Last Updated: May 23, 2018
Inception Date: 2000-10-26 00:00:00.0
Date Funded: 2009-08-31*
|Folio||S&P 500 Total Return|
(% of Folio)
|1||ANDX||andeavor logistics lp com unit lp int||3.34%|
|2||BOFI||bofi hldg inc||3.33%|
|3||BRKS||brooks automation inc||3.34%|
|4||CONE||cyrusone inc com||3.33%|
|5||EBS||emergent biosolutions inc com||3.33%|
|6||EEFT||euronet svcs inc||3.33%|
|7||GLPI||gaming & leisure properties inc new||3.33%|
|9||ITT||itt inds inc ind||3.33%|
|10||KFY||korn ferry intl new||3.33%|
|11||LAD||lithia mtrs inc cl a||3.34%|
|12||LDOS||leidos hldgs inc||3.33%|
|13||MRCY||mercury computer sys||3.34%|
|15||ORBK||orbotech ltd ord||3.33%|
|16||PAM||pampa hldg s a spons adr lvl i||3.33%|
|17||PF||pinnacle foods inc del com||3.33%|
|18||PPC||pilgrims pride corp new com||3.33%|
|20||QGEN||qiagen n v ord||3.33%|
|21||RGLD||royal gold inc||3.33%|
|24||SNA||snap on inc||3.33%|
|25||SON||sonoco prods co||3.33%|
|26||SSD||simpson manufacturing co inc||3.33%|
|27||STAY||extended stay amer inc shs 1 com 1 cl b||3.34%|
|28||VNOM||viper energy partners lp com unt rp int||3.34%|
|30||WAL||western alliance bancorp||3.34%|
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.