Last Updated: December 9, 2016
Inception Date: 2000-04-05 00:00:00.0
Date Funded: 2009-08-28*
|Folio||S&P 500 Total Return|
(% of Folio)
|1||AWK||american wtr wks co inc new com||3.33%|
|2||BCR||bard c r inc||3.33%|
|3||BOFI||bofi hldg inc||3.33%|
|4||BRX||brixmor ppty group inc com||3.34%|
|5||CAH||cardinal health inc||3.34%|
|6||CBOE||cboe hldgs inc com||3.33%|
|8||CHRW||c h robinson worldwide inc new||3.33%|
|10||COL||rockwell collins inc||3.34%|
|11||CRUS||cirrus logic corp||3.34%|
|12||DORM||dorman products inc com||3.33%|
|13||ELLI||ellie mae inc com||3.33%|
|14||EW||edwards lifesciences corp||3.33%|
|15||FLTX||fleetmatics group plc com||3.34%|
|16||HAWK||blackhawk network hldgs inc cl a||3.33%|
|17||IBP||installed bldg prods inc com||3.33%|
|18||LULU||lululemon athletica inc com||3.33%|
|19||MNST||monster beverage corporation new||3.34%|
|20||MO||altria group inc||3.33%|
|21||NKE||nike inc cl b||3.33%|
|22||ORLY||o reilly automotive inc||3.33%|
|23||PLKI||popeyes la kitchen inc com||3.34%|
|25||SEP||spectra energy partners lp com||3.34%|
|26||TASR||taser intl inc||3.34%|
|27||UAA||under armour inc cl a||3.33%|
|28||VRSK||verisk analytics inc cl a||3.33%|
|29||VZ||verizon communications inc.||3.33%|
|30||WTR||aqua america inc||3.34%|
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.