Market Neutral
Category |
Growth of 10k
05-21-13
S&P 500 TR USD
Market Neutral
| Top Decile Average Return | 16.61 | -- | 7.37 | 12.41 | 10.73 | 2.13 | 11.06 | 4.08 | 6.98 | 5.39 | |
| Bottom Decile Average Return | -1.78 | 0.84 | -1.02 | 3.20 | -2.56 | -7.93 | -3.73 | 0.10 | -8.13 | -5.90 | |
| Total Return % | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | |
| +/-S&P 500 TR USD | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | |
| +/-BofAML USD LIBOR 3 Mon CM | -- | -- | -- | -- | -- | -- | -- | -- | -- | -- | |
| Expense Ratio % | 1.75 | 2.21 | 2.03 | 1.79 | 1.73 | 1.88 | 1.87 | 1.82 | 1.71 | 1.70 | |
| Income Ratio % | 1.57 | 0.89 | 0.82 | 2.23 | 2.56 | 1.18 | -0.46 | -1.07 | -1.52 | -1.53 | |
| Turnover Ratio % | 178 | 167 | 186 | 243 | 287 | 375 | 338 | 287 | 455 | 455 | |
| Net Assets $bil | 0.19 | 0.30 | 0.26 | 0.26 | 0.22 | 0.21 | 0.29 | 0.24 | 0.21 | 0.18 |
Category Leaders
| 5 Yr Returns | ||
|---|---|---|
| -- | ||
| -- | ||
| -- | ||
| -- | ||
| -- | ||
Largest Buys
| Value $mil | ||
|---|---|---|
| SOFTBANK Corp | 319.1 | |
| Plains Exploration & Production Company | 312.7 | |
| NYSE Euronext, Inc. | 245.5 | |
| Cymer, Inc. | 157.2 | |
| Arbitron Corporation | 147.9 | |
Largest Holdings
| % Net Assets | ||
|---|---|---|
| -- | ||
| -- | ||
| -- | ||
| -- | ||
| -- | ||
Largest Sells
| Value $mil | ||
|---|---|---|
| Eaton Corporation PLC | -357.6 | |
| PPG Industries, Inc. | -225.5 | |
| Exxon Mobil Corporation | -197.9 | |
| Yahoo! Inc | -194.0 | |
| Apple Inc | -191.0 | |