Mutual Funds in Pakistan

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Mutual Funds in Pakistan Investors Education Seminar arranged by SECP and ICAP held on 29th January 2015 Presented By First Capital Investments Limited

Definition of Mutual Fund A mutual fund is a collective investment scheme, which specializes in investing a pool of money collected from investors in various avenues. The purpose is investing in securities such as stocks, bonds, money market instruments and similar investment products. Mutual funds can be divided in to two classes: Conventional Mutual Funds and Islamic Mutual Funds.

Structure of a Mutual Fund Unit holders Holding of units Dividends Asset Management Company Management Fee Management Services Mutual Fund Custodian on behalf of unit holders Trustee fees Trustee Ownership of assets Net Income Investments

Establishment Mechanism Mutual Funds are managed by Asset Management Companies (AMCs) which exists in the form of a public limited company registered under the Companies Ordinance, 1984. A new fund is established through execution of a Trust Deed, between an AMC and a Trustee, upon an approval from SECP under the Non-Banking Finance Companies (Establishment and Regulation) Rules, 2003. The Trustee performs the functions of a custodian for the assets of the Fund. The trustee also ensures that the Fund Manager takes the investment decisions within the defined investment policy of the mutual fund. In Pakistan, banks and central depository companies, approved by SECP, can act as trustee.

Establishment Mechanism At present Central Depository Company of Pakistan (CDC) is acting as Trustee for the most of the funds. SECP is the regulator of mutual fund industry and is very vigilant in issuing licenses to the Asset management companies. SECP also carries out continuous monitoring of mutual funds and AMCs through off site and on-site inspections. Mutual Funds are regulated by NBFC & NE Regulations 2008.

Objectives of investing through Mutual Funds By investing in mutual funds, investors' worries are taken care by fund managers/asset managers. Mutual funds give small investors access to professionally managed, diversified portfolios of equities, debt instruments i.e. TFCs and Govt. Securities and other securities, which otherwise would be quite difficult to create with a small amount of capital. Fund Managers are backed by a dedicated research team, who are involved in investment decisions based on the performance and prospects available in the market.

Benefits of Investing in Mutual Funds Accessibility: Mutual funds units are easy to buy. Liquidity: Unit holders can convert their units into cash on any working day. They will promptly receive the current value of their investments. The fund buys back (redeems) the units. Diversification: By investing the pool of unit holders money across number of securities, a mutual fund diversifies its holdings. A diversified portfolio reduces the investors risk. Professional Management: Asset Management Company evaluates all the opportunities that arises in the market, carefully examines them and then takes decision for investing the mutual fund s money whereas it is not an easy task for an individual and even for corporate entity if investing is not their core business.

Importance of Mutual Funds Mutual funds have an important role in the development of the capital markets; Economic parameters, such as savings, capital market development, dispersal of corporate ownership and corporate governance are directly related to the development of mutual funds industry; Mutual funds help in improving Corporate Governance.

Types of Fund Open-end Mutual Funds The Unit holders may buy or redeem the Units of the fund on a continuous basis at the prevailing Net Asset Value (NAV). These units are purchased and redeemed through Management Company which announces offer and redemption prices daily (working days). Close-end Mutual Funds These funds have a fixed size divided into shares like a public company and are floated through an IPO. Once issued, shares can be bought and sold at the market rates in secondary market (Stock Exchange).

Categories of Funds Equity Scheme An equity scheme or equity fund is a fund that invests in Equities more commonly known as stocks/shares. The objective of an equity fund is long-term growth through capital appreciation, (sources of revenue are dividends and capital gains). Balanced Scheme These funds provide investors with a single mutual fund that invests in both stocks and debt instruments and with this diversification aimed at providing investors a balance of growth through investment in stocks and debt instruments. Asset Allocation Fund These Funds may invest its assets in any type of securities at any time in order to diversify its assets across multiple types of securities & investment styles available in the market.

Categories of Funds Fund of Fund Scheme Fund of Funds are those funds, which invest in other mutual funds. These funds operate a diverse portfolio of equity, balanced, fixed income and money market funds (both open and closed ended). Shariah Compliant (Islamic) Scheme Islamic funds are those funds which invest in Shariah Compliant securities i.e. shares, Sukuk, Ijara sukuks etc. as may be approved by the Shariah Advisor of such funds. These funds can be offered under the same categories as those of conventional funds. Index Tracker Scheme Index funds invest in securities to mirror a market index, such as the KSE 100. An index fund buys and sells securities in a manner that mirrors the composition of the selected index. The fund's performance tracks the underlying index's performance.

Categories of Funds Capital Protected Scheme In this type of scheme, the payment of original investment is guaranteed with any further capital gain which may accrue at the end of the contractual term of the Fund. Such funds are for a specific period. Money Market Scheme Money Market Funds are among the safest and most stable of all the different types of mutual funds. These funds invest in short term debt instruments such as Treasury bills and bank deposits.

Categories of Funds Income Scheme These funds focus on providing investors with a steady stream of fixed income. They invest in short term and long term debt instruments like TFCs, government securities like T-bills/ PIBs, or preference shares. Aggressive Fixed Income Scheme The aim of aggressive income fund is to generate a high return by investing in fixed income securities while taking exposure in medium to lower quality of assets also.

