"Al Khamsa" is an Arabic term that is applied to specific Bedouin bloodlines of the Arabian horse. It roughly translates to "the five."
The legend of Al Khamsa refers to the five favorite horses of the prophet Muhammad. According to this folklore, Mohammed denied his mares water for three days as a test of endurance and stamina. He then released the mares to run to an oasis and quench their thirst. As a test of loyalty, the mares were called back by the sound of the battle horn before reaching the water. Of the hundreds of mares charging forward, only five stopped and returned to Mohammed. These became known as "the five". Each of these brave and loyal mares was given a strain name -- Kehilan, Seglawi, Abeyan, Hamdani and Hadban -- and was carefully bred, creating the foundation of the Arabian Horse's Bedouin bloodlines. Arabian horses that can trace all of their bloodlines to these Bedouin strains are collectively known as "Al Khamsa Arabians".
Another version says the legend of Al Khamsa refers to the five horses of the Syrian historian "Mohamed El Kalabi" book entitled "Origins of Horses."  According to this folklore, in year 3000 BC the famous "Maareb" dam located in Yemen was damaged and all Arabian horses ran away and disappeared in the Arabian desert. few years later a discovery group from Yemen was sent to find horses in the Arabian desert "Najd". The search group was formed of 5 men and they spent one month in the Arabian desert looking for the horses. finally they saw 5 of them coming to small well to drink water. When the horses saw the men they ran away. So the search group made a plan to capture the horses. The plan was to make a small piece of wall around the well. The wall gradually started to surround the well until there was only one block left to close the well. When horses went in to drink water, the search group closed the hole and captured them. On their way back to Yemen, the search group ran out of food and they started starving so they decided to slaughter one horse and eat it. To decide which horse to kill they suggested to make a race and the loser will be used for food for the search team. They made the race and one horse lost, but the owner of this horse did not accept the result of the race and asked to re do the race. So they made the race again, but this time another horse lost. Again the owner did not like to the result and asked to re do the race. They made the race for the 3rd time and a different horse lost... so they kept making the races until they found a deer and hunted it and they were saved as well as the 5 horses. The 5 horses were named as follows: 1. Kehailan: In Arabic language it means the eye with black circle around it. This type of horses has black circle around their eyes. 2. Seqlawi: In Arabic language it means refining. These type of horses refines the ground with their hooves. 3. Maanagi: In Arabic language it means long neck. This horse had a long neck. 4. Abbeyan: The name is derived from "Abaa" meaning a mantle. While racing, the owner of the horse had a mantle around him and it fall off, these type of horses left their tails up while running, so the "Abaa" mantle got stuck with the horse's tail until the end of the race, and the search group decided to call it "Abeeyan" or "Obbeyan" meaning the horse who left his tail up while running strong enough to hold a mantle all the way with such high speed. 5. Showaimah: In Arabic language it means birthmark. This horse type had a long white birthmark on his head starts between the eyes all the way to the nose. So this type was called "Showaimah".
Later on new horse types were introduced but in origin they all go back to the above 5 types. The new Arabic horse types are: - "Hamdani" because who kept this type was during the "Hamdani" ruling of Aleppo, although they were "Kehailan". - "Hedban" meaning black, also generated from Kehailan with very dark black. Actually the Arabs had four colours for their horses: Hedban (Black), Blue (Gray), Brown and Red.