Benchmark | Morningstar Category |
---|---|
Type | % Net |
% Short |
% Long |
Bench- mark |
Cat Avg |
|
---|---|---|---|---|---|---|
As of 12/31/2017 | ||||||
Cash | -5.35 | 127.13 | 121.78 | -0.00 | 8.69 | |
US Stock | 11.35 | 0.00 | 11.35 | 49.57 | 37.09 | |
Non US Stock | 19.37 | 2.76 | 22.13 | 29.81 | 14.83 | |
Bond | 62.78 | 77.08 | 139.86 | 20.54 | 33.62 | |
Other | 11.84 | 3.98 | 15.83 | 0.08 | 5.77 | |
Size | % of Portfolio | Benchmark | Category Avg |
---|---|---|---|
Giant | — | 37.30 | 52.50 |
Large | — | 32.67 | 23.51 |
Medium | — | 23.78 | 18.00 |
Small | — | 6.20 | 5.50 |
Micro | — | 0.05 | 0.49 |
Stock Portfolio | Benchmark | Category Avg | |
---|---|---|---|
As of 12/31/2017 *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* | 9.26 | 15.81 | 15.33 |
Price/Book* | 0.99 | 2.08 | 2.22 |
Price/Sales* | 0.82 | 1.55 | 1.76 |
Price/Cash Flow* | 2.52 | 7.74 | 8.88 |
Dividend Yield %* | 2.93 | 2.29 | 2.58 |
Long-Term Earnings % | 11.28 | 11.71 | 11.56 |
Historical Earnings % | -5.73 | -11.05 | 3.71 |
Sales Growth % | -27.33 | -27.98 | 1.00 |
Cash-Flow Growth % | -0.09 | -26.49 | 1.07 |
Book-Value Growth % | -18.23 | 3.28 | 0.87 |
Year | Style | % Equity | |
---|---|---|---|
*As of 12/31/2017 Style Box Detail calculations do not include the fund's short positions (if any). |
|||
2017* | 30.73 | ||
2016 | 10.13 | ||
2015 | 21.66 | ||
2014 | 24.09 | ||
2013 | 4.09 | ||
Year | Style | % Bonds |
---|---|---|
As of 03/31/2010 | ||
2017 | — | 62.78 |
2016 | — | 72.23 |
2015 | — | 30.15 |
2014 | — | 89.10 |
2013 | — | 119.03 |
Detail | Value | |
---|---|---|
As of 03/31/2010, *As of 12/31/2017 | ||
Average Effective Duration | 3.45 | |
Average Effective Maturity (Years)* | — | |
Average Credit Quality | Not Rated | |
Average Weighted Coupon* | 3.34 | |
Average Weighted Price* | — | |
Type | % Bonds | Benchmark | Category Avg | Bond Weight | Benchmark Weight | Category Avg Weight | |
---|---|---|---|---|---|---|---|
AAA | — | 66.63 | 46.68 |
|
|||
AA | — | 2.62 | 8.27 | ||||
A | — | 10.45 | 14.01 | ||||
BBB | — | 14.17 | 13.26 | ||||
BB | — | 3.85 | 7.72 | ||||
B | — | 1.87 | 6.85 | ||||
Below B | — | 0.41 | 2.10 | ||||
Not Rated | — | 0.00 | 1.10 | ||||
As of 03/31/2010 Credit Quality is calculated only using the long position holdings of the portfolio. |
% Stocks | Benchmark | Category Avg | Fund Weight | Benchmark Weight | Category Avg Weight | |||
---|---|---|---|---|---|---|---|---|
Cyclical | ||||||||
|
||||||||
Basic Materials | — | 5.83 | 4.51 | |||||
Consumer Cyclical | — | 11.48 | 11.72 | |||||
Financial Services | — | 18.60 | 17.25 | |||||
Real Estate | — | 5.74 | 5.72 | |||||
Sensitive | ||||||||
|
||||||||
Communication Services | — | 3.23 | 3.10 | |||||
Energy | — | 5.84 | 5.43 | |||||
Industrials | — | 11.91 | 10.69 | |||||
Technology | — | 15.67 | 20.05 | |||||
Defensive | ||||||||
|
||||||||
Consumer Defensive | — | 7.93 | 6.28 | |||||
Healthcare | — | 10.51 | 12.05 | |||||
Utilities | — | 3.26 | 3.19 | |||||
