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: November 22, 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 2.39% 1.05%
Three-Month 7.99% 6.41%
Year-to-Date 19.66% 18.1%
One-Year 20.82% 20.3%
Three-Year (Annualized) 10.32% 10.25%
Five-Year (Annualized) 14.67% 15.6%
Since Inception 5.91% N/A
Volatility 8.51% 6.79%

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)
1AJGgallagher arthur j & co3.34%
2AMTDtd ameritrade hldg corp cl a3.33%
3AVGObroadcom ltd shs3.34%
4AWKamerican wtr wks co inc new com3.33%
5BDXbecton dickinson & co3.33%
6CBGcbre group, inc new3.34%
7CBOEcboe global markets inc new3.34%
8CMCSAcomcast corp new class a3.34%
9COLrockwell collins inc3.33%
10COOcooper cos inc new3.33%
11CTSHcognizant technology solutions cl a3.33%
12DGdollar gen corp new com3.34%
13DISdisney walt co disney3.34%
14DLTRdollar tree stores inc3.33%
15EXPEexpedia inc del com3.34%
16FDXfedex corp3.33%
17FLTfleetcor technologies inc com3.33%
18HDBhdfc bank ltd adr reps 3 shs3.34%
19HONhoneywell intl inc3.33%
20HRLhormel foods corp3.33%
21LEAlear corp com new3.33%
22LRCXlam research corp3.33%
23MKCmccormick & co inc non vtg3.33%
24SCHWschwab charles corp new3.33%
25SNIscripps networks interact inc cl a com3.33%
26SNPSsynopsys inc3.34%
27SWKstanley black & decker inc com3.33%
28TMOthermo fisher scientific inc3.33%
29TRPtranscanada corp ltd3.33%
30VMCvulcan matls co3.33%

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.