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: August 18, 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 -2.27% -1.21%
Three-Month 3.56% 3.04%
Year-to-Date 9.38% 9.75%
One-Year 13.17% 13.23%
Three-Year (Annualized) 8.39% 9.42%
Five-Year (Annualized) 12.66% 13.71%
Since Inception 5.45% N/A
Volatility 10.0% 8.27%

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)
1AETaetna inc new com3.33%
2ALKalaska air group inc3.33%
3AMTDtd ameritrade hldg corp cl a3.33%
4ATVIactivision blizzard inc3.33%
5AVGObroadcom ltd shs3.34%
6AWKamerican wtr wks co inc new com3.33%
7BAPcredicorp ltd3.34%
8CAHcardinal health inc3.33%
9CBGcbre group, inc new3.33%
10CMCSAcomcast corp new class a3.34%
11COOcooper cos inc new3.33%
12CTSHcognizant technology solutions cl a3.33%
13DGdollar gen corp new com3.34%
14DISdisney walt co disney3.34%
15EXPEexpedia inc del com3.33%
16FLTfleetcor technologies inc com3.33%
17HONhoneywell intl inc3.34%
18HRLhormel foods corp3.33%
19KMXcarmax inc3.34%
20LRCXlam research corp3.33%
21MMCmarsh & mclennan cos inc3.34%
22RAIreynolds american inc com3.33%
23SCHWschwab charles corp new3.34%
24STZconstellation brands inc cl a3.33%
25SWKstanley black & decker inc com3.33%
26TRPtranscanada corp ltd3.34%
27TSMtaiwan semiconductor mfg ltd adr3.33%
28TXTtextron inc3.33%
29UNHunitedhealth group3.33%
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.