Last Updated: November 16, 2017
Inception Date: 2000-04-05 00:00:00.0
Date Funded: 2009-08-31*
|Folio||S&P 500 Total Return|
(% of Folio)
|1||ACHC||acadia healthcare company inc new||3.34%|
|2||AGII||argo group intl hldgs ltd com||3.33%|
|3||AL||air lease corp cl a||3.33%|
|4||ALLY||ally finl inc com||3.34%|
|6||AXL||american axle & mfg hldgs inc||3.33%|
|7||BWP||boardwalk pipeline ptnrs lp ut ltd partn||3.34%|
|8||CAA||calatlantic group inc com||3.34%|
|9||CLS||celestica inc sub vtg shs||3.33%|
|10||CNO||conseco inc com new||3.33%|
|11||DM||dominion energy midstream partners lp u||3.33%|
|13||ERJ||embraer sa sp adr new||3.33%|
|14||EVHC||envision healthcare corp com||3.34%|
|15||FGL||fidelity & gty life com||3.33%|
|16||FL||foot locker inc||3.33%|
|17||IGT||international game tech plc shs usd||3.34%|
|18||ISCA||international speedway corp cl a||3.33%|
|19||KFY||korn ferry intl new||3.33%|
|20||KGC||kinross gold corp||3.33%|
|21||LNCE||snyders-lance inc com||3.33%|
|22||MANT||mantech intl corp cl a||3.33%|
|23||MGLN||magellan health inc new||3.33%|
|24||MIC||macquarie infrastructure co tr sh ben i||3.33%|
|25||NOMD||nomad hldgs ltd usd ord shs||3.33%|
|26||NTCT||netscout sys inc||3.34%|
|27||PEGI||pattern energy group inc cl a||3.33%|
|28||PGRE||paramount group inc com||3.34%|
|29||SMI||semiconductor mfg intl corp adr||3.33%|
|30||TWO||two hbrs invt corp||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 determined the average price-to-book and price-to-earnings ratios in a given sector.
- We screened for stocks with low price-to-earnings and price-to-book ratios compared to the sector average.
- We ranked these mid-cap stocks and targeted the sector weights to be comparable to those of the S&P 500..
- 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.