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: December 8, 2016

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 19.62% 5.2%
Three-Month 12.17% 3.54%
Year-to-Date 24.55% 12.21%
One-Year 21.53% 11.25%
Three-Year (Annualized) 8.84% 9.84%
Five-Year (Annualized) 16.1% 15.15%
Since Inception 11.5% N/A
Volatility 19.26% 13.68%

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)
1ACETaceto corp3.33%
2ALGalamo group inc3.34%
3BMCHbmc stk holdings inc new3.34%
4CHEFchefs whse inc com3.33%
5CNXNpc connection inc3.33%
6CSVcarriage svcs inc cl a3.33%
7CVTIcovenant transn group inc cl a3.34%
8EBSemergent biosolutions inc com3.34%
9FIXcomfort sys usa inc3.33%
10GABCgerman amern bancorp3.33%
11GBNKguranty bancorp del com3.33%
12GMEDglobus med inc cl a3.33%
13HZOmarinemax inc3.34%
14KALUkaiser aluminum corp par $0.013.33%
15LTXBlegacy tex finl group inc new3.34%
16LYTSlsi inds inc3.34%
17LZBla z boy inc3.34%
18NSRneustar inc cl a3.34%
19ORBKorbotech ltd ord3.34%
20PLXSplexus corp3.33%
21PMCpharmerica corp com3.33%
22RDIreading international inc cl a cl a3.33%
23ROGrogers corp3.33%
24THRMgentherm inc3.33%
25TISorchids paper prods co del com3.33%
26TISIteam inc3.33%
27TRNOterreno rlty corp com3.33%
28USACusa compression partners lp comunit ltdp3.33%
29UVSPunivest corp pa3.33%
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.