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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 22.060 | 75.010 | 52.950 |
Bonds | 77.940 | 78.770 | 0.830 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 20.355 | 27.382 |
Price to Book | 1.262 | 1.414 |
Price to Sales | 1.150 | 1.658 |
Price to Cash Flow | 23.461 | 14.916 |
Dividend Yield | 1.961 | 2.700 |
5 Years Earnings Growth | 3.040 | 7.629 |
Name | Net % | Category Average |
---|---|---|
Government | 98.044 | 74.953 |
Derivative | 0.058 | 18.929 |
Cash | 1.898 | 26.746 |
Number of long holdings: 33
Number of short holdings: 38
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
United States Treasury Bills 0% | - | 11.69 | - | - | |
United States Treasury Bills 0% | - | 10.73 | - | - | |
United States Treasury Bills 0% | - | 10.66 | - | - | |
United States Treasury Bills 0% | - | 10.63 | - | - | |
United States Treasury Bills 0% | - | 9.96 | - | - | |
United States Treasury Bills 0% | - | 9.11 | - | - | |
United States Treasury Bills 0% | - | 9.08 | - | - | |
United States Treasury Bills 0% | - | 8.91 | - | - | |
United States Treasury Bills 0% | - | 7.34 | - | - | |
United States Treasury Bills 0% | - | 7.07 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
CS Invm Fds 2 CS Lux Cmdtyalloc BHC | 48.23M | 2.63 | -5.19 | -1.72 | ||
CS Invm Fds 2 CS Lux Cmdtyalloc EBC | 48.23M | 2.89 | -4.61 | -0.99 |
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