base currency: aud overview - foresight...
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![Page 1: BASE CURRENCY: AUD OVERVIEW - Foresight Analyticsforesight-analytics.com/wp-content/uploads/2016/11/... · 2016-11-08 · vs. qs world top 85% casa ff base currency: aud overview](https://reader033.vdocuments.mx/reader033/viewer/2022042221/5ec7949b20204234931b88b7/html5/thumbnails/1.jpg)
GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
OVERVIEWPORTFOLIO STYLE SKYLINE™
REGION DISTRIBUTION
SECTOR DISTRIBUTION
STYLE DISTRIBUTION
SIZE DISTRIBUTION
RISK ESTIMATES Tracking Error 2.1%
Coverage 10.7%
Persistence Ratio 1.2
Portfolio Beta 1.04
Portfolio Volatility 9.8%
Benchmark Volatility 9.2%
Correlation (Port, BM) 0.98
# Stocks Actual* Effective
Portfolio 127 111.6
Benchmark 7192 651.1
*Equities held directly or through funds.
Holdings by Asset Fund/ETF Equity Cash
Portfolio 0 127 17
Benchmark 0 7,192 0
RISK ATTRIBUTION
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
TOP 10 RISK CONTRIBUTORS Security Market Sector Style Trkng Err % Ttl Risk Port % Bench % Active Weight %
CIGNA CORPORATION USA Health Care Large Growth 0.07 3.12 1.17 0.07 1.10
MYLAN NV USA Health Care Large Growth 0.06 2.81 1.04 0.06 0.98
US Dollars Cash Cash Cash 0.05 2.61 2.41 0.00 2.41
MARATHON PETROLEUM CORP USA Energy Large Growth 0.05 2.59 0.96 0.06 0.90
VALERO ENERGY CORPORATION USA Energy Large Growth 0.05 2.50 0.95 0.07 0.88
ZIMMER BIOMET HOLDINGS INC USA Health Care Large Growth 0.05 2.39 1.07 0.04 1.03
UNITEDHEALTH GROUP INCORPORATED USA Health Care Large Growth 0.05 2.35 1.26 0.24 1.02
THERMO FISHER SCIENTIFIC INC. USA Health Care Large Growth 0.05 2.34 1.07 0.11 0.96
NXP SEMICONDUCTORS NV NLD Info Tech Large Growth 0.05 2.27 0.87 0.05 0.81
AMERISOURCEBERGEN CORPORATION USA Health Care Large Growth 0.05 2.23 1.02 0.05 0.96
CONTRIBUTION TO TRACKING ERROR BY STYLE Style Total Cur Risk Market X' terms Market Risk Sector X' terms Sector Risk Style X' terms Style Risk Equity X' terms Equity Risk
Large Value 0.65 0.12 -0.04 0.14 0.07 0.03 0.00 0.01 0.01 0.31
Small Value 0.18 0.06 -0.02 0.04 -0.01 0.03 -0.04 0.05 -0.01 0.08
Large Growth 0.96 0.03 -0.04 0.26 -0.06 0.13 -0.07 0.06 0.00 0.66
Small Growth 0.26 0.03 -0.04 0.12 -0.01 0.01 0.01 0.05 -0.01 0.11
No style specified 0.05 0.00 0.10 0.00 -0.01 0.01 -0.05 0.00 0.00 0.00
Total 2.10 0.23 -0.05 0.56 -0.02 0.22 -0.15 0.18 -0.02 1.15
Percent of Total 100.00 11.16 -2.46 26.53 -1.15 10.46 -7.04 8.41 -0.80 54.89
LIQUIDITY
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
STYLE EXPOSURE:SUMMARYPORTFOLIO STYLE SKYLINE™
PORTFOLIO STYLE SKYLINE™ SECTOR ADJUSTED
