Fund Report - Bajaj Allianz Pure Stock Fund

SFIN No: ULIF02721/07/06PURESTKFUN116

Investment Growth
Time Period: 22-07-2006 to 31-08-2021
1,000.0
900.0
800.0
700.0
600.0
500.0
400.0
300.0
200.0
100.0
0.0
2007 2009 2011 2013 2015 2017 2019 2021

Bajaj Allz Life-Pure Stock IISL Nifty 50 PR INR India Insurance Multi-Cap

Calendar Year Returns

Calculation Benchmark: IISL Nifty 50 PR INR
150.0
88.3

100.0
75.8
59.1
54.8

50.8
37.8

37.0

33.6
32.2

31.4

28.6
27.7

27.4
50.0
26.4
24.8

24.8

19.5
17.9
15.8
14.1

14.9
12.2

12.0
6.8

6.9

5.0

5.3
4.1

3.0
3.3

3.2

1.8
0.0

-0.4

-1.7

-3.0
-4.1
-14.8

-21.0
-24.6
-36.3

-50.0
-41.2
-51.8
Return

-100.0
CY 2007 CY 2008 CY 2009 CY 2010 CY 2011 CY 2012 CY 2013 CY 2014 CY 2015 CY 2016 CY 2017 CY 2018 CY 2019 CY 2020

Bajaj Allz Life-Pure Stock IISL Nifty 50 PR INR India Insurance Multi-Cap

Trailing Returns
As of Date: 31-08-2021 Data Point: Return Calculation Benchmark: IISL Nifty 50 PR INR

Since
3 months 6 months 1 Year 2 years 3 Years 4 years 5 Years 7 Years 10 Years
Inception #

Bajaj Allz Life-Pure Stock 10.28 21.89 44.29 28.67 13.95 14.85 15.24 14.35 16.56 16.14
IISL Nifty 50 PR INR 9.94 17.92 50.45 24.67 13.62 14.64 14.29 11.58 13.10 11.90
India Insurance Multi-Cap 10.77 19.35 52.91 27.07 13.80 13.27 12.83 11.53 12.88 10.55

# Incep�on date is July 21, 2006. Returns less than or equal to 1 year are absolute. Returns greater than 1 year are compounded annualised growth rate (CAGR), Past performance is not indica�ve of future performance

Risk - 5 years Risk - 10 years

Time Period: 01-09-2016 to 31-08-2021 Calculation Benchmark: IISL Nifty 50 PR INR Risk-free Rate: FBIL MIBOR Overnight INR Time Period: 01-09-2011 to 31-08-2021 Calculation Benchmark: IISL Nifty 50 PR INR Risk-free Rate: FBIL MIBOR Overnight INR

Treynor Up Down Treynor Up Down

Sharpe Sharpe
Std Dev Alpha Beta Ratio Capture Capture Std Dev Alpha Beta Ratio Capture Capture
Ratio Ratio
(geo) Ratio Ratio (geo) Ratio Ratio

Bajaj Allz Life-Pure Stock 14.21 3.01 0.69 13.15 0.69 77.31 55.25 Bajaj Allz Life-Pure Stock 13.74 4.53 0.71 12.67 0.70 84.57 55.66
IISL Nifty 50 PR INR 18.76 0.00 1.00 8.24 0.52 100.00 100.00 IISL Nifty 50 PR INR 17.38 0.00 1.00 5.75 0.41 100.00 100.00
India Insurance Multi-Cap 16.56 -0.39 0.87 7.93 0.48 89.18 88.73 India Insurance Multi-Cap 15.77 0.32 0.89 6.24 0.42 93.29 89.84

Ratings, Grade & Other Details Bajaj Allz Life-Pure Stock - Asset Allocation
Base Currency Indian Rupee Portfolio Date: 31-07-2021
%
Morningstar Category India Insurance Multi-Cap
Stock 90.8
Morningstar Rating Overall ÙÙÙÙÙ
Bond 8.5
Morningstar Ret Rating Overall Above Avg Cash 0.7
Morningstar Risk Rating Overall Low Other 0.0
Fund Size (in million) ₹ 34,476 Total 100.0

