Last Updated: July 26, 2017
Inception Date: 2000-10-26 00:00:00.0
Date Funded: 2009-08-31*
|Folio||S&P 500 Total Return|
(% of Folio)
|1||AJG||gallagher arthur j & co||3.33%|
|2||BGCP||bgc partners inc cl a||3.33%|
|3||CAKE||cheesecake factory inc||3.34%|
|4||CNK||cinemark holdings inc com||3.34%|
|7||EQM||eqt midstream partners lp unit ltd partn||3.34%|
|8||FLIR||flir sys inc||3.33%|
|9||GEO||geo group inc||3.33%|
|10||HA||hawaiian holdings inc||3.34%|
|11||ICUI||icu med inc||3.33%|
|12||LEA||lear corp com new||3.33%|
|13||MATW||matthews intl corp cl a||3.33%|
|15||MLHR||miller herman inc||3.33%|
|16||MMSI||merit med sys inc||3.34%|
|18||NICE||nice ltd adr||3.34%|
|19||PRI||primerica inc com||3.34%|
|20||PSXP||phillips 66 partners lp com unit rep int||3.34%|
|21||QGEN||qiagen n v ord||3.33%|
|22||SBGI||sinclair broadcast group inc cl a||3.33%|
|24||STLD||steel dynamics inc||3.33%|
|26||THO||thor inds inc||3.33%|
|28||WAL||western alliance bancorp||3.33%|
|29||WSM||williams sonoma inc||3.34%|
|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.