYM.IC ABBANK
0000!-9 0000+++ 0000%12 00010%1 00010--
000++95 0001922 0002+,- 000500! 00052,-
0001900 00010,! 0001++0 000++!- 000+!11
0002%1% 0001+55 0001590 000%25, 000%%52
0000925 0000!2% 00005%- 00015+, 0001,11
0001551 00009%0 000115+ 00029+5 000+0,0000092+ 0000!22 00005%5 00015+2 0001,05
0002%1! 0001+55 0001590 000%259 000%%5+
0001!15 0000-!- 0001052 00025-0 0002-02
00019-1 0001121 0001+-, 000+!0+ 000+552
0001501 0000905 0001121 0002-+0 00029!9
0002%!! 0001+-9 0001,1- 000%++9 000%!+,
0001+-9 0000,-5 00009,2 0002%!5 0002!5,
0001,1- 00009,2 000120+ 000+0+- 000+1,5
000%++9 0002%!5 000+0+- 000,5,1 000-020
000%!+, 0002!5, 000+1,5 000-020 000-+-5000%%-+ 0002!+, 000+1+9 000,92! 000-2-5
000110% 000052! 0000,,+ 00019!2 00020%1
000!,9+ 000+2,- 000%0!! 00102%0 0010,0,
0002510 0001%,, 0001-2, 000%51% 000%-2%
Scenar#o 2 = 'hort 'e$$ A$$o>e: but no r#'; <ree rate a$$o>e:
/e#&ht
ACI 00! ACI 0
BATBC 00! BATBC 0
JAMUNAOIL 00! JAMUNAOIL 0
LANKABAFIN 00! LANKABAFIN 0
AGNISYSL 00! AGNISYSL 0
SUMIT.O/ 00! SUMIT.O/ 0
CITYBANK 00! CITYBANK 0
*UTCBANGL 00! *UTCBANGL 0
I*LC 00! I*LC 0
I*LBCM 00! I*LBCM 0
GN*LT 00! GN*LT 0
B3.AMA 00! B3.AMA 0
S4UAT3T 00! S4UAT3T 0
A.3FOOT 00! A.3FOOT 0
OLYM.IC 00! OLYM.IC 0
ABBANK 00! ABBANK 0
AFTABAUTO 00! AFTABAUTO 0
B*COM 00! B*COM 1
.IMFIN 00! .IMFIN 0
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BG 00! BG 0
1 1
eturn 0+5,21%+ eturn 0%%9+15
S* 00%-1--9 S* 00222-%!
Shar" at#o 5+,!20-5 Shar" at#o 1,%,02-
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AFTABAUT B*COM .IMFIN BG
00010,! 000025! 0001+-9 0000525
000520% 0001!2- 000-015 000+511
000+%,0 0000-!% 000%%-+ 0002020
000%%09 00010-5 000!59, 0002!5,
0001591 0000%15 00021-! 00009-%
000+0+% 0000,%, 000+920 0001,5500015-5 0000%1! 00021,- 00009-1
000%%10 00010-5 000!59- 0002!5,
0002,59 00005-2 000+!,- 0001512
000+519 0000-91 000%5,5 000210,
000292% 0000,20 000+,,- 0001,02
000%%-+ 000110% 000!,9+ 0002510
0002!+, 000052! 000+2,- 0001%,,
000+1+9 0000,,+ 000%0!! 0001-2,
000,92! 00019!2 00102%0 000%51%
000-2-5 00020%1 0010,0, 000%-2%000-1-- 0002015 0010!-0 000%,5,
0002015 0000%9, 000250! 00011,%
0010!-0 000250! 001+5,0 00051!9
000%,5, 00011,% 00051!9 0002,,!
106 206 +06 %06
00!5%-59 0029%%2! 0002%+! 7002%,1% S* 00222-%!
0+%1!!- 0+0%!9-% 025,,2%5 02+0-1!, eturn 0%%9+15
70001-,1 70021,2! 700%15%5 70051!1!
