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: June 15, 2018

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

Folio S&P 500 Total Return
One-Month -2.29% 2.75%
Three-Month -1.1% 1.67%
Year-to-Date -1.27% 4.92%
One-Year 11.84% 16.52%
Three-Year (Annualized) 6.34% 12.38%
Five-Year (Annualized) 8.23% 13.64%
Since Inception 5.3% N/A
Volatility 12.12% 12.44%

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 com1.91%
2ABTabbott labs0.43%
3AGNallergan plc shs0.99%
4AIGamerican intl group inc0.90%
5BABAalibaba group hldg ltd sponsored ads0.90%
6BACbank of america corporation3.30%
7BAMbrookfield asset mgmt inc cl a ltd vt sh1.03%
8BBDObanco bradesco s a sponsored adr0.47%
9BBLbhp billiton plc adr0.85%
10BCSbarclays plc adr1.16%
11BHGEbaker hughes a ge co cl a0.53%
12BHPbhp ltd adr0.85%
13BKbank of new york mellon corp0.52%
14BLKblackrock inc cl a0.44%
15BMObank montreal que0.42%
16BNSbank nova scotia halifax0.61%
17BPbp plc adr1.37%
18BTIbritish amern tob plc adr1.06%
19BUDanheuser busch inbev sa/nv adr1.10%
20Ccitigroup inc2.51%
21CBchubb limited new0.70%
22CEOcnooc ltd adr0.77%
23CHAchina telecom ltd spon adr h shares0.66%
24CHLchina mobile limited adr2.00%
25CHTRcharter communications inc del cl a new0.65%
26CHUchina unicom ltd adr0.62%
27CMCSAcomcast corp new class a0.95%
28COFcapital one finl corp0.67%
29COPconocophillips0.41%
30CScredit suisse group adr0.59%
31CSCOcisco sys inc0.71%
32CVScvs health corporation com0.52%
33CVXchevron corp new2.05%
34DISdisney walt co disney0.64%
35DUKduke energy corp new com0.57%
36DWDPdowdupont inc com1.39%
37Eeni s p a adr0.73%
38ENBenbridge inc0.61%
39ETPenergy transfer partner l p unit ltd prt0.45%
40EXCexelon corp0.44%
41Fford mtr co del par $0.010.48%
42FBfacebook inc cl a1.01%
43GEgeneral elec co1.12%
44GMgeneral mtrs co com0.49%
45GOOGalphabet inc cap stk cl c2.08%
46GOOGLalphabet inc cap stk cl a2.08%
47GSgoldman sachs group inc1.15%
48HMChonda motor ltd amern shs1.03%
49HSBChsbc hldgs plc adr new2.70%
50INGing groep n v adr0.76%
51INTCintel corp0.94%
52JNJjohnson & johnson0.82%
53JPMj p morgan chase & co3.14%
54KBkb financial group inc sponsored adr ad0.42%
55KEPkorea electric pwr adr0.90%
56KHCkraft heinz co com0.90%
57KMIkinder morgan inc del com0.47%
58LFCchina life ins co ltd adr rep h0.66%
59MDTmedtronic plc shs0.69%
60METmetlife inc0.79%
61MRKmerck & co inc0.47%
62MSmorgan stanley new0.96%
63MSFTmicrosoft corp1.07%
64MTarcelormittal sa luxembourg ny registry0.56%
65MUFGmitsubishi ufj finl group inc ads2.14%
66NVSnovartis a g adr1.01%
67ORANorange sponsored adr adr0.51%
68ORCLoracle corp0.66%
69PBRpetroleo brasileiro sa petrobr adr1.11%
70PFEpfizer inc0.98%
71PGprocter & gamble co0.73%
72PKXposco adr0.58%
73PNCpnc financial services group0.64%
74PRUprudential finl inc0.74%
75RBSroyal bk scotland group plc sp adr rep s0.86%
76RDS.Aroyal dutch shell plc spons adr a2.70%
77RIOrio tinto plc adr0.70%
78RYroyal bk cda montreal que0.72%
79SAPsap se adr0.42%
80SHPGshire plc adr0.50%
81SLBschlumberger ltd0.51%
82SMFGsumitomo mitsui finl group inc sponsored1.47%
83SNEsony corp adr new0.45%
84SUsuncor energy new inc0.48%
85Tat&t inc com1.94%
86TDtoronto dominion bk ont new0.74%
87TMtoyota motor corp sp adr rep2com2.39%
88TOTtotal s a adr1.56%
89TSMtaiwan semiconductor mfg ltd adr0.68%
90UBSubs group ag shs0.71%
91UNHunitedhealth group0.68%
92USBus bancorp del0.61%
93UTXunited technologies corp0.43%
94VALEvale s a adr doce sponsored adr0.61%
95VODvodafone group plc adr1.10%
96VZverizon communications inc.0.62%
97WBKwestpac bkg corp adr0.64%
98WFCwells fargo & co new2.45%
99WMTwal mart inc1.10%
100XOMexxon mobil corp2.66%

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.