Benchmark Morningstar Category
Multialternative

Asset Allocation

 

JAAAX


Asset Distribution
 
  Type %
Net
%
Short
%
Long
Bench-
mark
Cat
Avg
As of 02/28/2014
Cash 28.50 6.23 34.73 3.50 45.19
US Stock 24.61 8.37 32.98 38.58 16.42
Non US Stock 12.64 2.00 14.64 18.40 9.22
Bond 24.56 26.23 50.79 36.25 14.85
Other 9.69 1.43 11.12 3.27 14.33
 

Style Details

 

JAAAX

Avg Market Cap USD
11,642 Mil
 
Benchmark Market Cap USD
24,343 Mil
 
Category Avg Market Cap USD
24,324 Mil
Market Capitalization
Size % of Portfolio Benchmark Category Avg
Giant 19.07 37.44 36.19
Large 29.75 27.00 28.17
Medium 32.38 26.17 27.09
Small 13.52 9.15 6.78
Micro 5.28 0.25 1.77
Value & Growth Measures
Stock Portfolio Benchmark Category Avg
As of 02/28/2014
*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* 19.21
Price/Book* 2.22
Price/Sales* 1.77
Price/Cash Flow* 7.06
Dividend Yield %* 1.35
Long-Term Earnings % 10.23
Historical Earnings % -1.37
Sales Growth % -9.20
Cash-Flow Growth % -0.89
Book-Value Growth % -35.78
 
Ownership Zone
Weighted Average of holdings

75% of fund's stock holdings
 
Holdings Style
Portfolio Weight%
> 50% 25–50% 10–25% 0–10%
Investment Style History
Year Style % Equity
*As of 02/28/2014
Style Box Detail calculations do not include the fund's short positions (if any).
2014* 37.25
2013 31.71
2012 30.53
2011 15.74
2010 29.75
Fixed-Income Style
 
Fixed-Income Style History
Year Style % Bonds
As of 06/30/2013
2014 24.56
2013 26.24
2012 39.64
2011 33.70
2010 33.35
 
Bond Statistics
Detail Value
As of 06/30/2013, *As of 02/28/2014
Average Effective Duration (Years)*
Average Effective Maturity (Years)*
Average Credit Quality Not Rated
Average Weighted Coupon* 3.94
Average Weighted Price* 58.95
Credit Quality
Type % Bonds Benchmark Category Avg Bond Weight Benchmark Weight Category Avg Weight
AAA 13.37 35.03 50.50
AA 5.60 32.15 4.86
A 11.76 19.19 16.06
BBB 22.33 13.48 5.32
BB 16.82 0.13 0.54
B 22.51 0.03 17.72
Below B 5.58 0.00 1.08
Not Rated 2.03 0.00 3.93
As of 06/30/2013
Credit Quality is calculated only using the long position holdings of the portfolio.

Sector Weightings

 

JAAAX

% Stocks Benchmark Category Avg   Fund Weight Benchmark Weight Category Avg Weight
Cyclical
Basic Materials 5.32 5.95 6.09
Consumer Cyclical 9.52 11.35 12.95
Financial Services 12.18 17.73 13.17
Real Estate 9.16 3.83 5.07
Sensitive
Communication Services 1.70 3.93 4.10
Energy 8.03 8.97 10.19
Industrials 10.38 12.38 12.02
Technology 16.37 13.09 14.50
Defensive
Consumer Defensive 4.97 8.48 8.67
Healthcare 21.80 10.12 10.57
Utilities 0.59 4.19 2.67
As of 02/28/2014
Sector data is calculated only using the long position holdings of the portfolio.
Fixed-Income Sectors
Type % Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
Government 29.76 68.21 18.15
       
Corporate 21.57 22.85 11.29
       
Securitized 4.54 0.18 2.30
       
Municipal 0.01 0.00 0.02
       
Cash & Equivalents 40.14 8.76 25.54
       
Other 3.98 0.00 42.69
As of 02/28/2014
Sector data is calculated only using the long position holdings of the portfolio.
Coupon Range
Type % Bonds Benchmark Category Avg   Fund Weight Benchmark Weight Category Avg Weight
0% PIK 3.31 0.07 33.37
0% to 4% 50.21 74.17 46.26
4% to 6% 23.29 18.01 9.11
6% to 8% 15.18 6.09 7.35
8% to 10% 6.58 1.59 3.52
10% to 12% 0.99 0.08 0.32
More than 12% 0.45 0.00 0.07
As of 02/28/2014
Sector data is calculated only using the long position holdings of the portfolio.

Top 10 Country Breakdown

 

JAAAX

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
United States 59.13 75.31 72.50
Mexico 3.43 0.32 3.68
Canada 2.17 1.36 1.83
United Kingdom 2.00 3.32 2.59
Brazil 2.00 0.23 0.67
Venezuela 1.91 0.00 0.44
Indonesia 1.73 0.02 0.27
Turkey 1.67 0.08 0.29
Luxembourg 1.51 0.26 1.58
South Africa 1.41 0.01 0.14
As of 02/28/2014
Country breakdown data is calculated only using the long position holdings of the portfolio.

Bond Maturity Breakdown

 

JAAAX

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
1 to 3 Years 17.23 29.12 18.11
3 to 5 Years 18.49 25.93 50.21
5 to 7 Years 12.51 18.12 9.07
7 to 10 Years 17.12 11.72 5.80
10 to 15 Years 13.98 3.70 3.48
15 to 20 Years 3.27 2.63 3.33
20 to 30 Years 9.81 8.20 8.81
Over 30 Years 7.60 0.57 1.18
As of 02/28/2014
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World Regions

 

JAAAX

% Stocks Benchmark Category Avg
As of 02/28/2014
Region breakdown data is calculated by using the long position holdings of the portfolio equity part only.
Americas 74.22 71.15 70.60
North America 73.31 69.88 70.06
Latin America 0.91 1.27 0.54
Greater Europe 14.66 16.52 18.53
United Kingdom 4.38 4.74 5.15
Europe Developed 9.20 10.26 12.78
Europe Emerging 0.17 0.73 0.22
Africa/Middle East 0.90 0.79 0.37
Greater Asia 11.13 12.32 10.88
Japan 5.59 4.26 7.05
Australasia 1.25 1.66 0.56
Asia Developed 2.02 3.34 1.24
Asia Emerging 2.26 3.05 2.03
Market Classification
% Developed Markets 96.36 94.33 97.08
% Emerging Markets 3.64 5.67 2.92
 
Greater Asia Americas Greater Europe

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