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: April 25, 2017

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 2.06% 2.04%
Three-Month 3.0% 4.45%
Year-to-Date 6.25% 7.33%
One-Year 13.11% 16.87%
Three-Year (Annualized) 10.07% 10.93%
Five-Year (Annualized) 12.56% 13.83%
Since Inception 3.74% N/A
Volatility 12.65% 9.86%

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)
1AGRavangrid inc com3.33%
2ANTManthem inc new3.34%
3BACbank of america corporation3.33%
4CCLcarnival corp3.33%
5CFGcitizens finl group inc com3.34%
6CNAcna finl corp3.33%
7CVScvs health corporation com3.33%
8EVHCenvision healthcare corp com3.34%
9EXCexelon corp3.33%
10FDXfedex corp3.33%
11INFOihs markit ltd shs3.33%
12INGing groep n v adr3.33%
13INTCintel corp3.33%
14IXorix corp adr3.34%
15JCIjohnson ctls intl plc shs3.34%
16KHCkraft heinz co com3.33%
17LENlennar corp3.34%
18MGMmgm resorts international com3.34%
19NWLnewell brands inc3.33%
20PHGkoninklijke philips n v adr new3.34%
21Tat&t inc com3.33%
22TECKteck resources ltd cl b3.33%
23TMtoyota motor corp sp adr rep2com3.33%
24TXTtextron inc3.33%
25UTXunited technologies corp3.33%
26WBAwalgreens boots alliance inc new3.34%
27WMBwilliams cos inc del3.34%
28WPZwilliams partners l p new unit ltd par3.33%
29XRAYdentsply sirona inc new3.33%
30YHOOyahoo inc3.33%

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.