Last Updated: May 21, 2018
Inception Date: 2000-10-26 00:00:00.0
Date Funded: 2009-08-31*
|Folio||S&P 500 Total Return|
(% of Folio)
|1||ADI||analog devices inc||3.33%|
|2||AJG||gallagher arthur j & co||3.34%|
|3||AMP||ameriprise finl inc com||3.33%|
|4||AVGO||broadcom ltd shs||3.34%|
|5||AWK||american wtr wks co inc new com||3.34%|
|8||CHD||church & dwight inc||3.33%|
|10||CMI||cummins inc com||3.33%|
|11||COO||cooper cos inc new||3.33%|
|12||DHR||danaher corp del||3.33%|
|13||DLTR||dollar tree stores inc||3.34%|
|14||FANG||diamondback energy inc com||3.33%|
|18||MHK||mohawk inds inc||3.34%|
|19||MKC||mccormick & co inc non vtg||3.33%|
|20||NEE||nextera energy inc||3.33%|
|21||PGR||progressive corp ohio||3.34%|
|22||RCL||royal caribbean cruises ltd||3.34%|
|23||SIVB||svb finl group||3.33%|
|24||SSNC||ss&c technologies hldgs inc com||3.34%|
|25||STLD||steel dynamics inc||3.33%|
|26||TMO||thermo fisher scientific inc||3.34%|
|27||TRP||transcanada corp ltd||3.33%|
|28||TWX||time warner inc||3.33%|
|29||VMC||vulcan matls co||3.33%|
|30||WCN||waste connection inc||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.