Last Updated: March 23, 2018
Inception Date: 2000-10-26 00:00:00.0
Date Funded: 2009-08-31*
|Folio||S&P 500 Total Return|
(% of Folio)
|1||AET||aetna inc new com||3.33%|
|3||AMTD||td ameritrade hldg corp cl a||3.34%|
|4||AWK||american wtr wks co inc new com||3.34%|
|6||CBOE||cboe global markets inc new||3.33%|
|7||CBRE||cbre group, inc new||3.33%|
|8||CMCSA||comcast corp new class a||3.34%|
|9||COL||rockwell collins inc||3.33%|
|10||CTSH||cognizant technology solutions cl a||3.33%|
|11||DISH||dish network corp cl a||3.34%|
|14||GPN||global pmts inc||3.33%|
|15||HON||honeywell intl inc||3.34%|
|16||HSIC||schein henry inc||3.34%|
|19||LEA||lear corp com new||3.33%|
|21||LRCX||lam research corp||3.33%|
|22||MKC||mccormick & co inc non vtg||3.33%|
|23||SCHW||schwab charles corp new||3.34%|
|24||SIVB||svb finl group||3.34%|
|25||SNI||scripps networks interact inc cl a com||3.33%|
|26||STLD||steel dynamics inc||3.33%|
|27||STZ||constellation brands inc cl a||3.33%|
|28||TRP||transcanada corp ltd||3.33%|
|29||TSM||taiwan semiconductor mfg ltd adr||3.34%|
|30||VMC||vulcan matls co||3.33%|
Steps to Create This Folio
- We identified large-cap stocks as those having market capitalizations greater than $11 billion.
- We ranked these large-cap stocks according to their price-to-book ratios from lowest to highest.
- We divided the ranked list into quartiles and determined the median of the price-to-book ratios.
- We targeted the sector weights of the folio to be comparable to the sector weights of the S&P 500.
- We selected stocks that had price-to-book ratios closest to the median.
- 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.