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 15, 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 4.33% 4.53%
Three-Month 4.95% 7.53%
Year-to-Date 27.44% 21.85%
One-Year 27.5% 20.6%
Three-Year (Annualized) 16.3% 12.71%
Five-Year (Annualized) 17.05% 16.01%
Since Inception 11.08% N/A
Volatility 9.96% 6.7%

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)
1ABMDabiomed inc3.33%
2BEATbiotelemetry inc new3.33%
3BMIbadger meter inc3.34%
4BOFIbofi hldg inc3.34%
5CBOEcboe global markets inc new3.34%
6CIcigna corp3.33%
7CORcoresite rlty corp com3.33%
8EAelectronic arts inc3.33%
9EGOVnational info consortium inc3.33%
10ELlauder estee cos inc cl a3.33%
11EWedwards lifesciences corp3.33%
12FBfacebook inc cl a3.34%
13FOXFfox factory hldg corp com3.33%
14HAWKblackhawk network hldgs inc cl a3.33%
15HCSGhealthcare svcs grp inc3.33%
16HSYhershey co com3.33%
17ICLRicon pub ltd co3.34%
18IIVIii vi inc3.33%
19LGIHlgi homes inc com3.33%
20LMTlockheed martin corp3.34%
21LOGIlogitech international s a3.34%
22MOaltria group inc3.34%
23NVRnvr inc3.33%
24PZZApapa johns intl inc3.34%
25RYAAYryanair hldgs plc adr3.33%
26SJWsjw corp3.33%
27TAHOtahoe res inc com3.34%
28TALtal ed group ads repstg com3.33%
29ULTAulta beauty inc new3.33%
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.