Objective

The Aggressive folio was developed for investors seeking aggressive long-term capital appreciation potential in return for high volatility.

Strategy

The Aggressive folio was developed to have a level of risk greater than that of the overall market, specifically the S&P 500.

The folio is expected to achieve returns above the overall market during market upswings, and lower returns during downswings, due to higher volatility than the overall market.

Last Updated: April 20, 2018

Category: Investment Style
Inception Date: 2000-04-05 00:00:00.0
Date Funded: 2009-08-28*

Folio S&P 500 Total Return
One-Month -1.49% -1.42%
Three-Month -3.6% -4.52%
Year-to-Date 3.36% 0.44%
One-Year 24.7% 15.94%
Three-Year (Annualized) 13.18% 10.66%
Five-Year (Annualized) 14.62% 13.75%
Since Inception 6.56% N/A
Volatility 12.89% 12.13%

Past performance is no guarantee of future results.
See how returns are calculated

* Returns reflect model performance from the Inception Date to the Date Funded, and funded performance since the Date Funded, if funded. Your returns may deviate significantly from the values displayed here, due to many factors, including how long after a strategy has been updated that you place orders to update your holdings.

#SymbolCompanyWeight
(% of Folio)
1AAPLapple inc com3.33%
2AJRDaerojet rocketdyne holdings inc new3.33%
3ALGNalign technology inc3.33%
4AMGNamgen inc3.34%
5AMZNamazon com inc3.34%
6APTVaptiv plc3.34%
7BKbank of new york mellon corp3.33%
8BKNGbooking holdings inc new3.34%
9CFGcitizens finl group inc com3.33%
10CRMsalesforce com inc3.33%
11FBHSfortune brands home & sec inc com3.33%
12FDXfedex corp3.33%
13IXorix corp adr3.33%
14JOBS51job inc sp adr rep com3.34%
15JPMj p morgan chase & co3.33%
16LBTYBliberty global plc shs cl b3.34%
17MAmastercard inc com3.33%
18MARmarriott intl inc new cl a3.34%
19MDPmeredith corp3.34%
20MFCmanulife finl corp3.33%
21MYLmylan n v shs euro3.33%
22NFLXnetflix com inc3.34%
23ORAormat technologies inc3.33%
24PSXPphillips 66 partners lp com unit rep int3.33%
25RACEferrari n v com3.33%
26SHWsherwin williams co3.33%
27TXNtexas instrs inc3.33%
28WBAwalgreens boots alliance inc new3.34%
29WRKwestrock co com3.33%
30XRAYdentsply sirona inc new3.33%

Steps to Create This Folio

  1. We screened for securities with historical betas higher than average (greater than 1.2 but less than 1.5) with market capitalizations greater than $500 million.
  2. We selected the securities with the largest market capitalization in each sector, and targeted the sector weights to be comparable to the S&P 500.
  3. We equally weighted all securities in the folio.

Number of Securities

There are generally 30 securities in the folio.

Update Frequency

Quarterly.

If the characteristics of the folio have changed substantially, the securities included may change. Also, corporate actions, such as a merger, or other events may cause changes to the securities held at any time. Your returns may deviate significantly from the values displayed here, due to many factors, including how long after a folio has been updated that you place orders to update your holdings.