Objective

The Small-Cap Blend folio was developed for investors seeking aggressive long-term capital appreciation with higher volatility.

Strategy

The Small-Cap Blend folio consists of companies that have both strong earnings growth potential and appear undervalued based on their price-to-book ratio, in comparison to the overall market. Small-cap companies are defined as having market capitalizations below $1.7 billion USD.

A blend investing strategy provides aspects of both value and growth investing styles, without making the difficult determination as to which style the market may favor. Blend folios are designed to be less volatile then their small-cap growth counterparts but offer potentially less price stability than large-caps and can involve more risk and growth potential than mid-caps. This folio’s broad diversification may make it less volatile than small-cap blend mutual funds that may have more concentrated portfolios.

Last Updated: January 18, 2017

Category: Investment Style
Inception Date: 2000-10-26 00:00:00.0
Date Funded: 2009-08-31*

Folio S&P 500 Total Return
One-Month -0.34% 0.77%
Three-Month 16.1% 6.76%
Year-to-Date -0.95% 1.56%
One-Year 37.82% 23.42%
Three-Year (Annualized) 8.76% 9.58%
Five-Year (Annualized) 14.4% 14.08%
Since Inception 11.42% N/A
Volatility 17.37% 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.

#SymbolCompanyWeight
(% of Folio)
1ACETaceto corp3.34%
2AIRMair methods corp par $.063.33%
3ALGalamo group inc3.33%
4BGFVbig 5 sporting goods corp3.34%
5BMCHbmc stk holdings inc new3.33%
6CECEceco environmental corp3.34%
7CSFLcenterstate bks fla inc3.33%
8CSTEcaesarstone sdot-yam ltd ord shs3.33%
9CSVcarriage svcs inc cl a3.33%
10ECHOecho global logistics inc com3.33%
11HAFChanmi finl corp new3.33%
12HTBKheritage commerce corp3.34%
13ICFIicf intl inc com3.33%
14IOSPinnospec inc3.34%
15LHCGlhc group inc com3.33%
16LZBla z boy inc3.34%
17MMSImerit med sys inc3.33%
18NVMInova measuring instruments ltd3.33%
19ORBKorbotech ltd ord3.34%
20PPBIpacific premier bancorp3.33%
21PRSCprovidence svc corp3.33%
22QCRHqcr holdings inc com3.33%
23RDIreading international inc cl a cl a3.33%
24ROGrogers corp3.34%
25RRGBred robin gourmet burgers inc3.34%
26THRMgentherm inc3.33%
27TISorchids paper prods co del com3.33%
28TTGTtechtarget inc com3.33%
29VLRScontroladora vuela cia de avia spon adr3.34%
30WNCwabash natl corp3.33%

Steps to Create This Folio

  1. We identified small-cap stocks, those we defined as having market capitalizations smaller than $1.7 billion.
  2. We ranked these small-cap securities according to their price-to-book ratios from lowest to highest.
  3. We divided the ranked list into quartiles and determined the median of all the price-to-book ratios.
  4. We selected securities that had price-to-book ratios closest to the median.
  5. We equally weighted all securities in the folio.
  6. We selected securities so that the sector weights of the folio were comparable to the sector weights of the S&P500.

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.