Last Updated: January 18, 2017
Inception Date: 2000-10-26 00:00:00.0
Date Funded: 2009-08-31*
|Folio||S&P 500 Total Return|
(% of Folio)
|2||AIRM||air methods corp par $.06||3.33%|
|3||ALG||alamo group inc||3.33%|
|4||BGFV||big 5 sporting goods corp||3.34%|
|5||BMCH||bmc stk holdings inc new||3.33%|
|6||CECE||ceco environmental corp||3.34%|
|7||CSFL||centerstate bks fla inc||3.33%|
|8||CSTE||caesarstone sdot-yam ltd ord shs||3.33%|
|9||CSV||carriage svcs inc cl a||3.33%|
|10||ECHO||echo global logistics inc com||3.33%|
|11||HAFC||hanmi finl corp new||3.33%|
|12||HTBK||heritage commerce corp||3.34%|
|13||ICFI||icf intl inc com||3.33%|
|15||LHCG||lhc group inc com||3.33%|
|16||LZB||la z boy inc||3.34%|
|17||MMSI||merit med sys inc||3.33%|
|18||NVMI||nova measuring instruments ltd||3.33%|
|19||ORBK||orbotech ltd ord||3.34%|
|20||PPBI||pacific premier bancorp||3.33%|
|21||PRSC||providence svc corp||3.33%|
|22||QCRH||qcr holdings inc com||3.33%|
|23||RDI||reading international inc cl a cl a||3.33%|
|25||RRGB||red robin gourmet burgers inc||3.34%|
|27||TIS||orchids paper prods co del com||3.33%|
|28||TTGT||techtarget inc com||3.33%|
|29||VLRS||controladora vuela cia de avia spon adr||3.34%|
|30||WNC||wabash natl 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.