Capital

ArthVeda Capital Fact Sheet
ArthVeda Alpha UK100
Capital
Strategy Snapshot
• ArthVeda Alpha UK100 is a value oriented, “degree of undervaluation weighted”
strategy focused on top ranked stocks in the UK large cap equities space.
• Strategy takes exposure to 100 listed large cap UK stocks, includes 23 industry groups,
covers ~85% of UK market capitalization and represents ~170% of UK GDP.
• Strategy invests in listed “best-in-class” UK companies of the FTSE via the Warren
Buffett way i.e. invests in high quality businesses at relative discounts to their
intrinsic values. Investment and portfolio creation process is highly structured
and successfully marries the value philosophies of masters such as Warren Buffett
and Peter Lynch with rigorous evaluation techniques and rules-based approach of
academic finance.
Index inception 1/3/2003
# of holdings 100
Investments Large Cap Equity
Benchmark FTSE 100 Total Returns Index
Region
UK
Use of income Reinvesting
Reuters Ticker • Total Returns: .ARTHUK100T
• Price Returns: .ARTHUK100P
600.0
500.0
Cumulative Performance
UK100 GBP FTSE100 TRI GBP UK100 INR FTSE100 TRI INR
₹ 527
400.0
£404
300.0
200.0
£264
₹ 344
100.0
Graph as of 31-Jul-15
0.0
Jan 03 Jan 04 Jan 05 Jan 06 Jan 07 Jan 08 Jan 09 Jan 10 Jan 11 Jan 12 Jan 13 Jan 14 Jan 15
GBP
INR
Performance as of 31-July-15* Last
1Mth
Last
1Yr
Last
3Yr
Last
5Yr
Last
10Yr
Since
Inception@
Last
1Mth
Last
1Yr
Last
3Yr
Last
5Yr
Last
10Yr
Since
Inception@
UK 100 Strategy 4.2% 8.8% 12.8% 11.2% 9.8% 11.7% 4.0% 6.5% 17.8% 18.6% 12.7% 14.1%
FTSE100 TRI (Benchmark) 2.8% 3.1% 9.8% 8.8% 6.2% 8.0% 2.5% 1.0% 14.7% 15.9% 9.1% 10.3%
Excess Return over FTSE100
TRI
1.5% 5.7% 3.0% 2.5% 3.6% 3.7% 1.5% 5.5% 3.2% 2.7% 3.7% 3.8%
Key Valuation Metrics FTSE 100 UK 100
TRI
P/E 18.9 15.4
P/BV 1.6 2.3
EV/EBITDA 8.6 9.7
EV/EBIT 15.0 13.5
P/Sales 1.0 1.2
Div. Yield 4.0% 3.0%
Key Fundamentals FTSE 100 UK 100
TRI
ROE 8.4% 15.6%
ROCE 7.8% 12.7%
Sales to Asset 0.2 0.3
Gross Debt to Equity 0.4 0.6
Net Debt to Equity 0.3 0.5
Interest Coverage 9.5 10.7
ArthVeda Portfolio Management Services Registration No. PM/ INP 000003567
GBP
INR
Risk & Return Characteristics FTSE 100 TRI UK 100 FTSE 100 TRI UK 100
Annualized Return (inception) 8.0% 11.7% 10.3% 14.1%
Beta^ 1.00 0.96 1.00 0.98
Alpha - 4.0% - 4.0%
Std. Dev. 18.1% 19.2% 20.5% 21.4%
Sharpe Ratio # 0.30 0.48 0.38 0.54
Worst 1Mth Return -26.6% -30.0% -30.2% -34.4%
Best 1Mth Return 15.3% 23.1% 16.3% 23.6%
Healthcare
7%
Sector Exposure
Technology
Oil & Gas 3%
2%
Industrials
16%
Financials
24%
Utilities
1%
Telecommu
nications
1%
Consumer
Goods
15%
Consumer
Services
25%
Basic
Materials
6%
Top 5 Holdings
ADMIRAL GROUP
GLAXOSMITHKLINE
TUI (LON)
SKY
COMPASS GROUP
* Performance numbers for less than 1 yr. not annualized. @ Strategy Inception date is 14th Jan 2003. ^ Beta is a measure of volatility that compares how an index moves relative to benchmark. A beta of 1.0 implies the index has moved proportionally
with the benchmark. A beta less than 1.0 implies less movement; greater than 1.0 implies more. $Sharpe Ratio is a measure calculated to determine reward per unit of risk, using standard deviation and excess returns in an index. A higher Sharpe Ratio
indicates a higher risk-adjusted return.
Returns and data represented are of model portfolios. These returns are based on historical evaluation of model portfolios. Above portfolio performances are pre any expenses. Individual returns of Clients for a particular portfolio may vary significantly
from the performance of the other portfolios. No claims may be made or entertained for any variances between the performance depictions and individual portfolio performance. Neither the Portfolio Manager nor its Directors or Employees shall be in any
way liable for any variations noticed in the returns of individual portfolios. Investments in equity markets are subjected to market risk and there is no guarantee that the investment objective of the strategy will be achieved. Past historical equity market
returns are not a guarantee of and may not reflect future performance. Actual results may differ materially from those suggested by the forward looking statements due to risk or uncertainties associated with our expectations with respect to, but not limited
to, exposure to market risks, general economic and political conditions in India as well as other countries globally. Investing in equities is inherently risky and an investor stands the risk of 100% capital loss. Should this fall outside the risk capacity of the
investor, this document automatically does not cater to the investor’s investment requirements and profile. It is mandatory to go through Disclaimer section.
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