Objective

The Moderate folio was developed for investors seeking market level returns and volatility.

Strategy

The Moderate folio is designed to have a risk and return profile similar to that of the market, specifically the S&P 500.

The folio is expected to achieve higher long-term returns than the Conservative folio with lower overall volatility than the Aggressive folio.

Last Updated: October 17, 2017

Category: Investment Style
Inception Date: 2000-04-05 00:00:00.0
Date Funded: 2009-08-31*

Folio S&P 500 Total Return
One-Month 4.49% 2.49%
Three-Month 2.83% 4.58%
Year-to-Date 13.58% 16.14%
One-Year 30.48% 22.85%
Three-Year (Annualized) 14.6% 13.03%
Five-Year (Annualized) 17.87% 14.25%
Since Inception 10.85% N/A
Volatility 12.03% 7.24%

Past performance is no guarantee of future results.
See how returns are calculated

* Returns reflect model performance from the Inception Date to the Date Funded, and funded performance since the Date Funded, if funded. Your returns may deviate significantly from the values displayed here, due to many factors, including how long after a strategy has been updated that you place orders to update your holdings.

#SymbolCompanyWeight
(% of Folio)
1ACHCacadia healthcare company inc new3.33%
2AGIIargo group intl hldgs ltd com3.33%
3ARWarrow electrs inc3.33%
4BANCbanc of california, inc new3.34%
5BCPCbalchem corp3.34%
6BIPbrookfield infrast partners lp int unit3.33%
7CALcaleres inc new3.33%
8CCScentury cmntys inc com3.33%
9CHSPchesapeake lodging tr sh ben int3.33%
10CLDTchatham lodging tr com3.33%
11ELYcallaway golf co3.34%
12ESGRenstar group limited com3.34%
13FANGdiamondback energy inc com3.33%
14FNfabrinet shs3.33%
15FRGIfiesta restaurant group inc com3.33%
16HTHhilltop holdings inc3.33%
17HXLhexcel corp new3.34%
18JNPRjuniper networks inc3.34%
19MATWmatthews intl corp cl a3.33%
20MPAAmotorcar pts amer inc3.33%
21NCLHnorwegian cruise line hldgs lt shs3.33%
22NWLnewell brands inc3.33%
23SNXsynnex corp3.34%
24SPTNspartannash co new3.34%
25SYKEsykes enterprises inc3.33%
26TEPtallgrass energy partners lp com unit3.33%
27TTEKtetra tech inc new3.34%
28UHALamerco3.34%
29UHSuniversal hlth svcs inc cl b3.33%
30ZBHzimmer hldgs inc3.33%

Steps to Create This Folio

  1. 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.
  2. 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.
  3. We equally weighted all securities in the folio.

Number of Securities

There are generally 30 securities in the folio.

Update Frequency

Quarterly.

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.