Last Updated: June 27, 2017
Inception Date: 2000-10-26 00:00:00.0
Date Funded: 2009-08-31*
|Folio||S&P 500 Total Return|
(% of Folio)
|2||AMTD||td ameritrade hldg corp cl a||3.34%|
|3||AWK||american wtr wks co inc new com||3.34%|
|4||CAH||cardinal health inc||3.33%|
|5||CBG||cbre group, inc new||3.33%|
|6||COL||rockwell collins inc||3.34%|
|7||CTSH||cognizant technology solutions cl a||3.33%|
|8||DFS||discover finl svcs com||3.34%|
|9||DG||dollar gen corp new com||3.33%|
|10||DIS||disney walt co disney||3.34%|
|11||DLTR||dollar tree stores inc||3.34%|
|14||FRC||first rep bk san fran cali new com||3.33%|
|15||GPN||global pmts inc||3.33%|
|16||HLT||hilton worldwide hldgs inc com||3.33%|
|17||HRL||hormel foods corp||3.33%|
|18||INFY||infosys ltd adr||3.33%|
|19||LRCX||lam research corp||3.33%|
|21||MMC||marsh & mclennan cos inc||3.34%|
|22||NXPI||nxp semiconductors n v com||3.34%|
|23||RAI||reynolds american inc com||3.33%|
|24||SCHW||schwab charles corp new||3.33%|
|25||SWK||stanley black & decker inc com||3.33%|
|26||TSM||taiwan semiconductor mfg ltd adr||3.33%|
|28||UTX||united technologies corp||3.33%|
|29||VMC||vulcan matls co||3.33%|
|30||WEC||wisconsin energy corp new||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.