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Total AUM
SAR 8.2B

+4.1% YTD

since last month

Sharpe Ratio
1.42

+0.08 QoQ

since last month

Max Drawdown
-8.3%
ESG Score
72 / 100

+4 pts

since last month

Portfolio Allocation

Current weight by asset class

GCC Equities

38%

Fixed Income

24%

Real Estate

18%

Private Equity

12%

Cash & MM

8%

Scenario Simulation

AI stress-test: portfolio vs benchmark across macro scenarios

Sector Exposure & AI Recommendations

Rebalancing signals from Monte Carlo + Bayesian optimiser

Sharpe Target: 1.50
SectorWeight1M Return3M ReturnRiskESGAI Signal
GCC Banking

18.2%

+2.4%

+8.1%

Medium

74

Hold
Saudi Energy

15.6%

-1.2%

+3.4%

Medium

61

Hold
NEOM & Real Estate

12.4%

+4.1%

+12.3%

Low

82

Increase
Telecom & Tech

10.8%

+1.8%

+6.7%

Low

79

Increase
Healthcare

8.2%

+0.4%

+2.1%

Low

86

Hold
Industrials

7.4%

-2.1%

-0.8%

High

58

Reduce
Consumer Staples

6.1%

+1.1%

+4.5%

Low

77

Hold

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