Ready-to-Go Folios: Conservative Folio

Objective

The Conservative folio was developed for investors seeking long-term capital appreciation and income with lower market volatility and returns.

Strategy

The Conservative folio was developed to have a level of risk lower than that of the overall market, specifically the S&P 500.

The folio is expected to achieve lower returns than the overall market during a bull market. However, returns will tend to be slightly better than that of the overall market during a downturn providing a potential hedge as well as a source of income.

Performance
Holdings
Methodology

Last Updated: April 23, 2018

Category: Investment Style
Inception Date: 2000-04-05 00:00:00.0
Date Funded: 2009-08-28*

	Folio	S&P 500
One Month	3.22%	3.29%
Three Month	-0.12%	-5.44%
Year to Date	5.5%	0.45%
One Year	19.24%	15.95%
Three year (Annualized)	13.22%	10.31%
Five Year (Annualized)	16.14%	13.41%
Since Inception	11.21%	N/A
1 Year Volatility	12.17%	12.11%

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.

#	Symbol	Company	Weight (% of Folio)
1	ABMD	abiomed inc	3.33%
2	AWK	american wtr wks co inc new com	3.33%
3	BLKB	blackbaud inc	3.33%
4	BURL	burlington stores inc com	3.33%
5	CBOE	cboe global markets inc new	3.34%
6	CHKP	check point software tech ltd ord	3.34%
7	CHRW	c h robinson worldwide inc new	3.33%
8	CLX	clorox co del	3.34%
9	COR	coresite rlty corp com	3.33%
10	DNKN	dunkin brands group inc com	3.33%
11	EL	lauder estee cos inc cl a	3.33%
12	EW	edwards lifesciences corp	3.34%
13	FOXF	fox factory hldg corp com	3.33%
14	FUN	cedar fair l p depositry unit	3.33%
15	GLOB	globant s a com	3.34%
16	GPOR	gulfport energy corp new	3.34%
17	HLI	houlihan lokey inc cl a	3.33%
18	HSY	hershey co com	3.33%
19	IIVI	ii vi inc	3.33%
20	KMG	kmg chemicals inc	3.34%
21	LGIH	lgi homes inc com	3.33%
22	NKE	nike inc cl b	3.34%
23	NVO	novo-nordisk a s adr	3.33%
24	NVR	nvr inc	3.33%
25	OMAB	grupo aeroportuario ctr norte spon adr	3.33%
26	PGR	progressive corp ohio	3.33%
27	SABR	sabre corp com	3.34%
28	TAL	tal ed group ads repstg com	3.33%
29	VVC	vectren corp	3.34%
30	WP	worldpay inc cl a	3.33%

Steps to Create This Folio

We screened for securities with a historical beta lower than 0.7 from securities with market capitalizations greater than $1 billion. As a reference point, the S&P 500 has a historical beta of one and therefore the folio generally should be significantly less volatile than the S&P 500.
We selected the securities with the largest market capitalizations in each sector, and targeted the sector weights to be comparable to the S&P 500.
We equally weighted all securities in the folio.

Number of Securities

There are generally 30 securities in the folio.

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.