Last Updated: February 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||AEO||american eagle outfitters new||3.34%|
|2||BGS||b & g foods inc new cl a||3.33%|
|3||BRKS||brooks automation inc||3.34%|
|4||CBPO||china biologic prods inc com||3.34%|
|6||CNK||cinemark holdings inc com||3.33%|
|7||COLM||columbia sportswear co||3.34%|
|8||CONE||cyrusone inc com||3.33%|
|9||CSL||carlisle cos inc||3.33%|
|10||EME||emcor group inc||3.33%|
|11||EQM||eqt midstream partners lp unit ltd partn||3.34%|
|12||ESNT||essent group ltd com||3.33%|
|13||EWBC||east west bancorp inc||3.33%|
|14||EXLS||exlservice holdings inc com||3.34%|
|15||FLIR||flir sys inc||3.33%|
|16||FUL||fuller h b co||3.33%|
|17||GBCI||glacier bancorp inc new||3.34%|
|19||HUBG||hub group inc cl a||3.33%|
|20||LAD||lithia mtrs inc cl a||3.34%|
|22||MLNX||mellanox technologies ltd shs||3.33%|
|23||MTSI||ma com technology solutions com||3.34%|
|24||QGEN||qiagen n v ord||3.33%|
|25||TTEK||tetra tech inc new||3.33%|
|26||UTHR||united therapeutics corp del||3.33%|
|27||VNOM||viper energy partners lp com unt rp int||3.33%|
|29||WAL||western alliance bancorp||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.