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| Name | Net % | Long % | Short % |
|---|---|---|---|
| Cash | 90.650 | 105.760 | 15.110 |
| Shares | 5.220 | 69.300 | 64.080 |
| Bonds | 4.130 | 35.950 | 31.820 |
| Ratios | Value | Category Average |
|---|---|---|
| P/E Ratio | 40.616 | 16.053 |
| Price to Book | 2.267 | 2.232 |
| Price to Sales | 6.520 | 1.570 |
| Price to Cash Flow | 16.630 | 9.344 |
| Dividend Yield | 3.321 | 2.705 |
| 5 Years Earnings Growth | 6.568 | 9.739 |
| Name | Net % | Category Average |
|---|---|---|
| Cash | 101.161 | 13.717 |
| Government | 4.130 | 13.911 |
| Derivative | -10.514 | 9.759 |
Number of long holdings: 47
Number of short holdings: 59
| Name | ISIN | Weight % | Last | Change % | |
|---|---|---|---|---|---|
| Msci Eafe Mini Index Futures Mar13 | - | 27.79 | - | - | |
| S+p 500 E Mini Index Futures Mar13 | - | 27.63 | - | - | |
| US Treasury Bill 0% 0% | - | 12.21 | - | - | |
| 10yr Jgb Mini Futures Mar13 Expo | - | 9.66 | - | - | |
| US Treasury Bill 0% 0% | - | 8.98 | - | - | |
| US Treasury Bill 0% 0% | - | 8.98 | - | - | |
| US Treasury Bill 0% 0% | - | 8.98 | - | - | |
| US Treasury Bill 0% 0% | - | 8.95 | - | - | |
| US Treasury Bill 0% 0% | - | 8.94 | - | - | |
| US Treasury Bill 0% 0% | - | 8.94 | - | - |
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