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: April 25, 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 1.33% 2.04%
Three-Month 4.04% 4.45%
Year-to-Date 6.99% 7.33%
One-Year 31.46% 16.87%
Three-Year (Annualized) 12.41% 10.93%
Five-Year (Annualized) 18.53% 13.83%
Since Inception 10.78% N/A
Volatility 13.43% 9.86%

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%
2AFSIamtrust financial services inc com3.34%
3AGIIargo group intl hldgs ltd com3.33%
4AQNalgonquin power & utilities co co3.33%
5BAMbrookfield asset mgmt inc cl a ltd vt sh3.33%
6BCPCbalchem corp3.33%
7BIPbrookfield infrast partners lp int unit3.33%
8CTAScintas corp3.34%
9GNTXgentex corp3.33%
10HONhoneywell intl inc3.33%
11HXLhexcel corp new3.34%
12HZOmarinemax inc3.34%
13ICFIicf intl inc com3.33%
14LZBla z boy inc3.33%
15MATWmatthews intl corp cl a3.33%
16MATXmatson inc new3.34%
17MHOm/i schottenstein homes inc3.34%
18MOHmolina healthcare inc3.33%
19MYLmylan n v shs euro3.33%
20NCLHnorwegian cruise line hldgs lt shs3.34%
21NWLnewell brands inc3.33%
22ORAormat technologies inc3.33%
23ORIold rep intl corp3.33%
24PRFTperficient inc3.33%
25RMBSrambus inc del3.34%
26ROGrogers corp3.33%
27SANMsanmina corporation new3.34%
28SPTNspartannash co new3.33%
29TEPtallgrass energy partners lp com unit3.33%
30Yalleghany corp del3.34%

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.