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: January 19, 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 0.56% 0.2%
Three-Month 9.47% 6.13%
Year-to-Date 1.27% 1.1%
One-Year 26.85% 22.92%
Three-Year (Annualized) 3.2% 9.46%
Five-Year (Annualized) 8.84% 13.88%
Since Inception 4.25% N/A
Volatility 17.26% 12.0%

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 com1.89%
2AGNallergan plc shs1.21%
3AIGamerican intl group inc1.27%
4AMGNamgen inc0.46%
5BABAalibaba group hldg ltd sponsored ads0.64%
6BACbank of america corporation3.64%
7BAMbrookfield asset mgmt inc cl a ltd vt sh0.94%
8BBLbhp billiton plc adr0.89%
9BBTbb&t corp0.40%
10BCSbarclays plc adr1.37%
11BHPbhp ltd adr0.89%
12BKbank of new york mellon corp0.55%
13BLKblackrock inc cl a0.43%
14BNSbank nova scotia halifax0.61%
15BPbp plc adr1.38%
16BPYbrookfield ppty partners l p unit0.51%
17BRK.Aberkshire hathaway inc del cl a4.05%
18BUDanheuser busch inbev sa/nv adr0.59%
19Ccitigroup inc3.18%
20CBchubb limited new0.72%
21CEOcnooc ltd adr0.85%
22CHAchina telecom ltd spon adr h shares0.71%
23CHTRcharter communications inc del cl a new0.76%
24CMCSAcomcast corp new class a0.83%
25COFcapital one finl corp0.71%
26COPconocophillips0.54%
27CScredit suisse group adr0.68%
28CSCOcisco sys inc0.94%
29CVScvs health corporation com0.54%
30CVXchevron corp new2.20%
31DISdisney walt co disney0.70%
32Eeni s p a adr0.83%
33ETPenergy transfer prtnrs lp unit ltd partn0.41%
34EXCexelon corp0.41%
35Fford mtr co del par $0.010.47%
36FBfacebook inc cl a0.81%
37GEgeneral elec co1.23%
38GMgeneral mtrs co com0.67%
39GOOGalphabet inc cap stk cl c2.00%
40GOOGLalphabet inc cap stk cl a2.00%
41GSgoldman sachs group inc1.11%
42HMChonda motor ltd amern shs0.99%
43HPEhewlett packard enterprise co new0.47%
44INGing groep n v adr0.84%
45INTCintel corp0.94%
46JNJjohnson & johnson1.08%
47JPMj p morgan chase & co3.37%
48KHCkraft heinz co com0.86%
49KMIkinder morgan inc del com0.52%
50KOcoca cola co0.39%
51LFCchina life ins co ltd adr rep h0.70%
52LYGlloyds banking group plc0.96%
53MDLZmondelez intl inc cl a0.41%
54MDTmedtronic plc shs0.75%
55METmetlife inc1.17%
56MFCmanulife finl corp0.46%
57MRKmerck & co inc0.65%
58MSmorgan stanley new1.05%
59MSFTmicrosoft corp1.05%
60MTarcelormittal sa luxembourg ny registry0.48%
61MTUmitsubishi ufj finl group inc sponsored2.41%
62NMRnomura hldgs inc adr0.39%
63NTTnippon teleg & tel corp adr1.62%
64NVSnovartis a g adr1.12%
65ORANorange sponsored adr adr0.56%
66ORCLoracle corp0.73%
67PFEpfizer inc0.95%
68PGprocter & gamble co0.86%
69PKXposco adr0.59%
70PNCpnc financial services group0.64%
71PRUprudential finl inc0.83%
72QCOMqualcomm inc0.47%
73RDS.Aroyal dutch shell plc spons adr a2.81%
74RYroyal bk cda montreal que0.73%
75SAPsap se adr0.39%
76SHGshinhan finl group co ltd spn adr restrd0.42%
77SHPGshire plc adr0.44%
78SLBschlumberger ltd0.63%
79SMFGsumitomo mitsui finl group inc sponsored1.52%
80SNEsony corp adr new0.43%
81SNYsanofi sponsored adr adr0.91%
82STOstatoil asa0.60%
83SUsuncor energy new inc0.50%
84Tat&t inc com1.85%
85TDtoronto dominion bk ont new0.78%
86TEVAteva pharmaceutical inds ltd adr0.50%
87TOTtotal s a adr1.51%
88TSMtaiwan semiconductor mfg ltd adr0.60%
89UNHunitedhealth group0.56%
90USBus bancorp del0.64%
91UTXunited technologies corp0.46%
92Vvisa inc.0.40%
93VALEvale s a adr doce sponsored adr0.62%
94VODvodafone group plc adr1.25%
95WBAwalgreens boots alliance inc new0.45%
96WBKwestpac bkg corp adr0.64%
97WFCwells fargo & co new2.67%
98WMTwal mart stores inc1.20%
99XOMexxon mobil corp2.64%
100YHOOyahoo inc0.52%

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.