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YIELD CALCULATION

Sr. No.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30

Company Name
Oil & Gas Development Company Limited
MCB Bank Limited
Pakistan Oilfields Limited
Pakistan Petroleum Limited
Engro Corporation Limited
Pakistan State Oil Company Limited
Fauji Fertilizer Company Limited
National Bank of Pakistan
The Hub Power Company Limited
Nishat Mills Limited
Lucky Cement Limited
Millat Tractors Limited
Attock Petroleum Limited
United Bank Limited
Fauji Fertilizer Bin Qasim Limited
Attock Refinery Limited
D.G. Khan Cement Company Limited
Habib Bank Limited
Arif Habib Corporation Limited
Adamjee Insurance Company Limited
I. C. I. Pakistan Limited
Pakistan Telecommunication Company Limited
Lotte Pakistan PTA Limited
Kot Addu Power Company Limited
Bank Al Habib Limited
Jahangir Siddiqui & Co. Limited
National Refinery Limited
Bank Al Falah Limited
Nishat (Chunian) Limited
Mari Gas Company Limited

Company Code

Price

OGDC
MCB
POL
PPL
ENGRO
PSO
FFCL
NBP
HUBC
NML
LUCK
MTL
APL
UBL
FFBL
ARL
DGKCL
HBL
AHCL
AICL
ICI
PTCL
LOTPTA
KAPCO
BAHL
JSCL
NRL
BAFL
NCL
MGCL

149.43
212.80
306.29
210.47
214.38
286.77
118.51
71.59
38.60
62.73
63.35
505.05
355.22
62.60
41.33
108.63
23.63
122.15
20.62
77.66
154.52
17.95
15.53
43.70
36.31
9.23
283.54
9.71
24.47
107.31

ALCULATION
Dividend
(%)
55%
85%
255%
90%
40%
80%
130%
75%
50%
45%
40%
650%
300%
25%
66%
0%
20%
60%
30%
30%
80%
18%
5%
50%
20%
10%
200%
8%
15%
31%

Par
Value
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00
10.00

Dividend
(Rs.)
5.50
8.50
25.50
9.00
4.00
8.00
13.00
7.50
5.00
4.50
4.00
65.00
30.00
2.50
6.60
2.00
6.00
3.00
3.00
8.00
1.80
0.50
5.00
2.00
1.00
20.00
0.80
1.50
3.10

Dividend
Yield
3.68%
3.99%
8.33%
4.28%
1.87%
2.79%
10.97%
10.48%
12.95%
7.17%
6.31%
12.87%
8.45%
3.99%
15.97%
0.00%
8.46%
4.91%
14.55%
3.86%
5.18%
10.03%
3.22%
11.44%
5.51%
10.83%
7.05%
8.24%
6.13%
2.89%

Bench Mark
(11%)

Daily Rates of Five Assets


Date
1-Mar-11
2-Mar-11
3-Mar-11
4-Mar-11
7-Mar-11
8-Mar-11
9-Mar-11
10-Mar-11
11-Mar-11
14-Mar-11
15-Mar-11
16-Mar-11
17-Mar-11
18-Mar-11
21-Mar-11
22-Mar-11
24-Mar-11
25-Mar-11
28-Mar-11
29-Mar-11
30-Mar-11
31-Mar-11
1-Apr-11
4-Apr-11
5-Apr-11
6-Apr-11
7-Apr-11
8-Apr-11
11-Apr-11
12-Apr-11
13-Apr-11
14-Apr-11
15-Apr-11
18-Apr-11
19-Apr-11
20-Apr-11
21-Apr-11
22-Apr-11
25-Apr-11
26-Apr-11

HUBC
38.52
38.80
39.51
39.80
39.55
39.50
39.80
39.75
39.25
39.73
39.63
39.85
37.60
37.30
36.50
36.51
36.85
37.00
37.09
37.25
37.99
37.61
38.00
37.75
37.80
37.30
37.20
37.10
37.75
37.41
37.00
37.00
37.19
37.09
37.10
36.95
37.05
37.51
37.50
38.00

MTL
495.00
510.05
517.20
527.00
524.75
520.25
534.05
540.00
538.50
540.00
533.00
519.80
517.88
510.99
507.39
508.21
510.65
511.20
511.00
513.00
511.01
515.90
530.00
539.00
534.99
529.00
517.00
516.00
513.00
515.20
516.21
515.00
516.75
514.94
515.50
515.25
517.00
529.00
517.01
516.80

