Last Updated: June 26, 2017
Inception Date: 2000-10-26 00:00:00.0
Date Funded: 2009-08-31*
|Folio||S&P 500 Total Return|
(% of Folio)
|1||ADUS||addus homecare corp com||3.33%|
|2||AFAM||almost family inc||3.34%|
|3||AMRI||albany molecular resh inc||3.33%|
|4||ARTNA||artesian resources corp cl a||3.33%|
|5||ASTE||astec inds inc||3.33%|
|6||AUDC||audiocodes ltd ord||3.33%|
|7||BMCH||bmc stk holdings inc new||3.34%|
|8||CECE||ceco environmental corp||3.33%|
|10||CSV||carriage svcs inc cl a||3.33%|
|11||CTO||consolidated tomoka ld co||3.34%|
|12||ETH||ethan allen interiors inc||3.34%|
|13||GBNK||guranty bancorp del com||3.33%|
|14||GPX||gp strategies corp||3.34%|
|15||HSII||heidrick & struggles intl inc||3.34%|
|16||HTBK||heritage commerce corp||3.33%|
|17||HUBG||hub group inc cl a||3.33%|
|19||LHCG||lhc group inc com||3.33%|
|20||LYTS||lsi inds inc||3.34%|
|21||LZB||la z boy inc||3.33%|
|23||NTGR||netgear inc com||3.33%|
|24||ORBK||orbotech ltd ord||3.34%|
|25||RTEC||rudolph technologies inc||3.34%|
|26||SMP||standard mtr prods inc||3.33%|
|27||SNC||state natl cos inc com||3.33%|
|28||VVI||viad corp new||3.33%|
|29||WD||walker & dunlop inc com||3.34%|
|30||WSFS||wsfs finl corp||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.