Last Updated: September 19, 2017
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%|
|2||ALK||alaska air group inc||3.33%|
|3||AMTD||td ameritrade hldg corp cl a||3.33%|
|4||ATVI||activision blizzard inc||3.33%|
|5||AVGO||broadcom ltd shs||3.34%|
|6||AWK||american wtr wks co inc new com||3.33%|
|8||CAH||cardinal health inc||3.33%|
|9||CBG||cbre group, inc new||3.33%|
|10||CMCSA||comcast corp new class a||3.34%|
|11||COO||cooper cos inc new||3.33%|
|12||CTSH||cognizant technology solutions cl a||3.33%|
|13||DG||dollar gen corp new com||3.34%|
|14||DIS||disney walt co disney||3.34%|
|15||EXPE||expedia inc del com||3.33%|
|16||FLT||fleetcor technologies inc com||3.33%|
|17||HON||honeywell intl inc||3.34%|
|18||HRL||hormel foods corp||3.33%|
|20||LRCX||lam research corp||3.33%|
|21||MMC||marsh & mclennan cos inc||3.34%|
|22||RAI||reynolds american inc com||3.33%|
|23||SCHW||schwab charles corp new||3.34%|
|24||STZ||constellation brands inc cl a||3.33%|
|25||SWK||stanley black & decker inc com||3.33%|
|26||TRP||transcanada corp ltd||3.34%|
|27||TSM||taiwan semiconductor mfg ltd adr||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.