FFBL
40.40
40.95
41.30
42.60
43.10
42.70
43.74
43.40
43.14
39.81
38.56
39.00
39.50
39.06
38.65
39.00
39.75
40.05
41.30
41.40
41.60
41.35
41.30
41.25
41.30
41.50
41.37
41.40
41.20
40.96
40.30
40.10
41.00
40.69
40.52
41.96
41.72
41.90
41.36
41.67

AHCL
19.97
20.19
20.60
21.66
21.76
21.25
22.27
23.38
23.48
24.15
23.76
24.05
24.98
24.54
23.35
23.80
23.86
23.91
25.10
25.20
25.70
25.40
25.10
24.78
24.41
24.70
24.65
24.60
24.38
24.16
24.00
23.64
23.36
23.57
24.50
24.34
24.13
24.01
23.75
24.07

KAPCO
42.86
43.25
43.75
44.75
44.47
44.44
44.90
41.55
41.00
41.00
40.53
40.60
40.85
41.01
40.50
40.76
40.75
40.80
41.00
41.04
41.10
41.15
41.25
41.20
41.10
41.08
41.01
41.20
41.35
41.30
41.50
41.60
41.99
41.94
41.78
42.22
42.76
43.10
42.53
42.85

27-Apr-11
28-Apr-11
29-Apr-11
2-May-11
3-May-11
4-May-11
5-May-11
6-May-11
9-May-11
10-May-11
11-May-11
13-May-11
16-May-11
17-May-11
18-May-11
19-May-11
20-May-11

37.70
37.44
37.99
37.83
37.50
36.90
36.92
37.00
36.97
36.90
36.95
36.88
36.80
36.82
36.85
36.91
37.25

515.00
513.75
516.85
515.00
516.38
514.50
516.00
515.50
516.99
516.50
515.15
520.04
522.00
527.00
533.00
540.00
542.00

41.60
42.60
42.39
41.70
42.00
41.48
41.71
41.39
41.70
42.10
42.05
41.70
41.45
41.56
41.58
41.70
41.90

23.66
23.47
23.06
22.50
22.15
21.07
22.01
21.71
22.06
22.27
22.17
21.59
20.72
21.00
20.80
21.22
21.32

43.45
43.40
43.30
43.10
42.89
42.30
43.00
42.60
43.00
43.60
43.72
43.40
42.99
42.83
42.71
42.60
42.76

Calculation of Return
Date
1-Mar-11
2-Mar-11
3-Mar-11
4-Mar-11
7-Mar-11
8-Mar-11
9-Mar-11
10-Mar-11
11-Mar-11
14-Mar-11
15-Mar-11
16-Mar-11
17-Mar-11
18-Mar-11
21-Mar-11
22-Mar-11
24-Mar-11
25-Mar-11
28-Mar-11
29-Mar-11
30-Mar-11
31-Mar-11
1-Apr-11
4-Apr-11
5-Apr-11
6-Apr-11
7-Apr-11
8-Apr-11
11-Apr-11
12-Apr-11
13-Apr-11
14-Apr-11
15-Apr-11
18-Apr-11
19-Apr-11
20-Apr-11
21-Apr-11
22-Apr-11
25-Apr-11
26-Apr-11
27-Apr-11
28-Apr-11

HUBC
0.007
0.018
0.007
(0.006)
(0.001)
0.008
(0.001)
(0.013)
0.012
(0.003)
0.006
(0.056)
(0.008)
(0.021)
0.000
0.009
0.004
0.002
0.004
0.020
(0.010)
0.010
(0.007)
0.001
(0.013)
(0.003)
(0.003)
0.018
(0.009)
(0.011)
0.005
(0.003)
0.000
(0.004)
0.003
0.012
(0.000)
0.013
(0.008)
(0.007)

MTL
0.030
0.014
0.019
(0.004)
(0.009)
0.027
0.011
(0.003)
0.003
(0.013)
(0.025)
(0.004)
(0.013)
(0.007)
0.002
0.005
0.001
(0.000)
0.004
(0.004)
0.010
0.027
0.017
(0.007)
(0.011)
(0.023)
(0.002)
(0.006)
0.004
0.002
(0.002)
0.003
(0.004)
0.001
(0.000)
0.003
0.023
(0.023)
(0.000)
(0.003)
(0.002)

