Objective

The Large-Cap Value folio was developed for investors seeking long-term capital appreciation with higher volatility.

Strategy

The Large-Cap Value folio consists of large-cap companies that 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 value approach seeks to identify companies whose stock prices do not appear to reflect their underlying values. Large-caps typically offer more stability in returns than small- and mid-caps due to their developed product lines, higher cash availability and more tenured management. By investing in stocks that already appear to be out of favor or undervalued, this folio is intended to be less volatile than investing in growth stocks. This folio’s broad diversification may potentially makes it less volatile than large-cap value mutual funds that have more concentrated portfolios.

Last Updated: December 2, 2016

Category: Investment Style
Inception Date: 2000-04-05 00:00:00.0
Date Funded: 2009-08-31*

Folio S&P 500 Total Return
One-Month 4.24% 4.75%
Three-Month 1.81% 1.09%
Year-to-Date 6.05% 9.44%
One-Year 4.5% 7.71%
Three-Year (Annualized) 8.0% 9.05%
Five-Year (Annualized) 12.5% 14.41%
Since Inception 3.29% N/A
Volatility 16.3% 13.86%

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)
1ANTManthem inc new3.34%
2BBVAbanco bilbao vizcaya argentari adr3.34%
3CVScvs health corporation com3.34%
4DALdelta air lines inc del new3.33%
5DHId r horton inc3.34%
6DHRdanaher corp del3.33%
7EXCexelon corp3.33%
8INGing groep n v adr3.33%
9IRingersoll-rand plc3.34%
10IXorix corp adr3.33%
11LVLTlevel 3 communications inc3.33%
12NTTnippon teleg & tel corp adr3.33%
13NWLnewell brands inc3.33%
14PCARpaccar inc3.33%
15PHGkoninklijke philips n v adr new3.34%
16PRGOperrigo co pcl shs3.34%
17RCLroyal caribbean cruises ltd3.33%
18RSGrepublic svcs inc3.33%
19RTNraytheon co3.33%
20SEPspectra energy partners lp com3.33%
21SHGshinhan finl group co ltd spn adr restrd3.34%
22SJMsmucker j m co new3.33%
23SNYsanofi sponsored adr adr3.33%
24Tat&t inc com3.33%
25TMUSt-mobile us inc com3.33%
26TRPtranscanada corp ltd3.34%
27WBAwalgreens boots alliance inc new3.33%
28WFCwells fargo & co new3.33%
29WHRwhirlpool corp3.34%
30WRKwestrock co com3.33%

Steps to Create This Folio

  1. We identified large-cap stocks as those having market capitalizations greater than $11 billion.
  2. We determined the average price-to-book and price-to-earnings ratios in a given sector.
  3. We screened for stocks with low price-to-earnings and price-to-book ratios compared to the sector average.
  4. We ranked these large-cap stocks and targeted the sector weights to be comparable to those of the S&P 500.
  5. 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.