Objective

The Small-Cap Value folio was developed for investors seeking aggressive long-term capital appreciation with higher volatility.

Strategy

The Small-Cap Value folio consists of small-cap companies that 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.

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, financial resources and 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 small-cap value funds that have more concentrated portfolios.

Last Updated: September 18, 2017

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

Folio S&P 500 Total Return
One-Month 8.11% 3.3%
Three-Month 3.06% 3.43%
Year-to-Date 6.69% 13.5%
One-Year 22.12% 19.48%
Three-Year (Annualized) 8.26% 9.85%
Five-Year (Annualized) 14.71% 13.78%
Since Inception 9.91% N/A
Volatility 13.06% 7.7%

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)
1AIRaar corp3.34%
2AMRCameresco inc cl a3.34%
3APTSpreferred apt cmntys inc com3.33%
4ARCXarc logistics partners lp com ut rep lpn3.33%
5CPTAcapitala fin corp com3.33%
6DLNGdynagas lng partners lp com unit ltd pt3.33%
7DQdaqo new energy corp sponsored adr3.37%
8EBR.Bcentrais eletricas brasileiras adr pfd3.33%
9ETMentercom communications corp cl a3.33%
10EXACexactech inc3.33%
11FORTYformula sys 1985 ltd gdr reg s3.34%
12FPIfarmland partners inc com3.33%
13GILTgilat satellite networks ltd shs new3.33%
14IPARinter parfums inc3.33%
15IRDMiridium communications inc3.33%
16LDLlydall inc del3.33%
17MANTmantech intl corp cl a3.33%
18MANUmanchester utd plc new ord cl a3.33%
19NHCnational healthcare corp3.33%
20PFSIpennymac finl svcs inc cl a3.33%
21PMCpharmerica corp com3.33%
22RUNsunrun inc com3.34%
23SAHsonic automotive inc cl a3.33%
24SCHLscholastic corp3.33%
25SCSCscansource inc3.33%
26SPTNspartannash co new3.33%
27SUPsuperior inds intl inc3.34%
28TISIteam inc3.34%
29WLHlyon william homes cl a new3.33%
30XINxinyuan real estate co ltd spons adr3.33%

Steps to Create This Folio

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

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.