Objective

The Price-to-Book folio is designed for investors seeking moderately aggresive capital appreciation in return for moderate aggressive volatility.

Strategy

The Price-to-Book folio is constructed from the largest 100 companies with the lowest price-to-book ratio, utilizing the principles of fundamental investment analysis.

The price-to-book ratio (P/B) is a means of valuing a company. It is calculated by dividing the stock price by the company’s current book value per share. Low price-to-book ratios may mean that the company stock is cheap relative to the liquidation values of its assets.

Last Updated: September 18, 2017

Category: Fundamental
Inception Date: 2008-09-22 00:00:00.0
Date Funded: 2009-08-31*

Folio S&P 500 Total Return
One-Month 3.02% 3.3%
Three-Month 4.86% 3.43%
Year-to-Date 11.0% 13.5%
One-Year 22.57% 19.48%
Three-Year (Annualized) 3.8% 9.85%
Five-Year (Annualized) 8.76% 13.78%
Since Inception 5.01% N/A
Volatility 9.84% 7.7%

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)
1AAPLapple inc com1.87%
2ABTabbott labs0.45%
3AGNallergan plc shs0.99%
4AIGamerican intl group inc0.99%
5AMGNamgen inc0.43%
6BABAalibaba group hldg ltd sponsored ads0.68%
7BACbank of america corporation3.41%
8BAMbrookfield asset mgmt inc cl a ltd vt sh0.96%
9BBDObanco bradesco s a sponsored adr0.47%
10BBLbhp billiton plc adr0.88%
11BCSbarclays plc adr1.25%
12BHPbhp ltd adr0.88%
13BKbank of new york mellon corp0.51%
14BLKblackrock inc cl a0.41%
15BMObank montreal que0.43%
16BNSbank nova scotia halifax0.60%
17BPbp plc adr1.40%
18BPYbrookfield ppty partners l p unit0.48%
19BRK.Aberkshire hathaway inc del cl a4.16%
20BUDanheuser busch inbev sa/nv adr1.14%
21Ccitigroup inc2.95%
22CBchubb limited new0.69%
23CEOcnooc ltd adr0.77%
24CHAchina telecom ltd spon adr h shares0.67%
25CHLchina mobile limited adr2.08%
26CHTRcharter communications inc del cl a new0.62%
27CHUchina unicom ltd adr0.46%
28CMCSAcomcast corp new class a0.81%
29COFcapital one finl corp0.68%
30COPconocophillips0.50%
31CScredit suisse group adr0.72%
32CSCOcisco sys inc0.92%
33CVScvs health corporation com0.47%
34CVXchevron corp new2.08%
35DISdisney walt co disney0.66%
36DOWdow chem co0.40%
37Eeni s p a adr0.80%
38ENBenbridge inc0.66%
39ETPenergy transfer partner l p unit ltd prt0.47%
40EXCexelon corp0.40%
41Fford mtr co del par $0.010.43%
42FBfacebook inc cl a0.87%
43GEgeneral elec co1.07%
44GMgeneral mtrs co com0.65%
45GOOGalphabet inc cap stk cl c2.04%
46GOOGLalphabet inc cap stk cl a2.04%
47GSgoldman sachs group inc1.05%
48HMChonda motor ltd amern shs0.99%
49HPEhewlett packard enterprise co new0.40%
50HSBChsbc hldgs plc adr new2.62%
51INGing groep n v adr0.74%
52INTCintel corp0.94%
53JNJjohnson & johnson0.98%
54JPMj p morgan chase & co3.23%
55KBkb financial group inc sponsored adr ad0.40%
56KHCkraft heinz co com0.81%
57KMIkinder morgan inc del com0.49%
58MDTmedtronic plc shs0.70%
59METmetlife inc0.95%
60MFCmanulife finl corp0.43%
61MRKmerck & co inc0.56%
62MSmorgan stanley new0.99%
63MSFTmicrosoft corp0.98%
64MTarcelormittal sa luxembourg ny registry0.48%
65MTUmitsubishi ufj finl group inc sponsored2.06%
66NVSnovartis a g adr0.95%
67ORCLoracle corp0.76%
68PBRpetroleo brasileiro sa petrobr adr1.16%
69PFEpfizer inc0.83%
70PGprocter & gamble co0.75%
71PKXposco adr0.58%
72PNCpnc financial services group0.64%
73PRUprudential finl inc0.66%
74QCOMqualcomm inc0.44%
75RBSroyal bk scotland group plc sp adr rep s0.86%
76RDS.Aroyal dutch shell plc spons adr a2.72%
77RIOrio tinto plc adr0.64%
78RYroyal bk cda montreal que0.70%
79SAPsap se adr0.40%
80SHPGshire plc adr0.42%
81SLBschlumberger ltd0.58%
82SMFGsumitomo mitsui finl group inc sponsored1.55%
83SNEsony corp adr new0.41%
84SNYsanofi sponsored adr adr0.90%
85SUsuncor energy new inc0.48%
86Tat&t inc com1.76%
87TDtoronto dominion bk ont new0.76%
88TEVAteva pharmaceutical inds ltd adr0.45%
89TMtoyota motor corp sp adr rep2com2.38%
90TSMtaiwan semiconductor mfg ltd adr0.67%
91UNHunitedhealth group0.62%
92USBus bancorp del0.60%
93UTXunited technologies corp0.41%
94VALEvale s a adr doce sponsored adr0.48%
95VODvodafone group plc adr1.14%
96WBAwalgreens boots alliance inc new0.44%
97WBKwestpac bkg corp adr0.63%
98WFCwells fargo & co new2.49%
99WMTwal mart stores inc1.06%
100XOMexxon mobil corp2.58%

Steps to Create This Folio

  1. We screened for the largest 100 companies, based on market capitalization, that have the lowest price-to-book ratio.
  2. Individual company weights were determined by dividing their market capitalization, adjusted for their price-to-book ratio, by the total book value of the 100 companies selected.

Number of Securities

This folio is generally composed of 100 stocks, although the number may change.

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.