Objective

The Mid-Cap Value folio was designed for investors seeking aggressive long-term capital appreciation with volatility generally higher than the overall U.S. equity market.

Strategy

The Mid-Cap Value folio consists of companies that appear undervalued based on their price-to-book ratio as compared to the overall market. Mid-cap companies are defined as having market capitalizations between $1.7 billion and $11 billion USD.

A value approach seeks to identify companies whose stock prices do not appear to reflect their underlying value. Mid-cap stocks generally offer greater return potential than large established firms and involve less risk than small-caps. By investing in stocks that appear to be out of favor or undervalued, the folio is intended to be less volatile than investing in growth stocks. The broad diversification of this folio makes it less volatile than more concentrated mid-cap value funds.

Last Updated: December 11, 2018

Category: Investment Style
Inception Date: 2000-04-05 00:00:00.0
Date Funded: 2009-08-31*

Folio Returns
One-Month -6.63%
Three-Month -12.87%
Year-to-Date -14.25%
One-Year -11.32%
Three-Year (Annualized) 8.85%
Five-Year (Annualized) 4.39%
Since Inception 9.14%
Volatility 16.0%

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. Note that the data source for determining the composition of the folio changed on 11/30/2018, which resulted in changes to the composition of the folio, and that performance after this date may differ from the performance using the prior data source. 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.

Note: Tickers and weights for RTG Folios are only available when logged in.

Steps to Create This Folio

  1. We identified mid-cap stocks as those having market capitalizations between $1.7 billion and $11 billion.
  2. We screened for stocks with low price-to-earnings and price-to-book ratios as compared to the sector average.
  3. We ranked these mid-cap stocks and targeted the sector weights to be comparable to those of the largest 500 securities ranked by market capitalization.
  4. We equally weighted all securities in the folio.

Number of Securities

There are generally 30 securities in this 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. RTGs are updated using market data from multiple sources including Zacks Investment Research ( www.zacks.com ), International Data Corporation (IDC) ( www.idc.com ), and other suppliers.