Last Updated: March 24, 2017
Inception Date: 2000-04-05 00:00:00.0
Date Funded: 2009-08-31*
|Folio||S&P 500 Total Return|
(% of Folio)
|1||AER||aercap holdings nv shs||3.33%|
|2||AGO||assured guaranty ltd||3.33%|
|4||AQN||algonquin power & utilities co co||3.33%|
|5||BKFS||black knight finl svcs inc cl a||3.33%|
|7||CAA||calatlantic group inc com||3.34%|
|8||CACQ||caesars acquisition co cl a||3.33%|
|9||CSL||carlisle cos inc||3.33%|
|10||DM||dominion midstream partners lp com ut re||3.33%|
|11||ENDP||endo intl plc||3.34%|
|12||FCN||fti consulting inc||3.33%|
|13||GME||gamestop corp new cl a||3.33%|
|14||GSH||guangshen ry ltd adr||3.33%|
|15||HAIN||hain celestial group, inc||3.33%|
|16||IBKR||interactive brokers group inc||3.34%|
|17||LDOS||leidos hldgs inc||3.33%|
|18||LPNT||lifepoint health inc||3.33%|
|19||MNK||mallinckrodt pub ltd co new||3.34%|
|20||NYLD.A||nrg yield inc cl a new||3.33%|
|21||OSK||oshkosh truck corp||3.33%|
|22||PGRE||paramount group inc com||3.34%|
|23||POST||post holdings inc new||3.33%|
|24||QRVO||qorvo inc new||3.34%|
|25||QVCA||liberty interactive corporation ser a||3.34%|
|26||RBC||regal beloit corp||3.34%|
|27||SINA||sina com ord||3.33%|
|28||SMI||semiconductor mfg intl corp adr||3.33%|
|29||SUN||sunoco lp units rep lp||3.34%|
|30||VSTO||vista outdoor inc com||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.