PORTFOLIO STYLE SKYLINE™ COUNTRY ADJUSTED
PORTFOLIO STYLE SKYLINE™ COUNTRY AND SECTOR ADJUSTED
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
STYLE EXPOSURE:SECTOR SKYLINE™ENERGY MATERIALS
INDUSTRIALS CONSUMER DISCRETIONARY
CONSUMER STAPLES HEALTH CARE
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
FINANCIALS INFORMATION TECHNOLOGY
TELECOMMUNICATION SERVICES
UTILITIES
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
STYLE EXPOSURES HISTORY RANGE 31 JUL 2013 - 31 MAR 2015STYLE SKYLINE™ RANGE
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
STYLE EXPOSURES: TRAILS 31 JUL 2013 - 31 MAR 2015BOOK TO PRICE DIVIDEND YIELD
IBES DIV YLD EARNINGS YLD
IBES ENGS YLD IBES FY1 ENGS YLD
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
IBES FY2 ENGS YLD CFLOW YIELD
FCF YIELD SALES TO PRICE
IBES SALES YLD EBITDA TO PRICE
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
SALES TO EV EBITDA TO EV
RTN ON EQUITY EARNINGS GROWTH
INCOME/SALES SALES GROWTH
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
IBES 12MTH GR IBES 1YR REV
IBES SALES 12M GR IBES ENGS LTG
IBES SALES LTG SUSTAINABLE GROWTH
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
MARKET CAP MARKET BETA
MOMENTUM ST MOMENTUM MT
RAVENPACK - COMPANY VOLUME
RAVENPACK - STOCK SENTIMENT
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
DEBT/EQUITY FOREIGN SALES
EARNINGS GR STABILITY SALES GR STABILITY
RETURNS STABILITY LOW ACCRUALS
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
LOW GEARING TRUCOST - CARBON FOOTPRINT
TRUCOST - IMPACT RATIO GMI - ENVIRONMENTAL
GMI - GOVERNANCE GMI - OVERALL
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
GMI - PAY GMI - SOCIAL
MSCI IVA - ESG OVERALL MSCI IVA - GOVERNANCE
MSCI IVA - SOCIAL OEKOM - ESG OVERALL
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
OEKOM - ENVIRONMENTAL OEKOM - SOCIAL & GOVERNANCE
EXP TO GDP SHOCK EXP TO CURR
EXP TO INFLATION EXP TO SHORT RATE
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
EXP TO OIL RETURN EXP TO GOLD RETURN
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
STYLE EXPOSURES:STYLE MINE 31 JUL 2013 - 31 MAR 2015STYLE PERFORMANCE IMPACT
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
REGION DISTRIBUTION: OVERVIEWREGION DISTRIBUTION
REGION DISTRIBUTION: HISTORY RANGE 31 JUL 2013 - 31 MAR 2015DISTRIBUTION HISTORY
REGION WEIGHTS
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
COUNTRY DISTRIBUTION: OVERVIEWCOUNTRY DISTRIBUTION CHART
COUNTRY DISTRIBUTION: HISTORY RANGE 31 JUL 2013 - 31 MAR 2015DISTRIBUTION HISTORY
COUNTRY WEIGHTS - TOP 5/BOTTOM 5
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