0059-95+ 0022!+9% 7002%-! 700,21,+
00!00505 00+,1-2+ 002%2%+, 0011+,9,
00,11+,+ 0051-0%- 00!2%9% 00%+1,--
700-+02 70055-1% 700!05+, 700+%%+-
7005%5!5 700,252 700-0502 700--!!,
00,!!!, 00%-2%9, 0020-5,% 70005%91
00-!1!9 00+1+0%! 70022%09 700,5205
0291,+5- 0+909,-9 0%9005-5 0!-92-,,
0022,!+5 002++15 002+-,0- 002%%%%!
00,-,-! 00%25%+- 0005%59+ 70029!92
700!2,!- 700++19, 7001+5%5 000!92+9
700%1+!! 000920!+ 00!9--,1 0110%21%
02!!590, 0+911+01 0!255,%, 055215,2
700,,,2, 700%1229 7000%559 00+1-0,+
700120!9 70009++! 7000551, 7000+-9+
7005%,0, 701!,!-5 702!0!5 70+%+%,00%- 00!
0
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7000055- 0010110! 00209005 00+152!5
1 1 1 1
0++2%9,1 0+5-%002 0%0%%+21 0%%0+++,
00%,!-2- 00!0-+22 00!%09% 00!,+%!1
!,25-025 505,025+ 5+5,2-,5 55+2+5,9
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00%,!-2- 00!0-+22 00!%09% 00!,+%!1
0++2%9,1 0+5-%002 0%0%%+21 0%%0+++,
0!2 00!% 00!5 00!- 005 0052 005%
Return
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r#'; <ree return 005
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AGNISYSL SUMIT.O/ CITYBANK *UTCBAN I*LC I*LBC GN*L
0000222 0000+9- 0000221 0000!,9 0000+5% 0000%,! 0000+-%
00012-1 000229- 00012,, 000++%1 000209- 0002,%2 000221!
0000,1, 00012-! 0000,1% 0001-59 00011,+ 0001!++ 00012+9
0000911 00015++ 000090- 0002+,! 0001%91 00019%- 0001!,%
0000+%9 000052, 0000+%- 0000911 0000!,2 0000,%, 000050%
000052, 000112% 000052! 00015+% 0001025 0001+%1 00010-+0000+%- 000052! 0000+%, 000090- 0000!,0 0000,%! 0000502
0000911 00015+% 000090- 0002+,! 0001%91 00019%9 0001!,!
0000!,2 0001025 0000!,0 0001%91 00009+, 000122% 00009-9
0000,%, 0001+%1 0000,%! 00019%9 000122% 0001!99 0001292
000050% 00010-+ 0000502 0001!,! 00009-9 0001292 00010%%
0000925 0001551 000092+ 0002%1! 0001!15 00019-1 0001501
0000!2% 00009%0 0000!22 0001+55 0000-!- 0001121 0000905
00005%- 000115+ 00005%5 0001590 0001052 0001+-, 0001121
00015+, 00029+5 00015+2 000%259 00025-0 000+!0+ 0002-+0
0001,11 000+0,0 0001,05 000%%5+ 0002-02 000+552 00029!90001591 000+0+% 00015-5 000%%10 0002,59 000+519 000292%
0000%15 0000,%, 0000%1! 00010-5 00005-2 0000-91 0000,20
00021-! 000+920 00021,- 000!59- 000+!,- 000%5,5 000+,,-
00009-% 0001,55 00009-1 0002!5, 0001512 000210, 0001,02
Scener#o += No Short 'e$$ but r#'; <ree a$$o>e:
>e#&ht return 206 %06
ACI 00! ACI 0 0 0
BATBC 00! BATBC 0 01!-9%1% 0
JAMUNAOIL 00! JAMUNAOIL 0 0 0
LANKABAFIN 00! LANKABAFI 0 009211%5 0
AGNISYSL 00! AGNISYSL 0 0 0
SUMIT.O/ 00! SUMIT.O/ 0 000,2+!9 0
CITYBANK 00! CITYBANK 0 0 0
*UTCBANGL 00! *UTCBAN 0 0 0
I*LC 00! I*LC 0 0 0
I*LBCM 00! I*LBC 0 0 0
GN*LT 00! GN*L 0-%5,1%1 0+922%,! 0,15-+25
B3.AMA 00! B3.AMA 00!+0!2% 0019-%19 00+,-+,!
