Last Updated: January 22, 2018
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||AGII||argo group intl hldgs ltd com||3.33%|
|3||ALK||alaska air group inc||3.33%|
|4||AQN||algonquin power & utilities co co||3.33%|
|5||ARW||arrow electrs inc||3.33%|
|6||BABY||natus medical inc del||3.33%|
|7||BIP||brookfield infrast partners lp int unit||3.34%|
|8||CAL||caleres inc new||3.34%|
|9||CCS||century cmntys inc com||3.34%|
|10||CLDT||chatham lodging tr com||3.33%|
|11||CSL||carlisle cos inc||3.33%|
|12||CVS||cvs health corporation com||3.34%|
|13||ELY||callaway golf co||3.33%|
|14||ESGR||enstar group limited com||3.33%|
|15||FANG||diamondback energy inc com||3.33%|
|17||FNSR||finisar corp new||3.33%|
|18||HTH||hilltop holdings inc||3.34%|
|19||HXL||hexcel corp new||3.34%|
|21||ICFI||icf intl inc com||3.33%|
|22||INN||summit hotel pptys inc com||3.33%|
|23||KRA||kraton corp com||3.33%|
|24||MATW||matthews intl corp cl a||3.33%|
|25||MPAA||motorcar pts amer inc||3.33%|
|26||NWL||newell brands inc||3.33%|
|27||SYKE||sykes enterprises inc||3.34%|
|28||SYNH||syneos health inc cl a||3.33%|
|29||TEP||tallgrass energy partners lp com unit||3.34%|
|30||TTEK||tetra tech inc new||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.