Embed
Email

ING IM PowerPoint Presentation Template

Document Sample

Shared by: linxiaoqin
Categories
Tags
Stats
views:
0
posted:
11/29/2011
language:
English
pages:
24
ING (L) Invest

Asia Pacific High Dividend





Asia ex Japan Equity Team

ING Investment Management Asia Pacific









September 2007

Introduction





Fund Objective

The Asia Pacific High Dividend Fund seeks to provide investors with high

dividend income yield as well as long term capital appreciation by investing

in a diversified portfolio of equities listed in the Asia Pacific region.





Key Benefits to Investors

1) Income returns from a high dividend yield portfolio

2) Capital returns from stock selection within a high dividend Asia Pacific

stock universe

3) Risk control and portfolio positioning to ensure strategic diversification

4) Attractive return / risk profile in bull and bear cycles

5) Strong team and investment process in the management of the fund









ING Asia Pacific High Dividend – September 2007 2

Framing the Key Issues





ING Asia Pacific

The investor desires… High Dividend





Exposure to the attractive return





1

opportunities offered by Asia Pacific

equities



A steady and stable current income



2 stream





An experienced management team with

a proven track record and strong



3 regional presence in Asia Pacific









ING Asia Pacific High Dividend – September 2007 3

ING IM a Pioneer in High Dividend investing...





• Global High Dividend > AUM: EUR 4.9bn



• Euro + Europe High Dividend > AUM: EUR 4.6bn



• US High Dividend > AUM: EUR 186m





Data as of 30 June 2007









The same high dividend philosophy and process was tested, customised

and implemented for Asia Pacific...









ING Asia Pacific High Dividend – September 2007 4

ING Asia Pacific High Dividend funds







ING Asia Pacific High Dividend (Cayman registered) ING Asia Pacific High Dividend (Taiwan registered)



Bloomberg: INGAPHD KY Equity Bloomberg: INGAPHD TT Equity



Inception: 9 May 2006

Inception: 31 Oct 2005

AUM: USD$457.4m

AUM: USD$28.5m



Portfolio Approximately 75 to 110 stocks

construction: Equal weighted approach





ING Asia Pacific High Dividend Equity Income Fund (USA)

No specific tracking error limits.

Avoidance of concentration of risks which Bloomberg: XIAEX US Equity

Risk Controls: ensure that country and sector exposures

are within 10% active weight limits relative Inception: 28 March 2007

to MSCI AC Asia Pacific ex Japan.

AUM: USD$321.8m









Data as of 31 July 2007









ING Asia Pacific High Dividend – September 2007 5

ING Asia Pacific High Dividend Performance







YTD

1m 2m 3m 6m 12m 2007





ING Asia Pacific High

Dividend (Cayman) gross

total return in USD -3.0% +0.4% +3.3% +19.6% +44.5% +22.5%





MSCI AC Asia Pacific ex

Japan total return in USD -1.6% +2.9% +7.3% +21.3% +43.6% +21.5%







Excess Return -1.4% -2.5% -4.0% -1.7% +0.9% +1.0%





Data as of 31 August 2007. Total return figures for the fund include quarterly dividends distributed. The Cayman registered fund has

paid out USD$0.12 quarterly dividends, or USD$0.48 per year. The inception of the fund was USD$10.00.



The fund has not been rated by an external agency. However, our own internal comparisons with similar competitors reveal that we

rank close to the top.









ING Asia Pacific High Dividend – September 2007 6

Why Asia Pacific Equities?