Breakup of Open end Mutual Funds Net Assets of Open end Mutual Funds are PKR 387 Billion as at 30 June 2014 Money Market 30.4% Equity 23.0% Income 16.1% Islamic Income 9.5% Islamic Equity 6.0% Islamic Fund of Funds 3.2% Aggressive Income 3.2% Islamic Balanced 1.8% Asset Allocation 1.7% Islamic Money Market 1.3% Balanced 1.0% Islamic Capital Protected 0.8% Fund of Funds 0.6% Islamic Aggressive Income 0.6% Islamic Index Tracker 0.3% Islamic Asset Allocation 0.3% IndexTracker 0.1%

Breakup of Closed end Mutual Funds Net Assets of Closed end Mutual Funds are PKR 21 Billion as at 30 June 2014 Equity 94.7% Income 5.3%

Real Estate Investment Trusts (REITs)

Pension Schemes These types of schemes offered long term saving plans for retirement benefits. Pension Saving Funds are managed by the professional Pension Fund Managers (AMCs and Insurance Companies) who are licensed by SECP. Various types of sub funds are managed by Pension Fund Managers in which investors are invited to invest according to their risk appetite. Income of pension scheme is exempted from income tax under clause 57 (3)(viii) of Part 1 of the 2 nd schedule.

Asset Management Companies Mutual funds are managed by Asset Management Companies, who are licensed by SECP, for a consideration of Asset Management Fee. Mutual funds' management company charge the management fee that is capped at 2% (3% for initial five years) by SECP. Normally the Fund Management Companies charge 2% fee for equity funds and upto 1.5% for fixed income and cash funds.

Mutual Fund Industry in Pakistan Despite of completion of half century of its existence industry has not been able to achieve the desired level of development; There are only 244,362 mutual fund accounts having assets valuing Rs. 416 billion as on June 30, 2014 in a country with a population of more than 180 million people; The lower growth is largely due to historically low savings rate in Pakistan, which is continuously declining. According to latest figures, the estimated size of mutual fund industry is Rs. 500 billion.

Mutual Fund Industry Size as compared with GDP Mutual Fund Industry Size as % of GDP GDP (USD Billion) Mutual Fund Industry Size (USD Billion) % India 2047.81 180.088 8.79% Pakistan 251.48 4.965 1.97% Sri Lanka 71.57 0.948 1.32% Bangladesh 186.59 0.644 0.35%

Year wise Growth of Asset Management Companies and Funds 180 160 140 120 100 80 60 40 20 0 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 Number of AMCs 16 20 29 26 27 28 26 27 26 21 Number of Funds 38 48 76 97 109 135 144 159 158 170

Year wise Breakup of Growth of Funds 180 160 140 120 100 80 60 40 20 0 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 Open-end Funds 19 29 49 67 81 105 118 133 138 153 Closed-end Funds 19 19 23 23 21 21 16 15 9 4 Pension Funds 0 0 4 7 7 9 9 11 11 13

Growth Constraints for Mutual Funds in Pakistan Lack of awareness: Steps are required to promote savings and investments through investors awareness and education. Number of Investors: With awareness, number of investors will be increased. Savings Rate: During FY 2014, the trends in term of investment and private savings to GDP ratio declined from 12.97% to 12.39% and 8.3% to 8.5% respectively which is discouraging. Taxation anomalies: There is need of removing the taxation anomalies and regulatory issues which are hampering the growth of mutual fund industry.

Returns of various types of Funds Conventional Open-End Fund Returns 2010 2011 2012 2013 2014 Average Equity 18.76% 25.04% 9.12% 56.42% 47.34% 31.34% Index Tracker 29.79% 22.45% 7.33% 44.78% 35.37% 27.94% Balanced 14.25% 16.38% 13.40% 36.65% 23.70% 20.88% Asset Allocation Fund of Funds 17.93% 12.19% 6.76% 23.42% 14.78% 15.02% 13.99% 31.70% 14.69% 35.93% 9.93% 21.25% Income 9.44% 11.02% 11.08% 9.73% 9.32% 10.12% Money Market Aggressive Income Capital Protected 10.63% 11.85% 11.16% 9.05% 8.18% 10.17% 8.40% -2.12% 1.45% 8.14% 5.88% 4.35% 7.22% 9.71% 3.27% 11.38% 0.00% 6.32% Commodity - - - -17.14% 0.00% -8.57%

Returns of various types of Funds Islamic Open-End Fund Returns 2010 2011 2012 2013 2014 Average Islamic Equity 29.25% 37.23% 19.97% 47.94% 28.72% 32.62% Islamic Balanced 16.82% 27.17% 16.24% 25.00% 28.25% 22.70% Islamic Index Tracker Islamic Asset Allocation Islamic Aggressive Income - - -2.34% 49.64% 26.49% 24.60% 10.24% 13.82% 8.31% 30.80% 16.01% 15.84% 1.01% 1.35% 10.19% 7.81% 12.96% 6.66% Islamic Income 8.07% 10.08% 10.98% 9.37% 8.74% 9.45% Islamic Money Market Islamic Fund of Funds Islamic Capital Protected 10.10% 10.98% 10.69% 8.06% 8.70% 9.71% - - - 6.26% 6.08% 6.17% 14.07% 14.12% 13.52% 10.45% 3.68% 11.17%

Risk factors in Mutual Funds Mutual funds do not provide a guaranteed return, like fixed deposits, bonds and Government securities, Mutual Funds returns are directly related to performance of the underlying investments. Investment in mutual funds are subject to various risks which includes Market Risk, Liquidity Risk, Credit Risk, Interest Rate Risk, Country Risk and Currency Risk.

