Objective

The Mid-Cap Blend folio was developed for investors seeking aggressive long-term capital appreciation with higher volatility.

Strategy

The Mid-Cap Blend folio consists of companies that have both high earnings growth potential and appear undervalued based on their price-to-book ratio, in comparison to the overall market. Mid-cap companies are defined as having market capitalizations between $1.7 billion and $11 billion USD.

A blend investing strategy provides aspects of both value and growth investing without making the difficult determination as to which style the market may favor. Mid-caps may offer greater return potential than larger firms, with less risk than small-caps. This folio’s broad diversification may potentially makes it less volatile than mid-cap blend mutual funds that may have more concentrated portfolios.

Last Updated: December 2, 2016

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 7.5% 4.75%
Three-Month 1.72% 1.09%
Year-to-Date 11.67% 9.44%
One-Year 7.5% 7.71%
Three-Year (Annualized) 9.24% 9.05%
Five-Year (Annualized) 15.41% 14.41%
Since Inception 9.07% N/A
Volatility 17.67% 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)
1ACIWaci worldwide inc com cl a3.34%
2BCbrunswick corp3.33%
3BMAbanco macro sa spon adr b3.33%
4CBGcbre group, inc new3.33%
5CLGXcorelogic inc3.33%
6COHRcoherent inc3.33%
7COOcooper cos inc new3.33%
8CSLcarlisle cos inc3.33%
9EQMeqt midstream partners lp unit ltd partn3.34%
10EVRevercore partners inc class a3.33%
11GGALgrupo financiaro galicia s a sp adr 10 s3.34%
12HXLhexcel corp new3.33%
13ICUIicu med inc3.34%
14IMAXimax corp3.34%
15ITCitc hldgs corp com3.33%
16KMXcarmax inc3.34%
17LKQlkq corp3.33%
18MATWmatthews intl corp cl a3.33%
19MTXminerals technologies inc3.33%
20ODFLold dominion fght lines inc3.34%
21PDCOpatterson dental co3.33%
22PFpinnacle foods inc del com3.33%
23ROLLrbc bearings inc3.33%
24SLABsilicon laboratories inc3.34%
25SSNCss&c technologies hldgs inc com3.33%
26THOthor inds inc3.33%
27TLLPtesoro logistics lp com unit lp3.34%
28URBNurban outfitters inc3.34%
29WTRaqua america inc3.33%
30WWDwoodward, inc new3.33%

Steps to Create This Folio

  1. We identified mid-cap stocks as those having market capitalizations between $1.7 billion and $11 billion.
  2. We ranked these mid-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 all 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.