Objective

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

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, as compared 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 more concentrated small-cap blend mutual funds.

Last Updated: December 11, 2018

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

Folio Returns
One-Month -7.51%
Three-Month -14.92%
Year-to-Date -3.62%
One-Year -4.09%
Three-Year (Annualized) 11.46%
Five-Year (Annualized) 7.7%
Since Inception 10.76%
Volatility 16.39%

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 small-cap stocks as those having market capitalizations smaller than $1.7 billion.
  2. We then 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 selected securities so that the sector weights of the folio were comparable to the sector weights of the largest 500 securities ranked by market capitalization.
  6. 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.