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Folio Overview

Portfolios that we created utilize Dimensional Fund Advisors (DFA) funds.  We refer to these portfolios as our Core Folios.

To obtain the Folio returns we used back tested indexes until the inception of the actual DFA funds.  The following section describes the broad based indexes used for the back testing:

(percentages used are the allocated amounts for each index per time period)

 

FPL US Large Company Index

(FROM 01/1991 TO PRESENT) DFA US Large Company Portfolio:  100%

(FROM 01/1970 TO 12/1990) S&P 500 (TR):  100%

 

 

FPL US Large Value Index

(FROM 03/1993 TO PRESENT) DFA US Large Value Portfolio:  100%

(FROM 01/1970 TO 02/1993) Fama/French US Large Value Index (ex Utilities):  100%

 

 

FPL US Microcap Index

(FROM 01/1982 TO PRESENT) DFA US Microcap Portfolio:  100%

(FROM 01/1970 TO 12/1981) CRSP Deciles 9-10 Index:  100%

 

 

FPL US Small Cap Value Index

(FROM 04/1993 TO PRESENT) DFA US Small Cap Value Portfolio:  100%

(FROM 01/1970 TO 03/1993) Fama/French US Small Value Index (ex Utilities):  100%

 

 

FPL Real Estate Index

(FROM 01/1993 to PRESENT) DFA Real Estate Securities Portfolio:  100%

(FROM 01/1972 to 12/1992) NAREIT Index:  100%

(FROM 01/1970 to 12/1971) Merrill Lynch 1 Yr. US Treasury Note Index:  30%

                                         Fama/French US Small Value Index (ex. Utilities):  35%

                                         Fama/ French US Large Value Index (ex. Utilities):  35%

 

 

FPL International Value Index

(FROM 03/1994 to PRESENT) DFA International Value Portfolio:  100%

(FROM 01/1975 to 02/1994) Fama/French International Value Index:  100%

(FROM 01/1970 to 12/1974) MSCI EAFE Index (gross div.):  100%

 

 

FPL International Small Company Index

(FROM 10/1996 to PRESENT) DFA International Small Company Portfolio:  100%

(FROM 01/1970 to 10/1996) Dimensional International Small Cap Simulated Index:  100%

 

 

 

FPL International Small Value Index

(FROM 01/1995 to PRESENT) DFA International Small Value Portfolio:  100%

(FROM 07/1981 to 12/1994) Dimensional International Small Cap Value Simulated Index:  100%

(FROM 01/1975 to 06/1981) Dimensional International Small Cap Simulated Index:  70%

                                         MSCI EAFE Value Index (net div.):  30%

(FROM 01/1970 to 12/1974) Dimensional International Small Cap Simulated Index:  100%

 

 

FPL Emerging Markets Index

(FROM 05/1994 to PRESENT) DFA Emerging Markets Portfolio:  100%

(FROM 01/1989 to 04/1994) Fama/French Emerging Markets Index:  100%

(FROM 01/1970 to 12/1988) Dimensional International Small Cap Simulated Index:  50%

                                         MSCI EAFE Index:  25%

                                         MSCI Pacific ex. Japan Index:  25%

 

 

FPL Emerging Markets Value Index

(FROM 04/1998 to PRESENT) DFA Emerging Markets Value Portfolio:  100%

(FROM 01/1989 to 03/1998) Fama/French Emerging Markets Value Index:  100%

(FROM 01/1975 to 12/1988) Dimensional International Small Cap Simulated Index:  34%

                                         Fama/French International Value Index:  33%

                                         Fama/French Asia Pacific Value Index:  33%

(FROM 01/1970 to 12/1974) Dimensional International Small Cap Simulated Index:  50%

                                         MSCI EAFE Index (gross div.):  25%

                                         MSCI Pacific ex. Japan Index (gross div.):  25%

 

 

FPL Emerging Markets Small Cap Index

(FROM 03/1998 to PRESENT) DFA Emerging Markets Small Cap Portfolio:  100%

(FROM 01/1989 to 02/1998) Fama/French Emerging Markets Small Cap Index:  100%

(FROM 01/1970 to 12/1988) Dimensional International Small Cap Simulated Index:  50%

                                         MSCI EAFE Index (gross div.):  25%

                                         MSCI Pacific ex. Japan Index (gross div.):  25%

 

 

FPL One-Year Fixed Income Index

(FROM 08/1983 to PRESENT) DFA One-Year Fixed Income Portfolio:  100%

(FROM 01/1970 to 07/1983) Merrill Lynch One-Year US Treasury Note Index:  100%

 

 

FPL Two-Year Global Fixed Income Index

(FROM 03/1996 to PRESENT) DFA Two-Year Global Fixed Income Portfolio:  100%

(FROM 01/1970 to 02/1996) Merrill Lynch One-Year US Treasury Note Index:  70%

                                         Five-Year US Treasury Notes:  30%

 

 

FPL Five-Year Government Fixed Income Index

(FROM 06/1987 to PRESENT) DFA Five-Year Government Fixed Income Portfolio:  100%

(FROM 01/1970 to 15/1987) Five-Year US Treasury Notes:  100%

 

 

FPL Five-Year Global Fixed Income Index

(FROM 12/1990 to PRESENT) DFA Five-Year Global Fixed Income Portfolio:  100%

(FROM 01/1970 to 11/1990) Five-Year US Treasury Notes:  100%

 

 

FOLIO 10


FOLIO 20


FOLIO 30


FOLIO 40


FOLIO 50


FOLIO 60


FOLIO 70


FOLIO 80


FOLIO 90


FOLIO 100