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: November 16, 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 -0.14% 1.3%
Three-Month 4.76% 5.28%
Year-to-Date 14.33% 17.57%
One-Year 19.71% 21.21%
Three-Year (Annualized) 6.7% 10.51%
Five-Year (Annualized) 10.8% 16.12%
Since Inception 5.25% N/A
Volatility 8.44% 6.8%

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 com1.86%
2ABTabbott labs0.46%
3AGNallergan plc shs1.00%
4AIGamerican intl group inc1.03%
5AMGNamgen inc0.45%
6BABAalibaba group hldg ltd sponsored ads0.73%
7BACbank of america corporation3.72%
8BAMbrookfield asset mgmt inc cl a ltd vt sh0.96%
9BBDObanco bradesco s a sponsored adr0.47%
10BBLbhp billiton plc adr0.89%
11BCSbarclays plc adr1.20%
12BHPbhp ltd adr0.89%
13BKbank of new york mellon corp0.52%
14BLKblackrock inc cl a0.42%
15BMObank montreal que0.42%
16BNSbank nova scotia halifax0.59%
17BPbp plc adr1.40%
18BPYbrookfield ppty partners l p unit0.49%
19BUDanheuser busch inbev sa/nv adr1.18%
20Ccitigroup inc3.00%
21CBchubb limited new0.71%
22CEOcnooc ltd adr0.80%
23CHAchina telecom ltd spon adr h shares0.66%
24CHLchina mobile limited adr2.11%
25CHTRcharter communications inc del cl a new0.66%
26CMCSAcomcast corp new class a0.79%
27COFcapital one finl corp0.70%
28COPconocophillips0.43%
29CScredit suisse group adr0.63%
30CSCOcisco sys inc0.93%
31CVScvs health corporation com0.48%
32CVXchevron corp new2.09%
33DCMntt docomo inc spons adr0.71%
34DISdisney walt co disney0.64%
35DWDPdowdupont inc com0.42%
36ENBenbridge inc0.65%
37ETPenergy transfer partner l p unit ltd prt0.42%
38EXCexelon corp0.43%
39Fford mtr co del par $0.010.46%
40FBfacebook inc cl a0.94%
41GEgeneral elec co1.07%
42GMgeneral mtrs co com0.65%
43GOOGalphabet inc cap stk cl c2.10%
44GOOGLalphabet inc cap stk cl a2.10%
45GSgoldman sachs group inc1.05%
46HMChonda motor ltd amern shs0.99%
47HPEhewlett packard enterprise co new0.41%
48HSBChsbc hldgs plc adr new2.77%
49INGing groep n v adr0.75%
50INTCintel corp0.97%
51JNJjohnson & johnson1.02%
52JPMj p morgan chase & co3.26%
53KBkb financial group inc sponsored adr ad0.42%
54KEPkorea electric pwr adr0.93%
55KHCkraft heinz co com0.83%
56KMIkinder morgan inc del com0.51%
57LFCchina life ins co ltd adr rep h0.65%
58MDTmedtronic plc shs0.72%
59METmetlife inc0.97%
60MFCmanulife finl corp0.43%
61MRKmerck & co inc0.56%
62MSmorgan stanley new1.01%
63MSFTmicrosoft corp1.03%
64MTarcelormittal sa luxembourg ny registry0.51%
65MTUmitsubishi ufj finl group inc sponsored2.13%
66NVSnovartis a g adr0.99%
67ORCLoracle corp0.80%
68PBRpetroleo brasileiro sa petrobr adr1.12%
69PFEpfizer inc0.83%
70PGprocter & gamble co0.72%
71PKXposco adr0.60%
72PNCpnc financial services group0.65%
73PRUprudential finl inc0.69%
74QCOMqualcomm inc0.44%
75RBSroyal bk scotland group plc sp adr rep s0.91%
76RDS.Aroyal dutch shell plc spons adr a2.79%
77RIOrio tinto plc adr0.69%
78RYroyal bk cda montreal que0.71%
79SHPGshire plc adr0.44%
80SLBschlumberger ltd0.57%
81SMFGsumitomo mitsui finl group inc sponsored1.45%
82SNEsony corp adr new0.41%
83SNYsanofi sponsored adr adr0.90%
84SUsuncor energy new inc0.47%
85Tat&t inc com1.78%
86TDtoronto dominion bk ont new0.74%
87TMtoyota motor corp sp adr rep2com2.36%
88TOTtotal s a adr1.56%
89TSMtaiwan semiconductor mfg ltd adr0.63%
90UBSubs group ag shs0.75%
91UNHunitedhealth group0.64%
92USBus bancorp del0.61%
93UTXunited technologies corp0.43%
94VALEvale s a adr doce sponsored adr0.61%
95VODvodafone group plc adr1.15%
96WBAwalgreens boots alliance inc new0.45%
97WBKwestpac bkg corp adr0.64%
98WFCwells fargo & co new2.55%
99WMTwal mart stores inc1.11%
100XOMexxon mobil corp2.63%

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.