S4UAT3T 00! S4UAT 0 0 0
A.3FOOT 00! A.3FOOT 0 0 0
OLYM.IC 00! OLYM.IC 0 0 001!-299
ABBANK 00! ABBANK 0 0+1%,5!9 01!%1%-5
AFTABAUTO 00! AFTABAUT 0 0 0
B*COM 00! B*COM 00%0+++5 0000-1+1 002,991
.IMFIN 00! .IMFIN 0 0 0
BG 00! BG 00!9-999 001%0+9- 00%,+50+
1 1 1 1
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B3.AMA S4UAT A.3FOOT OLYM.IC ABBANK AFTABAUT B*COM
0000!-9 0000+++ 0000%12 00010%1 00010-- 00010,! 000025!
000++95 0001922 0002+,- 000500! 00052,- 000520% 0001!2-
0001900 00010,! 0001++0 000++!- 000+!11 000+%,0 0000-!%
0002%1% 0001+55 0001590 000%25, 000%%52 000%%09 00010-5
0000925 0000!2% 00005%- 00015+, 0001,11 0001591 0000%15
0001551 00009%0 000115+ 00029+5 000+0,0 000+0+% 0000,%,000092+ 0000!22 00005%5 00015+2 0001,05 00015-5 0000%1!
0002%1! 0001+55 0001590 000%259 000%%5+ 000%%10 00010-5
0001!15 0000-!- 0001052 00025-0 0002-02 0002,59 00005-2
00019-1 0001121 0001+-, 000+!0+ 000+552 000+519 0000-91
0001501 0000905 0001121 0002-+0 00029!9 000292% 0000,20
0002%!! 0001+-9 0001,1- 000%++9 000%!+, 000%%-+ 000110%
0001+-9 0000,-5 00009,2 0002%!5 0002!5, 0002!+, 000052!
0001,1- 00009,2 000120+ 000+0+- 000+1,5 000+1+9 0000,,+
000%++9 0002%!5 000+0+- 000,5,1 000-020 000,92! 00019!2
000%!+, 0002!5, 000+1,5 000-020 000-+-5 000-2-5 00020%1000%%-+ 0002!+, 000+1+9 000,92! 000-2-5 000-1-- 0002015
000110% 000052! 0000,,+ 00019!2 00020%1 0002015 0000%9,
000!,9+ 000+2,- 000%0!! 00102%0 0010,0, 0010!-0 000250!
0002510 0001%,, 0001-2, 000%51% 000%-2% 000%,5, 00011,%
506 -06
0 0
0 0
0 0 S* 00+%0+92 00!--5!1
0 0 eturn 02-0,,% 0%0-,!92
0 0
0 0
0 0
0 0
0 0
0 0
05-!5-+% 0%51990!
01%11%2 025+!105
0 0
0 0
0 0
0 0
0 0
011!90%% 0220--25
0 0
00!,2,02 00!+515+
1 1
0 00!0
02
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05
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029!05!2 0+1%91,5
00+%,%52 00+!,2-+
5,5!20%5 ,1+%--5!
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.IMFIN BG
0001+-9 0000525
000-015 000+511
000%%-+ 0002020
000!59, 0002!5,
00021-! 00009-%
000+920 0001,5500021,- 00009-1
000!59- 0002!5,
000+!,- 0001512
000%5,5 000210,
000+,,- 0001,02
000!,9+ 0002510
000+2,- 0001%,,
000%0!! 0001-2,
00102%0 000%51%
0010,0, 000%-2%0010!-0 000%,5,
000250! 00011,%
001+5,0 00051!9
00051!9 0002,,!
00%+5!!- 00+%,%52 00+!,2-+
0+++12!! 029!05!2 0+1%91,5
1 01! 02 02! 0+
EF
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Portfolio Risk
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ACI BATBC JAMUNAOIL LANKABAFIN AGNISYSL SUMIT.O/
ACI 00001%1 0000-1% 0000%!5 0000!,9 0000222 0000+9-
BATBC 0000-1% 000%,00 0002529 000++%0 00012-1 000229-
JAMUNAOIL 0000%!5 0002529 0001%,0 0001-5- 0000,1, 00012-!