FFBL
0.014
0.009
0.031
0.012
(0.009)
0.024
(0.008)
(0.006)
(0.077)
(0.031)
0.011
0.013
(0.011)
(0.010)
0.009
0.019
0.008
0.031
0.002
0.005
(0.006)
(0.001)
(0.001)
0.001
0.005
(0.003)
0.001
(0.005)
(0.006)
(0.016)
(0.005)
0.022
(0.008)
(0.004)
0.036
(0.006)
0.004
(0.013)
0.007
(0.002)
0.024

AHCL
0.011
0.020
0.051
0.005
(0.023)
0.048
0.050
0.004
0.029
(0.016)
0.012
0.039
(0.018)
(0.048)
0.019
0.003
0.002
0.050
0.004
0.020
(0.012)
(0.012)
(0.013)
(0.015)
0.012
(0.002)
(0.002)
(0.009)
(0.009)
(0.007)
(0.015)
(0.012)
0.009
0.039
(0.007)
(0.009)
(0.005)
(0.011)
0.013
(0.017)
(0.008)

KAPCO
0.009
0.012
0.023
(0.006)
(0.001)
0.010
(0.075)
(0.013)
(0.011)
0.002
0.006
0.004
(0.012)
0.006
(0.000)
0.001
0.005
0.001
0.001
0.001
0.002
(0.001)
(0.002)
(0.000)
(0.002)
0.005
0.004
(0.001)
0.005
0.002
0.009
(0.001)
(0.004)
0.011
0.013
0.008
(0.013)
0.008
0.014
(0.001)

29-Apr-11
2-May-11
3-May-11
4-May-11
5-May-11
6-May-11
9-May-11
10-May-11
11-May-11
13-May-11
16-May-11
17-May-11
18-May-11
19-May-11
20-May-11
TOTAL
AVG

0.015
(0.004)
(0.009)
(0.016)
0.001
0.002
(0.001)
(0.002)
0.001
(0.002)
(0.002)
0.001
0.001
0.002
0.009
(0.029844)
(0.000533)

0.006
(0.004)
0.003
(0.004)
0.003
(0.001)
0.003
(0.001)
(0.003)
0.009
0.004
0.010
0.011
0.013
0.004
0.094238
0.001683

(0.005)
(0.016)
0.007
(0.012)
0.006
(0.008)
0.007
0.010
(0.001)
(0.008)
(0.006)
0.003
0.000
0.003
0.005
0.044150
0.000788

(0.017)
(0.024)
(0.016)
(0.049)
0.045
(0.014)
0.016
0.010
(0.004)
(0.026)
(0.040)
0.014
(0.010)
0.020
0.005
0.080346
0.001435

(0.002)
(0.005)
(0.005)
(0.014)
0.017
(0.009)
0.009
0.014
0.003
(0.007)
(0.009)
(0.004)
(0.003)
(0.003)
0.004
0.002339
0.000042

Calculation of Variance & Standard Deviation


Date
1-Mar-11
2-Mar-11
3-Mar-11
4-Mar-11
7-Mar-11
8-Mar-11
9-Mar-11
10-Mar-11
11-Mar-11
14-Mar-11
15-Mar-11
16-Mar-11
17-Mar-11
18-Mar-11
21-Mar-11
22-Mar-11
24-Mar-11
25-Mar-11
28-Mar-11
29-Mar-11
30-Mar-11
31-Mar-11
1-Apr-11
4-Apr-11
5-Apr-11
6-Apr-11
7-Apr-11
8-Apr-11
11-Apr-11
12-Apr-11
13-Apr-11
14-Apr-11
15-Apr-11
18-Apr-11
19-Apr-11
20-Apr-11
21-Apr-11
22-Apr-11
25-Apr-11
26-Apr-11
27-Apr-11
28-Apr-11

HUBC
0.000000
0.000061
0.000355
0.000062
0.000033
0.000001
0.000066
0.000001
0.000145
0.000163
0.000004
0.000037
0.003128
0.000055
0.000437
0.000001
0.000097
0.000021
0.000009
0.000023
0.000416
0.000090
0.000119
0.000037
0.000003
0.000161
0.000005
0.000005
0.000326
0.000072
0.000109
0.000000
0.000032
0.000005
0.000001
0.000012
0.000010
0.000168
0.000000
0.000192
0.000054
0.000040

