| Benchmark | Morningstar Category |
|---|---|
| Type | % Net |
% Short |
% Long |
Bench- mark |
Cat Avg |
|
|---|---|---|---|---|---|---|
| As of 03/31/2013 | ||||||
| Cash | 4.93 | — | 4.93 | 0.01 | 2.47 | |
| US Stock | 0.00 | — | 0.00 | 0.00 | 1.97 | |
| Non US Stock | 94.02 | — | 94.02 | 99.89 | 95.35 | |
| Bond | 0.00 | — | 0.00 | 0.00 | 0.15 | |
| Other | 1.05 | — | 1.05 | 0.10 | 0.06 | |
| Size | % of Portfolio | Benchmark | Category Avg |
|---|---|---|---|
| Giant | 54.17 | 59.92 | 55.26 |
| Large | 37.79 | 30.61 | 31.20 |
| Medium | 7.59 | 9.45 | 12.64 |
| Small | 0.45 | 0.02 | 0.88 |
| Micro | 0.00 | 0.00 | 0.03 |
| Stock Portfolio | Benchmark | Category Avg | |
|---|---|---|---|
| As of 03/31/2013 *Forward-looking based on historical data Style and Market Cap Breakdown and Value and Growth Measures are calculated only using the long position holdings of the portfolio. |
|||
| Price/Prospective Earnings* | 12.35 | 11.80 | 12.20 |
| Price/Book* | 1.59 | 1.08 | 1.28 |
| Price/Sales* | 0.77 | 0.68 | 0.75 |
| Price/Cash Flow* | 4.51 | 3.69 | 5.09 |
| Dividend Yield %* | 2.92 | 3.79 | 3.25 |
| Long-Term Earnings % | 9.31 | 7.86 | 6.51 |
| Historical Earnings % | -18.36 | -19.33 | -31.33 |
| Sales Growth % | -36.14 | -5.37 | -4.29 |
| Cash-Flow Growth % | -83.52 | -7.35 | -30.67 |
| Book-Value Growth % | -6.03 | -1.41 | -1.36 |
| Year | Style | % Equity | |
|---|---|---|---|
| *As of 03/31/2013 Style Box Detail calculations do not include the fund's short positions (if any). |
|||
| 2013* | 94.02 | ||
| 2012 | 95.86 | ||
| 2011 | 98.80 | ||
| 2010 | 95.44 | ||
| 2009 | 98.63 | ||
| % Stocks | Benchmark | Category Avg | Fund Weight | Benchmark Weight | Category Avg Weight | |||
|---|---|---|---|---|---|---|---|---|
| Cyclical | ||||||||
|
|
||||||||
| Basic Materials | 8.99 | 6.05 | 7.40 | |||||
| Consumer Cyclical | 12.96 | 6.87 | 10.53 | |||||
| Financial Services | 18.72 | 32.81 | 22.14 | |||||
| Real Estate | 0.00 | 4.63 | 2.34 | |||||
| Sensitive | ||||||||
|
|
||||||||
| Communication Services | 5.66 | 8.26 | 7.92 | |||||
| Energy | 11.36 | 11.02 | 10.69 | |||||
| Industrials | 20.26 | 10.19 | 10.25 | |||||
| Technology | 3.82 | 3.38 | 5.95 | |||||
| Defensive | ||||||||
|
|
||||||||
| Consumer Defensive | 7.26 | 2.23 | 9.54 | |||||
| Healthcare | 9.92 | 8.27 | 9.93 | |||||
| Utilities | 1.05 | 6.28 | 3.31 | |||||
| As of 03/31/2013 Sector data is calculated only using the long position holdings of the portfolio. |
||||||||
| % Stocks | Benchmark | Category Avg | |
|---|---|---|---|
| As of 03/31/2013 Region breakdown data is calculated by using the long position holdings of the portfolio equity part only. |
|||
| Americas | 0.00 | 0.00 | 6.02 |
| North America | 0.00 | 0.00 | 4.70 |
| Latin America | 0.00 | 0.00 | 1.32 |
| Greater Europe | 77.28 | 63.25 | 64.48 |
| United Kingdom | 25.98 | 21.49 | 22.21 |
| Europe Developed | 51.30 | 41.22 | 40.76 |
| Europe Emerging | 0.00 | 0.00 | 0.73 |
| Africa/Middle East | 0.00 | 0.55 | 0.77 |
| Greater Asia | 22.72 | 36.75 | 29.50 |
| Japan | 14.73 | 21.96 | 16.72 |
| Australasia | 0.00 | 9.87 | 4.77 |
| Asia Developed | 5.73 | 4.67 | 6.01 |
| Asia Emerging | 2.25 | 0.24 | 2.00 |
| Market Classification | |||
| % Developed Markets | 97.75 | 99.76 | 95.64 |
| % Emerging Markets | 2.25 | 0.24 | 4.36 |