| Benchmark | Morningstar Category |
|---|---|
Asset Distribution
| Type | % Net |
% Short |
% Long |
Bench- mark |
Cat Avg |
|
|---|---|---|---|---|---|---|
| As of 03/31/2013 | ||||||
| Cash | 13.31 | 11.20 | 24.51 | 0.00 | 2.40 | |
| US Stock | 36.42 | 0.00 | 36.42 | 52.49 | 46.52 | |
| Non US Stock | 45.03 | 0.00 | 45.03 | 47.48 | 50.29 | |
| Bond | 1.49 | 0.00 | 1.49 | 0.00 | 0.36 | |
| Other | 3.75 | 0.00 | 3.75 | 0.02 | 0.43 | |
Avg Market Cap USD
21,867 mil
21,867 mil
Benchmark Market Cap USD
43,080 mil
43,080 mil
Category Avg Market Cap USD
33,812 mil
33,812 mil
| Size | % of Portfolio | Benchmark | Category Avg |
|---|---|---|---|
| Giant | 44.59 | 52.62 | 51.12 |
| Large | 33.89 | 34.11 | 28.01 |
| Medium | 16.44 | 13.20 | 16.77 |
| Small | 4.82 | 0.07 | 3.73 |
| Micro | 0.26 | 0.00 | 0.37 |
| 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* | 10.94 | 14.30 | 14.25 |
| Price/Book* | 0.72 | 1.77 | 1.78 |
| Price/Sales* | 0.59 | 1.13 | 1.20 |
| Price/Cash Flow* | 2.27 | 6.08 | 6.61 |
| Dividend Yield %* | 4.23 | 2.59 | 2.36 |
| Long-Term Earnings % | 14.58 | 9.61 | 10.40 |
| Historical Earnings % | -16.33 | -5.41 | 1.24 |
| Sales Growth % | -18.22 | -13.40 | 0.10 |
| Cash-Flow Growth % | -13.67 | -18.08 | -7.40 |
| Book-Value Growth % | -12.80 | 2.74 | -24.80 |
Ownership Zone
Weighted Average of holdings
75% of fund's stock holdings
75% of fund's stock holdings
Holdings Style
Portfolio Weight%
> 50%
25–50%
10–25%
0–10%
| Year | Style | % Equity | |
|---|---|---|---|
| *As of 03/31/2013 Style Box Detail calculations do not include the fund's short positions (if any). |
|||
| 2013* | 81.45 | ||
| 2012 | 84.93 | ||
| 2011 | 88.99 | ||
| 2010 | 88.49 | ||
| 2009 | 92.54 | ||
| % Stocks | Benchmark | Category Avg | Fund Weight | Benchmark Weight | Category Avg Weight | |||
|---|---|---|---|---|---|---|---|---|
| Cyclical | ||||||||
|
|
||||||||
| Basic Materials | 3.14 | 6.15 | 5.35 | |||||
| Consumer Cyclical | 22.26 | 10.99 | 12.08 | |||||
| Financial Services | 38.86 | 17.90 | 16.15 | |||||
| Real Estate | 1.41 | 3.14 | 2.77 | |||||
| Sensitive | ||||||||
|
|
||||||||
| Communication Services | 0.00 | 4.84 | 4.48 | |||||
| Energy | 7.44 | 9.74 | 8.28 | |||||
| Industrials | 20.86 | 10.38 | 10.38 | |||||
| Technology | 6.03 | 11.33 | 13.90 | |||||
| Defensive | ||||||||
|
|
||||||||
| Consumer Defensive | 0.00 | 10.91 | 12.64 | |||||
| Healthcare | 0.00 | 11.12 | 10.84 | |||||
| Utilities | 0.00 | 3.49 | 3.14 | |||||
| As of 03/31/2013 Sector data is calculated only using the long position holdings of the portfolio. |
||||||||
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World Regions
ICDBX
| % 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 | 47.87 | 56.87 | 52.29 |
| North America | 47.62 | 56.86 | 50.52 |
| Latin America | 0.25 | 0.01 | 1.77 |
| Greater Europe | 27.99 | 27.72 | 33.66 |
| United Kingdom | 2.81 | 9.22 | 10.46 |
| Europe Developed | 25.18 | 18.28 | 21.96 |
| Europe Emerging | 0.00 | 0.00 | 0.52 |
| Africa/Middle East | 0.00 | 0.21 | 0.71 |
| Greater Asia | 24.14 | 15.41 | 14.05 |
| Japan | 15.12 | 9.36 | 6.02 |
| Australasia | 0.00 | 3.95 | 1.64 |
| Asia Developed | 9.02 | 2.03 | 3.53 |
| Asia Emerging | 0.00 | 0.06 | 2.87 |
| Market Classification | |||
| % Developed Markets | 99.75 | 99.93 | 94.43 |
| % Emerging Markets | 0.25 | 0.07 | 5.57 |
Greater Asia
Americas
Greater Europe
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