INTEGRATED FUND RISK

SUMMARY REPORT
FSGF RISKS FIGF RISKS FBGF RISKS
REPORT REPORT REPORT
FSGF- NAV FIGF- NAV Rs. FIGF- NAV Rs.
Rs. (Mio) 3,454,674,291.7900 (Mio) 2,545,644,359.0800 (Mio) 967,330,000.0000
FSGF- VaR Rs . FIGF- VaR Rs . FIGF- VaR Rs .
(Mio) 2,153,500,876.3342 (Mio) 30,710,909.9404 (Mio) 19,791,465.8147
STDEV FSGF 0.3790 STDEV FIGF 0.7334 STDEV FBGF 1.2439
Daily VaR 0.6234 Daily VaR 1.2064 Daily VaR 2.0460
MIN -6.1035 MIN -11.0412 MIN -3.4012
MAX 0.2252 MAX 0.2342 MAX 5.4156
MAXDRAW 6.3288 MAXDRAW 11.2754 MAXDRAW 8.8169
Alpha -0.0120 Alpha -0.0200 Alpha 0.0020
Beta 0.0000 Beta 0.0013 Beta 0.0561
R ^2 0.0113 R ^2 0.0004 R ^2 679.9694
DOWNDEV 2.4280 DOWNDEV 1.8367 DOWNDEV 4.4414
GAINDEV 0.0302 GAINDEV 0.0397 GAINDEV 0.4632
TE 5.6983 TE 35.4081 TE 0.2177
SHARPE -2.2321 SHARPE -0.6972 SHARPE -0.1643
SORTINO -0.0083 SORTINO -0.0636 SORTINO -0.0224
SKEWNESS -15.7102 TREYNOR -87.5702 TREYNOR -1.7741
KURT 253.0281 SKEWNESS -13.3865 SKEWNESS -6.2858
IFR -0.0035 KURT 187.5832 KURT 89.6257
RVAR 9.3729 IFR -0.0033 IFR -0.4573
CALMER -0.0032 RVAR 58.2412 RVAR 0.3582
STDEV 1M
KIBOR 6.0773 CALMER -0.0104 CALMER -0.0113

1
1M KIBOR
VaR 1.852 6M KIBOR VaR 1.7888 KSE 100 VaR 2.4042