Last Updated: January 18, 2017
Inception Date: 2000-04-05 00:00:00.0
Date Funded: 2009-08-28*
|Folio||S&P 500 Total Return|
(% of Folio)
|2||AWK||american wtr wks co inc new com||3.34%|
|3||BCR||bard c r inc||3.33%|
|4||BOFI||bofi hldg inc||3.33%|
|5||CBOE||cboe hldgs inc com||3.34%|
|6||CBRL||cracker barrel old ctry store com||3.33%|
|7||CHRW||c h robinson worldwide inc new||3.33%|
|8||COR||coresite rlty corp com||3.33%|
|9||DFT||dupont fabros technology inc com||3.34%|
|10||EGOV||national info consortium inc||3.33%|
|11||FB||facebook inc cl a||3.34%|
|12||FIZZ||national beverage corp||3.34%|
|13||FOXF||fox factory hldg corp com||3.34%|
|14||HAWK||blackhawk network hldgs inc cl a||3.33%|
|15||IDXX||idexx labs inc||3.33%|
|16||LMT||lockheed martin corp||3.34%|
|17||LULU||lululemon athletica inc com||3.33%|
|18||MO||altria group inc||3.33%|
|19||NEE||nextera energy inc||3.33%|
|21||ORLY||o reilly automotive inc||3.34%|
|22||PNRA||panera bread co cl a||3.33%|
|24||SEP||spectra energy partners lp com||3.34%|
|25||TAL||tal ed group ads repstg com||3.33%|
|26||TASR||taser intl inc||3.33%|
|27||VLRS||controladora vuela cia de avia spon adr||3.33%|
|28||VZ||verizon communications inc.||3.33%|
|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.