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: June 27, 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 0.17% 0.28%
Three-Month 7.88% 3.83%
Year-to-Date 17.76% 9.13%
One-Year 24.32% 23.48%
Three-Year (Annualized) 14.1% 9.51%
Five-Year (Annualized) 15.91% 15.0%
Since Inception 10.9% N/A
Volatility 10.31% 8.5%

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)
1AATamerican assets tr inc com3.33%
2AAXNaxon enterprise inc new3.33%
3ABMDabiomed inc3.33%
4BCRbard c r inc3.33%
5BMIbadger meter inc3.34%
6BOFIbofi hldg inc3.33%
7BRXbrixmor ppty group inc com3.34%
8CBOEcboe hldgs inc com3.33%
9CIcigna corp3.33%
10CORcoresite rlty corp com3.34%
11ELLIellie mae inc com3.33%
12EWedwards lifesciences corp3.33%
13FBfacebook inc cl a3.33%
14FIZZnational beverage corp3.34%
15FOXFfox factory hldg corp com3.33%
16HSYhershey co com3.33%
17LMTlockheed martin corp3.34%
18MRCYmercury computer sys3.34%
19NVRnvr inc3.34%
20ORLYo reilly automotive inc3.33%
21ROLrollins inc3.33%
22SAVEspirit airls inc com3.33%
23SEPspectra energy partners lp com3.34%
24TAHOtahoe res inc com3.34%
25TALtal ed group ads repstg com3.33%
26TJXtjx cos inc new3.34%
27TTCtoro co3.33%
28VVCvectren corp3.33%
29WBMDwebmd health corp cl a3.33%
30WTRaqua america inc3.33%

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.