Last Updated: December 9, 2016
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||ALG||alamo group inc||3.33%|
|3||BAM||brookfield asset mgmt inc cl a ltd vt sh||3.33%|
|4||BPY||brookfield ppty partners l p unit||3.34%|
|5||CNXN||pc connection inc||3.33%|
|6||DHR||danaher corp del||3.34%|
|7||EQM||eqt midstream partners lp unit ltd partn||3.33%|
|8||FRGI||fiesta restaurant group inc com||3.33%|
|9||GIII||g-iii apparel group ltd||3.34%|
|11||HAIN||hain celestial group, inc||3.33%|
|12||HXL||hexcel corp new||3.33%|
|13||ILG||interval leisure group inc||3.33%|
|14||ITGR||integer holdings corp new||3.33%|
|15||JBSS||sanfilippo john b & son inc||3.33%|
|16||MHLD||maiden holdings ltd shs||3.33%|
|17||NCLH||norwegian cruise line hldgs lt shs||3.33%|
|18||ORA||ormat technologies inc||3.33%|
|19||ORBK||orbotech ltd ord||3.34%|
|20||ORI||old rep intl corp||3.33%|
|23||RRGB||red robin gourmet burgers inc||3.34%|
|24||SAVE||spirit airls inc com||3.34%|
|25||SHPG||shire plc adr||3.33%|
|26||SMI||semiconductor mfg intl corp adr||3.33%|
|27||STE||steris plc shs usd||3.34%|
|28||THO||thor inds inc||3.33%|
|29||VVI||viad corp new||3.33%|
|30||XL||xl group ltd||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.