Last Updated: July 19, 2018
Inception Date: 2000-04-05 00:00:00.0
Date Funded: 2009-08-31*
|Folio||S&P 500 Total Return|
(% of Folio)
|1||AGN||allergan plc shs||3.33%|
|2||AGRO||adecoagro s a com||3.33%|
|3||ARW||arrow electrs inc||3.33%|
|5||CCS||century cmntys inc com||3.33%|
|6||CLDT||chatham lodging tr com||3.33%|
|7||CPE||callon pete co del||3.33%|
|8||CSL||carlisle cos inc||3.33%|
|9||CUK||carnival plc adr adr||3.33%|
|10||CVS||cvs health corporation com||3.33%|
|11||DAL||delta air lines inc del new||3.34%|
|12||FNSR||finisar corp new||3.34%|
|13||HII||huntington ingalls industries inc||3.33%|
|14||KRA||kraton corp com||3.34%|
|15||LABL||multi color corp||3.34%|
|17||MNK||mallinckrodt pub ltd co new||3.33%|
|18||NWL||newell brands inc||3.33%|
|19||PAM||pampa hldg s a spons adr lvl i||3.33%|
|20||PBH||prestige brands hldgs inc||3.34%|
|21||PNFP||pinnacle finl partners inc||3.34%|
|22||SFNC||simmons 1st natl corp cl a $5 par||3.33%|
|24||SSB||south st corp com new||3.33%|
|25||STL||sterling bancorp new||3.34%|
|26||SYKE||sykes enterprises inc||3.33%|
|27||TECD||tech data corp||3.34%|
|28||TEP||tallgrass energy partners lp com unit||3.33%|
|29||UCTT||ultra clean hldgs inc||3.34%|
|30||ZBH||zimmer hldgs inc||3.33%|
Steps to Create This Folio
- 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.
- 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.
- 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.