Objective

The Large-Cap Blend folio was developed for investors seeking long-term capital appreciation with higher volatility.

Strategy

The Large-Cap Blend folio consists of companies that have high earnings growth potential and appear undervalued based on their price-to-book ratio, in comparison to the overall market. Large-cap companies are defined as having market capitalizations above $11 billion USD.

A blend investing strategy provides aspects of both value and growth investing styles, without making the difficult determination as to which style the market may favor. Blend folios are intended to be less volatile then their large-cap growth counterparts and generally offer lower risk than small- and mid-caps. This folio’s broad diversification may potentially makes it less volatile than large-cap blend mutual funds that may have more concentrated portfolios.

Last Updated: April 25, 2017

Category: Investment Style
Inception Date: 2000-10-26 00:00:00.0
Date Funded: 2009-08-31*

Folio S&P 500 Total Return
One-Month 1.55% 2.04%
Three-Month 1.63% 4.45%
Year-to-Date 5.99% 7.33%
One-Year 14.3% 16.87%
Three-Year (Annualized) 8.96% 10.93%
Five-Year (Annualized) 12.74% 13.83%
Since Inception 5.34% N/A
Volatility 11.43% 9.86%

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)
1AMGNamgen inc3.34%
2AMTDtd ameritrade hldg corp cl a3.34%
3AWKamerican wtr wks co inc new com3.34%
4CAHcardinal health inc3.33%
5CBGcbre group, inc new3.33%
6COLrockwell collins inc3.34%
7CTSHcognizant technology solutions cl a3.33%
8DFSdiscover finl svcs com3.34%
9DGdollar gen corp new com3.33%
10DISdisney walt co disney3.34%
11DLTRdollar tree stores inc3.34%
12ENBenbridge inc3.33%
13FDXfedex corp3.33%
14FRCfirst rep bk san fran cali new com3.33%
15GPNglobal pmts inc3.33%
16HLThilton worldwide hldgs inc com3.33%
17HRLhormel foods corp3.33%
18INFYinfosys ltd adr3.33%
19LRCXlam research corp3.33%
20MCKmckesson corporation3.34%
21MMCmarsh & mclennan cos inc3.34%
22NXPInxp semiconductors n v com3.34%
23RAIreynolds american inc com3.33%
24SCHWschwab charles corp new3.33%
25SWKstanley black & decker inc com3.33%
26TSMtaiwan semiconductor mfg ltd adr3.33%
27UNHunitedhealth group3.33%
28UTXunited technologies corp3.33%
29VMCvulcan matls co3.33%
30WECwisconsin energy corp new3.33%

Steps to Create This Folio

  1. We identified large-cap stocks as those having market capitalizations greater than $11 billion.
  2. We ranked these large-cap stocks according to their price-to-book ratios from lowest to highest.
  3. We divided the ranked list into quartiles and determined the median of the price-to-book ratios.
  4. We targeted the sector weights of the folio to be comparable to the sector weights of the S&P 500.
  5. We selected stocks that had price-to-book ratios closest to the median.
  6. 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.