Last Updated: September 18, 2017
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||AFAM||almost family inc||3.33%|
|3||ASTE||astec inds inc||3.34%|
|4||BMCH||bmc stk holdings inc new||3.34%|
|5||CASH||meta finl group inc||3.33%|
|6||CBPX||continental bldg prods inc com||3.33%|
|7||CECE||ceco environmental corp||3.34%|
|8||CSFL||centerstate bks fla inc||3.33%|
|9||CSV||carriage svcs inc cl a||3.33%|
|10||ETH||ethan allen interiors inc||3.34%|
|12||HTBK||heritage commerce corp||3.33%|
|13||HUBG||hub group inc cl a||3.34%|
|14||INWK||innerworkings inc com||3.33%|
|15||JOUT||johnson outdoors, inc cl a||3.33%|
|16||KRA||kraton corp com||3.33%|
|17||LDL||lydall inc del||3.33%|
|18||MCRI||monarch casino & resort inc||3.34%|
|20||MG||mistras group inc com||3.34%|
|21||MPAA||motorcar pts amer inc||3.33%|
|22||ORBK||orbotech ltd ord||3.33%|
|23||PBPB||potbelly corp com||3.33%|
|24||RATE||bankrate inc del com||3.34%|
|25||RTEC||rudolph technologies inc||3.33%|
|26||SCMP||sucampo pharmaceuticals inc cl a||3.33%|
|27||SPAR||spartan mtrs inc||3.33%|
|28||TSC||tristate cap hldgs inc com||3.34%|
|29||WPT||world pt terms lp unit rep ltd pt||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.