Objective

The Small-Cap Value folio was designed for investors seeking aggressive long-term capital appreciation with volatility generally higher than the overall U.S. equity market.

Strategy

The Small-Cap Value folio consists of small-cap companies that appear undervalued based on their price-to-book ratio as compared to the overall market. Small-cap companies are defined as having market capitalizations below $1.7 billion USD.

Stocks of small companies can provide more growth potential but are generally subject to more risk and erratic price movements than larger company stocks. These companies often have limited product lines, markets, and financial resources, and their management teams may lack depth and experience. By investing in stocks that already appear to be out of favor or undervalued, the folio is intended to be less volatile than investing in growth stocks. This folio’s broad diversification may make it less volatile than more concentrated small-cap value funds.

Last Updated: December 11, 2018

Category: Investment Style
Inception Date: 2000-04-05 00:00:00.0
Date Funded: 2009-08-31*

Folio Returns
One-Month -6.9%
Three-Month -15.56%
Year-to-Date -0.18%
One-Year 0.58%
Three-Year (Annualized) 18.31%
Five-Year (Annualized) 9.03%
Since Inception 9.78%
Volatility 14.42%

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. Note that the data source for determining the composition of the folio changed on 11/30/2018, which resulted in changes to the composition of the folio, and that performance after this date may differ from the performance using the prior data source. 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.

Note: Tickers and weights for RTG Folios are only available when logged in.

Steps to Create This Folio

  1. We identified small-cap stocks as those having market capitalizations smaller than $1.7 billion.
  2. We screened for stocks with low price-to-earnings and price-to-book ratios compared to the sector average.
  3. We ranked these small-cap stocks keeping the sector weights comparable to the largest 500 securities ranked by market capitalization.
  4. We equally weighted all stocks in the folio.

Number of Securities

There are generally 30 securities in this 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. RTGs are updated using market data from multiple sources including Zacks Investment Research ( www.zacks.com ), International Data Corporation (IDC) ( www.idc.com ), and other suppliers.