Last Updated: March 24, 2017
Inception Date: 2000-10-26 00:00:00.0
Date Funded: 2009-08-31*
|Folio||S&P 500 Total Return|
(% of Folio)
|1||ACIW||aci worldwide inc com cl a||3.34%|
|2||ASR||grupo aeroportuario del surest adr ser||3.34%|
|3||CBG||cbre group, inc new||3.33%|
|5||CONE||cyrusone inc com||3.33%|
|6||COO||cooper cos inc new||3.33%|
|7||CSL||carlisle cos inc||3.33%|
|8||DKS||dicks sporting goods inc||3.34%|
|9||DST||dst sys inc del||3.33%|
|10||EQM||eqt midstream partners lp unit ltd partn||3.34%|
|11||FLIR||flir sys inc||3.33%|
|12||GGAL||grupo financiaro galicia s a sp adr 10 s||3.34%|
|14||GRUB||grubhub inc com||3.33%|
|15||HAR||harman intl inds inc||3.33%|
|16||HOMB||home bancshares inc com||3.33%|
|17||HRC||hill rom hldgs inc||3.33%|
|18||MATW||matthews intl corp cl a||3.33%|
|19||ON||on semiconductor corp||3.34%|
|20||PF||pinnacle foods inc del com||3.33%|
|21||ROLL||rbc bearings inc||3.33%|
|22||SAVE||spirit airls inc com||3.33%|
|23||SHOO||madden steven ltd||3.34%|
|24||SIG||signet jewelers limited shs||3.34%|
|25||THO||thor inds inc||3.33%|
|26||TLLP||tesoro logistics lp com unit lp||3.34%|
|27||USG||u s g corp new||3.33%|
|28||UTHR||united therapeutics corp del||3.34%|
|29||WAL||western alliance bancorp||3.33%|
|30||WTR||aqua america inc||3.33%|
Steps to Create This Folio
- We identified mid-cap stocks as those having market capitalizations between $1.7 billion and $11 billion.
- We ranked these mid-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 all 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.