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Name | Net % | Long % | Short % |
---|---|---|---|
Stocks | 94.73 | 94.73 | 0.00 |
Other | 5.68 | 5.68 | 0.00 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 8.88 | 13.03 |
Price to Book | 1.13 | 2.00 |
Price to Sales | 0.90 | 1.72 |
Price to Cash Flow | 5.50 | 7.65 |
Dividend Yield | 4.34 | 3.13 |
5 Years Earnings Growth | 11.90 | 13.41 |
Name | Net % | Category Average |
---|---|---|
Technology | 23.66 | 23.14 |
Financial Services | 21.48 | 21.51 |
Consumer Cyclical | 12.87 | 15.04 |
Energy | 9.59 | 4.33 |
Industrials | 8.56 | 8.54 |
Communication Services | 7.72 | 8.61 |
Basic Materials | 5.85 | 4.79 |
Utilities | 4.38 | 2.13 |
Consumer Defensive | 3.22 | 6.95 |
Healthcare | 1.48 | 4.49 |
Real Estate | 1.20 | 2.83 |
Number of long holdings: 309
Number of short holdings: 3
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Taiwan Semicon | TW0002330008 | 8.90 | 1,070.00 | -5.73% | |
Limited Purpose Cash Investment | - | 5.68 | - | - | |
Tencent Holdings | KYG875721634 | 3.60 | 404.20 | +0.75% | |
Samsung Electronics Co | KR7005930003 | 2.19 | 51,000 | -2.67% | |
China Construction Bank | CNE1000002H1 | 1.96 | 6.310 | -0.32% | |
MediaTek | TW0002454006 | 1.76 | 1,500.00 | +2.39% | |
Hon Hai Precision | TW0002317005 | 1.57 | 165.50 | -8.06% | |
JD | KYG8208B1014 | 1.50 | 151.90 | -3.19% | |
NTPC | INE733E01010 | 1.47 | 311.25 | -2.03% | |
Citic Pacific | HK0267001375 | 1.38 | 8.74 | -0.23% |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
AQR Long-Short Equity I | 2.43B | 30.06 | 24.44 | 10.73 | ||
AQR Large Cap Defensive Style I | 1.37B | 13.88 | 2.43 | 10.90 | ||
AQR Large Cap Multi-Style R6 | 944.76M | 23.07 | 9.48 | 10.99 | ||
AQR Large Cap Defensive Style R6 | 692.87M | 14.01 | 2.51 | 11.00 | ||
AQR International Multi-Style R6 | 480.72M | 4.99 | 3.36 | 5.03 |
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