Last Updated: June 26, 2017
Inception Date: 2000-04-05 00:00:00.0
Date Funded: 2009-08-31*
|Folio||S&P 500 Total Return|
(% of Folio)
|1||ACHC||acadia healthcare company inc new||3.33%|
|2||AFSI||amtrust financial services inc com||3.34%|
|3||AGII||argo group intl hldgs ltd com||3.33%|
|4||AQN||algonquin power & utilities co co||3.33%|
|5||BAM||brookfield asset mgmt inc cl a ltd vt sh||3.33%|
|7||BIP||brookfield infrast partners lp int unit||3.33%|
|10||HON||honeywell intl inc||3.33%|
|11||HXL||hexcel corp new||3.34%|
|13||ICFI||icf intl inc com||3.33%|
|14||LZB||la z boy inc||3.33%|
|15||MATW||matthews intl corp cl a||3.33%|
|16||MATX||matson inc new||3.34%|
|17||MHO||m/i schottenstein homes inc||3.34%|
|18||MOH||molina healthcare inc||3.33%|
|19||MYL||mylan n v shs euro||3.33%|
|20||NCLH||norwegian cruise line hldgs lt shs||3.34%|
|21||NWL||newell brands inc||3.33%|
|22||ORA||ormat technologies inc||3.33%|
|23||ORI||old rep intl corp||3.33%|
|25||RMBS||rambus inc del||3.34%|
|27||SANM||sanmina corporation new||3.34%|
|28||SPTN||spartannash co new||3.33%|
|29||TEP||tallgrass energy partners lp com unit||3.33%|
|30||Y||alleghany corp del||3.34%|
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.