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: June 27, 2017

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 2.54% 0.28%
Three-Month 4.82% 3.83%
Year-to-Date 5.24% 9.13%
One-Year 36.17% 23.48%
Three-Year (Annualized) 9.64% 9.51%
Five-Year (Annualized) 14.65% 15.0%
Since Inception 11.51% N/A
Volatility 15.21% 8.5%

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)
1ADUSaddus homecare corp com3.33%
2AFAMalmost family inc3.34%
3AMRIalbany molecular resh inc3.33%
4ARTNAartesian resources corp cl a3.33%
5ASTEastec inds inc3.33%
6AUDCaudiocodes ltd ord3.33%
7BMCHbmc stk holdings inc new3.34%
8CECEceco environmental corp3.33%
9COHUcohu inc3.33%
10CSVcarriage svcs inc cl a3.33%
11CTOconsolidated tomoka ld co3.34%
12ETHethan allen interiors inc3.34%
13GBNKguranty bancorp del com3.33%
14GPXgp strategies corp3.34%
15HSIIheidrick & struggles intl inc3.34%
16HTBKheritage commerce corp3.33%
17HUBGhub group inc cl a3.33%
18HZOmarinemax inc3.33%
19LHCGlhc group inc com3.33%
20LYTSlsi inds inc3.34%
21LZBla z boy inc3.33%
22MCSmarcus corp3.33%
23NTGRnetgear inc com3.33%
24ORBKorbotech ltd ord3.34%
25RTECrudolph technologies inc3.34%
26SMPstandard mtr prods inc3.33%
27SNCstate natl cos inc com3.33%
28VVIviad corp new3.33%
29WDwalker & dunlop inc com3.34%
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.