Last Updated: December 1, 2016
Inception Date: 2000-04-05 00:00:00.0
Date Funded: 2009-08-31*
|Folio||S&P 500 Total Return|
(% of Folio)
|2||AMAG||amag pharmaceuticals inc com||3.33%|
|3||APTS||preferred apt cmntys inc com||3.33%|
|4||ASNA||ascena retail group inc com||3.33%|
|5||BCOM||b communications ltd shs||3.33%|
|6||BNED||barnes & noble ed inc com||3.33%|
|7||CINR||ciner res lp unit ltd||3.37%|
|8||CNNX||cone midstream partners lp com unit reps||3.33%|
|9||CSS||css inds inc||3.33%|
|10||DGII||digi intl inc||3.33%|
|11||DM||dominion midstream partners lp com ut re||3.34%|
|12||GNRT||gener8 maritime inc com||3.33%|
|13||HLI||houlihan lokey inc cl a||3.33%|
|14||IGLD||internet gold-golden lines ltd ord||3.34%|
|15||IRDM||iridium communications inc||3.33%|
|16||ITGR||integer holdings corp new||3.33%|
|17||KFY||korn ferry intl new||3.34%|
|18||KND||kindred healthcare inc||3.33%|
|19||LADR||ladder cap corp cl a||3.33%|
|20||MLR||miller inds inc tenn||3.34%|
|21||MSEX||middlesex water co||3.34%|
|22||NEWM||new media invt group inc com||3.33%|
|23||PFSI||pennymac finl svcs inc cl a||3.33%|
|25||SAH||sonic automotive inc cl a||3.33%|
|28||SPLP||steel partners hldgs l p ltd prtrship||3.33%|
|29||WLH||lyon william homes cl a new||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.