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: November 20, 2017

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 0.83% 0.46%
Three-Month 10.82% 6.98%
Year-to-Date 24.17% 17.42%
One-Year 25.83% 20.75%
Three-Year (Annualized) 12.33% 10.23%
Five-Year (Annualized) 15.17% 15.61%
Since Inception 6.25% N/A
Volatility 9.39% 6.78%

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)
1AMGNamgen inc3.34%
2AMZNamazon com inc3.34%
3CFGcitizens finl group inc com3.33%
4CRMsalesforce com inc3.33%
5DFSdiscover finl svcs com3.33%
6DISdisney walt co disney3.34%
7EQGPeqt gp hldgs lp com unit rep3.33%
8FDXfedex corp3.33%
9GMgeneral mtrs co com3.33%
10HBANhuntington bancshares inc3.33%
11HLThilton worldwide hldgs inc com3.34%
12IXorix corp adr3.33%
13JCIjohnson ctls intl plc shs3.33%
14JOBS51job inc sp adr rep com3.34%
15MARmarriott intl inc new cl a3.34%
16MDPmeredith corp3.34%
17MFCmanulife finl corp3.33%
18MYLmylan n v shs euro3.33%
19NVDAnvidia corp3.33%
20OMComnicom group inc3.34%
21ORAormat technologies inc3.33%
22PCLNpriceline group com inc new3.34%
23RFregions financial corp new3.33%
24RHTred hat inc3.33%
25SHWsherwin williams co3.33%
26SPRspirit aerosystems hldgs inc com cl a3.33%
27STLDsteel dynamics inc3.33%
28TXNtexas instrs inc3.33%
29WBAwalgreens boots alliance inc new3.34%
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.