MTL

FFBL

0.000003
0.000825
0.000152
0.000298
0.000035
0.000105
0.000617
0.000089
0.000020
0.000001
0.000214
0.000700
0.000029
0.000225
0.000076
0.000000
0.000010
0.000000
0.000004
0.000005
0.000031
0.000062
0.000658
0.000234
0.000083
0.000166
0.000594
0.000013
0.000056
0.000007
0.000000
0.000016
0.000003
0.000027
0.000000
0.000005
0.000003
0.000463
0.000593
0.000004
0.000027
0.000017

0.000001
0.000164
0.000060
0.000942
0.000120
0.000101
0.000555
0.000073
0.000046
0.006081
0.001036
0.000113
0.000145
0.000142
0.000127
0.000068
0.000340
0.000046
0.000926
0.000003
0.000016
0.000046
0.000004
0.000004
0.000000
0.000016
0.000015
0.000000
0.000032
0.000044
0.000286
0.000033
0.000469
0.000070
0.000025
0.001208
0.000042
0.000012
0.000187
0.000045
0.000006
0.000541

AHCL
0.000002
0.000092
0.000356
0.002502
0.000010
0.000619
0.002168
0.002343
0.000008
0.000734
0.000309
0.000116
0.001386
0.000363
0.002493
0.000318
0.000001
0.000000
0.002336
0.000006
0.000339
0.000172
0.000175
0.000201
0.000268
0.000109
0.000012
0.000012
0.000108
0.000109
0.000065
0.000270
0.000176
0.000057
0.001446
0.000063
0.000101
0.000041
0.000150
0.000145
0.000341
0.000090

KAPCO
0.000000
0.000082
0.000133
0.000521
0.000040
0.000001
0.000106
0.005573
0.000176
0.000000
0.000132
0.000003
0.000037
0.000015
0.000156
0.000041
0.000000
0.000001
0.000024
0.000001
0.000002
0.000001
0.000006
0.000002
0.000006
0.000000
0.000003
0.000021
0.000013
0.000002
0.000023
0.000006
0.000087
0.000002
0.000015
0.000110
0.000163
0.000063
0.000176
0.000056
0.000195
0.000001

29-Apr-11
2-May-11
3-May-11
4-May-11
5-May-11
6-May-11
9-May-11
10-May-11
11-May-11
13-May-11
16-May-11
17-May-11
18-May-11
19-May-11
20-May-11
VARIANCE
STD DEV.

0.000232
0.000014
0.000067
0.000239
0.000001
0.000007
0.000000
0.000002
0.000004
0.000002
0.000003
0.000001
0.000002
0.000005
0.000095
0.000129
0.01136

0.000019
0.000028
0.000001
0.000028
0.000002
0.000007
0.000001
0.000007
0.000018
0.000061
0.000004
0.000062
0.000094
0.000131
0.000004
0.000124
0.01113

0.000033
0.000291
0.000041
0.000173
0.000023
0.000072
0.000045
0.000078
0.000004
0.000083
0.000046
0.000003
0.000000
0.000004
0.000016
0.000270
0.01642

0.000357
0.000661
0.000289
0.002519
0.001864
0.000227
0.000216
0.000065
0.000035
0.000762
0.001741
0.000146
0.000120
0.000352
0.000011
0.000535
0.02314

0.000006
0.000022
0.000024
0.000190
0.000272
0.000087
0.000087
0.000194
0.000007
0.000054
0.000090
0.000014
0.000008
0.000007
0.000014
0.000162
0.01273

Standard Deviation - From Lowest to Highest


Sr. No.
1
2
3
4
5

Sr. No.
1
2
3
4
5

Company Name
MTL
HUBC
KAPCO
FFBL
AHCL

Std. Dev.
0.01113
0.01136
0.01273
0.01642
0.02314

Return - From Highest to Lowest


Company Name
Return
MTL
AHCL
FFBL
KAPCO
HUBC

0.001683
0.001435
0.000788
0.000042
-0.000533

I have selected the Benchmark with respect to Return is "0.0011"


So, the two companies lie on the respective benchmark which are:
Millat Tractors Limited (MTL) and Arif Habib Corp. Limited (AHCL)

Sr. No.
1
2
3
4
5

Dividend Yield - From Lowest to Highest


Dividend Yield
Company Name
(%)
KAPCO
MTL
HUBC
AHCL
FFBL

11.44%
12.87%
12.95%
14.55%
15.97%

Millat Tractors Limited (MTL)


