Last Updated: November 16, 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||AOBC||american outdoor brands corp new||3.34%|
|3||APOG||apogee enterprises inc||3.33%|
|4||ASTE||astec inds inc||3.33%|
|5||AUDC||audiocodes ltd ord||3.33%|
|6||BABY||natus medical inc del||3.33%|
|7||BOJA||bojangles inc com||3.34%|
|8||CAL||caleres inc new||3.33%|
|9||CATM||cardtronics inc com||3.33%|
|10||CSV||carriage svcs inc cl a||3.33%|
|11||CTO||consolidated tomoka ld co||3.33%|
|13||FFBC||first finl bancorp oh||3.33%|
|15||GBNK||guranty bancorp del com||3.33%|
|16||GPX||gp strategies corp||3.34%|
|17||HTBK||heritage commerce corp||3.34%|
|18||HUBG||hub group inc cl a||3.34%|
|19||KRA||kraton corp com||3.33%|
|20||LDL||lydall inc del||3.34%|
|21||LHCG||lhc group inc com||3.34%|
|23||MPAA||motorcar pts amer inc||3.33%|
|25||NCS||nci building sys inc||3.34%|
|26||NSIT||insight enterprises inc||3.34%|
|27||QCRH||qcr holdings inc com||3.33%|
|28||RTEC||rudolph technologies inc||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.