The Large Cap program is a portfolio of mechanically generated high quality stocks designed to outperform the S&P 500 on a total return basis while minimizing volatility. The portfolio is rebalanced monthly and is equally-weighted across all major sectors. A total of 12 stocks are held at any given time. Importantly, only companies classified as a Strong Buy in our ranking system can be considered for investment.
*Notes:
Prior to June 07, the portfolio was rebalanced quartely not monthly, and could hold up to 37 stocks.Historical trades since inception are available.
Year
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
2006
-
-
-
-
-
-
-0.39
5.32
1.56
4.5
2.2
0.99
2007
3.81
-2.15
3.13
4.72
4.11
1.34
-7.22
-2.17
-1.33
3.3
-3.06
1.62
2008
-6.49
-2.38
-0.37
8.2
2.8
-7.65
-2.8
1.45
-8.95
-17.76
-8.83
3.24
2009
-1.58
-14.79
9.33
15.64
1.6
2.23
-2.59
-
-
-
-
-
