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: December 9, 2016

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 9.41% 4.66%
Three-Month 16.37% 6.76%
Year-to-Date 24.55% 12.86%
One-Year 23.28% 12.76%
Three-Year (Annualized) 10.51% 10.0%
Five-Year (Annualized) 18.33% 14.9%
Since Inception 10.58% N/A
Volatility 16.48% 13.67%

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%
2ALGalamo group inc3.33%
3BAMbrookfield asset mgmt inc cl a ltd vt sh3.33%
4BPYbrookfield ppty partners l p unit3.34%
5CNXNpc connection inc3.33%
6DHRdanaher corp del3.34%
7EQMeqt midstream partners lp unit ltd partn3.33%
8FRGIfiesta restaurant group inc com3.33%
9GIIIg-iii apparel group ltd3.34%
10GNTXgentex corp3.34%
11HAINhain celestial group, inc3.33%
12HXLhexcel corp new3.33%
13ILGinterval leisure group inc3.33%
14ITGRinteger holdings corp new3.33%
15JBSSsanfilippo john b & son inc3.33%
16MHLDmaiden holdings ltd shs3.33%
17NCLHnorwegian cruise line hldgs lt shs3.33%
18ORAormat technologies inc3.33%
19ORBKorbotech ltd ord3.34%
20ORIold rep intl corp3.33%
21PLUSeplus inc3.33%
22ROGrogers corp3.34%
23RRGBred robin gourmet burgers inc3.34%
24SAVEspirit airls inc com3.34%
25SHPGshire plc adr3.33%
26SMIsemiconductor mfg intl corp adr3.33%
27STEsteris plc shs usd3.34%
28THOthor inds inc3.33%
29VVIviad corp new3.33%
30XLxl group ltd3.34%

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.