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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 1.240 | 1.560 | 0.320 |
Shares | 98.680 | 98.910 | 0.230 |
Bonds | 0.040 | 0.040 | 0.000 |
Preferred | 0.040 | 0.040 | 0.000 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 14.168 | 17.390 |
Price to Book | 1.754 | 2.903 |
Price to Sales | 1.368 | 2.173 |
Price to Cash Flow | 8.374 | 11.795 |
Dividend Yield | 3.395 | 2.241 |
5 Years Earnings Growth | 7.527 | 10.954 |
Name | Net % | Category Average |
---|---|---|
Financial Services | 16.790 | 16.986 |
Consumer Defensive | 13.250 | 7.857 |
Healthcare | 11.960 | 12.160 |
Industrials | 10.870 | 12.230 |
Utilities | 10.160 | 3.038 |
Technology | 8.840 | 21.421 |
Communication Services | 8.690 | 8.660 |
Real Estate | 7.520 | 2.332 |
Consumer Cyclical | 5.860 | 10.010 |
Basic Materials | 4.440 | 4.176 |
Energy | 1.620 | 4.228 |
Number of long holdings: 13
Number of short holdings: 1
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
iShares MSCI Global Min Vol Factor ETF | - | 28.97 | - | - | |
iShares MSCI EAFE Min Vol Factor ETF | - | 12.81 | - | - | |
Invesco S&P Intl Developed Low Volatility Port | US46138E2303 | 12.15 | 32.97 | +0.06% | |
Invesco S&P MidCap Low Volatility | US46138E1982 | 6.45 | 61.93 | +0.47% | |
iShares MSCI Emerg Mkts Min Vol Fctr ETF | - | 5.92 | - | - | |
Invesco S&P Emerging Markets Low Volatility | US46138E2972 | 5.80 | 25.59 | -0.89% | |
Invesco S&P 500 Low Volatility | US46138E3541 | 5.16 | 73.47 | +0.49% | |
Invesco S&P 500 High Dividend Low Volatility | US46138E3624 | 5.15 | 47.50 | +0.15% | |
SPDR SSGA US Large Cap Low Volatility Index | US78468R8043 | 5.11 | 174.42 | +0.41% | |
iShares MSCI USA Min Vol Factor ETF | - | 5.04 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
AXA 500 Managed Volatility Portfoli | 7.65B | -7.63 | 10.15 | 10.99 | ||
EQ/Equity 500 Index Portfolio Clasb | 6.99B | -5.09 | 11.56 | 11.67 | ||
AXA Aggressive Strategy Portfolio C | 5.3B | -5.38 | 6.35 | 6.85 | ||
AXA Growth Strategy Fund Class IB | 4.43B | -4.37 | 5.81 | 6.11 | ||
AXA Large Cap Growth Managed Vol IB | 4.32B | -10.98 | 12.22 | 12.56 |
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