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: January 18, 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 1.37% 0.77%
Three-Month 4.74% 6.76%
Year-to-Date 1.57% 1.56%
One-Year 19.17% 23.42%
Three-Year (Annualized) 9.16% 9.58%
Five-Year (Annualized) 14.64% 14.08%
Since Inception 10.23% N/A
Volatility 12.08% 12.11%

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%
2AWKamerican wtr wks co inc new com3.34%
3BCRbard c r inc3.33%
4BOFIbofi hldg inc3.33%
5CBOEcboe hldgs inc com3.34%
6CBRLcracker barrel old ctry store com3.33%
7CHRWc h robinson worldwide inc new3.33%
8CORcoresite rlty corp com3.33%
9DFTdupont fabros technology inc com3.34%
10EGOVnational info consortium inc3.33%
11FBfacebook inc cl a3.34%
12FIZZnational beverage corp3.34%
13FOXFfox factory hldg corp com3.34%
14HAWKblackhawk network hldgs inc cl a3.33%
15IDXXidexx labs inc3.33%
16LMTlockheed martin corp3.34%
17LULUlululemon athletica inc com3.33%
18MOaltria group inc3.33%
19NEEnextera energy inc3.33%
20NVRnvr inc3.34%
21ORLYo reilly automotive inc3.34%
22PNRApanera bread co cl a3.33%
23ROLrollins inc3.33%
24SEPspectra energy partners lp com3.34%
25TALtal ed group ads repstg com3.33%
26TASRtaser intl inc3.33%
27VLRScontroladora vuela cia de avia spon adr3.33%
28VZverizon communications inc.3.33%
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.