Source: Morningstar Direct

 Fund Report - Bajaj Allianz Pure Stock Fund
SFIN No: ULIF02721/07/06PURESTKFUN116

Rolling Returns
Time Period: 01-09-2011 to 31-08-2021
Rolling Window: 5 Years 1 Month shift Calculation Benchmark: IISL Nifty 50 PR INR

25.0
20.0
15.0
10.0
5.0
0.0
-5.0
09 12 03 06 09 12 03 06 09 12 03 06 09 12 03 06 09 12 03 06
Return

2017 2018 2019 2020 2021

Bajaj Allz Life-Pure Stock IISL Nifty 50 PR INR India Insurance Multi-Cap

Bajaj Allz Life- Pure Stock - Equity Style Market Capitalization

Time Period: 01-09-2016 to 31-07-2021
100.0

80.0

60.0

40.0

20.0

0.0
01-2017 07-2017 01-2018 07-2018 01-2019 07-2019 01-2020 07-2020 01-2021 07-2021

Large Cap % Mid Cap % Small Cap %

Morningstar Style Box - Bajaj Allz Life-Pure Stock Portfolio Valution Statistics
Portfolio Date: 31-07-2021 As of Date: 31-08-2021
Morningstar Equity Style Box™ Market Cap % P/E Ratio Current(Weighted Average) 27.13
Value Blend Growth
Market Cap Giant % 38.5 P/B Ratio Current(Weighted Average) 6.22
Large

Market Cap Large % 46.8 PEG Ratio(Weighted Average) 3.02

Market Cap Mid % 10.5
Dividend Yield % TTM(Average) 1.33
Mid

Market Cap Small % 3.4

Return on Equity TTM(Average) 17.30
Market Cap Micro % 0.7
Small

Bajaj Allz Life- Pure Stock - Top 20 Holdings Bajaj Allz Life- Pure Stock - Morningstar Equity Sectors (Re-scaled)
Portfolio Date: 31-07-2021 Portfolio Date: 31-07-2021
Equity
Portfolio Equity Econ Sector Basic Materials % 20.65
Style
Weighting % Equity Econ Sector Consumer Cyclical % 9.09
Box
Infosys Ltd È 7.08 Equity Econ Sector Financial Services % 0.00
Reliance Industries Ltd Shs Dematerialised È 6.50 Equity Econ Sector Real Estate % 0.00
Tata Steel Ltd Ç 5.04
ICICI Pru IT ETF È 4.03 Equity Econ Sector Consumer Defensive % 12.34
Hindalco Industries Ltd Shs Dematerialised Ç 3.89 Equity Econ Sector Healthcare % 13.58
Bharti Airtel Ltd È 3.85 Equity Econ Sector Utilities % 2.80
HCL Technologies Ltd Shs Dematerialised È 2.79
India (Republic of) 0% — 2.77 Equity Econ Sector Communication Services % 4.24
Marico Ltd È 2.73 Equity Econ Sector Energy % 9.31
364 DTB 16062022 — 2.67
Equity Econ Sector Industrials % 8.12
Nestle India Ltd Shs Dematerialised È 2.56
Larsen & Toubro Ltd Shs Dematerialised È 2.55 Equity Econ Sector Technology % 19.87
Sun Pharmaceuticals Industries Ltd È 2.44
Dr Reddy's Laboratories Ltd È 2.27
Godrej Consumer Products Ltd Shs Dematerialised È 2.19
Ambuja Cements Ltd È 2.14
Wipro Ltd È 2.08
Lupin Ltd È 1.97
Ramco Cements Ltd Ë 1.80
Tech Mahindra Ltd È 1.76

Source: Morningstar Direct

 Investment Glossary

Rolling Returns: Rolling returns helps to remove the point­to­point bias in performance, and display the returns in overlapping cycles. It helps to measure consistency in performance of a fund. For example if
we take 3­year rolling returns, with monthly shi�, over a 10­year period, then it will show how the fund has done in various 3­year periods, by shi�ing a month each �me, over a 10­year tenure. So rather
than looking at one discrete period of 3 years, we look at several 3­year rolling periods (in this case, 85 three­year rolling period observa�ons), and how the fund has performed in each of them.

