Benchmark Morningstar Category
World Allocation

Asset Allocation

 

MALOX


Asset Distribution
 
  Type %
Net
%
Short
%
Long
Bench-
mark
Cat
Avg
As of 04/30/2014
Cash 14.26 0.35 14.61 4.08 11.62
US Stock 30.89 0.27 31.16 28.26 29.16
Non US Stock 32.00 0.05 32.05 30.90 33.05
Bond 14.47 0.00 14.47 36.29 22.65
Other 8.38 0.30 8.68 0.48 3.52
 

Style Details

 

MALOX

Avg Market Cap USD
37,282 Mil
 
Benchmark Market Cap USD
22,836 Mil
 
Category Avg Market Cap USD
35,865 Mil
Market Capitalization
Size % of Portfolio Benchmark Category Avg
Giant 51.39 39.30 49.74
Large 32.29 26.28 28.15
Medium 14.14 27.78 17.03
Small 2.12 6.47 4.46
Micro 0.06 0.17 0.63
Value & Growth Measures
Stock Portfolio Benchmark Category Avg
As of 04/30/2014
*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* 15.05 15.88 15.81
Price/Book* 1.60 1.79 1.80
Price/Sales* 1.15 1.18 1.16
Price/Cash Flow* 5.25 6.70 6.51
Dividend Yield %* 2.15 2.36 2.32
Long-Term Earnings % 11.77 10.94 11.57
Historical Earnings % -0.12 -36.23 -23.97
Sales Growth % -8.91 -28.82 -10.60
Cash-Flow Growth % -17.00 -2.15 -4.07
Book-Value Growth % 2.26 -16.13 -33.43
 
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 04/30/2014
Style Box Detail calculations do not include the fund's short positions (if any).
2014* 62.89
2013 61.05
2012 55.55
2011 61.79
2010 61.16
Fixed-Income Style
 
Fixed-Income Style History
Year Style % Bonds
As of 09/30/2011
2014 14.47
2013 13.06
2012 17.10
2011 18.88
2010 22.24
 
Bond Statistics
Detail Value
As of 09/30/2011, *As of 04/30/2014
Average Effective Duration (Years)*
Average Effective Maturity (Years)*
Average Credit Quality Not Rated
Average Weighted Coupon* 4.69
Average Weighted Price*
Credit Quality
Type % Bonds Benchmark Category Avg Bond Weight Benchmark Weight Category Avg Weight
AAA 26.90 25.30
AA 25.14 19.25
A 22.12 9.90
BBB 22.36 17.98
BB 1.74 6.94
B 1.41 9.07
Below B 0.32 3.76
Not Rated 0.00 7.81
As of 09/30/2011
Credit Quality is calculated only using the long position holdings of the portfolio.

Sector Weightings

 

MALOX

% Stocks Benchmark Category Avg   Fund Weight Benchmark Weight Category Avg Weight
Cyclical
Basic Materials 10.59 6.87 5.68
Consumer Cyclical 8.93 12.01 12.05
Financial Services 16.38 17.67 15.17
Real Estate 2.61 4.17 4.81
Sensitive
Communication Services 4.61 4.01 4.26
Energy 9.51 9.06 11.77
Industrials 14.01 12.35 10.75
Technology 10.69 11.84 13.64
Defensive
Consumer Defensive 6.42 8.67 8.07
Healthcare 13.21 9.61 10.50
Utilities 3.05 3.74 3.30
As of 04/30/2014
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 20.44 66.35 28.27
Government 20.33 64.66 18.72
Government-Related 0.11 1.69 9.56
       
Corporate 28.75 23.30 16.01
       
Securitized 0.12 0.15 5.76
Agency Mortgage-Backed 0.00 0.04 0.99
Non-Agency Residential MBS 0.00 0.01 1.69
Commercial MBS 0.12 0.00 1.10
Asset-Backed 0.00 0.00 1.99
Covered Bond 0.00 0.09 0.00
       
Municipal 0.00 0.11 0.13
       
Cash & Equivalents 47.08 10.09 42.19
       
Other 3.61 0.00 7.64
As of 04/30/2014
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% PIK 0.00 0.10 12.94
0% to 4% 52.34 62.10 43.02
4% to 6% 20.88 25.61 20.21
6% to 8% 7.43 8.91 12.70
8% to 10% 16.62 2.74 9.85
10% to 12% 0.90 0.40 0.94
More than 12% 1.82 0.15 0.37
As of 04/30/2014
Sector data is calculated only using the long position holdings of the portfolio.

Top 10 Country Breakdown

 

MALOX

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
United States 37.67 41.60 61.38
Brazil 13.89 1.19 1.49
United Kingdom 11.31 5.79 3.47
Germany 7.48 3.47 2.52
Australia 6.30 1.15 0.80
Netherlands 3.24 2.22 1.84
Singapore 2.96 0.25 0.78
Canada 2.77 1.67 1.74
United Arab Emirates 2.37 0.27 0.05
Luxembourg 1.72 0.78 1.14
As of 04/30/2014
Country breakdown data is calculated only using the long position holdings of the portfolio.

Bond Maturity Breakdown

 

MALOX

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
1 to 3 Years 18.00 16.47 20.19
3 to 5 Years 33.47 24.10 14.31
5 to 7 Years 15.14 22.88 17.94
7 to 10 Years 27.93 14.79 22.80
10 to 15 Years 0.91 5.17 7.49
15 to 20 Years 0.00 4.33 2.78
20 to 30 Years 1.08 10.74 9.14
Over 30 Years 3.48 1.52 5.35
As of 04/30/2014
Take a 14-day free trial. See Country Level Detail.

World Regions

 

MALOX

% Stocks Benchmark Category Avg
As of 04/30/2014
Region breakdown data is calculated by using the long position holdings of the portfolio equity part only.
Americas 54.31 53.55 52.99
North America 52.79 51.81 51.84
Latin America 1.52 1.75 1.15
Greater Europe 25.72 26.94 30.31
United Kingdom 6.90 8.12 8.47
Europe Developed 18.66 16.74 19.73
Europe Emerging 0.02 0.97 1.05
Africa/Middle East 0.13 1.12 1.06
Greater Asia 19.97 19.51 16.70
Japan 13.53 7.72 7.33
Australasia 0.46 2.82 1.09
Asia Developed 3.86 5.01 4.83
Asia Emerging 2.12 3.95 3.45
Market Classification
% Developed Markets 96.23 92.45 93.68
% Emerging Markets 3.77 7.55 6.32
 
Greater Asia Americas Greater Europe

Certain information included herein is derived by Morningstar in part from MSCI’s Index Constituents (the “Index Data”). However, MSCI has not reviewed any information contained herein and does not endorse or express any opinion such information or analysis. Neither MSCI nor any third party involved in or related to the computing or compiling of the Index Data makes any express or implied warranties, representations or guarantees concerning the Index Data or any information or data derived therefrom, and in no event will MSCI or any third party have any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost profits) relating to any use of this information. None of the Index Data is intended to constitute investment advice or a recommendation to make (or refrain from making) any kind of investment decision and may not be relied on as such. All Index Data and any information derived therefrom is for your internal use only and may not be further redistributed or used to create any financial instruments or products or indices.