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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 59.03 | 80.55 | 21.52 |
Shares | 26.38 | 57.06 | 30.68 |
Bonds | 14.63 | 24.58 | 9.95 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 18.26 | 18.16 |
Price to Book | 2.91 | 2.68 |
Price to Sales | 2.26 | 1.73 |
Price to Cash Flow | 12.20 | 11.66 |
Dividend Yield | 2.31 | 2.19 |
5 Years Earnings Growth | 10.26 | 10.79 |
Name | Net % | Category Average |
---|---|---|
Technology | 39.16 | 22.66 |
Financial Services | 14.87 | 16.12 |
Healthcare | 13.26 | 10.73 |
Consumer Cyclical | 9.00 | 10.99 |
Communication Services | 8.15 | 6.18 |
Industrials | 7.92 | 11.01 |
Real Estate | 4.55 | 5.06 |
Consumer Defensive | 3.86 | 6.65 |
Energy | 2.25 | 4.73 |
Utilities | 0.86 | 2.37 |
Basic Materials | -3.88 | 3.50 |
Number of long holdings: 69
Number of short holdings: 50
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
E-mini S&P 500 Future Mar 24 | - | 26.43 | - | - | |
Ultra 10 Year US Treasury Note Future Mar 24 | - | 9.66 | - | - | |
Omxs30 Ind Future Feb24 | - | 6.11 | - | - | |
Long-Term Euro BTP Future Mar 24 | DE000C7X7UH4 | 3.84 | - | - | |
ASX SPI 200 Index Future Mar 24 | - | 3.74 | - | - | |
Cac40 10 Euro Fut Feb24 | - | 3.64 | - | - | |
Euro OAT Future Mar 24 | DE000C7X7UP7 | 3.24 | - | - | |
Straits Times Index Mar14 | - | 3.17 | - | - | |
E-mini Dow $5 Future Mar 24 | - | 2.32 | - | - | |
Ftse Taiwan Index Feb24 | - | 2.18 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
Goldman Sachs Absolute Ret Trckr In | 2.6B | 6.05 | 3.31 | 3.96 | ||
Goldman Sachs Absolute Return Traci | 735.24M | 5.93 | 3.19 | 3.82 | ||
Goldman Sachs MLP Energy Infras Ins | 229.87M | 7.59 | 27.08 | 1.26 | ||
Goldman Sachs High Yield Fl Rate In | 109.63M | 1.34 | 4.48 | 3.71 | ||
Goldman Sachs Managed Futures Strat | 118.01M | 0.72 | 6.31 | 3.96 |
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