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: September 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 7.03% 3.3%
Three-Month 1.18% 3.43%
Year-to-Date 6.73% 13.5%
One-Year 23.16% 19.48%
Three-Year (Annualized) 11.1% 9.85%
Five-Year (Annualized) 12.49% 13.78%
Since Inception 11.44% N/A
Volatility 15.13% 7.7%

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)
1ADUSaddus homecare corp com3.33%
2AFAMalmost family inc3.33%
3ASTEastec inds inc3.34%
4BMCHbmc stk holdings inc new3.34%
5CASHmeta finl group inc3.33%
6CBPXcontinental bldg prods inc com3.33%
7CECEceco environmental corp3.34%
8CSFLcenterstate bks fla inc3.33%
9CSVcarriage svcs inc cl a3.33%
10ETHethan allen interiors inc3.34%
11EXACexactech inc3.34%
12HTBKheritage commerce corp3.33%
13HUBGhub group inc cl a3.34%
14INWKinnerworkings inc com3.33%
15JOUTjohnson outdoors, inc cl a3.33%
16KRAkraton corp com3.33%
17LDLlydall inc del3.33%
18MCRImonarch casino & resort inc3.34%
19MCSmarcus corp3.33%
20MGmistras group inc com3.34%
21MPAAmotorcar pts amer inc3.33%
22ORBKorbotech ltd ord3.33%
23PBPBpotbelly corp com3.33%
24RATEbankrate inc del com3.34%
25RTECrudolph technologies inc3.33%
26SCMPsucampo pharmaceuticals inc cl a3.33%
27SPARspartan mtrs inc3.33%
28TSCtristate cap hldgs inc com3.34%
29WPTworld pt terms lp unit rep ltd pt3.33%
30WSFSwsfs finl 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.