Objective

The Conservative folio was developed for investors seeking long-term capital appreciation and income with lower market volatility and returns.

Strategy

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

The folio is expected to achieve lower returns than the overall market during a bull market. However, returns will tend to be slightly better than that of the overall market during a downturn providing a potential hedge as well as a source of income.

Last Updated: December 9, 2016

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 6.57% 4.66%
Three-Month 4.57% 6.76%
Year-to-Date 11.53% 12.86%
One-Year 12.57% 12.76%
Three-Year (Annualized) 8.98% 10.0%
Five-Year (Annualized) 15.49% 14.9%
Since Inception 10.28% N/A
Volatility 14.89% 13.67%

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)
1AWKamerican wtr wks co inc new com3.33%
2BCRbard c r inc3.33%
3BOFIbofi hldg inc3.33%
4BRXbrixmor ppty group inc com3.34%
5CAHcardinal health inc3.34%
6CBOEcboe hldgs inc com3.33%
7CERNcerner corp3.33%
8CHRWc h robinson worldwide inc new3.33%
9CIcigna corp3.33%
10COLrockwell collins inc3.34%
11CRUScirrus logic corp3.34%
12DORMdorman products inc com3.33%
13ELLIellie mae inc com3.33%
14EWedwards lifesciences corp3.33%
15FLTXfleetmatics group plc com3.34%
16HAWKblackhawk network hldgs inc cl a3.33%
17IBPinstalled bldg prods inc com3.33%
18LULUlululemon athletica inc com3.33%
19MNSTmonster beverage corporation new3.34%
20MOaltria group inc3.33%
21NKEnike inc cl b3.33%
22ORLYo reilly automotive inc3.33%
23PLKIpopeyes la kitchen inc com3.34%
24ROLrollins inc3.33%
25SEPspectra energy partners lp com3.34%
26TASRtaser intl inc3.34%
27UAAunder armour inc cl a3.33%
28VRSKverisk analytics inc cl a3.33%
29VZverizon communications inc.3.33%
30WTRaqua america inc3.34%

Steps to Create This Folio

  1. 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.
  2. 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.
  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.