Date
1-Mar-11
2-Mar-11
3-Mar-11
4-Mar-11
7-Mar-11
8-Mar-11
9-Mar-11
10-Mar-11
11-Mar-11
14-Mar-11
15-Mar-11
16-Mar-11
17-Mar-11
18-Mar-11
21-Mar-11
22-Mar-11
24-Mar-11
25-Mar-11
28-Mar-11
29-Mar-11
30-Mar-11
31-Mar-11
1-Apr-11
4-Apr-11
5-Apr-11
6-Apr-11
7-Apr-11
8-Apr-11
11-Apr-11
12-Apr-11
13-Apr-11
14-Apr-11
15-Apr-11
18-Apr-11
19-Apr-11
20-Apr-11
21-Apr-11
22-Apr-11
25-Apr-11
26-Apr-11
27-Apr-11

Daily Rate
495.00
510.05
517.20
527.00
524.75
520.25
534.05
540.00
538.50
540.00
533.00
519.80
517.88
510.99
507.39
508.21
510.65
511.20
511.00
513.00
511.01
515.90
530.00
539.00
534.99
529.00
517.00
516.00
513.00
515.20
516.21
515.00
516.75
514.94
515.50
515.25
517.00
529.00
517.01
516.80
515.00

No. of Shares
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152
15,152

Investment
7,500,000
7,728,030
7,836,364
7,984,848
7,950,758
7,882,576
8,091,667
8,181,818
8,159,091
8,181,818
8,075,758
7,875,758
7,846,667
7,742,273
7,687,727
7,700,152
7,737,121
7,745,455
7,742,424
7,772,727
7,742,576
7,816,667
8,030,303
8,166,667
8,105,909
8,015,152
7,833,333
7,818,182
7,772,727
7,806,061
7,821,364
7,803,030
7,829,545
7,802,121
7,810,606
7,806,818
7,833,333
8,015,152
7,833,485
7,830,303
7,803,030

Return
3.04%
1.40%
1.89%
-0.43%
-0.86%
2.65%
1.11%
-0.28%
0.28%
-1.30%
-2.48%
-0.37%
-1.33%
-0.70%
0.16%
0.48%
0.11%
-0.04%
0.39%
-0.39%
0.96%
2.73%
1.70%
-0.74%
-1.12%
-2.27%
-0.19%
-0.58%
0.43%
0.20%
-0.23%
0.34%
-0.35%
0.11%
-0.05%
0.34%
2.32%
-2.27%
-0.04%
-0.35%

28-Apr-11
29-Apr-11
2-May-11
3-May-11
4-May-11
5-May-11
6-May-11
9-May-11
10-May-11
11-May-11
13-May-11
16-May-11
17-May-11
18-May-11
19-May-11
20-May-11

513.75
516.85
515.00
516.38
514.50
516.00
515.50
516.99
516.50
515.15
520.04
522.00
527.00
533.00
540.00
542.00

15,152
7,784,091
15,152
7,831,061
15,152
7,803,030
15,152
7,823,939
15,152
7,795,455
15,152
7,818,182
15,152
7,810,606
15,152
7,833,182
15,152
7,825,758
15,152
7,805,303
15,152
7,879,394
15,152
7,909,091
15,152
7,984,848
15,152
8,075,758
15,152
8,181,818
15,152
8,212,121
MEAN RETURN
VARIANCE
STD. DEVIATION

-0.24%
0.60%
-0.36%
0.27%
-0.36%
0.29%
-0.10%
0.29%
-0.09%
-0.26%
0.95%
0.38%
0.96%
1.14%
1.31%
0.37%
0.168%
0.00013
0.0112

Arif Habib Corporation Limited (AHCL)


Date
1-Mar-11
2-Mar-11
3-Mar-11
4-Mar-11
7-Mar-11
8-Mar-11
9-Mar-11
10-Mar-11
11-Mar-11
14-Mar-11
15-Mar-11
16-Mar-11
17-Mar-11
18-Mar-11
21-Mar-11
22-Mar-11
24-Mar-11
25-Mar-11
28-Mar-11
29-Mar-11
30-Mar-11
31-Mar-11
1-Apr-11
4-Apr-11
5-Apr-11
6-Apr-11
7-Apr-11
8-Apr-11
11-Apr-11
12-Apr-11
13-Apr-11
14-Apr-11
15-Apr-11
18-Apr-11
19-Apr-11
20-Apr-11
21-Apr-11
22-Apr-11
25-Apr-11
26-Apr-11
27-Apr-11

