Last Updated: November 22, 2017
Inception Date: 2000-10-26 00:00:00.0
Date Funded: 2009-08-31*
|Folio||S&P 500 Total Return|
(% of Folio)
|1||AJG||gallagher arthur j & co||3.34%|
|2||AMTD||td ameritrade hldg corp cl a||3.33%|
|3||AVGO||broadcom ltd shs||3.34%|
|4||AWK||american wtr wks co inc new com||3.33%|
|5||BDX||becton dickinson & co||3.33%|
|6||CBG||cbre group, inc new||3.34%|
|7||CBOE||cboe global markets inc new||3.34%|
|8||CMCSA||comcast corp new class a||3.34%|
|9||COL||rockwell collins inc||3.33%|
|10||COO||cooper cos inc new||3.33%|
|11||CTSH||cognizant technology solutions cl a||3.33%|
|12||DG||dollar gen corp new com||3.34%|
|13||DIS||disney walt co disney||3.34%|
|14||DLTR||dollar tree stores inc||3.33%|
|15||EXPE||expedia inc del com||3.34%|
|17||FLT||fleetcor technologies inc com||3.33%|
|18||HDB||hdfc bank ltd adr reps 3 shs||3.34%|
|19||HON||honeywell intl inc||3.33%|
|20||HRL||hormel foods corp||3.33%|
|21||LEA||lear corp com new||3.33%|
|22||LRCX||lam research corp||3.33%|
|23||MKC||mccormick & co inc non vtg||3.33%|
|24||SCHW||schwab charles corp new||3.33%|
|25||SNI||scripps networks interact inc cl a com||3.33%|
|27||SWK||stanley black & decker inc com||3.33%|
|28||TMO||thermo fisher scientific inc||3.33%|
|29||TRP||transcanada corp ltd||3.33%|
|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.