Objective

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

Strategy

The Small-Cap Value folio consists of small-cap companies that 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.

Stocks of small companies can provide more growth potential but are generally subject to more risk and erratic price movements than larger company stocks. These companies often have limited product lines, markets, financial resources and management teams may lack depth and experience. By investing in stocks that already appear to be out of favor or undervalued, the folio is intended to be less volatile than investing in growth stocks. This folio’s broad diversification may make it less volatile than small-cap value funds that have more concentrated portfolios.

Last Updated: September 28, 2016

Category: Investment Style
Inception Date: April 05, 2000
Date Funded: August 31, 2009*

Folio S&P 500 Total Return
One-Month 2.81% 0.2%
Three-Month 11.96% 7.21%
Year-to-Date 20.96% 7.99%
One-Year 20.48% 17.8%
Three-Year (Annualized) 7.7% 10.98%
Five-Year (Annualized) 18.3% 15.99%
Since Inception 9.41% N/A
Volatility 22.73% 14.49%

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)
1ALCOalico inc3.33%
2AMAGamag pharmaceuticals inc com3.33%
3ANGOangiodynamics inc3.33%
4APTSpreferred apt cmntys inc com3.33%
5ATWatwood oceanics inc3.34%
6BMCHbmc stk holdings inc new3.33%
7CACQcaesars acquisition co cl a3.33%
8CECEceco environmental corp3.33%
9CTWSconnecticut wtr svc inc3.34%
10DDCdominion diamond corporation new3.37%
11DGIIdigi intl inc3.33%
12DJCOdaily journal corp3.33%
13FTAIfortress trans infrst invs llc com rep l3.33%
14GFFgriffon corp3.33%
15ICFIicf intl inc com3.34%
16ICONiconix brand group inc com3.33%
17IRDMiridium communications inc3.34%
18KEkimball electronics inc new3.33%
19LADRladder cap corp cl a3.33%
20PAMpampa hldg s a spons adr lvl i3.33%
21PFSIpennymac finl svcs inc cl a3.33%
22PLABphotronics inc3.33%
23PMCpharmerica corp com3.33%
24SAHsonic automotive inc cl a3.33%
25STRTstrattec sec corp3.34%
26SXCPsuncoke energy partners l p comunit rep3.33%
27TGItriumph group inc new3.34%
28TKteekay shipping marshall islnd3.33%
29WLHlyon william homes cl a new3.33%
30XINxinyuan real estate co ltd spons adr3.33%

Steps to Create This Folio

  1. We identified small-cap stocks as those having market capitalizations smaller than $1.7 billion.
  2. We determined the average price-to-book and price-to-earnings ratios in a given sector.
  3. We screened for stocks with low price-to-earnings and price-to-book ratios compared to the sector average.
  4. We ranked these small-cap stocks keeping the sector weights comparable to the S&P 500.
  5. We equally weighted all stocks in the folio.

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.