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: February 24, 2017

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 3.89% 4.07%
Three-Month 9.57% 7.95%
Year-to-Date 5.78% 6.08%
One-Year 47.82% 25.28%
Three-Year (Annualized) 12.11% 10.92%
Five-Year (Annualized) 18.21% 14.02%
Since Inception 10.82% N/A
Volatility 14.06% 10.4%

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%
2AGNallergan plc shs3.33%
3ALGalamo group inc3.34%
4AQNalgonquin power & utilities co co3.33%
5BAMbrookfield asset mgmt inc cl a ltd vt sh3.34%
6BCPCbalchem corp3.33%
7BPYbrookfield ppty partners l p unit3.33%
8CBZcbiz inc3.33%
9DHRdanaher corp del3.33%
10GNTXgentex corp3.33%
11HELEhelen of troy corp ltd3.33%
12HXLhexcel corp new3.33%
13HZOmarinemax inc3.33%
14JBSSsanfilippo john b & son inc3.33%
15MHOm/i schottenstein homes inc3.33%
16MYLmylan n v shs euro3.33%
17NCLHnorwegian cruise line hldgs lt shs3.33%
18NVGSnavigator holdings ltd shs3.34%
19OPBopus bk irvine calif com3.33%
20ORAormat technologies inc3.33%
21ORBKorbotech ltd ord3.33%
22PLUSeplus inc3.34%
23PRFTperficient inc3.34%
24ROGrogers corp3.34%
25ROProper inds inc new3.34%
26RRGBred robin gourmet burgers inc3.34%
27STAYextended stay amer inc shs 1 com 1 cl b3.34%
28TEPtallgrass energy partners lp com unit3.33%
29UMPQumpqua hldgs corp3.34%
30XLxl group ltd3.33%

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.