LANKABAFI 0000!,9 000++%0 0001-5- 0002+,% 0000911 00015++
AGNISYSL 0000222 00012-1 0000,1, 0000911 0000+%9 000052,
SUMIT.O/ 0000+9- 000229- 00012-! 00015++ 000052, 000112%CITYBANK 0000221 00012,, 0000,1% 000090- 0000+%- 000052!
*UTCBAN 0000!,9 000++%1 0001-59 0002+,! 0000911 00015+%
I*LC 0000+5% 000209- 00011,+ 0001%91 0000!,2 0001025
I*LBC 0000%,! 0002,%2 0001!++ 00019%- 0000,%, 0001+%1
GN*L 0000+-% 000221! 00012+9 0001!,% 000050% 00010-+
B3.AMA 0000!-9 000++95 0001900 0002%1% 0000925 0001551
S4UAT 0000+++ 0001922 00010,! 0001+55 0000!2% 00009%0
A.3FOOT 0000%12 0002+,- 0001++0 0001590 00005%- 000115+
OLYM.IC 00010%1 000500! 000++!- 000%25, 00015+, 00029+5
ABBANK 00010-- 00052,- 000+!11 000%%52 0001,11 000+0,0AFTABAUT 00010,! 000520% 000+%,0 000%%09 0001591 000+0+%
B*COM 000025! 0001!2- 0000-!% 00010-5 0000%15 0000,%,
.IMFIN 0001+-9 000-015 000%%-+ 000!59, 00021-! 000+920
BG 0000525 000+511 0002020 0002!5, 00009-% 0001,55
eturn S* /e#&ht
ACI 02-6 %09%6 ACI 00!
BATBC !5!26 +5!!6 BATBC 00!
JAMUNAOIL +9%06 50+,6 JAMUNAOIL 00!
LANKABAFI 2-%26 51126 LANKABAFIN 00!
AGNISYSL -9+6 !2,16 AGNISYSL 00!
SUMIT.O/ 19096 !-+-6 SUMIT.O/ 00!
CITYBANK 15556 !-,+6 CITYBANK 00!
*UTCBAN %,26 !0-26 *UTCBANGL 00!
I*LC 25016 !+1!6 I*LC 00!
I*LBC ++1,6 +,-26 I*LBCM 00!
GN*L 25%-6 5--26 GN*LT 00!
B3.AMA 2,2-6 55+96 B3.AMA 00!
S4UAT 2+,-6 %5!!6 S4UAT3T 00!
A.3FOOT 21-+6 +51-6 A.3FOOT 00!
OLYM.IC 951%6 -5056 OLYM.IC 00!
ABBANK !!9!6 ,05-6 ABBANK 00!
AFTABAUT -1006 -0+56 AFTABAUTO 00!
B*COM %%9+6 -+++6 B*COM 00!
.IMFIN -+-+6 ,,956 .IMFIN 00!
BG +9996 !+1%6 BG 00!
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1
eturn 0+5,21%+
F 005 S* 00%-1--9
Shar" at#o 5+,!20-5
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CITYBANK *UTCBAN I*LC I*LBCGN*L B3.AMAS4UAT
0000221 0000!,9 0000+5% 0000%,! 0000+-% 0000!-9 0000+++
00012,, 000++%1 000209- 0002,%2 000221! 000++95 0001922
0000,1% 0001-59 00011,+ 0001!++ 00012+9 0001900 00010,!
