Last Updated: February 23, 2018
Inception Date: 2000-10-26 00:00:00.0
Date Funded: 2009-08-31*
|Folio||S&P 500 Total Return|
(% of Folio)
|1||ADUS||addus homecare corp com||3.33%|
|2||AOBC||american outdoor brands corp new||3.34%|
|3||ASTE||astec inds inc||3.33%|
|4||AUDC||audiocodes ltd ord||3.33%|
|5||BABY||natus medical inc del||3.33%|
|6||BMCH||bmc stk holdings inc new||3.33%|
|7||BOJA||bojangles inc com||3.34%|
|8||CAL||caleres inc new||3.34%|
|9||CARO||carolina finl corp new com||3.33%|
|11||CORE||core mark holding co co inc com||3.34%|
|12||CSV||carriage svcs inc cl a||3.33%|
|13||ELY||callaway golf co||3.33%|
|14||INWK||innerworkings inc com||3.33%|
|15||KRA||kraton corp com||3.33%|
|16||LDL||lydall inc del||3.34%|
|17||LHCG||lhc group inc com||3.34%|
|18||MATW||matthews intl corp cl a||3.33%|
|20||MPAA||motorcar pts amer inc||3.33%|
|21||MSEX||middlesex water co||3.33%|
|22||QCRH||qcr holdings inc com||3.34%|
|23||RTEC||rudolph technologies inc||3.33%|
|24||SBCF||seacoast bkg corp fla||3.33%|
|27||TLP||transmontaigne partners l p unit l p||3.34%|
|28||WD||walker & dunlop inc com||3.33%|
|29||WLDN||willdan group inc com||3.34%|
|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.