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Name | Net % | Long % | Short % |
---|---|---|---|
Cash | 0.25 | 0.25 | 0.00 |
Stocks | 95.04 | 95.04 | 0.00 |
Other | 4.72 | 4.72 | 0.00 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 8.69 | 13.58 |
Price to Book | 1.13 | 1.99 |
Price to Sales | 0.82 | 1.73 |
Price to Cash Flow | 5.78 | 8.11 |
Dividend Yield | 6.03 | 3.15 |
5 Years Earnings Growth | 13.28 | 14.33 |
Name | Net % | Category Average |
---|---|---|
Technology | 25.39 | 23.19 |
Financial Services | 21.36 | 21.12 |
Consumer Cyclical | 11.72 | 14.51 |
Energy | 10.31 | 4.78 |
Industrials | 8.65 | 8.60 |
Communication Services | 6.92 | 8.36 |
Basic Materials | 6.63 | 5.18 |
Utilities | 3.41 | 2.18 |
Consumer Defensive | 2.97 | 7.34 |
Healthcare | 1.57 | 4.64 |
Real Estate | 1.07 | 2.71 |
Number of long holdings: 311
Number of short holdings: 3
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Taiwan Semicon | TW0002330008 | 9.30 | 1,050.00 | +0.96% | |
Limited Purpose Cash Investment | - | 4.72 | - | - | |
Samsung Electronics Co | KR7005930003 | 2.93 | 57,600 | -1.87% | |
Tencent Holdings | KYG875721634 | 2.88 | 427.80 | +2.10% | |
China Construction Bank | CNE1000002H1 | 2.13 | 6.180 | +1.31% | |
MediaTek | TW0002454006 | 1.95 | 1,290.00 | -0.39% | |
Kia Corp | KR7000270009 | 1.55 | 97,000 | -0.41% | |
PETROBRAS PN | BRPETRACNPR6 | 1.48 | 35.12 | -1.07% | |
NTPC | INE733E01010 | 1.42 | 403.10 | +0.54% | |
Hindustan Aeronautics | INE066F01020 | 1.33 | 4,261.95 | +1.28% |
Name | Rating | Total Assets | YTD% | 3Y% | 10Y% | |
---|---|---|---|---|---|---|
AQR Long-Short Equity I | 1.91B | 21.08 | 25.32 | 10.60 | ||
AQR Large Cap Defensive Style I | 1.49B | 16.56 | 6.83 | 12.01 | ||
AQR Large Cap Multi-Style R6 | 948.39M | 20.62 | 12.16 | 11.30 | ||
AQR Large Cap Defensive Style R6 | 770.02M | 16.64 | 6.92 | 12.10 | ||
AQR International Multi-Style R6 | 474.67M | 12.27 | 6.78 | 5.24 |
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