Last Updated: March 23, 2018
Inception Date: 2000-04-05 00:00:00.0
Date Funded: 2009-08-28*
|Folio||S&P 500 Total Return|
(% of Folio)
|2||ALGT||allegiant travel co com||3.33%|
|3||AWK||american wtr wks co inc new com||3.33%|
|4||BLD||topbuild corp com||3.33%|
|5||BOFI||bofi hldg inc||3.33%|
|6||CBOE||cboe global markets inc new||3.34%|
|8||COR||coresite rlty corp com||3.33%|
|9||DORM||dorman products inc com||3.33%|
|10||DPS||dr pepper snapple group inc com||3.33%|
|11||EA||electronic arts inc||3.34%|
|12||EGOV||national info consortium inc||3.33%|
|13||EW||edwards lifesciences corp||3.34%|
|14||FB||facebook inc cl a||3.33%|
|15||HCSG||healthcare svcs grp inc||3.33%|
|16||HSY||hershey co com||3.33%|
|17||ISRG||intuitive surgical inc new||3.33%|
|18||KMG||kmg chemicals inc||3.34%|
|19||LGIH||lgi homes inc com||3.33%|
|20||LMT||lockheed martin corp||3.34%|
|21||MO||altria group inc||3.34%|
|22||NKE||nike inc cl b||3.33%|
|23||SEDG||solaredge technologies inc com||3.34%|
|24||SFM||sprouts fmrs mkt inc com||3.33%|
|26||TAL||tal ed group ads repstg com||3.33%|
|27||ULTA||ulta beauty inc new||3.33%|
|28||VLP||valero energy partners lp com unt rep lp||3.34%|
|29||VMW||vmware inc cl a com||3.34%|
|30||WP||worldpay inc cl a||3.33%|
Steps to Create This Folio
- We screened for securities with a historical beta lower than 0.7 from securities with market capitalizations greater than $1 billion. As a reference point, the S&P 500 has a historical beta of one and therefore the folio generally should be significantly less volatile than the S&P 500.
- We selected the securities with the largest market capitalizations 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.