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Name | Net % | Long % | Short % |
---|---|---|---|
Shares | 14.300 | 17.530 | 3.230 |
Bonds | 113.220 | 148.550 | 35.330 |
Convertible | 0.470 | 0.470 | 0.000 |
Preferred | 1.190 | 1.190 | 0.000 |
Other | 1.260 | 1.260 | 0.000 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 15.773 | 16.426 |
Price to Book | 2.222 | 2.462 |
Price to Sales | 1.548 | 1.804 |
Price to Cash Flow | 9.675 | 10.422 |
Dividend Yield | 2.672 | 2.564 |
5 Years Earnings Growth | 8.839 | 10.414 |
Name | Net % | Category Average |
---|---|---|
Technology | 23.590 | 20.873 |
Industrials | 20.600 | 11.673 |
Financial Services | 13.770 | 17.097 |
Healthcare | 13.140 | 12.000 |
Consumer Cyclical | 9.840 | 11.151 |
Communication Services | 6.710 | 7.057 |
Consumer Defensive | 5.090 | 7.228 |
Basic Materials | 4.940 | 5.068 |
Real Estate | 1.700 | 3.915 |
Energy | 0.590 | 3.685 |
Utilities | 0.040 | 3.390 |
Number of long holdings: 218
Number of short holdings: 23
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
2 Year Treasury Note Future June 25 | - | 55.12 | - | - | |
Long Gilt Future June 25 | GB00MDWGKH25 | 9.84 | - | - | |
Spain 1 30-Jul-2042 | ES0000012J07 | 5.27 | 65.600 | +2.29% | |
Germany 2.3 15-Feb-2033 | DE000BU3Z005 | 4.08 | 99.830 | +0.33% | |
Italy 1.5 30-APR-2045 | IT0005438004 | 3.93 | 64.660 | -0.20% | |
France 0.1 25-Jul-2038 | FR001400AQH0 | 2.95 | 83.250 | +0.43% | |
Objectif Small Caps Euro A | FR0000174310 | 2.46 | 919.100 | +1.94% | |
N1 Tokyo Nikk 0325 | - | 2.40 | - | - | |
MSCI Emerging Markets Index Future Mar 25 | - | 2.02 | - | - | |
E-mini S&P 500 Future Mar 25 | - | 1.82 | - | - |
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