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: May 26, 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 0.76% 1.41%
Three-Month 0.48% 2.56%
Year-to-Date 5.49% 8.81%
One-Year 18.26% 18.03%
Three-Year (Annualized) 3.72% 10.63%
Five-Year (Annualized) 11.5% 15.32%
Since Inception 4.58% N/A
Volatility 13.57% 9.57%

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 com1.97%
2AGNallergan plc shs0.96%
3AIGamerican intl group inc1.09%
4AMGNamgen inc0.44%
5BABAalibaba group hldg ltd sponsored ads0.67%
6BACbank of america corporation3.60%
7BAMbrookfield asset mgmt inc cl a ltd vt sh1.04%
8BBLbhp billiton plc adr0.93%
9BCSbarclays plc adr1.44%
10BHPbhp ltd adr0.93%
11BKbank of new york mellon corp0.53%
12BLKblackrock inc cl a0.44%
13BMObank montreal que0.43%
14BNSbank nova scotia halifax0.61%
15BPbp plc adr1.45%
16BPYbrookfield ppty partners l p unit0.50%
17BRK.Aberkshire hathaway inc del cl a4.29%
18BUDanheuser busch inbev sa/nv adr1.22%
19Ccitigroup inc3.08%
20CAJcanon inc adr0.41%
21CBchubb limited new0.72%
22CEOcnooc ltd adr0.86%
23CHTRcharter communications inc del cl a new0.85%
24CMCSAcomcast corp new class a0.84%
25COFcapital one finl corp0.71%
26COPconocophillips0.52%
27CScredit suisse group adr0.65%
28CSCOcisco sys inc0.95%
29CVScvs health corporation com0.53%
30CVXchevron corp new2.20%
31DISdisney walt co disney0.70%
32DOWdow chem co0.44%
33Eeni s p a adr0.88%
34EXCexelon corp0.41%
35Fford mtr co del par $0.010.44%
36FBfacebook inc cl a0.88%
37FWONAliberty formula one new0.64%
38GEgeneral elec co1.14%
39GMgeneral mtrs co com0.65%
40GOOGalphabet inc cap stk cl c2.09%
41GOOGLalphabet inc cap stk cl a2.09%
42GSgoldman sachs group inc1.13%
43HMChonda motor ltd amern shs1.04%
44HPEhewlett packard enterprise co new0.47%
45INGing groep n v adr0.79%
46INTCintel corp0.99%
47JNJjohnson & johnson1.05%
48JPMj p morgan chase & co3.40%
49KBkb financial group inc sponsored adr ad0.42%
50KHCkraft heinz co com0.86%
51KMIkinder morgan inc del com0.52%
52LFCchina life ins co ltd adr rep h0.69%
53LYGlloyds banking group plc0.98%
54MDTmedtronic plc shs0.74%
55METmetlife inc1.00%
56MFCmanulife finl corp0.44%
57MRKmerck & co inc0.60%
58MSmorgan stanley new1.05%
59MSFTmicrosoft corp1.02%
60MTarcelormittal sa luxembourg ny registry0.48%
61MTUmitsubishi ufj finl group inc sponsored2.23%
62NMRnomura hldgs inc adr0.43%
63NVSnovartis a g adr1.12%
64ORANorange sponsored adr adr0.55%
65ORCLoracle corp0.76%
66PBRpetroleo brasileiro sa petrobr adr1.16%
67PFEpfizer inc0.88%
68PGprocter & gamble co0.75%
69PKXposco adr0.62%
70PNCpnc financial services group0.70%
71PRUprudential finl inc0.69%
72QCOMqualcomm inc0.48%
73RDS.Aroyal dutch shell plc spons adr a2.82%
74RIOrio tinto plc adr0.68%
75RYroyal bk cda montreal que0.73%
76SAPsap se adr0.42%
77SHPGshire plc adr0.43%
78SLBschlumberger ltd0.62%
79SMFGsumitomo mitsui finl group inc sponsored1.49%
80SNYsanofi sponsored adr adr0.95%
81STOstatoil asa0.52%
82SUsuncor energy new inc0.50%
83Tat&t inc com1.85%
84TDtoronto dominion bk ont new0.77%
85TEFtelefonica s a adr0.47%
86TEVAteva pharmaceutical inds ltd adr0.47%
87TMtoyota motor corp sp adr rep2com2.46%
88TOTtotal s a adr1.52%
89TSMtaiwan semiconductor mfg ltd adr0.64%
90UNHunitedhealth group0.58%
91USBus bancorp del0.63%
92UTXunited technologies corp0.42%
93VALEvale s a adr doce sponsored adr0.61%
94VODvodafone group plc adr1.26%
95WBAwalgreens boots alliance inc new0.44%
96WBKwestpac bkg corp adr0.64%
97WFCwells fargo & co new2.62%
98WMTwal mart stores inc1.20%
99WPZwilliams partners l p new unit ltd par0.53%
100YHOOyahoo inc0.47%

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.