Several models and strategies have been applied in our managed portfolios; however, three main schemes were examined well in practice which are called Alpha, Beta and Gamma. More details about the theory behind these models are provided on the Theory page. In this page, several data about performances of our three schemes are shown.

The following table shows the performances of our three portfolios schemes applied in Tadawul All Share Index (TASI) compared to the market performance. The performance calculated as a percentage of the annual return, profits over the initial invested capital. The N/A indicates that the strategy wasn’t applied at the mentioned year.

Table 1: Portfolios Performances in TASI, compared to the market performance

The same methods have been applied too on S&P500 and the the next table (Table 2) shows the performances of our three portfolios schemes applied in S&P500, including also the Dow Jones index in comparison. The performance calculated as a percentage of the annual return, profits over the initial invested capital. The N/A indicates that the strategy wasn’t applied at the mentioned year.

Table 2: Portfolios Performances in TASI, compared to the market performance

(All official references are available upon request for potential investors only)