Last Updated: October 17, 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||AGII||argo group intl hldgs ltd com||3.33%|
|3||ARW||arrow electrs inc||3.33%|
|4||BANC||banc of california, inc new||3.34%|
|6||BIP||brookfield infrast partners lp int unit||3.33%|
|7||CAL||caleres inc new||3.33%|
|8||CCS||century cmntys inc com||3.33%|
|9||CHSP||chesapeake lodging tr sh ben int||3.33%|
|10||CLDT||chatham lodging tr com||3.33%|
|11||ELY||callaway golf co||3.34%|
|12||ESGR||enstar group limited com||3.34%|
|13||FANG||diamondback energy inc com||3.33%|
|15||FRGI||fiesta restaurant group inc com||3.33%|
|16||HTH||hilltop holdings inc||3.33%|
|17||HXL||hexcel corp new||3.34%|
|18||JNPR||juniper networks inc||3.34%|
|19||MATW||matthews intl corp cl a||3.33%|
|20||MPAA||motorcar pts amer inc||3.33%|
|21||NCLH||norwegian cruise line hldgs lt shs||3.33%|
|22||NWL||newell brands inc||3.33%|
|24||SPTN||spartannash co new||3.34%|
|25||SYKE||sykes enterprises inc||3.33%|
|26||TEP||tallgrass energy partners lp com unit||3.33%|
|27||TTEK||tetra tech inc new||3.34%|
|29||UHS||universal hlth svcs inc cl b||3.33%|
|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.