Last Updated: February 23, 2018
Inception Date: 2000-04-05 00:00:00.0
Date Funded: 2009-08-31*
|Folio||S&P 500 Total Return|
(% of Folio)
|1||AFAM||almost family inc||3.33%|
|2||AMRC||ameresco inc cl a||3.33%|
|3||AOBC||american outdoor brands corp new||3.33%|
|4||AOSL||alpha & omega semiconductor lt shs||3.34%|
|5||APTS||preferred apt cmntys inc com||3.33%|
|6||CHMI||cherry hill mtg invt corp com||3.33%|
|7||CNXM||cone midstream partners lp com unit reps||3.34%|
|8||CSV||carriage svcs inc cl a||3.34%|
|9||DLNG||dynagas lng partners lp com unit ltd pt||3.34%|
|10||ETM||entercom communications corp cl a||3.34%|
|11||FORTY||formula sys 1985 ltd gdr reg s||3.33%|
|12||FPI||farmland partners inc com||3.33%|
|13||ICFI||icf intl inc com||3.34%|
|14||IRDM||iridium communications inc||3.34%|
|15||LDL||lydall inc del||3.33%|
|16||LRN||k12 inc com||3.33%|
|17||MATW||matthews intl corp cl a||3.33%|
|18||NCI||navigant consulting inc||3.33%|
|19||NHC||national healthcare corp||3.33%|
|20||PFSI||pennymac finl svcs inc cl a||3.33%|
|22||RUN||sunrun inc com||3.34%|
|23||SAH||sonic automotive inc cl a||3.33%|
|26||SUP||superior inds intl inc||3.34%|
|27||TAHO||tahoe res inc com||3.33%|
|28||WLH||lyon william homes cl a new||3.34%|
|29||WMK||weis mkts inc||3.33%|
|30||XIN||xinyuan real estate co ltd spons adr||3.33%|
Steps to Create This Folio
- We identified small-cap stocks as those having market capitalizations smaller than $1.7 billion.
- We determined the average price-to-book and price-to-earnings ratios in a given sector.
- We screened for stocks with low price-to-earnings and price-to-book ratios compared to the sector average.
- We ranked these small-cap stocks keeping the sector weights comparable to the S&P 500.
- We equally weighted all stocks in the folio.
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.