Objective

The Moderate folio was developed for investors seeking market level returns and volatility.

Strategy

The Moderate folio is designed to have a risk and return profile similar to that of the market, specifically the S&P 500.

The folio is expected to achieve higher long-term returns than the Conservative folio with lower overall volatility than the Aggressive folio.

Last Updated: January 22, 2018

Category: Investment Style
Inception Date: 2000-04-05 00:00:00.0
Date Funded: 2009-08-31*

Folio S&P 500 Total Return
One-Month 1.91% 5.7%
Three-Month 1.34% 10.53%
Year-to-Date 2.49% 6.05%
One-Year 15.47% 27.23%
Three-Year (Annualized) 11.28% 13.7%
Five-Year (Annualized) 16.26% 16.03%
Since Inception 10.82% N/A
Volatility 12.04% 6.82%

Past performance is no guarantee of future results.
See how returns are calculated

* Returns reflect model performance from the Inception Date to the Date Funded, and funded performance since the Date Funded, if funded. Your returns may deviate significantly from the values displayed here, due to many factors, including how long after a strategy has been updated that you place orders to update your holdings.

#SymbolCompanyWeight
(% of Folio)
1ACHCacadia healthcare company inc new3.33%
2AGIIargo group intl hldgs ltd com3.33%
3ALKalaska air group inc3.33%
4AQNalgonquin power & utilities co co3.33%
5ARWarrow electrs inc3.33%
6BABYnatus medical inc del3.33%
7BIPbrookfield infrast partners lp int unit3.34%
8CALcaleres inc new3.34%
9CCScentury cmntys inc com3.34%
10CLDTchatham lodging tr com3.33%
11CSLcarlisle cos inc3.33%
12CVScvs health corporation com3.34%
13ELYcallaway golf co3.33%
14ESGRenstar group limited com3.33%
15FANGdiamondback energy inc com3.33%
16FNfabrinet shs3.34%
17FNSRfinisar corp new3.33%
18HTHhilltop holdings inc3.34%
19HXLhexcel corp new3.34%
20HZOmarinemax inc3.33%
21ICFIicf intl inc com3.33%
22INNsummit hotel pptys inc com3.33%
23KRAkraton corp com3.33%
24MATWmatthews intl corp cl a3.33%
25MPAAmotorcar pts amer inc3.33%
26NWLnewell brands inc3.33%
27SYKEsykes enterprises inc3.34%
28SYNHsyneos health inc cl a3.33%
29TEPtallgrass energy partners lp com unit3.34%
30TTEKtetra tech inc new3.34%

Steps to Create This Folio

  1. We screened for securities with a historical beta between 0.8 and 1.2. As a reference point, the S&P 500 has a historical beta of one and therefore the folio should generally correspond to the S&P 500 in regard to returns and volatility.
  2. We selected the securities with the largest market capitalization in each sector and targeted the sector weights to be comparable to the S&P 500.
  3. We equally weighted all securities in the folio.

Number of Securities

There are generally 30 securities in the folio.

Update Frequency

Quarterly.

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.