• Asia Pacific ex Japan accounts for about 8% to 9% of the MSCI World

equity index (and Asia Pacific accounts for about 18% of the MSCI

World equity index)





• Macroeconomic growth in this region is strong and we expect it to

remain high and well supported for the long term





• Corporate earnings growth is attractive





• Asian corporates in good shape





• Valuations, dividend yields and dividend growth are attractive









ING Asia Pacific High Dividend – September 2007 7

The Case for High Dividend Yield Strategy



1) Compound interest of dividends









ING Asia Pacific High Dividend – September 2007 8

The Case for High Dividend Yield Strategy



2) Dividend yield strategy as a medium to long term alpha source



We back-tested 15,000+ portfolio

simulations and 30 factors for the

Asia Pacific stock universe, over

different bear & bull cycle scenarios,

and found the following:





a)Dividend Yield as a medium

to long term alpha source

Over a 7 year period from Dec 1997,

our backtested Asia Pacific high

dividend portfolio achieved +350%

absolute return (versus a +85%

return for the benchmark).





b)Dividend Yield combined with

other stock selection factors

Additional returns of +5% to +15%

per annum can be achieved when

dividend yields are combined with

other stock selection factors.









ING Asia Pacific High Dividend – September 2007 9

The Case for High Dividend Yield Strategy

3) Return / Risk profiles in various market cycles

Full Backtested Period 31 Dec 1997 to 31 Mar 2005 31 Dec 1997 to Mid 1998: last 6 months of Asian financial crisis

covering various bull & bear cycles Mid 1998 to 31 Dec 1999: strong technology rally









APHD = Asia Pacific High Dividend simulated portfolio. Returns are after transaction costs.

All other indices are actual index returns.





ING Asia Pacific High Dividend – September 2007 10

The Case for High Dividend Yield Strategy

3) Return / Risk profiles in various market cycles

31 Dec 1999 to 31 Sep 2001 : full bear cycle from tech crash to 30 Sep 2001 to 31 Mar 2005 : Post Sep 2001, Iraq war, and post

Sep 2001 terrorist effects war rally from mid 2003 onwards









APHD = Asia Pacific High Dividend simulated portfolio. Returns are after transaction costs.

All other indices are actual index returns.





ING Asia Pacific High Dividend – September 2007 11

Universe of Asia Pacific Equities



The Asia Pacific High Dividend fund

can invest in the following countries:

• Australia

• China

• Hong Kong

• India

• Indonesia

• Japan

• Malaysia

• New Zealand

• Philippines

• Singapore

• South Korea

• Taiwan

• Thailand

• There are over 25,000 listed equities in

these markets.

The Asia Pacific ex Japan

region accounts for approx • The fund will hold between 75 to 110

8% to 9% of MSCI AC World

equities.





ING Asia Pacific High Dividend – September 2007 12

Investment Process Overview







Total Asia Pacific Universe

25,000 stocks

Screen:

Daily Liquidity and Market Cap  Liquidity (USD$2m Daily)

3,000 stocks  Market Cap (USD$100m)



Dividend Yield  Dividend Yield Filter >2.5%

500 stocks



Stock Selection  Quantitative Ranking

100-120 stocks  Bottom-up fundamental analysis



Equity Portfolio  Risk diversification and portfolio positioning

75-110 stocks  Country and sector limits +/- 10% of benchmark









ING Asia Pacific High Dividend – September 2007 13

Security Selection





Quantitative Analysis Qualitative Analysis

• ING’s quantitative evaluation is based • Review of stocks screened in the model

on factors which identify attractive portfolio using our fundamental research

stocks from within the high dividend platform to ensure we have confidence in

yield universe. the future growth of the selected

companies and their ability to pay

sustainable dividends.

• Over 30 factors are tested. Factors and

filters considered for the model include

not only dividend yield but also earnings • Multi-dimensional analysis to capture

yield, earnings growth, analyst impact of fundamental trends on

sentiment, altman score, and qualitative countries and companies, including inputs

scoring inputs from our local Asia from local ING IM analysts in Asia Pacific.

Pacific offices.



• Internal bottom up company evaluation

• Poorly ranked stocks are not owned. • Business Outlook

• Valuations and Multiples

• The specific factors and weightings • Financial Performance

used in the model are continually • Management Quality

reviewed and evaluated.







