Last Updated: June 27, 2017
Inception Date: 2000-04-05 00:00:00.0
Date Funded: 2009-08-28*
|Folio||S&P 500 Total Return|
(% of Folio)
|1||AAT||american assets tr inc com||3.33%|
|2||AAXN||axon enterprise inc new||3.33%|
|4||BCR||bard c r inc||3.33%|
|5||BMI||badger meter inc||3.34%|
|6||BOFI||bofi hldg inc||3.33%|
|7||BRX||brixmor ppty group inc com||3.34%|
|8||CBOE||cboe hldgs inc com||3.33%|
|10||COR||coresite rlty corp com||3.34%|
|11||ELLI||ellie mae inc com||3.33%|
|12||EW||edwards lifesciences corp||3.33%|
|13||FB||facebook inc cl a||3.33%|
|14||FIZZ||national beverage corp||3.34%|
|15||FOXF||fox factory hldg corp com||3.33%|
|16||HSY||hershey co com||3.33%|
|17||LMT||lockheed martin corp||3.34%|
|18||MRCY||mercury computer sys||3.34%|
|20||ORLY||o reilly automotive inc||3.33%|
|22||SAVE||spirit airls inc com||3.33%|
|23||SEP||spectra energy partners lp com||3.34%|
|24||TAHO||tahoe res inc com||3.34%|
|25||TAL||tal ed group ads repstg com||3.33%|
|26||TJX||tjx cos inc new||3.34%|
|29||WBMD||webmd health corp cl a||3.33%|
|30||WTR||aqua america inc||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.