Last Updated: September 23, 2016
Inception Date: October 26, 2000
Date Funded: August 31, 2009*
|Folio||S&P 500 Total Return|
(% of Folio)
|3||AFH||atlas financial holdings inc shs new||3.33%|
|4||AIRM||air methods corp par $.06||3.33%|
|5||ALG||alamo group inc||3.33%|
|6||ALOG||analogic corp par $0.05||3.33%|
|7||BSET||bassett furniture inds inc||3.34%|
|8||CHEF||chefs whse inc com||3.33%|
|9||CNXN||pc connection inc||3.34%|
|10||CSV||carriage svcs inc cl a||3.33%|
|11||CTWS||connecticut wtr svc inc||3.33%|
|12||ECHO||echo global logistics inc com||3.33%|
|13||GABC||german amern bancorp||3.34%|
|14||GPI||group 1 automotive inc||3.33%|
|16||KFY||korn ferry intl new||3.34%|
|17||MCRI||monarch casino & resort inc||3.33%|
|18||MMSI||merit med sys inc||3.33%|
|19||NSH||nustar gp holdings llc unit restg llc||3.33%|
|20||NSR||neustar inc cl a||3.34%|
|22||ORBK||orbotech ltd ord||3.33%|
|23||PRAA||pra group inc new||3.34%|
|24||PTSI||p a m transn svcs inc||3.33%|
|25||RECN||resources connection inc||3.33%|
|27||TIS||orchids paper prods co del com||3.33%|
|28||WASH||washington tr bancorp||3.33%|
|29||WSFS||wsfs finl corp||3.34%|
|30||ZAGG||zagg inc. com||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.