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Name | Net % | Long % | Short % |
---|---|---|---|
Stocks | 47.130 | 47.130 | 0.000 |
Bonds | 83.690 | 83.690 | 0.000 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 16.636 | 15.203 |
Price to Book | 2.807 | 2.137 |
Price to Sales | 1.669 | 1.496 |
Price to Cash Flow | 10.728 | 8.950 |
Dividend Yield | 2.154 | 2.846 |
5 Years Earnings Growth | 11.674 | 10.921 |
Name | Net % | Category Average |
---|---|---|
Technology | 25.850 | 17.336 |
Financial Services | 13.240 | 15.635 |
Consumer Cyclical | 13.190 | 11.869 |
Industrials | 11.450 | 15.321 |
Healthcare | 10.410 | 11.850 |
Communication Services | 7.390 | 6.465 |
Consumer Defensive | 6.670 | 7.451 |
Energy | 4.910 | 4.677 |
Basic Materials | 3.110 | 7.488 |
Utilities | 2.080 | 4.014 |
Real Estate | 1.700 | 3.737 |
Number of long holdings: 64
Number of short holdings: 6
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Future on E-mini S&P 500 Futures | - | 19.30 | - | - | |
Spain (Kingdom of) 3.86% | ES0L02410048 | 11.20 | - | - | |
Spain (Kingdom of) 3.66% | ES0L02411087 | 10.82 | - | - | |
Future on MSCI US Index Future | - | 10.21 | - | - | |
Spain (Kingdom of) 3.37% | ES0L02412069 | 8.02 | - | - | |
Future on Euro Stoxx 50 | - | 7.97 | - | - | |
Spain (Kingdom of) 3.77% | ES0L02406079 | 7.29 | - | - | |
Spain (Kingdom of) 3.02% | ES0L02402094 | 6.43 | - | - | |
Spain (Kingdom of) 3.89% | ES0L02404124 | 6.05 | - | - | |
Future on Euro BUND Future | - | 5.54 | - | - |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
Intermoney Variable Euro FI | 20.92M | 9.10 | 6.21 | 5.15 | ||
ES0112221017 | 2.02M | 8.06 | 2.15 | - |
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