Last Updated: December 2, 2016
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%|
|3||BMA||banco macro sa spon adr b||3.33%|
|4||CBG||cbre group, inc new||3.33%|
|7||COO||cooper cos inc new||3.33%|
|8||CSL||carlisle cos inc||3.33%|
|9||EQM||eqt midstream partners lp unit ltd partn||3.34%|
|10||EVR||evercore partners inc class a||3.33%|
|11||GGAL||grupo financiaro galicia s a sp adr 10 s||3.34%|
|12||HXL||hexcel corp new||3.33%|
|13||ICUI||icu med inc||3.34%|
|15||ITC||itc hldgs corp com||3.33%|
|18||MATW||matthews intl corp cl a||3.33%|
|19||MTX||minerals technologies inc||3.33%|
|20||ODFL||old dominion fght lines inc||3.34%|
|21||PDCO||patterson dental co||3.33%|
|22||PF||pinnacle foods inc del com||3.33%|
|23||ROLL||rbc bearings inc||3.33%|
|24||SLAB||silicon laboratories inc||3.34%|
|25||SSNC||ss&c technologies hldgs inc com||3.33%|
|26||THO||thor inds inc||3.33%|
|27||TLLP||tesoro logistics lp com unit lp||3.34%|
|28||URBN||urban outfitters inc||3.34%|
|29||WTR||aqua america inc||3.33%|
|30||WWD||woodward, inc new||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.