KCM Macro Trends Fund Class R-1

 KCMTX
Benchmark Morningstar Category
Multialternative

Asset Allocation

 

KCMTX


Asset Distribution
 
  Type %
Net
%
Short
%
Long
Bench-
mark
Cat
Avg
As of 01/31/2018
Cash 2.50 0.00 2.50 -0.00 22.84
US Stock 90.06 0.00 90.06 37.54 21.82
Non US Stock 7.44 0.00 7.44 21.59 8.69
Bond 0.00 0.00 0.00 40.81 12.43
Other 0.00 0.00 0.00 0.06 34.22
 

Style Details

 

KCMTX

Avg Market Cap USD
19,510 Mil
 
Benchmark Market Cap USD
32,280 Mil
 
Category Avg Market Cap USD
24,968 Mil
Market Capitalization
Size % of Portfolio Benchmark Category Avg
Giant 18.09 37.69 33.82
Large 27.80 33.20 25.60
Medium 43.03 23.45 29.06
Small 4.45 5.61 10.50
Micro 6.63 0.05 1.01
Value & Growth Measures
Stock Portfolio Benchmark Category Avg
As of 01/31/2018
*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* 15.68 18.58 17.94
Price/Book* 2.42 2.26 2.23
Price/Sales* 1.19 1.67 1.63
Price/Cash Flow* 8.70 8.05 7.02
Dividend Yield %* 1.95 2.28 1.98
Long-Term Earnings % 10.40 10.26 10.11
Historical Earnings % 2.00 -18.06 0.34
Sales Growth % 2.19 -17.93 -5.27
Cash-Flow Growth % -1.71 0.56 0.16
Book-Value Growth % 5.26 -6.62 -3.83
 
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 01/31/2018
Style Box Detail calculations do not include the fund's short positions (if any).
2018* 97.50
2017 97.79
2016 99.94
2015 103.18
2014 86.25
Fixed-Income Style
 
Fixed-Income Style History
Year Style % Bonds
As of 07/31/2016
2018
2017
2016
2015
2014
 
Bond Statistics
Detail Value
As of 07/31/2016, *As of 01/31/2018
Average Effective Duration
Average Effective Maturity (Years)*
Average Credit Quality Not Rated
Average Weighted Coupon*
Average Weighted Price*
Credit Quality
Type % Bonds Benchmark Category Avg Bond Weight Benchmark Weight Category Avg Weight
AAA 68.68 100.00
AA 2.53 0.00
A 9.94 0.00
BBB 13.32 0.00
BB 3.47 0.00
B 1.68 0.00
Below B 0.37 0.00
Not Rated 0.00 0.00
As of 07/31/2016
Credit Quality is calculated only using the long position holdings of the portfolio.

Sector Weightings

 

KCMTX

% Stocks Benchmark Category Avg   Fund Weight Benchmark Weight Category Avg Weight
Cyclical
Basic Materials 5.63 5.70 5.62
Consumer Cyclical 19.11 11.43 14.31
Financial Services 20.06 18.46 18.58
Real Estate 1.00 6.02 5.76
Sensitive
Communication Services 0.29 3.28 2.43
Energy 2.21 5.83 5.32
Industrials 12.15 11.82 10.62
Technology 14.23 15.69 16.28
Defensive
Consumer Defensive 5.93 7.96 5.23
Healthcare 17.61 10.58 12.62
Utilities 1.78 3.23 3.21
As of 01/31/2018
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 0.00 17.03 2.38
       
Corporate 0.00 8.91 9.37
       
Securitized 0.00 14.90 3.31
       
Municipal 0.00 0.00 0.08
       
Cash & Equivalents 2.50 -0.00 37.58
       
Other 0.00 0.00 -14.88
As of 01/31/2018
Sector data is calculated only using the rescaled long position holdings of the portfolio.
Coupon Range
Type % Bonds Benchmark Category Avg   Fund Weight Benchmark Weight Category Avg Weight
0% 2.49 6.20
0% to 4% 0.00 77.26 62.67
4% to 6% 0.00 14.49 15.01
6% to 8% 0.00 4.59 9.77
8% to 10% 0.00 0.96 6.03
10% to 12% 0.00 0.15 0.29
More than 12% 0.00 0.05 0.02
As of 01/31/2018
Sector data is calculated only using the long position holdings of the portfolio.

Bond Maturity Breakdown

 

KCMTX

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
1 to 3 Years 50.75
3 to 5 Years 7.96
5 to 7 Years 7.88
7 to 10 Years 7.89
10 to 15 Years 4.62
15 to 20 Years 3.86
20 to 30 Years 7.71
Over 30 Years 2.77
As of 01/31/2018
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World Regions

 

KCMTX

% Stocks Benchmark Category Avg
As of 01/31/2018
Region breakdown data is calculated by using the long position holdings of the portfolio equity part only.
Americas 94.54 67.03 73.98
North America 92.36 65.45 73.41
Latin America 2.17 1.58 0.57
Greater Europe 2.31 15.66 15.22
United Kingdom 0.00 3.82 4.28
Europe Developed 2.04 10.03 10.27
Europe Emerging 0.00 0.74 0.38
Africa/Middle East 0.27 1.07 0.30
Greater Asia 3.16 17.31 10.80
Japan 0.00 6.06 5.05
Australasia 0.00 1.47 0.33
Asia Developed 0.95 4.48 1.99
Asia Emerging 2.21 5.30 3.43
Market Classification
% Developed Markets 95.62 91.59 95.36
% Emerging Markets 4.38 8.41 4.64
 
Greater Asia Americas Greater Europe

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