Last Updated: October 25, 2016
Inception Date: October 26, 2000
Date Funded: August 31, 2009*
|Folio||S&P 500 Total Return|
(% of Folio)
|2||ALG||alamo group inc||3.34%|
|3||BMCH||bmc stk holdings inc new||3.34%|
|4||CHEF||chefs whse inc com||3.33%|
|5||CNXN||pc connection inc||3.33%|
|6||CSV||carriage svcs inc cl a||3.33%|
|7||CVTI||covenant transn group inc cl a||3.34%|
|8||EBS||emergent biosolutions inc com||3.34%|
|9||FIX||comfort sys usa inc||3.33%|
|10||GABC||german amern bancorp||3.33%|
|11||GBNK||guranty bancorp del com||3.33%|
|12||GMED||globus med inc cl a||3.33%|
|14||KALU||kaiser aluminum corp par $0.01||3.33%|
|15||LTXB||legacy tex finl group inc new||3.34%|
|16||LYTS||lsi inds inc||3.34%|
|17||LZB||la z boy inc||3.34%|
|18||NSR||neustar inc cl a||3.34%|
|19||ORBK||orbotech ltd ord||3.34%|
|21||PMC||pharmerica corp com||3.33%|
|22||RDI||reading international inc cl a cl a||3.33%|
|25||TIS||orchids paper prods co del com||3.33%|
|27||TRNO||terreno rlty corp com||3.33%|
|28||USAC||usa compression partners lp comunit ltdp||3.33%|
|29||UVSP||univest corp pa||3.33%|
|30||WSFS||wsfs finl corp||3.33%|
Steps to Create This Folio
- We identified small-cap stocks, those we defined as having market capitalizations smaller than $1.7 billion.
- We ranked these small-cap securities according to their price-to-book ratios from lowest to highest.
- We divided the ranked list into quartiles and determined the median of all the price-to-book ratios.
- We selected securities that had price-to-book ratios closest to the median.
- We equally weighted all securities in the folio.
- 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.
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.