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Name | Net % | Long % | Short % |
---|---|---|---|
Stocks | 99.580 | 200.140 | 100.560 |
Bonds | 8.540 | 8.540 | 0.000 |
Preferred | 0.010 | 0.010 | 0.000 |
Other | 0.040 | 0.040 | 0.000 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 10.438 | 14.313 |
Price to Book | 1.396 | 1.865 |
Price to Sales | 0.928 | 1.374 |
Price to Cash Flow | 5.619 | 8.341 |
Dividend Yield | 2.512 | 2.807 |
5 Years Earnings Growth | 12.590 | 9.965 |
Name | Net % | Category Average |
---|---|---|
Derivative | 2.447 | 25.395 |
Cash | -10.621 | 144.887 |
Government | 8.540 | 12.021 |
Corporate | 0.010 | 12.109 |
Number of long holdings: 576
Number of short holdings: 502
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
E-mini S&P 500 Future Sept 22 | - | 54.61 | - | - | |
DJES BANKS 0922 | - | 39.11 | - | - | |
MME MSCI EMER 0922 | - | 15.21 | - | - | |
Dj Stx600 Aut 0922 | - | 10.60 | - | - | |
European Union 0% | EU000A3K4C91 | 10.14 | - | - | |
TOPIX Future Sept 22 | - | 9.86 | - | - | |
Japan (Government Of) 0% | JP1740691N38 | 9.27 | - | - | |
France (Republic Of) 0% | FR0127176438 | 9.03 | - | - | |
Belgium (Kingdom Of) 0% | BE0312783559 | 8.38 | - | - | |
FTSE 100 Index Future Sept 22 | - | 8.22 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
FR0013393329 | 1.31B | -7.77 | 9.24 | - | ||
FR0013186707 | 1.31B | -6.92 | 11.61 | - | ||
FR0010930438 | 1.31B | -6.47 | 12.22 | 11.98 | ||
FR0010923383 | 213.4M | -7.94 | 8.74 | 4.46 | ||
FR0013393220 | 208.49M | -5.97 | 12.01 | - |
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