Daily Rate
19.97
20.19
20.60
21.66
21.76
21.25
22.27
23.38
23.48
24.15
23.76
24.05
24.98
24.54
23.35
23.80
23.86
23.91
25.10
25.20
25.70
25.40
25.10
24.78
24.41
24.70
24.65
24.60
24.38
24.16
24.00
23.64
23.36
23.57
24.50
24.34
24.13
24.01
23.75
24.07
23.66

No. of Shares
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188
125,188

Investment
2,500,000
2,527,541
2,578,868
2,711,567
2,724,086
2,660,240
2,787,932
2,926,890
2,939,409
3,023,285
2,974,462
3,010,766
3,127,191
3,072,108
2,923,135
2,979,469
2,986,980
2,993,240
3,142,213
3,154,732
3,217,326
3,179,770
3,142,213
3,102,153
3,055,834
3,092,138
3,085,879
3,079,619
3,052,078
3,024,537
3,004,507
2,959,439
2,924,387
2,950,676
3,067,101
3,047,071
3,020,781
3,005,759
2,973,210
3,013,270
2,961,943

Return
1.10%
2.03%
5.15%
0.46%
-2.34%
4.80%
4.98%
0.43%
2.85%
-1.61%
1.22%
3.87%
-1.76%
-4.85%
1.93%
0.25%
0.21%
4.98%
0.40%
1.98%
-1.17%
-1.18%
-1.27%
-1.49%
1.19%
-0.20%
-0.20%
-0.89%
-0.90%
-0.66%
-1.50%
-1.18%
0.90%
3.95%
-0.65%
-0.86%
-0.50%
-1.08%
1.35%
-1.70%

28-Apr-11
29-Apr-11
2-May-11
3-May-11
4-May-11
5-May-11
6-May-11
9-May-11
10-May-11
11-May-11
13-May-11
16-May-11
17-May-11
18-May-11
19-May-11
20-May-11

23.47
23.06
22.50
22.15
21.07
22.01
21.71
22.06
22.27
22.17
21.59
20.72
21.00
20.80
21.22
21.32

125,188
2,938,157
125,188
2,886,830
125,188
2,816,725
125,188
2,772,909
125,188
2,637,707
125,188
2,755,383
125,188
2,717,827
125,188
2,761,642
125,188
2,787,932
125,188
2,775,413
125,188
2,702,804
125,188
2,593,891
125,188
2,628,943
125,188
2,603,906
125,188
2,656,485
125,188
2,669,004
MEAN RETURN
VARIANCE
STD. DEVIATION

-0.80%
-1.75%
-2.43%
-1.56%
-4.88%
4.46%
-1.36%
1.61%
0.95%
-0.45%
-2.62%
-4.03%
1.35%
-0.95%
2.02%
0.47%
0.143%
0.00055
0.0233

Portfolio Investment
Total
Return
10,000,000
10,255,572
10,415,232
10,696,416
10,674,844
10,542,816
10,879,599
11,108,709
11,098,500
11,205,103
11,050,219
10,886,524
10,973,857
10,814,381
10,610,862
10,679,621
10,724,102
10,738,694
10,884,638
10,927,459
10,959,902
10,996,436
11,172,516
11,268,820
11,161,743
11,107,290
10,919,212
10,897,801
10,824,805
10,830,597
10,825,870
10,762,469
10,753,932
10,752,797
10,877,707
10,853,889
10,854,115
11,020,910
10,806,695
10,843,573
10,764,973

2.56%
1.56%
2.70%
-0.20%
-1.24%
3.19%
2.11%
-0.09%
0.96%
-1.38%
-1.48%
0.80%
-1.45%
-1.88%
0.65%
0.42%
0.14%
1.36%
0.39%
0.30%
0.33%
1.60%
0.86%
-0.95%
-0.49%
-1.69%
-0.20%
-0.67%
0.05%
-0.04%
-0.59%
-0.08%
-0.01%
1.16%
-0.22%
0.00%
1.54%
-1.94%
0.34%
-0.72%

10,722,248
10,717,891
10,619,755
10,596,849
10,433,161
10,573,565
10,528,433
10,594,824
10,613,689
10,580,716
10,582,198
10,502,982
10,613,792
10,679,663
10,838,303
10,881,125
MEAN RETURN
VARIANCE
STD. DEVIATION

-0.40%
-0.04%
-0.92%
-0.22%
-1.54%
1.35%
-0.43%
0.63%
0.18%
-0.31%
0.01%
-0.75%
1.06%
0.62%
1.49%
0.40%
0.16%
0.00013
0.01144