SECTOR DISTRIBUTION: OVERVIEWSECTOR DISTRIBUTION CHART
SECTOR DISTRIBUTION: HISTORY RANGE 31 JUL 2013 - 31 MAR 2015DISTRIBUTION HISTORY
SECTOR WEIGHTS
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
SIZE DISTRIBUTION: OVERVIEWSIZE DISTRIBUTION CHART
DISTRIBUTION DETAIL Name Portfolio Weight Benchmark Weight Coverage Portolio Stock Count Benchmark Stock Count Breakpoint(s)
Mega 33.70 40.00 7.61 33.0 188.2 68,178
Large 37.34 30.00 2.57 47.0 631.3 19,846
Mid 20.08 20.00 0.50 34.0 1438.2 5,984
Small 5.27 9.00 0.01 13.0 2755.5 1,015
Micro 0.00 1.00 0.00 0.0 2178.7
Cash 3.61 0.00 n/a n/a n/a
SIZE DISTRIBUTION SA
DISTRIBUTION DETAIL Name Portfolio Weight Benchmark Weight Coverage Portolio Stock Count Benchmark Stock Count Breakpoint(s)
Mega 29.95 40.00 7.20 29.7 244.4 n/a
Large 35.98 30.00 2.62 47.4 700.4 n/a
Mid 24.03 20.00 0.82 34.9 1495.5 n/a
Small 6.42 9.00 0.05 15.0 2625.1 n/a
Micro 0.00 1.00 0.00 0.0 2126.7
Cash 3.61 0.00 n/a n/a n/a
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
SIZE DISTRIBUTION CA
DISTRIBUTION DETAIL Name Portfolio Weight Benchmark Weight Coverage Portolio Stock Count Benchmark Stock Count Breakpoint(s)
Mega 31.02 40.00 6.57 32.4 432.7 n/a
Large 32.76 30.00 3.10 41.9 1135.7 n/a
Mid 19.50 20.00 0.86 26.6 2083.4 n/a
Small 8.36 9.00 0.16 14.0 2579.0 n/a
Micro 4.75 1.00 0.01 12.0 961.2
Cash 3.61 0.00 n/a n/a n/a
SIZE DISTRIBUTION CASA
DISTRIBUTION DETAIL Name Portfolio Weight Benchmark Weight Coverage Portolio Stock Count Benchmark Stock Count Breakpoint(s)
Mega 26.72 40.00 5.57 29.2 1068.1 n/a
Large 24.90 30.00 2.73 31.8 1595.7 n/a
Mid 29.55 20.00 1.95 37.4 2237.3 n/a
Small 7.72 9.00 0.42 11.5 1901.8 n/a
Micro 7.50 1.00 0.02 17.1 389.2
Cash 3.61 0.00 n/a n/a n/a
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
SIZE DISTRIBUTION: HISTORY RANGE 31 JUL 2013 - 31 MAR 2015DISTRIBUTION HISTORY
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
SIZE DISTRIBUTION ACTIVE WEIGHT HISTORY 31 JUL 2013 - 31 MAR 2015SIZE DISTRIBUTION HISTORY
SIZE DISTRIBUTION HISTORY SA
SIZE DISTRIBUTION HISTORY CA
SIZE DISTRIBUTION HISTORY CASA
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
STYLE DISTRIBUTION: OVERVIEWSTYLE DISTRIBUTION
DISTRIBUTION DETAIL Name Portfolio Weight Benchmark Weight Coverage Portolio Stock Count Benchmark Stock Count Breakpoint(s)
Mega Value 19.58 19.98 3.48 20.8 100.4 68,671 / 0.31
Mega Growth 13.88 19.98 4.10 12.0 87.4 68,671 / -0.11
Large Value 17.37 14.98 1.28 23.2 314.1 19,865 / 0.36
Large Growth 20.21 14.98 1.32 24.0 315.2 19,865 / -0.25
Mid Value 12.51 9.99 0.35 23.0 709.2 6,011 / 0.38
