Objective

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

Strategy

The Small-Cap Blend folio consists of companies that have both strong earnings growth potential and 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.

A blend investing strategy provides aspects of both value and growth investing styles, without making the difficult determination as to which style the market may favor. Blend folios are designed to be less volatile then their small-cap growth counterparts but offer potentially less price stability than large-caps and can involve more risk and growth potential than mid-caps. This folio’s broad diversification may make it less volatile than small-cap blend mutual funds that may have more concentrated portfolios.

Last Updated: September 23, 2016

Category: Investment Style
Inception Date: October 26, 2000
Date Funded: August 31, 2009*

Folio S&P 500 Total Return
One-Month 0.77% -0.85%
Three-Month 7.25% 2.97%
Year-to-Date 10.71% 7.62%
One-Year 9.14% 14.08%
Three-Year (Annualized) 6.5% 10.65%
Five-Year (Annualized) 16.64% 16.21%
Since Inception 10.84% N/A
Volatility 18.96% 14.68%

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)
1ABCBameris bancorp3.33%
2ACETaceto corp3.33%
3AFHatlas financial holdings inc shs new3.33%
4AIRMair methods corp par $.063.33%
5ALGalamo group inc3.33%
6ALOGanalogic corp par $0.053.33%
7BSETbassett furniture inds inc3.34%
8CHEFchefs whse inc com3.33%
9CNXNpc connection inc3.34%
10CSVcarriage svcs inc cl a3.33%
11CTWSconnecticut wtr svc inc3.33%
12ECHOecho global logistics inc com3.33%
13GABCgerman amern bancorp3.34%
14GPIgroup 1 automotive inc3.33%
15HZOmarinemax inc3.34%
16KFYkorn ferry intl new3.34%
17MCRImonarch casino & resort inc3.33%
18MMSImerit med sys inc3.33%
19NSHnustar gp holdings llc unit restg llc3.33%
20NSRneustar inc cl a3.34%
21OMCLomnicell inc3.34%
22ORBKorbotech ltd ord3.33%
23PRAApra group inc new3.34%
24PTSIp a m transn svcs inc3.33%
25RECNresources connection inc3.33%
26ROGrogers corp3.34%
27TISorchids paper prods co del com3.33%
28WASHwashington tr bancorp3.33%
29WSFSwsfs finl corp3.34%
30ZAGGzagg inc. com3.33%

Steps to Create This Folio

  1. We identified small-cap stocks, those we defined as having market capitalizations smaller than $1.7 billion.
  2. We ranked these small-cap securities according to their price-to-book ratios from lowest to highest.
  3. We divided the ranked list into quartiles and determined the median of all the price-to-book ratios.
  4. We selected securities that had price-to-book ratios closest to the median.
  5. We equally weighted all securities in the folio.
  6. 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.

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.