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Name | Net % | Long % | Short % |
---|---|---|---|
Stocks | 34.580 | 92.170 | 57.590 |
Bonds | 109.050 | 127.320 | 18.270 |
Convertible | 0.290 | 0.290 | 0.000 |
Other | 15.310 | 16.270 | 0.960 |
Ratios | Value | Category Average |
---|---|---|
P/E Ratio | 17.595 | 17.082 |
Price to Book | 2.796 | 2.927 |
Price to Sales | 1.593 | 2.280 |
Price to Cash Flow | 11.561 | 13.526 |
Dividend Yield | 2.010 | 2.233 |
5 Years Earnings Growth | 10.939 | 10.765 |
Name | Net % | Category Average |
---|---|---|
Industrials | 28.460 | 14.727 |
Utilities | 19.420 | 5.086 |
Consumer Cyclical | 16.750 | 20.710 |
Healthcare | 16.150 | -0.034 |
Consumer Defensive | 13.620 | -11.571 |
Real Estate | 7.660 | 2.567 |
Basic Materials | 7.310 | 3.177 |
Energy | 6.130 | 2.063 |
Communication Services | 0.760 | 5.447 |
Technology | -2.420 | 58.533 |
Financial Services | -13.840 | 3.767 |
Number of long holdings: 2,038
Number of short holdings: 257
Name | ISIN | Weight % | Last | Change % | |
---|---|---|---|---|---|
Fulcrum Thematic Eq Mkt Ntl Z GBP Acc | LU2164661360 | 14.42 | - | - | |
Euro Bund Future Dec 24 | - | 13.91 | - | - | |
Put On E-mini S&P 500 Futures Oct24 | - | 13.02 | - | - | |
Euro Schatz Future Dec 24 | - | 10.85 | - | - | |
E-mini S&P 500 Future Dec 24 | - | 9.19 | - | - | |
10 Year Treasury Note Future Dec 24 | - | 6.96 | - | - | |
United States Treasury Bills 0% | - | 5.54 | - | - | |
Long Gilt Future Dec 24 | - | 4.96 | - | - | |
United States Treasury Bills 0% | - | 4.87 | - | - | |
Japan (Government Of) 0% | JP1742351Q65 | 4.86 | - | - |
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