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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 24.15 | 65.23 | 41.08 |
Bonds | 81.23 | 104.79 | 23.56 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 13.86 | 17.57 |
Price to Book | 1.86 | 2.57 |
Price to Sales | 1.54 | 1.67 |
Price to Cash Flow | 8.93 | 11.30 |
Dividend Yield | 3.74 | 2.33 |
5 Years Earnings Growth | 7.94 | 10.47 |
Number of long holdings: 284
Number of short holdings: 325
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
United States Treasury Bills | - | 10.45 | - | - | |
United States Treasury Bills | - | 7.37 | - | - | |
United States Treasury Bills | - | 5.74 | - | - | |
Euro OAT Future June 25 | DE000F1B2NL7 | 5.71 | - | - | |
United States Treasury Bills | - | 5.56 | - | - | |
United States Treasury Bills | - | 5.43 | - | - | |
Gold Future June 25 | - | 4.75 | - | - | |
United States Treasury Bills | - | 4.62 | - | - | |
United States Treasury Bills | - | 4.61 | - | - | |
United States Treasury Bills | - | 3.88 | - | - |
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