PORTFOLIO INVESTMENT
Total
Return
Date
1-Mar-11
2-Mar-11
3-Mar-11
4-Mar-11
7-Mar-11
8-Mar-11
9-Mar-11
10-Mar-11
11-Mar-11
14-Mar-11
15-Mar-11
16-Mar-11
17-Mar-11
18-Mar-11
21-Mar-11
22-Mar-11
24-Mar-11
25-Mar-11
28-Mar-11
29-Mar-11
30-Mar-11
31-Mar-11
1-Apr-11
4-Apr-11
5-Apr-11
6-Apr-11
7-Apr-11
8-Apr-11
11-Apr-11
12-Apr-11
13-Apr-11
14-Apr-11
15-Apr-11
18-Apr-11
19-Apr-11
20-Apr-11
21-Apr-11
22-Apr-11
25-Apr-11
26-Apr-11
27-Apr-11

10,000,000
10,255,572
10,415,232
10,696,416
10,674,844
10,542,816
10,879,599
11,108,709
11,098,500
11,205,103
11,050,219
10,886,524
10,973,857
10,814,381
10,610,862
10,679,621
10,724,102
10,738,694
10,884,638
10,927,459
10,959,902
10,996,436
11,172,516
11,268,820
11,161,743
11,107,290
10,919,212
10,897,801
10,824,805
10,830,597
10,825,870
10,762,469
10,753,932
10,752,797
10,877,707
10,853,889
10,854,115
11,020,910
10,806,695
10,843,573
10,764,973

2.56%
1.56%
2.70%
-0.20%
-1.24%
3.19%
2.11%
-0.09%
0.96%
-1.38%
-1.48%
0.80%
-1.45%
-1.88%
0.65%
0.42%
0.14%
1.36%
0.39%
0.30%
0.33%
1.60%
0.86%
-0.95%
-0.49%
-1.69%
-0.20%
-0.67%
0.05%
-0.04%
-0.59%
-0.08%
-0.01%
1.16%
-0.22%
0.00%
1.54%
-1.94%
0.34%
-0.72%

Date
1-Mar-11
2-Mar-11
3-Mar-11
4-Mar-11
7-Mar-11
8-Mar-11
9-Mar-11
10-Mar-11
11-Mar-11
14-Mar-11
15-Mar-11
16-Mar-11
17-Mar-11
18-Mar-11
21-Mar-11
22-Mar-11
24-Mar-11
25-Mar-11
28-Mar-11
29-Mar-11
30-Mar-11
31-Mar-11
1-Apr-11
4-Apr-11
5-Apr-11
6-Apr-11
7-Apr-11
8-Apr-11
11-Apr-11
12-Apr-11
13-Apr-11
14-Apr-11
15-Apr-11
18-Apr-11
19-Apr-11
20-Apr-11
21-Apr-11
22-Apr-11
25-Apr-11
26-Apr-11
27-Apr-11

KSE 30 INDEX
Closing Amount
11310.63
11387.43
11462.56
11716.67
11690.41
11641.19
11800.12
11870.58
11803.46
11769.62
11477.61
11442.97
11514.87
11303.01
11085.52
11178.34
11271.29
11429.64
11542.87
11561.5
11630.12
11558.49
11559.49
11567.36
11568.17
11512.23
11613.96
11579.94
11510.31
11438.33
11364.21
11396
11397.22
11282.01
11444.95
11579.97
11608.34
11555.03
11599.88
11605.61
11616.45

28-Apr-11
29-Apr-11
2-May-11
3-May-11
4-May-11
5-May-11
6-May-11
9-May-11
10-May-11
11-May-11
13-May-11
16-May-11
17-May-11
18-May-11
19-May-11
20-May-11

10,722,248
10,717,891
10,619,755
10,596,849
10,433,161
10,573,565
10,528,433
10,594,824
10,613,689
10,580,716
10,582,198
10,502,982
10,613,792
10,679,663
10,838,303
10,881,125

-0.40%
-0.04%
-0.92%
-0.22%
-1.54%
1.35%
-0.43%
0.63%
0.18%
-0.31%
0.01%
-0.75%
1.06%
0.62%
1.49%
0.40%

28-Apr-11
29-Apr-11
2-May-11
3-May-11
4-May-11
5-May-11
6-May-11
9-May-11
10-May-11
11-May-11
13-May-11
16-May-11
17-May-11
18-May-11
19-May-11
20-May-11

