Last Updated: February 23, 2018
Inception Date: 2000-04-05 00:00:00.0
Date Funded: 2009-08-31*
|Folio||S&P 500 Total Return|
(% of Folio)
|1||AAN||aarons, inc. cl a||3.34%|
|2||ABM||abm inds inc||3.33%|
|3||ACHC||acadia healthcare company inc new||3.34%|
|4||AGII||argo group intl hldgs ltd com||3.33%|
|5||AL||air lease corp cl a||3.33%|
|6||AMH||american homes 4 rent cl a||3.33%|
|7||AXL||american axle & mfg hldgs inc||3.33%|
|8||B||barnes group inc||3.34%|
|9||BWP||boardwalk pipeline ptnrs lp ut ltd partn||3.33%|
|10||CIEN||ciena corp com new||3.33%|
|11||CNO||conseco inc com new||3.34%|
|12||DISCA||discovery communicatns new com ser a||3.33%|
|13||DISCB||discovery communications new com ser b||3.34%|
|14||DM||dominion energy midstream partners lp u||3.33%|
|15||EVHC||envision healthcare corp com||3.34%|
|16||GPI||group 1 automotive inc||3.33%|
|17||GXP||great plains energy inc||3.33%|
|18||KFY||korn ferry intl new||3.33%|
|19||MIC||macquarie infrastructure co tr sh ben i||3.33%|
|20||MOG.B||moog inc cl b||3.33%|
|21||MTH||meritage homes corp||3.34%|
|22||NEXA||nexa res s a com||3.33%|
|23||NOMD||nomad hldgs ltd usd ord shs||3.33%|
|24||NTCT||netscout sys inc||3.34%|
|25||PEGI||pattern energy group inc cl a||3.33%|
|26||PGRE||paramount group inc com||3.34%|
|27||POST||post holdings inc new||3.33%|
|28||SYNH||syneos health inc cl a||3.33%|
|30||TWO||two hbrs invt corp||3.34%|
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.