000090- 0002+,! 0001%91 00019%- 0001!,% 0002%1% 0001+55
0000+%- 0000911 0000!,2 0000,%, 000050% 0000925 0000!2%
000052! 00015+% 0001025 0001+%1 00010-+ 0001551 00009%00000+%, 000090- 0000!,0 0000,%! 0000502 000092+ 0000!22
000090- 0002+,! 0001%91 00019%9 0001!,! 0002%1! 0001+55
0000!,0 0001%91 00009+, 000122% 00009-9 0001!15 0000-!-
0000,%! 00019%9 000122% 0001!99 0001292 00019-1 0001121
0000502 0001!,! 00009-9 0001292 00010%% 0001501 0000905
000092+ 0002%1! 0001!15 00019-1 0001501 0002%!! 0001+-9
0000!22 0001+55 0000-!- 0001121 0000905 0001+-9 0000,-5
00005%5 0001590 0001052 0001+-, 0001121 0001,1- 00009,2
00015+2 000%259 00025-0 000+!0+ 0002-+0 000%++9 0002%!5
0001,05 000%%5+ 0002-02 000+552 00029!9 000%!+, 0002!5,00015-5 000%%10 0002,59 000+519 000292% 000%%-+ 0002!+,
0000%1! 00010-5 00005-2 0000-91 0000,20 000110% 000052!
00021,- 000!59- 000+!,- 000%5,5 000+,,- 000!,9+ 000+2,-
00009-1 0002!5, 0001512 000210, 0001,02 0002510 0001%,,
Scenar#o= %= No 'hort 'a$e an: no r#'; <ree
!6 206 +!6 !06
ACI 0 0 0 0 0
BATBC 0210-!5+ 02+,5%%% 01!-92!- 0 0
JAMUNAOIL 0 0 0 0 0
LANKABAFIN 01,-+1+! 02+-!992 009201-- 0 70000001
AGNISYSL 00%19!22 0105,025 0 0 0
SUMIT.O/ 002--2!1 00+2,55+ 000,2-0, 0 0
CITYBANK 0 0 0 0 0
*UTCBANG 0 0 0 0 0
I*LC 0 0 0 0 0
I*LBCM 0 0 0 0 0
GN*LT 02-0+512 021!-!+% 0+92+0,2 0!,,9-!+ 0,9,!+1!
B3.AMA 001!20%2 0012,,+% 0019-109 0025-5-, 00,99!,%
S4UAT3T 0 001!9%9- 0 0 0
A.3FOOT 0 0 0 0 0
OLYM.IC 0 0 0 00159+-% 0
ABBANK 02%1905 01+9,11 0+1%-1!- 0+2%!!%+ 0
AFTABAUTO 0 0 0 0 0
B*COM 0 0 0000-009 001-,9% 005+%1!
.IMFIN 0 0 0 0 0
BG 0002!-1% 0 001%0+9% 00+%-!9+ 00!909,2
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1 1 0999999% 1 1
eturn 0+9+-52% 0+50!125 0%0-,51% 0+-05+22 02-!1+-9
S* 00!599+% 00!1-!,! 00!--5!! 00!+%5%! 00+%2!!1
Shar" at#o !-!,91-1 !,9%95,! !92%,1+9 !99,10%2 5!,2%1!-
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A.3FOOT OLYM.IC ABBANK AFTABAUT B*COM .IMFIN BG
0000%12 00010%1 00010-- 00010,! 000025! 0001+-9 0000525
0002+,- 000500! 00052,- 000520% 0001!2- 000-015 000+511
0001++0 000++!- 000+!11 000+%,0 0000-!% 000%%-+ 0002020
0001590 000%25, 000%%52 000%%09 00010-5 000!59, 0002!5,
00005%- 00015+, 0001,11 0001591 0000%15 00021-! 00009-%
000115+ 00029+5 000+0,0 000+0+% 0000,%, 000+920 0001,5500005%5 00015+2 0001,05 00015-5 0000%1! 00021,- 00009-1
0001590 000%259 000%%5+ 000%%10 00010-5 000!59- 0002!5,
0001052 00025-0 0002-02 0002,59 00005-2 000+!,- 0001512
0001+-, 000+!0+ 000+552 000+519 0000-91 000%5,5 000210,
0001121 0002-+0 00029!9 000292% 0000,20 000+,,- 0001,02
0001,1- 000%++9 000%!+, 000%%-+ 000110% 000!,9+ 0002510
00009,2 0002%!5 0002!5, 0002!+, 000052! 000+2,- 0001%,,
000120+ 000+0+- 000+1,5 000+1+9 0000,,+ 000%0!! 0001-2,
000+0+- 000,5,1 000-020 000,92! 00019!2 00102%0 000%51%
000+1,5 000-020 000-+-5 000-2-5 00020%1 0010,0, 000%-2%000+1+9 000,92! 000-2-5 000-1-- 0002015 0010!-0 000%,5,
0000,,+ 00019!2 00020%1 0002015 0000%9, 000250! 00011,%
000%0!! 00102%0 0010,0, 0010!-0 000250! 001+5,0 00051!9
0001-2, 000%51% 000%-2% 000%,5, 00011,% 00051!9 0002,,!