11716.35
11683.76
11583.85
11333.51
11546.73
11532.51
11609.34
11663.71
11655.02
11601.54
11615.03
11555.84
11575.58
11548.07
11540.74
11542.85

INDEX
Return
0.68%
0.66%
2.22%
-0.22%
-0.42%
1.37%
0.60%
-0.57%
-0.29%
-2.48%
-0.30%
0.63%
-1.84%
-1.92%
0.84%
0.83%
1.40%
0.99%
0.16%
0.59%
-0.62%
0.01%
0.07%
0.01%
-0.48%
0.88%
-0.29%
-0.60%
-0.63%
-0.65%
0.28%
0.01%
-1.01%
1.44%
1.18%
0.24%
-0.46%
0.39%
0.05%
0.09%

PORTFOLIO VERSUS KSE 30 INDEX


Portfolio
KSE
Date
1-Mar-11
2-Mar-11
3-Mar-11
4-Mar-11
7-Mar-11
8-Mar-11
9-Mar-11
10-Mar-11
11-Mar-11
14-Mar-11
15-Mar-11
16-Mar-11
17-Mar-11
18-Mar-11
21-Mar-11
22-Mar-11
24-Mar-11
25-Mar-11
28-Mar-11
29-Mar-11
30-Mar-11
31-Mar-11
1-Apr-11
4-Apr-11
5-Apr-11
6-Apr-11
7-Apr-11
8-Apr-11
11-Apr-11
12-Apr-11
13-Apr-11
14-Apr-11
15-Apr-11
18-Apr-11
19-Apr-11
20-Apr-11
21-Apr-11
22-Apr-11
25-Apr-11
26-Apr-11
27-Apr-11

2.56%
1.56%
2.70%
-0.20%
-1.24%
3.19%
2.11%
-0.09%
0.96%
-1.38%
-1.48%
0.80%
-1.45%
-1.88%
0.65%
0.42%
0.14%
1.36%
0.39%
0.30%
0.33%
1.60%
0.86%
-0.95%
-0.49%
-1.69%
-0.20%
-0.67%
0.05%
-0.04%
-0.59%
-0.08%
-0.01%
1.16%
-0.22%
0.00%
1.54%
-1.94%
0.34%
-0.72%

0.68%
0.66%
2.22%
-0.22%
-0.42%
1.37%
0.60%
-0.57%
-0.29%
-2.48%
-0.30%
0.63%
-1.84%
-1.92%
0.84%
0.83%
1.40%
0.99%
0.16%
0.59%
-0.62%
0.01%
0.07%
0.01%
-0.48%
0.88%
-0.29%
-0.60%
-0.63%
-0.65%
0.28%
0.01%
-1.01%
1.44%
1.18%
0.24%
-0.46%
0.39%
0.05%
0.09%

0.86%
-0.28%
-0.86%
-2.16%
1.88%
-0.12%
0.67%
0.47%
-0.07%
-0.46%
0.12%
-0.51%
0.17%
-0.24%
-0.06%
0.02%

28-Apr-11
29-Apr-11
2-May-11
3-May-11
4-May-11
5-May-11
6-May-11
9-May-11
10-May-11
11-May-11
13-May-11
16-May-11
17-May-11
18-May-11
19-May-11
20-May-11
RETURN
MEAN RETURN
VARIANCE

-0.40%
-0.04%
-0.92%
-0.22%
-1.54%
1.35%
-0.43%
0.63%
0.18%
-0.31%
0.01%
-0.75%
1.06%
0.62%
1.49%
0.40%

0.86%
-0.28%
-0.86%
-2.16%
1.88%
-0.12%
0.67%
0.47%
-0.07%
-0.46%
0.12%
-0.51%
0.17%
-0.24%
-0.06%
0.02%

8.809%
2.262%
0.155%
0.040%
0.0001285 8.1624E-05

PORTFOLIO
Return
Mean Return
Variance
Standard Deviation

MARKET

8.809%
0.155%
0.0128%
1.133%

2.262%
0.040%
0.0082%
0.903%

10.000%
9.000%
8.000%
7.000%
6.000%
5.000%

Co-Variance
Correlation
Beta Factor

0.00436%
0.43
0.54

4.000%
3.000%
2.000%
1.000%
0.000%

PORTFOLIO
MARKET

Return

Mean Return

Variance

Standard
Deviation

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