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Name | Net % | Long % | Short % |
---|---|---|---|
Shares | 75.370 | 75.370 | 0.000 |
Bonds | 318.600 | 318.600 | 0.000 |
Preferred | 0.020 | 0.020 | 0.000 |
Other | 0.470 | 0.470 | 0.000 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 15.607 | 17.598 |
Price to Book | 2.401 | 2.775 |
Price to Sales | 1.679 | 2.133 |
Price to Cash Flow | 11.022 | 9.939 |
Dividend Yield | 2.748 | 2.367 |
5 Years Earnings Growth | 9.745 | 9.877 |
Name | Net % | Category Average |
---|---|---|
Technology | 21.290 | 0.030 |
Financial Services | 15.630 | 19.038 |
Industrials | 12.550 | 20.849 |
Consumer Cyclical | 11.110 | 10.572 |
Healthcare | 9.640 | 14.205 |
Consumer Defensive | 8.660 | 9.408 |
Communication Services | 6.780 | -4.021 |
Energy | 5.620 | 7.384 |
Basic Materials | 3.930 | 8.575 |
Utilities | 3.320 | 7.094 |
Real Estate | 1.470 | 6.854 |
Number of long holdings: 89
Number of short holdings: 41
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Euro Schatz Future Dec 24 | DE000F0Q7BW2 | 93.22 | - | - | |
Long-Term Euro BTP Future Dec 24 | DE000F0Q7BS0 | 39.20 | - | - | |
10 Year Japanese Government Bond Future Dec 24 | - | 34.68 | - | - | |
E-mini S&P 500 Future Dec 24 | - | 18.83 | - | - | |
2 Year Treasury Note Future Mar 25 | - | 18.12 | - | - | |
Euro Stoxx 50 Future Dec 24 | DE000C6XKDV4 | 17.20 | - | - | |
FTSE 100 Index Future Dec 24 | - | 15.83 | - | - | |
Euro Bund Future Dec 24 | DE000F0Q7BU6 | 12.47 | - | - | |
Us 10 Year Treasury Notes March 2015 | - | 11.60 | - | - | |
Germany (Federal Republic Of) 0% | DE000BU0E147 | 10.52 | - | - |
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