Benchmark Morningstar Category
World Allocation

Asset Allocation

 

MALOX


Asset Distribution
 
  Type %
Net
%
Short
%
Long
Bench-
mark
Cat
Avg
As of 10/31/2014
Cash 15.21 0.46 15.67 4.10 10.12
US Stock 26.99 0.04 27.03 30.65 32.69
Non US Stock 29.61 0.00 29.61 28.91 29.62
Bond 16.68 0.00 16.68 35.72 27.56
Other 11.51 0.70 12.21 0.62 0.00
 

Style Details

 

MALOX

Avg Market Cap USD
33,381 Mil
 
Benchmark Market Cap USD
22,767 Mil
 
Category Avg Market Cap USD
41,769 Mil
Market Capitalization
Size % of Portfolio Benchmark Category Avg
Giant 50.93 38.82 53.86
Large 31.09 25.97 24.83
Medium 15.59 28.01 16.30
Small 2.39 6.86 3.94
Micro 0.00 0.33 1.07
Value & Growth Measures
Stock Portfolio Benchmark Category Avg
As of 10/31/2014
*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* 16.30 16.32 16.00
Price/Book* 1.60 1.85 1.89
Price/Sales* 1.19 1.22 1.34
Price/Cash Flow* 6.33 6.99 6.99
Dividend Yield %* 2.02 2.37 2.40
Long-Term Earnings % 10.79 10.45 10.04
Historical Earnings % 9.87 -11.43 -25.67
Sales Growth % -0.23 -13.66 -9.62
Cash-Flow Growth % 2.99 -0.15 3.64
Book-Value Growth % 7.79 -12.06 -29.18
 
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 10/31/2014
Style Box Detail calculations do not include the fund's short positions (if any).
2014* 56.60
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 16.68
2013 13.06
2012 17.10
2011 18.88
2010 22.24
 
Bond Statistics
Detail Value
As of 09/30/2011, *As of 10/31/2014
Average Effective Duration (Years)*
Average Effective Maturity (Years)*
Average Credit Quality Not Rated
Average Weighted Coupon* 4.31
Average Weighted Price*
Credit Quality
Type % Bonds Benchmark Category Avg Bond Weight Benchmark Weight Category Avg Weight
AAA 28.75 31.02
AA 24.12 13.20
A 21.72 10.41
BBB 22.01 17.48
BB 1.73 7.46
B 1.34 10.18
Below B 0.34 2.67
Not Rated 0.00 7.58
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 7.63 6.25 4.96
Consumer Cyclical 10.14 11.96 12.16
Financial Services 18.14 17.93 16.07
Real Estate 3.53 4.48 5.07
Sensitive
Communication Services 4.16 3.99 4.35
Energy 9.06 7.71 9.85
Industrials 12.62 12.26 10.61
Technology 9.82 12.47 14.05
Defensive
Consumer Defensive 5.46 8.61 7.75
Healthcare 15.20 10.53 11.80
Utilities 4.23 3.81 3.35
As of 10/31/2014
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 29.74 65.87 37.12
Government 29.74 64.61 16.64
Government-Related 0.00 1.26 20.48
       
Corporate 25.95 23.71 14.15
       
Securitized 0.00 0.13 5.65
Agency Mortgage-Backed 0.00 0.04 1.99
Non-Agency Residential MBS 0.00 0.03 1.44
Commercial MBS 0.00 0.05 0.65
Asset-Backed 0.00 0.01 1.57
Covered Bond 0.00 0.00 0.00
       
Municipal 0.00 0.00 0.21
       
Cash & Equivalents 44.31 10.29 33.54
       
Other 0.00 0.00 9.34
As of 10/31/2014
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% 0.00 0.12 13.45
0% to 4% 60.37 62.88 51.98
4% to 6% 18.35 25.28 19.14
6% to 8% 6.85 8.64 9.23
8% to 10% 12.36 2.58 5.31
10% to 12% 0.70 0.38 0.57
More than 12% 1.36 0.12 0.33
As of 10/31/2014
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 43.47 43.24 61.56
Australia 11.86 1.13 1.28
United Kingdom 11.20 5.67 4.56
Brazil 7.97 1.15 1.50
Mexico 7.71 1.57 2.75
Singapore 2.57 0.25 0.10
Poland 2.50 0.14 0.90
Netherlands 1.97 2.19 1.77
Italy 1.50 4.06 2.31
United Arab Emirates 1.41 0.28 0.03
As of 10/31/2014
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 8.19 16.13 9.72
3 to 5 Years 48.26 24.36 12.48
5 to 7 Years 21.01 22.64 15.77
7 to 10 Years 17.01 14.60 36.46
10 to 15 Years 0.76 5.02 6.04
15 to 20 Years 0.00 4.86 4.24
20 to 30 Years 1.52 10.85 10.72
Over 30 Years 3.25 1.54 4.55
As of 10/31/2014
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World Regions

 

MALOX

% Stocks Benchmark Category Avg
As of 10/31/2014
Region breakdown data is calculated by using the long position holdings of the portfolio equity part only.
Americas 51.53 56.88 56.95
North America 50.36 55.23 55.96
Latin America 1.18 1.65 0.99
Greater Europe 24.30 24.36 26.95
United Kingdom 6.41 7.37 8.12
Europe Developed 16.66 15.07 17.10
Europe Emerging 0.01 0.81 0.78
Africa/Middle East 1.21 1.10 0.95
Greater Asia 24.17 18.76 16.10
Japan 17.49 7.55 7.20
Australasia 0.33 2.73 1.24
Asia Developed 3.70 4.59 4.09
Asia Emerging 2.65 3.89 3.56
Market Classification
% Developed Markets 96.07 92.79 94.16
% Emerging Markets 3.93 7.21 5.84
 
Greater Asia Americas Greater Europe

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