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: May 23, 2018

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 2.6% 2.56%
Three-Month 0.99% -0.03%
Year-to-Date 0.72% 3.02%
One-Year 11.57% 16.22%
Three-Year (Annualized) 6.03% 11.01%
Five-Year (Annualized) 11.94% 12.92%
Since Inception 9.27% N/A
Volatility 12.45% 12.25%

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)
1ANDXandeavor logistics lp com unit lp int3.34%
2BOFIbofi hldg inc3.33%
3BRKSbrooks automation inc3.34%
4CONEcyrusone inc com3.33%
5EBSemergent biosolutions inc com3.33%
6EEFTeuronet svcs inc3.33%
7GLPIgaming & leisure properties inc new3.33%
8GNTXgentex corp3.33%
9ITTitt inds inc ind3.33%
10KFYkorn ferry intl new3.33%
11LADlithia mtrs inc cl a3.34%
12LDOSleidos hldgs inc3.33%
13MRCYmercury computer sys3.34%
14NUVAnuvasive inc3.34%
15ORBKorbotech ltd ord3.33%
16PAMpampa hldg s a spons adr lvl i3.33%
17PFpinnacle foods inc del com3.33%
18PPCpilgrims pride corp new com3.33%
19PSMTpricesmart inc3.34%
20QGENqiagen n v ord3.33%
21RGLDroyal gold inc3.33%
22ROGrogers corp3.33%
23SAIAsaia inc3.34%
24SNAsnap on inc3.33%
25SONsonoco prods co3.33%
26SSDsimpson manufacturing co inc3.33%
27STAYextended stay amer inc shs 1 com 1 cl b3.34%
28VNOMviper energy partners lp com unt rp int3.34%
29VVCvectren corp3.33%
30WALwestern alliance bancorp3.34%

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.