As of 12/31/2017 Sector data is calculated only using the long position holdings of the portfolio. |
Type | % Bonds | Benchmark | Category Avg | Fund Weight | Benchmark Weight | Category Avg Weight | |||
---|---|---|---|---|---|---|---|---|---|
Government | 25.84 | 7.79 | 21.35 | ||||||
Corporate | 18.25 | 5.13 | 9.34 | ||||||
Securitized | 16.83 | 7.66 | 7.48 | ||||||
Municipal | 0.28 | 0.00 | 0.16 | ||||||
Cash & Equivalents | -4.70 | -0.00 | 17.18 | ||||||
Other | 1.28 | 0.00 | -9.21 | ||||||
As of 12/31/2017 Sector data is calculated only using the rescaled long position holdings of the portfolio. |
Type | % Bonds | Benchmark | Category Avg | Fund Weight | Benchmark Weight | Category Avg Weight | |
---|---|---|---|---|---|---|---|
0% | 16.65 | 0.00 | 28.12 |
|
|||
0% to 4% | 56.12 | 76.83 | 50.78 | ||||
4% to 6% | 19.62 | 16.25 | 15.25 | ||||
6% to 8% | 4.63 | 5.54 | 4.02 | ||||
8% to 10% | 1.92 | 1.14 | 1.26 | ||||
10% to 12% | 0.55 | 0.18 | 0.30 | ||||
More than 12% | 0.50 | 0.06 | 0.27 | ||||
As of 12/31/2017 Sector data is calculated only using the long position holdings of the portfolio. |
% Bonds | Benchmark | Category Avg | Fund Weight | Benchmark Weight | Category Avg Weight | ||
---|---|---|---|---|---|---|---|
|
|||||||
United States | 73.51 | 69.02 | 75.35 | ||||
Germany | 5.35 | 1.03 | 5.72 | ||||
Brazil | 2.86 | 1.16 | 0.95 | ||||
United Kingdom | 2.51 | 1.82 | 3.18 | ||||
Netherlands | 1.53 | 2.76 | 0.92 | ||||
Cayman Islands | 1.36 | 0.23 | 0.97 | ||||
Argentina | 1.05 | 0.91 | 0.48 | ||||
Turkey | 0.95 | 1.35 | 0.34 | ||||
Canada | 0.71 | 0.98 | 1.79 | ||||
Czech Republic | 0.69 | 0.00 | 0.17 | ||||
As of 12/31/2017 Country breakdown data is calculated only using the long rescaled holdings of the portfolio. |
% Bonds | Benchmark | Category Avg | Fund Weight | Benchmark Weight | Category Avg Weight | ||
---|---|---|---|---|---|---|---|
|
|||||||
1 to 3 Years | 18.35 | — | 13.54 | ||||
3 to 5 Years | 12.31 | — | 15.11 | ||||
5 to 7 Years | 11.06 | — | 12.35 | ||||
7 to 10 Years | 7.84 | — | 10.24 | ||||
10 to 15 Years | 3.41 | — | 2.31 | ||||
15 to 20 Years | 7.00 | — | 4.78 | ||||
20 to 30 Years | 12.22 | — | 12.81 | ||||
Over 30 Years | 2.54 | — | 2.47 | ||||
As of 12/31/2017 |
% Stocks | Benchmark | Category Avg | |
---|---|---|---|
As of 12/31/2017 Region breakdown data is calculated by using the long position holdings of the portfolio equity part only. |
|||
Americas | 41.70 | 66.12 | 74.88 |
North America | 34.21 | 64.44 | 73.96 |
Latin America | 7.49 | 1.68 | 0.93 |
Greater Europe | 18.72 | 15.91 | 11.80 |
United Kingdom | 1.15 | 3.85 | 3.22 |
Europe Developed | 6.44 | 10.12 | 7.38 |
Europe Emerging | 7.52 | 0.79 | 0.63 |
Africa/Middle East | 3.62 | 1.14 | 0.57 |
Greater Asia | 39.58 | 17.97 | 13.32 |
Japan | 0.00 | 6.11 | 3.86 |
Australasia | 0.19 | 1.49 | 0.86 |
Asia Developed | 16.52 | 4.73 | 3.75 |
Asia Emerging | 22.87 | 5.65 | 4.85 |
Market Classification | |||
% Developed Markets | — | 91.02 | 93.13 |
% Emerging Markets | — | 8.98 | 6.87 |