S* 00!599+% 00!1-!,! 00!--5!! 00!+%5%! 00+%2!!1
eturn 0+9+-52% 0+50!125 0%0-,51% 0+-05+22 02-!1+-9
00! 005 00, 00- 009 010
01
02
0+
0%
0!
05
EF
Portfolio Return
Portfolio Return
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Year Month ACI BATBC JAMUNAOI LANKABAFIAGNISYSL SUMIT.O
2009January
February 791+6 7!2556 729%!6 7+,%26 71%+!6 72!,!6
March 7!2%6 7!9,96 7+,-%6 721096 7,0-6 5256
A"r#$ 2-996 72-016 7%9516 7%12,6 722+%6 2%-!6
May 0%+6 7,-0-6 7+-126 5556 7!-,6 72%,96
June 7+1+6 7%2506 7!096 121%6 11116 759!6 Ju$y 7+,26 7+,106 72+++6 7+95,6 792%6 72+%26
Au&u't 701%6 7!2956 72!9%6 72%-26 7-156 72%0!6
Se"te(ber 70526 7!1+!6 72--26 72%9%6 1-%6 71%9!6
October 0%06 7%+5!6 ,-16 729%!6 22,96 71,,+6
No)e(ber 72!-6 7!0216 7%2116 7+0-16 7+1+!6 71,526
*ece(ber +0!6 7+9126 7+1+%6 7%%-6 710516 7290,6
2010 January 1%1-6 7+,,26 7+-%+6 71,-06 %%%6 7100,6
February 705+6 7%9++6 7%59-6 21-26 71!5!6 719!56
March 71!96 7!,2+6 7!1996 7%5,96 7,+16 1%--6
A"r#$ 710,%6 750596 7%+,96 721+!6 71%006 7290+6May 7++96 7%5196 729016 712206 71!,96 7100-6
June 7,+,6 7!%!+6 7++-96 72+-!6 71!%-6 722296
Ju$y %2,6 7295%6 7++5,6 72,-16 29-6 71,096
Au&u't 7%5-6 7!%,,6 7%1596 72-%-6 !006 7129%6
Se"te(ber 71196 7!+-+6 7+,5,6 71,956 !5+6 720196
October 71!+6 7%-,,6 7%+016 722%16 7250-6 71%1%6
No)e(ber 71526 7!5+06 7!!,!6 729+96 225,6 720+!6
*ece(ber 72,,6 751%06 7%2%56 7+!516 72%156 72%,!6
2011January 79,06 7!-926 7%!956 7+!5+6 71%116 72%556
February 7+1-16 7,,-96 7,!126 7202!6 7%2%!6 7%55-6
March 1!996 72,2-6 %1256 7!!-,6 2!-56 %0%96
A"r#$ 1!9-6 75-216 7!11%6 7%5++6 72++56 7%9%!6
May 7121+6 7!0016 7%1056 7+!0-6 711+16 720-06
June 1!+6 7!50-6 7%0+26 7112-6 7+096 71,-!6
Ju$y 0,56 750-26 72-,+6 7+21-6 59+6 %106
Au&u't 7!+16 7!--16 7%0+16 7+!2!6 71++06 72-,!6
Se"te(ber 712!6 7!2+%6 7%,156 725,26 7199+6 71!-96
October 712956 7515-6 7!,,16 7!22%6 72-016 7+-216
No)e(ber 7+!96 7!1-,6 7+1916 721!56 2+9+6 71!006
*ece(ber 7%,56 7!2996 7+55,6 7191,6 71!-!6 72%5,6
2012 January 7159-6 75,0+6 7%9-96 7%59-6 7+25!6 7%%%96
February 12+96 7%2-96 72%!56 12,26 12%26 1,%96
March 12006 7!-916 719!-6 7+-256 7,0-6 725,6
A"r#$ %0256 7!!226 719506 !%!6 71-5+6 71--16
May 72-0+6 7!%+!6 7%5556 7%!,!6 71,556 7+%056
