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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. |
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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
6.66
-0.22
5.53
-7.85
3.09
5.96
2010
-0.28
3.16
4.27
-
-
-
-
-
-
-
-
-