Mid Growth 6.87 9.99 0.14 10.0 720.5 6,011 / -0.51
Small Value 3.84 4.99 0.02 8.0 2748.8 0.82 / 0.38
Small Growth 2.13 4.99 0.01 6.0 2069.4
Cash 3.61 0.00 n/a n/a n/a
Missing Style 0.00 0.10 n/a n/a n/a
STYLE DISTRIBUTION SA
DISTRIBUTION DETAIL Name Portfolio Weight Benchmark Weight Coverage Portolio Stock Count Benchmark Stock Count Breakpoint(s)
Mega Value 20.77 20.10 4.58 19.6 122.5 n/a
Mega Growth 9.09 19.85 2.62 10.0 121.2 n/a
Large Value 20.20 14.98 1.64 27.8 339.5 n/a
Large Growth 15.61 14.98 0.97 19.2 358.6 n/a
Mid Value 13.91 9.99 0.48 21.4 717.9 n/a
Mid Growth 10.40 9.99 0.36 14.0 766.1 n/a
Small Value 5.94 4.99 0.05 14.0 2762.1 n/a
Small Growth 0.48 4.99 0.00 1.0 1877.1
Cash 3.61 0.00 n/a n/a n/a
Missing Style 0.00 0.10 n/a n/a n/a
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
STYLE DISTRIBUTION CA
DISTRIBUTION DETAIL Name Portfolio Weight Benchmark Weight Coverage Portolio Stock Count Benchmark Stock Count Breakpoint(s)
Mega Value 17.02 19.87 3.21 17.9 215.3 n/a
Mega Growth 13.99 20.09 3.36 14.5 212.1 n/a
Large Value 18.37 14.97 1.77 24.0 549.0 n/a
Large Growth 14.41 15.00 1.33 18.0 572.9 n/a
Mid Value 10.98 9.99 0.47 15.0 1045.6 n/a
Mid Growth 8.52 9.98 0.39 11.6 1010.8 n/a
Small Value 7.36 4.99 0.10 15.0 1841.4 n/a
Small Growth 5.75 5.00 0.07 11.0 1617.8
Cash 3.61 0.00 n/a n/a n/a
Missing Style 0.00 0.10 n/a n/a n/a
STYLE DISTRIBUTION CASA
DISTRIBUTION DETAIL Name Portfolio Weight Benchmark Weight Coverage Portolio Stock Count Benchmark Stock Count Breakpoint(s)
Mega Value 14.74 19.99 2.85 15.7 529.0 n/a
Mega Growth 11.98 19.97 2.72 13.5 516.2 n/a
Large Value 14.06 14.94 1.68 17.2 786.9 n/a
Large Growth 10.84 15.03 1.05 14.6 777.7 n/a
Mid Value 15.88 9.92 1.10 21.0 1124.6 n/a
Mid Growth 13.68 10.06 0.86 16.4 1079.7 n/a
Small Value 10.11 5.01 0.23 21.1 1133.2 n/a
Small Growth 5.11 4.98 0.20 7.5 1117.7
Cash 3.61 0.00 n/a n/a n/a
Missing Style 0.00 0.10 n/a n/a n/a
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
STYLE DISTRIBUTION: HISTORY RANGE 31 JUL 2013 - 31 MAR 2015DISTRIBUTION HISTORY
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
STYLE DISTRIBUTION ACTIVE WEIGHT HISTORY 31 JUL 2013 - 31 MAR 2015STYLE DISTRIBUTION HISTORY
STYLE DISTRIBUTION HISTORY SA
STYLE DISTRIBUTION HISTORY CA
STYLE DISTRIBUTION HISTORY CASA
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
RISK: OVERVIEWRISK ATTRIBUTION Tracking Error
2.1%
Coverage 10.7%
Persistence Ratio
1.2
Portfolio Beta
1.04
Portfolio Volatility
9.8%
Benchmark Volatility
9.2%
Correlation (Port, BM)
0.98
# Stocks Actual* Effective
Portfolio 127 111.6
Benchmark 7192 651.1
*Equities held directly or through funds.
