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: December 8, 2016

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 6.96% 5.2%
Three-Month 5.86% 3.54%
Year-to-Date 14.35% 12.21%
One-Year 14.03% 11.25%
Three-Year (Annualized) 8.6% 9.84%
Five-Year (Annualized) 14.53% 15.15%
Since Inception 5.17% N/A
Volatility 14.51% 13.68%

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)
1ADIanalog devices inc3.33%
2AMGNamgen inc3.33%
3AMTDtd ameritrade hldg corp cl a3.34%
4AWKamerican wtr wks co inc new com3.34%
5CAHcardinal health inc3.33%
6CHKPcheck point software tech ltd ord3.34%
7CIcigna corp3.34%
8CVScvs health corporation com3.33%
9DGdollar gen corp new com3.34%
10DISdisney walt co disney3.34%
11FDXfedex corp3.33%
12GPNglobal pmts inc3.33%
13HDBhdfc bank ltd adr reps 3 shs3.34%
14HLThilton worldwide hldgs inc com3.34%
15HRSharris corp del3.33%
16KRkroger co3.34%
17MCKmckesson corporation3.33%
18NEEnextera energy inc3.33%
19PCARpaccar inc3.33%
20RAIreynolds american inc com3.33%
21ROProper inds inc new3.33%
22SCHWschwab charles corp new3.33%
23STZconstellation brands inc cl a3.33%
24SWKSskyworks solutions inc3.33%
25TROWprice t rowe group inc com3.33%
26TSNtyson foods inc cl a3.33%
27UNHunitedhealth group3.33%
28VFCv f corp3.33%
29VMCvulcan matls co3.34%
30VMWvmware inc cl a com3.33%

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.