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: September 23, 2016

Category: Investment Style
Inception Date: April 05, 2000
Date Funded: August 28, 2009*

Folio S&P 500 Total Return
One-Month -0.81% -0.85%
Three-Month 2.64% 2.97%
Year-to-Date 10.3% 7.62%
One-Year 15.43% 14.08%
Three-Year (Annualized) 10.75% 10.65%
Five-Year (Annualized) 17.03% 16.21%
Since Inception 10.34% N/A
Volatility 14.3% 14.68%

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)
1AWKamerican wtr wks co inc new com3.33%
2BCRbard c r inc3.33%
3BOFIbofi hldg inc3.33%
4CHDchurch & dwight inc3.33%
5CHRWc h robinson worldwide inc new3.33%
6CIcigna corp3.33%
7COLrockwell collins inc3.34%
8DFTdupont fabros technology inc com3.34%
9DORMdorman products inc com3.34%
10DPSdr pepper snapple group inc com3.34%
11ELLIellie mae inc com3.33%
12EWedwards lifesciences corp3.33%
13HAWKblackhawk network hldgs inc cl a3.34%
14ISRGintuitive surgical inc new3.33%
15JKHYhenry jack & assoc inc3.33%
16LULUlululemon athletica inc com3.33%
17MOaltria group inc3.33%
18NEEnextera energy inc3.33%
19OLEDuniversal display corp3.34%
20ORLYo reilly automotive inc3.33%
21PLKIpopeyes la kitchen inc com3.34%
22PRLBproto labs inc com3.34%
23ROICretail opportunity invts corp3.33%
24SUNsunoco lp units rep lp3.34%
25TASRtaser intl inc3.33%
26UAunder armour inc cl a3.33%
27UFCSunited fire & cas co3.33%
28VRSKverisk analytics inc cl a3.33%
29VZverizon communications inc.3.33%
30WTRaqua america inc3.34%

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.