Tax Credits Unit Holders of mutual funds, other than an entity, shall be entitled to a tax credit under Section 62 of the Income Tax Ordinance 2001 on purchase of new Units. The amount on which tax credit will be given shall be lower of: (a) amount invested in purchase of new Units; or (b) Twenty percent of the taxable income of the Unit Holder; or (c) Rupees One Million (Rs 1,000,000); and will be calculated by applying the average rate of tax of the Unit Holder for the tax year. If the Units so acquired are disposed within twenty four months, the amount of tax payable for the tax year in which the Units are disposed shall be increased by the amount of credit allowed.

Growth of Equity Market in Pakistan Pakistan Market: Historical Returns for last 11 years Year KSE-100 (Rs.) KSE-100 (US$) MSCI Pakistan (US$) 2004 39% 34% 9% 2005 54% 53% 56% 2006 5% 3% -2% 2007 40% 38% 33% 2008-58% -67% -75% 2009 60% 51% 78% 2010 28% 26% 19% 2011-6% -10% -17% 2012 49% 38% 23% 2013 49% 38% 27% 2014 27% 33% 8% Average 26% 22% 14%

Taxation Two principles govern the taxation of mutual funds. First, there is tax-neutrality principle that states that for investors, whether they invest directly in securities or through mutual funds it should be tax neutral; Second, there is a pass-through principle that states that mutual funds being pass-through entities are not subject to tax; investors to mutual funds are subject to income tax and capital gains tax.

Various Taxation and Regulatory Issues being faced by Mutual Fund Industry Tax issues: Levy of Workers Welfare Fund ( WWF ) to Mutual Funds despite these funds have no employees; Sales Tax on Asset Management Services Provincial Jurisdiction Conflicts; Federal Excise Duty ( FED ) on Asset Management Services, which amounts to double taxation; Regulatory issues: Unnecessary delays in granting various approvals to Asset Management Companies and changes required on various Laws like REIT Regulations.

Future Outlook:Equity Market Pakistan Equities look geared for another year of stellar returns with KSE-100 Index target of 40,000 points by December 2015 (an upside of 16.00% from the existing level of 34,500 level), in view of the following factors: A) continued macroeconomic de-risking as economic indicators are improving; B) Declining Oil Prices transport services and commodity prices: C) Reducing Interest Rates benefit to the leveraged companies; D) Growing political maturity foreign investors confidence; E) Authorities refocusing on Economic Reforms power; F) Infrastructure Development; G) Stable domestic currency & Inflationary outlook: H) Cost of capital will incorporate the decline in principle lending rates which will expand the Equity valuations; I) Political stability as all parties front a unified stand in the wake of recent terrorism The market continues to offer a dividend yield of 6%, the highest amongst the regional markets. KSE-100 P/E of 8.9x at CY15 earnings is at around a 40% discount of regional peers. As return drops from debt based instruments, equity market will witness higher flows.

Future Outlook:Debt Market With the start of BATS, it is expected that the debt market will grow in Pakistan. However, due to cut on interest rates, the growth of fixed income instruments like PIB s, T-Bills, Bonds, TFC s will be limited. Debt markets have already started responding to falling inflation expectations and improving macroeconomic outlook as yields on long-term bonds (3-10 years) have declined by around 300bps in the last quarter of the CY14. Yield on the debt instruments to remain subdued in CY15 due to soft inflation outlook, further cut in discount rate, restricted budget deficit and higher government borrowing from external sources.

Future Outlook:Pakistan s Economy Despite of energy crises, the country s growth trajectory moving towards 6.5% in view of the various factors discussed in Equity and Debt Market outlook. (FY15 and FY16 GDP growth was estimated at 5.1% and 6.0%, respectively) Inflation CPI is expected to remain in the range of 4.5% - 5.5% during FY15 from earlier expected 8.00%. Further monetary easing given lower CPI and widening real interest rate. Disbursement of IMF tranche to unlock further flows from other multilateral agencies. Current Account Deficit to GDP for the period ended Jul-Dec 2015 clocked in at 0.9% as against the projected target of ranging 1-1.2% of GDP. Privatization process to remain on track with focus shifting towards divestment of Governments stake in loss making entities. Government targeted fiscal deficit is 4.5% of GDP in FY 2015 as against 4.7% in FY 2014. Political stability as all parties front a unified stand in the wake of recent terrorism.

Thanks