For Fahd Al-Hazmi, performance is not defined by isolated wins — it is built through disciplined research, cycle-aware positioning, and data-driven conviction.
Across the Middle East, the United States, and global equity markets, Fahd has guided institutional portfolios to achieve consistent, resilient returns with controlled drawdowns. His approach demonstrates that structure, discipline, and clarity can coexist with agility and innovation.
Performance Highlights
Period | Institution | Strategy | Key Result |
2001–2005 | Saudi National Bank | Energy–Financials–Telecom Equity Research & Sector Allocation | Average +14.7% annualized portfolio return over 4 years; below-benchmark volatility |
2008–2011 | Dubai Financial Market Research Center | GCC Blue-Chip Strategy & Crisis-Cycle Allocation | Portfolio grew from $340M → $980M, total +188% cumulative gain during oil-price turbulence |
2016 | Global Investment Bank (New York) | U.S. Energy-Cycle Rebound Model | +48% annual portfolio performance driven by valuation-cycle recovery |
2018 | Global Investment Bank (New York) | AI-Thematic Growth Portfolio | +72% annual return, outperforming Nasdaq by a large margin |
2020 | Global Investment Bank (New York) | U.S. Recovery Portfolio (Post-COVID Cycle) | +26% quarterly gain during reopening phase |
2022–2023 | Billsas Securities Ltd | GCC–U.S. Cross-Market Allocation Models | Designed structural frameworks now used by institutional clients across Riyadh & Dubai |
2024–Present | Billsas Securities Ltd | Global Equity-Strategy Architecture | Oversees cycle-driven equity insights across portfolios exceeding $6B in cumulative exposure |
15.2%
Average Annualized Return
(Equity portfolios across U.S. & GCC markets)
$6B+
Assets Under Strategic Research Influence
(Combined exposure across institutions he advised or managed portfolios for)
<5%
Average Max Drawdown
(Across multi-year cycle-driven equity frameworks)
Markets Covered
- United States
- GCC (Saudi, UAE, Qatar)
- Emerging Markets
Asset Classes
- Equities (Primary Focus)
- Sector Allocation Models
- Cross-Market Capital Flow Structures
- U.S.–GCC Equity Integration Strategies
Case Study 1: GCC Blue-Chip Stability Through Crisis (2008–2011)
- Context: Oil price collapse and global financial crisis threatened regional equity stability.
- Action: Shifted weight to defensive GCC blue chips; rebalanced sector allocations using cycle-based valuation indicators.
- Result: Portfolio rose from $340M → $980M (+188% cumulative gain); became one of the region’s top-performing crisis-era equity strategies.
Case Study 2: U.S. Energy-Cycle Rebound (2016)
- Context: Prolonged downturn in U.S. energy valuations following multi-year price compression.
- Action: Built long-only cycle-reversion model; added factor-based timing overlay.
- Result: Delivered +48% annual performance within institutional U.S. large-cap portfolios.
Case Study 3: AI-Thematic Growth Portfolio (2018)
- Context: Rapid expansion of machine-learning, cloud computing, and data-infrastructure sectors.
- Action: Constructed a multi-factor AI thematic basket; implemented momentum-adjusted valuation filters.
- Result: Achieved +72% annual return, recognized internally as a benchmark-beating thematic strategy.
Case Study 4: Post-Pandemic U.S. Recovery Allocation (2020)
- Context: Market dislocation and liquidity surges created asymmetric opportunities.
- Action: Combined cyclicals, financials, and reopening sectors; embedded volatility-adjusted hedges.
- Result: +26% quarterly gain, outperforming U.S. equity indices during the reopening cycle.
Case Study 5: GCC–U.S. Cross-Market Equity Architecture (2024–2025)
- Context: Rising institutional demand for dual-market exposure across Riyadh, Dubai, and New York.
- Action: Integrated U.S. long-duration valuation models with GCC liquidity-flow mapping; developed Billsas’ cycle-driven equity framework.
- Result: Institutional portfolios reported higher stability with <5% drawdown and improved consistency across cycles.
Awards & Recognition
These recognitions reflect both Fahd’s analytical excellence and his contributions to advancing equity-market strategy, cycle research, and GCC–U.S. cross-market integration.
Excellence in Equity Research Award (Middle East Region)
Awarded by leading GCC institutional network for outstanding cycle-based research.
Featured in Global Market Outlook Reports
Quoted by regional financial publications for insights on U.S.–GCC equity integration.
Keynote Speaker — Institutional Investment Forum
Invited to speak on valuation cycles, capital-flow dynamics, and long-term equity structures.
Contributor — Middle East Sovereign Investment Review
Recognized for contributions to macro–equity research and cross-market strategy.