Standard Devia�on: It is a measure of risk, indica�ng the vola�lity of a fund. Standard devia� on is the devia�on (dispersion) of the various data return points, from the mean return over a period of �me. If
the data return points are further from the mean, there is higher devia�on within the data set. The lower the standard devia�on ­­ the be�er.

Beta: Beta, is a measure for systemic risk, and calculates (by doing regression analysis) the expected return on an asset class based on expected return of the market or benchmark index. Beta is more
popularly used as a risk measure for equity asset class. Typically a lower beta is preferred in a falling market or when the market is overvalued (and expected to fall), and a higher beta is preferred in a rising
market.

Sharpe Ra�o: Sharpe Ra�o is a popular risk­adjusted return measure named a�er its founder – William Sharpe. It is the excess return provided by a fund over a risk free instrument (here MIBOR Overnight
rate) and is then divided by the standard devia�on of the fund over the same period. Therefore, i t measures the excess return per unit of risk provided by the fund. A higher than 1 sharpe ra�o means that its
excess returns are higher than its underlying vola�lity, and therefore, higher the sharpe ra�o—the be�er.

Treynor Ra�o: Treynor Ra�o is a popular risk­adjusted return measure named a�er its founder – Jack Treynor. It is the excess return provided by the fund over risk­free rate instrument (here MIBOR Overnight
rate) and is then divided by beta (or systema�c risk) of the fund over the same period. The highe r the Treynor ra�o—the be�er, and typically this risk adjusted return measure is used for equity asset class.

Alpha: Alpha measures the excess return provided by an investment / fund over its benchmark index. To go deeper, Jensen's Alpha measures the excess return provided by a fund over the expected return of
its benchamark index as predicted by the capital asset pricing model (CAPM), given the fund's beta. The higher the alpha ­ the be�er.

Down Capture Ra�o: Downside capture ra�o measures how the fund has done in market down­periods. For example, if we are measuring the downside capture ra�o of a an equity fund versus the
benchmark index, then it defines down­ periods as those months in which the benchmark index has given a nega�ve return. Then the downside capture ra�o measures how much of the index downside has
the fund captured in those down market months cumula�vely. For example, if the downside capture ra�o of a fund is 70, it means that the fund has captured 70% of the downside of the index—thereby
indica�ng that it has fallen less than the benchmark index, and protected downside risk.

Up Capture Ra�o: Up Capture Ra�o measures how the fund has done in market up­periods. It defines up­periods as those months in which the benchmark index has given posi�ve returns. Then the up
capture ra�o measures how much of the index upside has the fund captured in those up­market months cumula�vely. For example, if the upside capture ra�o of a fund is 115, it means that the fund has
captured 115% of the upside of the index—thereby indica�ng that it has outperformed the benchmark index, in up­markets.

Morningstar Style Box: It is a nine­square grid that illustrates the investment style of a fund. Size (Large, Mid, or Small) is displayed along the ver�cal axis and Style (Value, Blend, Growth) is displayed along
the horizontal axis. Large­cap stocks are those that together account for the top 70% of the capitaliza�on of each style zone; mid­cap stocks represent the next 20%; and small­cap stocks represent the
balance. For detailed methodology/defini�on for Morningstar Style Box you can visit this link : h�p://corporate.morningstar.com/US/documents/MethodologyDocuments/FactSheets/
MorningstarStyleBox_FactSheet_.pdf

Morningstar Ra�ng: It is a quan�ta�ve assessment of a fund’s past performance—both return and risk—as measured from one to five stars. It is based on “expected u�lity theory,” which recognizes that
investors are a) more concerned about a possible poor outcome than an unexpectedly good outcome and b) willing to give up some por�on of their expected return in exchange for greater certainty of
return. The ra�ng accounts for all varia�ons in a fund’s monthly performance, with more emphasis on downward varia�ons. It rewards consistent performance and reduces the possibility of strong short­
term performance masking the inherent risk of a fund. For detailed methodology / defini�on of Morningstar Ra�ng you can visit this link h�p://corporate.morningstar.com/US/documents/
MethodologyDocuments/FactSheets/MorningstarRa�ngForFunds_FactSheet.pdf

