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: December 2, 2016

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

Folio S&P 500 Total Return
One-Month 7.2% 4.75%
Three-Month 4.51% 1.09%
Year-to-Date 9.81% 9.44%
One-Year 6.41% 7.71%
Three-Year (Annualized) 2.6% 9.05%
Five-Year (Annualized) 9.9% 14.41%
Since Inception 3.85% N/A
Volatility 18.41% 13.86%

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)
1AAPLapple inc com1.85%
2AGNallergan plc shs1.05%
3AIGamerican intl group inc1.27%
4AMGNamgen inc0.44%
5BABAalibaba group hldg ltd sponsored ads0.57%
6BACbank of america corporation3.54%
7BAMbrookfield asset mgmt inc cl a ltd vt sh0.92%
8BBLbhp billiton plc adr0.88%
9BBVAbanco bilbao vizcaya argentari adr0.90%
10BCSbarclays plc adr1.46%
11BHPbhp ltd adr0.88%
12BKbank of new york mellon corp0.53%
13BLKblackrock inc cl a0.42%
14BNSbank nova scotia halifax0.59%
15BPbp plc adr1.39%
16BPYbrookfield ppty partners l p unit0.48%
17BRK.Aberkshire hathaway inc del cl a3.90%
18BUDanheuser busch inbev sa/nv adr0.55%
19Ccitigroup inc3.13%
20CBchubb limited new0.69%
21CEOcnooc ltd adr0.83%
22CHAchina telecom ltd spon adr h shares0.70%
23CHLchina mobile limited adr2.17%
24CHTRcharter communications inc del cl a new0.75%
25CHUchina unicom ltd adr0.55%
26CMCSAcomcast corp new class a0.81%
27COFcapital one finl corp0.71%
28COPconocophillips0.55%
29CSCOcisco sys inc0.93%
30CVScvs health corporation com0.51%
31CVXchevron corp new2.18%
32DISdisney walt co disney0.70%
33DUKduke energy corp new com0.59%
34Eeni s p a adr0.87%
35ETPenergy transfer prtnrs lp unit ltd partn0.39%
36EXCexelon corp0.42%
37Fford mtr co del par $0.010.46%
38FBfacebook inc cl a0.74%
39GEgeneral elec co1.24%
40GMgeneral mtrs co com0.65%
41GOOGalphabet inc cap stk cl c1.88%
42GOOGLalphabet inc cap stk cl a1.88%
43GSgoldman sachs group inc1.08%
44HMChonda motor ltd amern shs0.92%
45HPEhewlett packard enterprise co new0.48%
46INGing groep n v adr0.82%
47INTCintel corp0.91%
48JNJjohnson & johnson1.06%
49JPMj p morgan chase & co3.28%
50KHCkraft heinz co com0.85%
51KMIkinder morgan inc del com0.52%
52KOcoca cola co0.39%
53LFCchina life ins co ltd adr rep h0.69%
54LYGlloyds banking group plc0.79%
55MDLZmondelez intl inc cl a0.41%
56MDTmedtronic plc shs0.75%
57METmetlife inc1.16%
58MFCmanulife finl corp0.45%
59MRKmerck & co inc0.64%
60MSmorgan stanley new1.04%
61MSFTmicrosoft corp1.05%
62MTarcelormittal sa luxembourg ny registry0.47%
63MTUmitsubishi ufj finl group inc sponsored2.33%
64NTTnippon teleg & tel corp adr1.50%
65NVSnovartis a g adr1.06%
66ORANorange sponsored adr adr0.56%
67ORCLoracle corp0.70%
68PFEpfizer inc0.92%
69PGprocter & gamble co0.84%
70PKXposco adr0.60%
71PNCpnc financial services group0.63%
72PRUprudential finl inc0.80%
73QCOMqualcomm inc0.45%
74RDS.Aroyal dutch shell plc spons adr a2.81%
75RIOrio tinto plc adr0.65%
76RYroyal bk cda montreal que0.72%
77SHGshinhan finl group co ltd spn adr restrd0.40%
78SHPGshire plc adr0.43%
79SLBschlumberger ltd0.63%
80SMFGsumitomo mitsui finl group inc sponsored1.40%
81SNEsony corp adr new0.44%
82SNYsanofi sponsored adr adr0.90%
83STOstatoil asa0.59%
84SUsuncor energy new inc0.51%
85Tat&t inc com1.82%
86TDtoronto dominion bk ont new0.77%
87TEVAteva pharmaceutical inds ltd adr0.42%
88TOTtotal s a adr1.47%
89UNHunitedhealth group0.53%
90USBus bancorp del0.62%
91UTXunited technologies corp0.45%
92Vvisa inc.0.40%
93VALEvale s a adr doce sponsored adr0.61%
94VODvodafone group plc adr1.49%
95WBAwalgreens boots alliance inc new0.46%
96WBKwestpac bkg corp adr0.61%
97WFCwells fargo & co new2.60%
98WMTwal mart stores inc1.16%
99XOMexxon mobil corp2.59%
100YHOOyahoo inc0.42%

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.