| Benchmark | Morningstar Category |
|---|---|
| Type | % Net |
% Short |
% Long |
Bench- mark |
Cat Avg |
|
|---|---|---|---|---|---|---|
| As of 03/31/2013 | ||||||
| Cash | 0.00 | — | 0.00 | 0.01 | 1.03 | |
| US Stock | 6.99 | — | 6.99 | 0.04 | 1.74 | |
| Non US Stock | 91.48 | — | 91.48 | 99.50 | 95.16 | |
| Bond | 0.00 | — | 0.00 | 0.00 | 1.29 | |
| Other | 1.53 | — | 1.53 | 0.45 | 0.78 | |
| Size | % of Portfolio | Benchmark | Category Avg |
|---|---|---|---|
| Giant | 52.39 | 55.47 | 59.60 |
| Large | 38.79 | 33.87 | 28.75 |
| Medium | 8.19 | 10.49 | 11.32 |
| Small | 0.56 | 0.17 | 0.31 |
| Micro | 0.07 | 0.00 | 0.02 |
| 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* | 12.99 | 13.08 | 13.61 |
| Price/Book* | 1.36 | 1.49 | 1.63 |
| Price/Sales* | 0.62 | 0.94 | 1.02 |
| Price/Cash Flow* | 6.55 | 4.86 | 5.22 |
| Dividend Yield %* | 2.46 | 2.92 | 2.66 |
| Long-Term Earnings % | 10.31 | 10.11 | 10.72 |
| Historical Earnings % | -7.62 | -9.30 | -5.53 |
| Sales Growth % | 2.93 | -34.99 | -24.43 |
| Cash-Flow Growth % | 13.99 | -31.35 | -46.96 |
| Book-Value Growth % | -0.54 | -22.43 | -15.88 |
| Year | Style | % Equity | |
|---|---|---|---|
| *As of 03/31/2013 Style Box Detail calculations do not include the fund's short positions (if any). |
|||
| 2013* | 98.47 | ||
| 2012 | 98.51 | ||
| 2011 | 98.62 | ||
| 2010 | 97.34 | ||
| 2009 | 98.15 | ||
| % Stocks | Benchmark | Category Avg | Fund Weight | Benchmark Weight | Category Avg Weight | |||
|---|---|---|---|---|---|---|---|---|
| Cyclical | ||||||||
|
|
||||||||
| Basic Materials | 7.17 | 9.88 | 9.00 | |||||
| Consumer Cyclical | 6.90 | 9.50 | 11.99 | |||||
| Financial Services | 23.40 | 23.31 | 20.79 | |||||
| Real Estate | 1.32 | 3.31 | 2.69 | |||||
| Sensitive | ||||||||
|
|
||||||||
| Communication Services | 12.98 | 5.89 | 5.09 | |||||
| Energy | 5.35 | 8.97 | 7.59 | |||||
| Industrials | 8.18 | 10.15 | 10.72 | |||||
| Technology | 15.06 | 6.89 | 7.42 | |||||
| Defensive | ||||||||
|
|
||||||||
| Consumer Defensive | 2.59 | 10.81 | 12.26 | |||||
| Healthcare | 17.04 | 7.78 | 10.00 | |||||
| Utilities | 0.00 | 3.51 | 2.45 | |||||
| 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 | 11.39 | 11.85 | 7.12 |
| North America | 7.09 | 7.25 | 4.94 |
| Latin America | 4.29 | 4.60 | 2.18 |
| Greater Europe | 73.27 | 48.84 | 60.99 |
| United Kingdom | 18.12 | 15.13 | 19.81 |
| Europe Developed | 45.88 | 29.48 | 39.22 |
| Europe Emerging | 2.78 | 2.22 | 0.96 |
| Africa/Middle East | 6.49 | 2.01 | 1.00 |
| Greater Asia | 15.35 | 39.32 | 31.89 |
| Japan | 11.87 | 15.60 | 16.29 |
| Australasia | 0.00 | 6.59 | 5.18 |
| Asia Developed | 1.46 | 8.85 | 6.27 |
| Asia Emerging | 2.02 | 8.28 | 4.16 |
| Market Classification | |||
| % Developed Markets | 84.69 | 83.24 | 92.10 |
| % Emerging Markets | 15.31 | 16.76 | 7.90 |