Morningtar Equity Sectors: For a detailed descrip�on of Morningstar equity sectors please visit the following link h�p://corporate.morningstar.com/US/documents/MethodologyDocuments/FactSheets/
MorningstarSectors_Fact%20Sheet.pdf

P/E Ra�o (Current): Price to Earnings Ra�o (Current) measures the valua�on mul�ple of an investment / fund from a backward or trailing perspec�ve of its earnings. It is the current weighted average price
of various stocks in the fund divided by the 12­month trailing earnings per share (EPS) of various stocks in the fund' por�olio on a weighted average basis. It is essen�ally the price that an investor is willing to
pay for per rupee in earnings of the company, at a stock level.

P/B Ra�o (Current): It is a valua�on metric that is calculated using the weighted average current market price of various stocks in the fund's por�olio divided by the weighted average current book value of
various stocks in the fund's por�olio. Book value is the net asset value of a company/stock, calculated as total assets minus intangible assets (patents, goodwill) and liabili�es.

PEG Ra�o: It is a valua�on metric that is calculated by taking weighted average PE ra�o of a fund and divided by weighted average earnings per share (EPS) growth of the fund. In general, the P/E ra�o is
higher for a company with a higher growth rate. Thus using just the P/E ra�o would make high­growth companies appear overvalued rela�ve to others. It is assumed that by dividing the P/E ra�o by the
earnings growth rate, the resul�ng ra�o is be�er for comparing companies with different growth rates.

Dividend Yield % TTM: Dividend Yield TTM (Trailing Twelve Months) is calculated by taking the weighted average dividend per share of various stocks in the fund's por�olio over the past twelve months,
divided by the weighted average price per share of various stocks in the fund's por�olio. Dividend yield indicates how much annual dividend the company pays, rela�ve to the current price of the share of the
company.

Return on Equity TTM: Return on Equity TTM (Trailing Twelve Months) is calculated by taking the net income or profit a�er tax (PAT) of a company over the past twelve months and dividing it by the
shareholder's equity. This is computed on a weighted average basis at the fund level. Return on Equi ty indicates the company's profitabillity per unit share of the company.

Morningstar India Insurance category return is average return of all ULIP funds in the respective Morningstar Category.

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(3) do not constitute investment advice; (4) are provided solely for informational purposes; (5) are not warranted to be complete, accurate or timely; and (6) may be drawn from fund data published on various dates and procured from various sources. Morningstar, its affiliates, and its officers, directors and employees shall not be liable for any trading decision, damage or
any other loss arising from using the Information. Please verify all of the Information before using it and do not make any investment decision, except upon the advice of a professional financial adviser. Past performance is no guarantee of future results. The value and income derived from investments may go down as well as up.

Bajaj Allianz Life Insurance Co. Ltd. Disclaimer: The information, data, analysis and opinions (“Information”) contained in this document is facilitated and arranged by Morningstar India Pvt. Ltd. (“Morningstar”) and Bajaj Allianz Life Insurance Co. Ltd. (“BALIC”) has subscribed it for general information purposes only and does neither purport to be comprehensive or
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The Logo of Bajaj Allianz Life Insurance Co. Ltd. is provided on the basis of license given by Bajaj Finserv Ltd. to use its “Bajaj” Logo and Allianz SE to use its “Allianz” logo. Past performance is not indicative of future performance.

IN UNIT LINKED INSURANCE POLICIES, THE INVESTMENT RISK IN INVESTMENT PORTFOLIO IS BORNE BY THE POLICYHOLDER. The premium paid in unit linked insurance policies are subject to investment risks associated with capital markets and the NAV of the Units may go up and down based on the performance of fund and factor influencing the capital market and
the insured is responsible for his/her decision.

Regd. Office Address: Bajaj Allianz House, Airport Road, Yerawada, Pune - 411006, IRDAI Reg.No.: 116| CIN : U66010PN2001PLC015959 | Mail us :
[email protected] | Call on : Toll free no. 1800 209 7272 | Fax No: 02066026789 |

Source: Morningstar Direct