Last Updated: June 15, 2018
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||3.33%|
|4||BURL||burlington stores inc com||3.33%|
|5||CBOE||cboe global markets inc new||3.34%|
|6||CHKP||check point software tech ltd ord||3.34%|
|7||CHRW||c h robinson worldwide inc new||3.33%|
|8||CLX||clorox co del||3.34%|
|9||COR||coresite rlty corp com||3.33%|
|10||DNKN||dunkin brands group inc com||3.33%|
|11||EL||lauder estee cos inc cl a||3.33%|
|12||EW||edwards lifesciences corp||3.34%|
|13||FOXF||fox factory hldg corp com||3.33%|
|14||FUN||cedar fair l p depositry unit||3.33%|
|15||GLOB||globant s a com||3.34%|
|16||GPOR||gulfport energy corp new||3.34%|
|17||HLI||houlihan lokey inc cl a||3.33%|
|18||HSY||hershey co com||3.33%|
|19||IIVI||ii vi inc||3.33%|
|20||KMG||kmg chemicals inc||3.34%|
|21||LGIH||lgi homes inc com||3.33%|
|22||NKE||nike inc cl b||3.34%|
|23||NVO||novo-nordisk a s adr||3.33%|
|25||OMAB||grupo aeroportuario ctr norte spon adr||3.33%|
|26||PGR||progressive corp ohio||3.33%|
|27||SABR||sabre corp com||3.34%|
|28||TAL||tal ed group ads repstg com||3.33%|
|30||WP||worldpay inc cl a||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.