| Benchmark | Morningstar Category |
|---|---|
| Type | % Net |
% Short |
% Long |
Bench- mark |
Cat Avg |
|
|---|---|---|---|---|---|---|
| As of 03/31/2013 | ||||||
| Cash | 2.68 | — | 2.68 | 0.01 | 3.39 | |
| US Stock | 8.38 | — | 8.38 | 0.03 | 5.05 | |
| Non US Stock | 88.94 | — | 88.94 | 99.95 | 91.35 | |
| Bond | 0.00 | — | 0.00 | 0.00 | 0.03 | |
| Other | 0.00 | — | 0.00 | 0.02 | 0.18 | |
| Size | % of Portfolio | Benchmark | Category Avg |
|---|---|---|---|
| Giant | 45.82 | 56.72 | 49.96 |
| Large | 36.75 | 32.47 | 32.86 |
| Medium | 17.43 | 10.75 | 15.58 |
| Small | 0.00 | 0.06 | 1.58 |
| Micro | 0.00 | 0.00 | 0.03 |
| 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* | 14.87 | 16.42 | 15.43 |
| Price/Book* | 2.54 | 2.31 | 2.17 |
| Price/Sales* | 1.93 | 1.25 | 1.35 |
| Price/Cash Flow* | 6.80 | 8.60 | 7.57 |
| Dividend Yield %* | 1.78 | 2.14 | 2.06 |
| Long-Term Earnings % | 10.08 | 11.65 | 11.67 |
| Historical Earnings % | 10.68 | -0.59 | 20.74 |
| Sales Growth % | 3.95 | -29.34 | 8.09 |
| Cash-Flow Growth % | 5.30 | -49.53 | 50.65 |
| Book-Value Growth % | 4.32 | 1.48 | 1.56 |
| Year | Style | % Equity | |
|---|---|---|---|
| *As of 03/31/2013 Style Box Detail calculations do not include the fund's short positions (if any). |
|||
| 2013* | 97.32 | ||
| 2012 | 99.98 | ||
| 2011 | 100.00 | ||
| 2010 | 99.26 | ||
| 2009 | 98.40 | ||
| % Stocks | Benchmark | Category Avg | Fund Weight | Benchmark Weight | Category Avg Weight | |||
|---|---|---|---|---|---|---|---|---|
| Cyclical | ||||||||
|
|
||||||||
| Basic Materials | 2.76 | 11.87 | 7.29 | |||||
| Consumer Cyclical | 19.61 | 14.47 | 15.50 | |||||
| Financial Services | 11.33 | 10.36 | 15.14 | |||||
| Real Estate | 4.92 | 3.02 | 1.18 | |||||
| Sensitive | ||||||||
|
|
||||||||
| Communication Services | 12.15 | 2.40 | 3.38 | |||||
| Energy | 2.36 | 3.19 | 6.05 | |||||
| Industrials | 10.71 | 12.64 | 13.55 | |||||
| Technology | 12.11 | 6.63 | 12.55 | |||||
| Defensive | ||||||||
|
|
||||||||
| Consumer Defensive | 12.21 | 21.80 | 14.81 | |||||
| Healthcare | 11.21 | 12.37 | 10.01 | |||||
| Utilities | 0.63 | 1.25 | 0.54 | |||||
| As of 03/31/2013 Sector data is calculated only using the long position holdings of the portfolio. |
||||||||
| % 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 | 15.22 | 0.08 | 12.83 |
| North America | 11.91 | 0.03 | 8.75 |
| Latin America | 3.31 | 0.05 | 4.08 |
| Greater Europe | 62.51 | 64.14 | 62.21 |
| United Kingdom | 21.93 | 21.38 | 19.26 |
| Europe Developed | 37.02 | 42.30 | 40.71 |
| Europe Emerging | 2.22 | 0.00 | 1.11 |
| Africa/Middle East | 1.34 | 0.46 | 1.14 |
| Greater Asia | 22.27 | 35.78 | 24.96 |
| Japan | 12.85 | 22.24 | 9.86 |
| Australasia | 0.00 | 8.80 | 3.82 |
| Asia Developed | 6.57 | 4.71 | 5.92 |
| Asia Emerging | 2.85 | 0.04 | 5.35 |
| Market Classification | |||
| % Developed Markets | 90.28 | 99.91 | 88.90 |
| % Emerging Markets | 9.72 | 0.09 | 11.10 |