June 7!,%6 7!,+26 7+-016 7+5+-6 710%06 72+916
Ju$y 711%-6 7!0!16 7%%+!6 7%9126 725%,6 7+2,06
Au&u't %!,6 7%9%16 72,9+6 71,556 !106 1+5%6
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Se"te(ber 72!56 7%5-%6 7+55,6 72-1%6 +19%6 7+0-16
October 7%106 7%-+06 721296 7+-,96 71%006 72%516
No)e(ber 7%556 7%%-!6 7259!6 7+,+,6 72!,06 72-9%6
*ece(ber 70,,6 752%,6 7,%016 72-%26 71!216 711206
201+January 1,,6 7%9!!6 7%5!16 72!!%6 71-26 720,-6
February 7!1%6 7!1+!6 7+9!-6 7+20%6 715+!6 71-!26
March 7!%56 7!55,6 7++556 7!+,,6 720+26 7+,!,6A"r#$ %,26 7!5-,6 7%09%6 7%%296 7-%56 729,16
May 200%6 7%!+06 72--%6 2,26 ++96 +%16
June 1%2%6 7!0116 7191%6 ,--6 711%56 71,!56
Ju$y 72096 720,%6 7+%206 7%%++6 71!-56 7+1906
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Se"te(ber 710+!6 7!!%06 7%2,56 7+0,06 710206 7+0+06
October 7++%6 7%9%06 7%2+!6 7+0,!6 7--!6 7152!6
No)e(ber -526 7!09+6 71+9%6 7+0-16 7,996 20-6
*ece(ber 70-56 750016 750!,6 729%6 71926 721--6
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CITYBANK *UTCBA I*LC I*LBC GN*LB3.AM S4UATA.3FOOT
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OLYM.IC ABBANK AFTABAUT B*COM .IMFIN BG
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Individual Asset
Return SD Sharp Ratio
ACI 02-6 0%09%291-2, 702+,%19!5
BATBC !5!26 0+5!%-0,902 12,29+1!2-
JAMUNAOIL +9%06 050+,2+2!+- 0%-5950211
LANKABAFIN 2-%26 051115-9252 0+01++++!1
AGNISYSL -9+6 0!2,11,2+-, 700202,1,1SUMIT.O/ 19096 0!-+-19!1%- 01!!,0,925
CITYBANK 15556 0!-,+29-5 011+%22-01
*UTCBANGL %,26 0!0-1!5%1+5 7010+-5-2
I*LC 25016 0!+1!09,191 0+012!,12%
I*LBCM ++1,6 0+,-2215- 0512,+!+!
GN*LT 25%-6 05--15+991, 02+9%99!51
B3.AMA 2,2-6 055+9+59!9- 02502,05,,
S4UAT3T 2+,-6 0%5!!2150-2 0295115%!1
A.3FOOT 21-+6 0+51,!!-595 0+259!,+%
OLYM.IC 951%6 0-50!,,!%,+ 10009251%ABBANK !!9!6 0,05-+,!51- 05!001+!95
AFTABAUTO -1006 0-0+!-0%55! 0--+50!202
B*COM %%9+6 0-+++1!-,,% 0%191-,9!+
.IMFIN -+-+6 0,,9515!0+9 09%,01%92%
BG +9996 0!+1+55,+0! 0!5%%!5,9-
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SUMIT.O/ BL *UTCBA I*LC MGNACM GN*LT B3.AM
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S4UATA.3FOOTOLYM.IC ABBANK AFTABAUT B*COM .IMFIN BG