Holdings by Asset
Fund/ETF Equity Cash
Portfolio 0 127 17
Benchmark 0 7,192 0
RISK
TOP 10 RISK CONTRIBUTORS Security Market Sector Style Trkng Err % Ttl Risk Port % Bench % Active Weight %
CIGNA CORPORATION USA Health Care Large Growth 0.07 3.12 1.17 0.07 1.10
MYLAN NV USA Health Care Large Growth 0.06 2.81 1.04 0.06 0.98
US Dollars Cash Cash Cash 0.05 2.61 2.41 0.00 2.41
MARATHON PETROLEUM CORP USA Energy Large Growth 0.05 2.59 0.96 0.06 0.90
VALERO ENERGY CORPORATION USA Energy Large Growth 0.05 2.50 0.95 0.07 0.88
ZIMMER BIOMET HOLDINGS INC USA Health Care Large Growth 0.05 2.39 1.07 0.04 1.03
UNITEDHEALTH GROUP INCORPORATED USA Health Care Large Growth 0.05 2.35 1.26 0.24 1.02
THERMO FISHER SCIENTIFIC INC. USA Health Care Large Growth 0.05 2.34 1.07 0.11 0.96
NXP SEMICONDUCTORS NV NLD Info Tech Large Growth 0.05 2.27 0.87 0.05 0.81
AMERISOURCEBERGEN CORPORATION USA Health Care Large Growth 0.05 2.23 1.02 0.05 0.96
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
RISK: PERSISTENCEANNUALIZED TRACKING ERROR
5 years to 31 Mar
2014
5 years to 31 Mar 2015
Over 3 years
Constant Shares
1 Month 4.8% 3.5% 2.6%
3 Month 6.0% 3.6% 3.2%
6 Month 6.4% 4.0% 4.0%
12 Month 6.7% 5.1% -
Persistence Ratio 1.3 1.2 -
Constant Weights
1 Month 3.7% 3.0% 2.6%
3 Month 3.7% 3.1% 2.7%
6 Month 3.4% 3.2% 3.0%
12 Month 3.6% 3.6% -
Persistence Ratio 1.0 1.1 -
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
RISK: HISTORY RANGE 31 JUL 2013 - 31 MAR 2015
RISK ATTRIBUTION HISTORY
RISK ATTRIBUTION HISTORY
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
RISK ATTRIBUTION TRAILS 31 JUL 2013 - 31 MAR 2015TRACKING ERROR
CURRENCY MARKET SECTOR STYLE EQUITY
MARKET XTERMS SECTOR XTERMS STYLE XTERMS EQUITY XTERMS
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
OTHER RISK TRAILS 31 JUL 2013 - 31 MAR 2015 TRACKING ERROR PORTFOLIO BETA
COVERAGE
NUMBER OF STOCKS
EFFECTIVE NUMBER OF STOCKS
EFFECTIVE NUM STOCKS/ACTUAL
HOLDINGS COUNT
BENCHMARK VOLATILITY
PORTFOLIO VOLATILITY
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
RISK: FUND OF FUNDS SUMMARYFund Weight TE
Marginal Cont. to TE
Cont. to Tracking Variance
Cont. to TV %
Volatility Beta
Total Portfolio - 2.1 - 4.4 - 9.8 1.04
Direct Equity Holdings 100.0 2.1 0.02 4.4 100.0 9.8 1.04
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
RISK: FUND OF FUNDS: NUMBER OF DIFFERENT STOCKSFund
No. of unique
holdings
Unique holdings
as a %
Direct Equity Holdings 144 100.0
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
LIQUIDITY SUMMARYLIQUIDITY SUMMARY
TOP 10 ILLIQUID PORTFOLIO STOCKS (TRADE TO CASH) Fund Port % Benchmark % Act Wgt %
Avg Daily Vol (AUD)
Days to BM Days to cash
HONGKONG LAND HOLDINGS LTD 0.60 0.04 0.56 14,978,224.2 0.2 0.3
ALLIED WORLD ASSURANCE COMPANY HOLDINGS LTD 0.69 0.01 0.68 23,951,525.4 0.2 0.2
MENTOR GRAPHICS CORPORATION 0.43 0.00 0.43 17,247,120.4 0.2 0.2
AMDOCS LTD 0.99 0.02 0.97 39,722,845.7 0.2 0.2
DONGFENG MOTOR GROUP COMPANY LIMITED 0.71 0.01 0.70 32,672,553.9 0.1 0.1
PICC PROPERTY AND CASUALTY COMPANY LTD 0.79 0.02 0.77 36,601,895.3 0.1 0.1
