Last Updated: May 21, 2018
Inception Date: 2000-10-26 00:00:00.0
Date Funded: 2009-08-31*
|Folio||S&P 500 Total Return|
(% of Folio)
|1||ACLS||axcelis technologies inc||3.33%|
|2||AMRC||ameresco inc cl a||3.33%|
|3||BGS||b & g foods inc new cl a||3.33%|
|4||BMCH||bmc stk holdings inc new||3.33%|
|5||CAL||caleres inc new||3.34%|
|7||CTO||consolidated tomoka ld co||3.33%|
|8||CTRN||citi trends inc com||3.34%|
|9||DPLO||diplomat pharmacy inc com||3.34%|
|10||ECPG||mcm cap group inc||3.33%|
|11||EFSC||enterprise finl svcs corp||3.33%|
|12||FSM||fortuna silver mines inc com||3.33%|
|13||HCCI||heritage crystal clean inc com||3.33%|
|14||LABL||multi color corp||3.33%|
|15||LDL||lydall inc del||3.34%|
|16||LHCG||lhc group inc com||3.33%|
|17||MATW||matthews intl corp cl a||3.33%|
|19||MOD||modine mfg co||3.33%|
|20||MRTN||marten trans ltd||3.34%|
|22||SMP||standard mtr prods inc||3.33%|
|23||SRCE||1st source corp||3.33%|
|24||STBZ||state bk finl corp com||3.34%|
|25||TLP||transmontaigne partners l p unit l p||3.34%|
|26||UCTT||ultra clean hldgs inc||3.34%|
|28||VPG||vishay precision group inc com||3.33%|
|29||WGO||winnebago inds inc||3.34%|
|30||XCRA||xcerra corporation new||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.