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 19, 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 2.37% 3.52%
Three-Month 2.91% 2.68%
Year-to-Date 22.17% 13.61%
One-Year 24.57% 19.62%
Three-Year (Annualized) 15.3% 9.91%
Five-Year (Annualized) 15.58% 13.77%
Since Inception 10.99% N/A
Volatility 10.91% 7.69%

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%
2BMIbadger meter inc3.34%
3CBOEcboe hldgs inc com3.33%
4CIcigna corp3.33%
5COHRcoherent inc3.34%
6CORcoresite rlty corp com3.33%
7CPKchesapeake utils corp3.33%
8CSFLcenterstate bks fla inc3.33%
9DFTdupont fabros technology inc com3.34%
10EAelectronic arts inc3.33%
11ELLIellie mae inc com3.34%
12EWedwards lifesciences corp3.33%
13FBfacebook inc cl a3.33%
14FOXFfox factory hldg corp com3.33%
15HCSGhealthcare svcs grp inc3.33%
16HSYhershey co com3.33%
17IIVIii vi inc3.33%
18LMTlockheed martin corp3.34%
19MOaltria group inc3.34%
20NVRnvr inc3.33%
21PLAYdave & busters entmt inc com3.33%
22PRAHpra health sciences inc com3.34%
23PZZApapa johns intl inc3.34%
24RYAAYryanair hldgs plc adr3.33%
25TAHOtahoe res inc com3.34%
26TALtal ed group ads repstg com3.33%
27TTCtoro co3.33%
28ULTAulta beauty inc new3.33%
29VNTVvantiv inc cl a3.33%
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.