VOEST-ALPINE AG 0.29 0.01 0.28 13,711,179.3 0.1 0.1
BARRATT DEVELOPMENTS PLC 0.80 0.02 0.79 38,713,228.7 0.1 0.1
AMERICAN FINANCIAL GROUP INC. 0.53 0.01 0.52 26,422,451.6 0.1 0.1
NOVATEK MICROELECTRONICS CORPORATION 0.52 0.01 0.52 26,445,494.4 0.1 0.1
TOP 10 ILLIQUID PORTFOLIO STOCKS (TRADE TO BENCHMARK) Fund Port % Benchmark % Act Wgt %
Avg Daily Vol (AUD)
Days to BM Days to cash
HONGKONG LAND HOLDINGS LTD 0.60 0.04 0.56 14,978,224.2 0.2 0.3
ALLIED WORLD ASSURANCE COMPANY HOLDINGS LTD 0.69 0.01 0.68 23,951,525.4 0.2 0.2
AMDOCS LTD 0.99 0.02 0.97 39,722,845.7 0.2 0.2
MENTOR GRAPHICS CORPORATION 0.43 0.00 0.43 17,247,120.4 0.2 0.2
DONGFENG MOTOR GROUP COMPANY LIMITED 0.71 0.01 0.70 32,672,553.9 0.1 0.1
PICC PROPERTY AND CASUALTY COMPANY LTD 0.79 0.02 0.77 36,601,895.3 0.1 0.1
VOEST-ALPINE AG 0.29 0.01 0.28 13,711,179.3 0.1 0.1
BARRATT DEVELOPMENTS PLC 0.80 0.02 0.79 38,713,228.7 0.1 0.1
AMERICAN FINANCIAL GROUP INC. 0.53 0.01 0.52 26,422,451.6 0.1 0.1
NOVATEK MICROELECTRONICS CORPORATION 0.52 0.01 0.52 26,445,494.4 0.1 0.1
TOP 10 ILLIQUID BENCHMARK STOCKS (TRADE TO BENCHMARK) Fund Port % Benchmark % Act Wgt %
Avg Daily Vol (AUD)
Days to BM Days to cash
TSENTRAL NYI HZK PAT 0.00 0.00 0.00 75.9 79.7 0.0
NEUROMAMA LTD 0.00 0.01 -0.01 3,240.9 24.4 0.0
CITRA TUBINDO TBK PT 0.00 0.00 0.00 415.6 11.7 0.0
AMPLA ENERGIA E SERVICOS S.A. 0.00 0.00 0.00 1,715.4 10.4 0.0
FOMENTO ECONOMICO MEXICANO S.A.B. DE C.V. 0.00 0.03 -0.03 18,831.8 9.0 0.0
UKRTELEKOM PAT 0.00 0.00 0.00 217.8 7.5 0.0
BANCO DE VENEZUELA SA BANCO UNIVERSAL 0.00 0.03 -0.03 22,827.0 7.4 0.0
PIVNICHNYI HIRNYCHO-ZBAHACHUVAL'NYI KOMBINAT PAT 0.00 0.00 0.00 1,731.1 6.2 0.0
ATOK-BIG WEDGE COMPANY INCORPORATED 0.00 0.00 0.00 1,702.8 5.0 0.0
HANJAYA MANDALA SAMPOERNA TBK PT 0.00 0.05 -0.05 69,225.2 5.0 0.0
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
LIQUIDITY HISTORYTRADE TO CASH HISTORY
TRADE TO BENCHMARK HISTORY
PORTFOLIO VALUES
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
PERFORMANCE SUMMARY 31 JUL 2013 - 31 MAR 2015PERFORMANCE SUMMARY
TOP 10 STOCK CONTRIBUTORS TO ACTIVE RETURN
BOTTOM 10 STOCK CONTRIBUTORS TO ACTIVE RETURN
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
PERFORMANCE ATTRIBUTION BY MARKET 31 JUL 2013 - 31 MAR 2015BRINSON ATTRIBUTION BY MARKET
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
CONTRIBUTIONS BY MARKET
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
PERFORMANCE ATTRIBUTION BY SECTOR 31 JUL 2013 - 31 MAR 2015BRINSON ATTRIBUTION BY SECTOR
CONTRIBUTIONS BY SECTOR
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
PERFORMANCE ATTRIBUTION BY STYLE 31 JUL 2013 - 31 MAR 2015BRINSON ATTRIBUTION BY STYLE
CONTRIBUTIONS BY STYLE
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
PERFORMANCE ATTRIBUTION BY HIERARCHY 31 JUL 2013 - 31 MAR 2015
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
FUND OF FUNDS PERFORMANCE 31 JUL 2013 - 31 MAR 2015FUND OF FUNDS PERFORMANCE
CONTRIBUTIONS BY FUND
FUND OF FUNDS PERFORMANCE 31 JUL 2013 - 31 MAR 2015FUND OF FUNDS PERFORMANCE
Series Type Funds 1 month 3 month 6 month 12 month Year to Date
