GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31 vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD OVERVIEW PORTFOLIO 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
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
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
PERFORMANCE SUMMARY 31 JUL 2013 - 31 MAR 2015PERFORMANCE SUMMARY
TOP 10 STOCK CONTRIBUTORS TO ACTIVE RETURN
BOTTOM 10 STOCK CONTRIBUTORS TO ACTIVE RETURN
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
GLOBAL EQUITY DEV ANALYSIS DATE: 2015-03-31
vs. QS WORLD TOP 85% CASA FF BASE CURRENCY: AUD
CONTRIBUTIONS BY MARKET
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
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
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
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
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
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
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
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
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
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
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
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.