Last Updated: July 16, 2018
Inception Date: 2000-04-05 00:00:00.0
Date Funded: 2009-08-28*
|Folio||S&P 500 Total Return|
(% of Folio)
|1||AAPL||apple inc com||3.33%|
|2||AAWW||atlas air worldwide hldgs inc com new||3.33%|
|3||ANDX||andeavor logistics lp com unit lp int||3.33%|
|4||BK||bank of new york mellon corp||3.33%|
|5||BKNG||booking holdings inc new||3.34%|
|6||BUFF||blue buffalo pet prods inc com||3.34%|
|8||CMI||cummins inc com||3.33%|
|9||COF||capital one finl corp||3.33%|
|11||CRM||salesforce com inc||3.33%|
|12||EMN||eastman chem co||3.33%|
|15||JPM||j p morgan chase & co||3.33%|
|16||LOW||lowes cos inc||3.34%|
|17||MAR||marriott intl inc new cl a||3.34%|
|18||MFC||manulife finl corp||3.33%|
|19||MNST||monster beverage corporation new||3.34%|
|20||PYPL||paypal hldgs inc||3.33%|
|21||RCL||royal caribbean cruises ltd||3.34%|
|22||SHPG||shire plc adr||3.34%|
|23||SPGI||s&p global inc new||3.34%|
|24||SPR||spirit aerosystems hldgs inc com cl a||3.33%|
|25||STT||state str corp||3.33%|
|26||TOL||toll brothers inc||3.33%|
|27||TXN||texas instrs inc||3.33%|
|28||VRTX||vertex pharmaceuticals inc||3.34%|
|29||WPZ||williams partners l p new unit ltd par||3.33%|
|30||WRK||westrock co com||3.33%|
Steps to Create This Folio
- 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.
- 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.
- We equally weighted all securities in the folio.
Number of Securities
There are generally 30 securities in the folio.
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.