Last Updated: January 19, 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||AGN||allergan plc shs||3.33%|
|3||ALG||alamo group inc||3.34%|
|4||AQN||algonquin power & utilities co co||3.33%|
|5||BAM||brookfield asset mgmt inc cl a ltd vt sh||3.34%|
|7||BPY||brookfield ppty partners l p unit||3.33%|
|9||DHR||danaher corp del||3.33%|
|11||HELE||helen of troy corp ltd||3.33%|
|12||HXL||hexcel corp new||3.33%|
|14||JBSS||sanfilippo john b & son inc||3.33%|
|15||MHO||m/i schottenstein homes inc||3.33%|
|16||MYL||mylan n v shs euro||3.33%|
|17||NCLH||norwegian cruise line hldgs lt shs||3.33%|
|18||NVGS||navigator holdings ltd shs||3.34%|
|19||OPB||opus bk irvine calif com||3.33%|
|20||ORA||ormat technologies inc||3.33%|
|21||ORBK||orbotech ltd ord||3.33%|
|25||ROP||roper inds inc new||3.34%|
|26||RRGB||red robin gourmet burgers inc||3.34%|
|27||STAY||extended stay amer inc shs 1 com 1 cl b||3.34%|
|28||TEP||tallgrass energy partners lp com unit||3.33%|
|29||UMPQ||umpqua hldgs corp||3.34%|
|30||XL||xl group ltd||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.