ING Asia Pacific High Dividend – September 2007 14

Portfolio Characteristics

As of 31 August 2007



ING Asia Pacific

MSCI AC Asia

High Dividend

Pacific ex Japan

Fund (Cayman)

Historical Dividend Yield (FY0), after taxes 4.5 % 2.4 %

12 month Forward Dividend Yield, after taxes * 5.0 % 2.9 %

12 month Forward Price to Earnings ratio * 11.9 15.9

Price to Book ratio 2.3 2.7

Price to Sales ratio 1.2 1.9

Return on Equity 27.9 % 20.4 %

Historical Earnings Growth 16.3 % 24.1 %

Forward Earnings Growth FY1/FY0 11.7 % 19.4 %

Forward Earnings Growth FY2/FY1 10.4 % 15.5 %

Volatility (since inception of fund in Oct 2005) 10.9 % 11.8 % **

Tracking error (last 12 months relative to benchmark) 3.6 % -

Beta relative to benchmark (as of 30 March 2007) 0.90 1.00

* 12 month forward, time weighted, calculations as of 31 August 2007

** The 12% volatility of the MSCI AC Asia Pacific ex Japan USD benchmark is approximately due to 10% volatility in stock prices plus

2% volatility due to currencies.







ING Asia Pacific High Dividend – September 2007 15

Country & Sector Weights

As of 31 August 2007







Country Weighting (%) Sector Weighting (%)

COUNTRY Portfolio Benchmark SECTOR Portfolio Benchmark

Australia 25.7 27.0 Consumer

10.3 3.4

China 9.3 15.9 Discretionary

Hong Kong 11.8 12.9 Consumer Staples 5.2 5.9

India 2.1 6.1 Energy 6.2 8.6

Indonesia 1.2 1.2

Financials 31.8 37.7

Japan 0.0 0.0

Malaysia 6.4 0.0 Healthcare 0.0 1.2

New Zealand 2.2 0.0 Industrials 11.1 9.4

Pakistan 0.0 0.0 Information

10.5 12.5

Philippines 2.8 0.0 Technology

Singapore 6.5 6.2 Materials 9.7 9.3

South Korea 15.4 16.7 Telecommunication

12.8 8.7

Taiwan 15.1 14.0 Services

Thailand 1.4 0.0 Utilities 2.4 3.2



Representative Characteristics from ING Asia Pacific High Dividend Fund (Cayman registered fund). Data as of 31 August 2007









ING Asia Pacific High Dividend – September 2007 16

Performance Characteristics









ING Asia Pacific High Dividend – September 2007 17

ING Investment Management – Asia Pacific



Unparalleled Coverage of Asian Investments Strong Presence in Asia Pacific



 US$91 billion in Assets Under Management



 Presence in 12 locations in the region



Seoul

 The widest network and largest pool of financial

Tokyo professionals in Asia ex-Japan*. There are over

Shenzhen Taipei 230 investment professionals in ING IM in Asia

Pacific

Hong Kong

Mumbai  The 3rd largest retail fund manager in Asia ex-

Bangkok Manila

Japan and Australia*

Kuala

Lumpur Singapore









Sydney





Auckland

As of 31 December 2006

* Asia Asset Management, September 2006









ING Asia Pacific High Dividend – September 2007 18

ING IM Asia Pacific Regional Equity Team



Our team members understand the Asia Pacific region – most of our investment

professionals were born in this region, and are now living and working in this region.



