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: July 19, 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 -0.72% 1.64%
Three-Month 1.53% 4.64%
Year-to-Date 1.52% 6.0%
One-Year 3.55% 15.59%
Three-Year (Annualized) 9.2% 11.96%
Five-Year (Annualized) 10.9% 12.94%
Since Inception 10.46% N/A
Volatility 15.08% 12.54%

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)
1AGNallergan plc shs3.33%
2AGROadecoagro s a com3.33%
3ARWarrow electrs inc3.33%
4CCLcarnival corp3.33%
5CCScentury cmntys inc com3.33%
6CLDTchatham lodging tr com3.33%
7CPEcallon pete co del3.33%
8CSLcarlisle cos inc3.33%
9CUKcarnival plc adr adr3.33%
10CVScvs health corporation com3.33%
11DALdelta air lines inc del new3.34%
12FNSRfinisar corp new3.34%
13HIIhuntington ingalls industries inc3.33%
14KRAkraton corp com3.34%
15LABLmulti color corp3.34%
16LKQlkq corp3.33%
17MNKmallinckrodt pub ltd co new3.33%
18NWLnewell brands inc3.33%
19PAMpampa hldg s a spons adr lvl i3.33%
20PBHprestige brands hldgs inc3.34%
21PNFPpinnacle finl partners inc3.34%
22SFNCsimmons 1st natl corp cl a $5 par3.33%
23SNXsynnex corp3.34%
24SSBsouth st corp com new3.33%
25STLsterling bancorp new3.34%
26SYKEsykes enterprises inc3.33%
27TECDtech data corp3.34%
28TEPtallgrass energy partners lp com unit3.33%
29UCTTultra clean hldgs inc3.34%
30ZBHzimmer hldgs inc3.33%

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.