Fund Returns Direct Cash Holdings 2.01 6.53 12.27 27.63 6.53
Fund Returns Direct Equity Holdings 1.49 11.94 20.15 30.44 11.94
Total Benchmark Returns qs world top 85% CASA ff 2.11 10.91 19.95 31.54 10.91
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
FUND OF FUNDS: STYLE EXPOSURE SUB FUND GALLERYPortfolio Weight Book to Price Dividend Yield Rtn on Equity Earnings Growth Market Cap Debt/Equity
Global Equity Dev 100.00 0.69 -2.65 0.08 0.53 -1.34 -0.86
Direct Cash Holdings 3.60
Direct Equity Holdings 96.40
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
FUND OF FUNDS: RISK SUB FUND GALLERYPortfolio Weight
Tracking Error
CurrencyMarket Xterms
MarketSector Xterms
SectorStyle
XtermsStyle
Stock Xterms
Stock
Global Equity Dev 100.00 2.1 11.16 -2.46 26.53 -1.15 10.46 -7.04 8.41 -0.8 54.89
Direct Cash Holdings 3.60
Direct Equity Holdings 96.40
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
FUND OF FUNDS: OTHER RISKS SUB FUND GALLERYPortfolio Weight Coverage Beta
Portfolio Volatility
Correlation to Benchmark
Actual Number of Stocks
Effective Number of
Stocks
Global Equity Dev 100.00 10.69 1.04 9.81 0.98 127 112
Direct Cash Holdings 3.60
Direct Equity Holdings 96.40
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
FUND OF FUNDS: REGION DISTRIBUTION SUB FUND GALLERYPortfolio Weight Europe Americas Middle East Africa Pacific Asia Cash Excluded
Global Equity Dev 100.00 0.5 9.51 -0.28 -1.87 -0.16 -14.89
Direct Cash Holdings 3.60
Direct Equity Holdings 96.40
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
FUND OF FUNDS: SECTOR DISTRIBUTION SUB FUND GALLERYPortfolio Weight Energy Materials Industrials Cons Disc
Cons Staples
Health Care
Financials Info Tech Telecoms Utilities Cash Excluded
Global Equity Dev 100.00 -0.03 -2.78 -2.83 -1.82 -1.67 4.78 -2.08 3.58 -0.68 -0.07
Direct Cash Holdings 3.60
Direct Equity Holdings 96.40
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
FUND OF FUNDS: SIZE DISTRIBUTION SUB FUND GALLERYPortfolio Weight Mega Large Mid Small Micro Cash Excluded
Global Equity Dev 100.00 -6.3 7.34 0.08 -3.73 -1 3.61 0
Direct Cash Holdings 3.60
Direct Equity Holdings 96.40
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
FUND OF FUNDS: STYLE DISTRIBUTION SUB FUND GALLERYPortfolio Weight Mega Value
Mega Growth
Large ValueLarge
GrowthMid Value Mid Growth Small Value
Small Growth
Cash Excluded
Global Equity Dev 100.00 -0.4 -6.1 2.38 5.23 2.52 -3.12 -1.15 -2.86 3.61 -0.1
Direct Cash Holdings 3.60
Direct Equity Holdings 96.40
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GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
The Factor Data Listing has maximum capacity of 90000 factor values.This portfolio has 7212 securities with 41 factors selected, resulting in 129816 factor values. There are 3 options: Reduce the number of factors so the 90000 individual factor value limit is not breached. Download the factor data values (group by Sectors) report in Excel format, which does not have a limit. Try downloading factor data for portfolio securities only.