Nicholas Toovey

Regional Head of Equity









Asian Quantitative

Asian Equity Local Equity

Resources





Teik Cheah Local Head of Equity

Bratin Sanyal Regional Head of Quantitative

Head of Asian Equity

12 Asian Countries

Resources & Investment Risk

 Australia  Malaysia

 China  Philippines

 Hong Kong  Singapore

Oscar Leung Gregory Ko Barbara Chan Samuel Hui  India  Taiwan

Quantitative

Senior Investment Assistant Investment Data Analyst  Japan  Thailand

Investment Manager

Manager Manager  Korea  New Zealand



Michael Chiu Charlie Yang

Benjamin So Gilbert Tan

Senior Investment Investment Analyst

Manager Quantitative Analyst Quantitative Analyst





Kelly Chung

Investment Analyst



Hong Kong office Local offices







ING Asia Pacific High Dividend – September 2007 19

Key Benefits to Investors





• Exposure to Asia Pacific equities

• Exposure to a value based high dividend strategy, within a high

growth region

• Benefit from a diversified portfolio with favourable characteristics in

the areas of volatility, dividend yield, earnings yield, earnings growth,

and country & sector exposures

• Benefit from a strong investment process combining the best of

quantitative and fundamental analyses

• Access the know how & investment expertise of ING Asian Pacific

team members who were born and who live & work in this region









ING Asia Pacific High Dividend – September 2007 20

Appendix - Biographies









ING Asia Pacific High Dividend – September 2007 21

Appendix - Biographies









ING Asia Pacific High Dividend – September 2007 22

Appendix - Biographies









ING Asia Pacific High Dividend – September 2007 23

Disclaimer



The elements contained in this document have been prepared solely for the purpose of information and do not constitute an offer, in

particular a prospectus or any invitation to treat, buy or sell any security or to participate in any trading strategy. This document is intended

only for professional investors. While particular attention has been paid to the contents of this document, no guarantee, warranty or

representation, express or implied, is given to the accuracy, correctness or completeness thereof. Any information given in this document

may be subject to change or update without notice. Neither ING Investment Management (for this purpose using the legal entity ING

Investment Management Luxembourg S.A. nor any other company or unit belonging to the ING Group, nor any of its officers, directors or

employees can be held direct or indirect liable or responsible with respect to the information and/or recommendations of any kind

expressed herein. The information contained in this document cannot be understood as provision of investment services. If you wish to

obtain investment services please contact our office for advice. Use of the information contained in this document is solely at your risk. No

direct or indirect liability is held for any loss sustained or incurred by readers as a result of using this publication or basing any decisions on

it. Investment sustains risk. Please note that the value of your investment may rise or fall and also that past performance is not indicative of

future results and shall in no event be deemed as such. This presentation and information contained herein is confidential and must not be

copied, reproduced, distributed or passed to any person at any time without our prior written consent. Any claims arising out of or in

connection with the terms and conditions of this disclaimer are governed by Dutch law. ING (L) Invest Asia Pacific High Dividend is a

subfund of ING (L) Invest (SICAV) established in Luxembourg. ING (L) Invest (SICAV), is duly authorised by the Commission de

Surveillance du Secteur Financier (CSSF) in Luxembourg. Both funds are registered with the CSSF.

For more detailed information about the investment fund we refer to the prospectus and the corresponding supplements. In relation to the

investment fund mentioned in this document a Financial Information Leaflet (simplified prospectus) has been published containing all

necessary information about the product, the costs and the risks which may occur. Do not take unnecessary risk. Read the Financial

Information Leaflet (simplified prospectus). Investment funds do not offer guaranteed returns and any past returns are not indicative nor do

they secure future returns. The prospectus, supplement and the Financial Information Leaflets (simplified prospectus) are available on the

following website: www.ingim.com. The information in this document is not intended to solicit sales of investments or subscription of

securities in countries where this is prohibited by the relevant authorities or legislation. Read the prospectus before investing.









ING Asia Pacific High Dividend – September 2007 24



Related docs
Other docs by linxiaoqin
Volume 9 Issue 1- Winter 2-4-2004 _Read-Only_
Views: 11  |  Downloads: 0
VOLUME 35_ NUMBER 5 DECEMBER 10_ 2007
Views: 8  |  Downloads: 0
Volmer Axel-Antero
Views: 11  |  Downloads: 0
Voices for Change
Views: 7  |  Downloads: 0
Vocation Vacation
Views: 8  |  Downloads: 0
VISIT OUR SHOP CONTACT US
Views: 7  |  Downloads: 0
Visit of cellars
Views: 7  |  Downloads: 0
By registering with docstoc.com you agree to our
privacy policy

You are almost ready to download!

You are almost ready to download!