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: April 25, 2018

Category: Investment Style
Inception Date: 2000-04-05 00:00:00.0
Date Funded: 2009-08-31*

Folio S&P 500 Total Return
One-Month 4.66% 2.1%
Three-Month -1.85% -7.68%
Year-to-Date 3.11% -0.71%
One-Year 16.12% 12.74%
Three-Year (Annualized) 9.96% 9.88%
Five-Year (Annualized) 14.24% 13.1%
Since Inception 10.34% N/A
Volatility 13.91% 12.15%

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)
1ADTNadtran inc3.33%
2AGROadecoagro s a com3.34%
3AMRCameresco inc cl a3.33%
4AOBCamerican outdoor brands corp new3.34%
5AOSLalpha & omega semiconductor lt shs3.34%
6APTSpreferred apt cmntys inc com3.33%
7AXTIaxt inc com3.34%
8CCScentury cmntys inc com3.34%
9COglobal cord blood corp3.33%
10COWNcowen inc new cl a3.33%
11DMdominion energy midstream partners lp u3.34%
12GLOGgaslog ltd shs3.33%
13GPORgulfport energy corp new3.33%
14KEkimball electronics inc new3.33%
15KELYBkelly svcs inc cl b3.34%
16LDLlydall inc del3.33%
17LHCGlhc group inc com3.33%
18LRNk12 inc com3.33%
19MLRmiller inds inc tenn3.34%
20MNKmallinckrodt pub ltd co new3.33%
21NWLInational westn life ins group cl a3.33%
22OFGofg bancorp com new3.33%
23OPYoppenheimer hldgs inc cl a non vtg3.33%
24PERYperry ellis intl inc3.34%
25SCHLscholastic corp3.33%
26SCSCscansource inc3.33%
27SCVLshoe carnival inc3.33%
28TACOdel taco restaurants inc com3.33%
29UTLunitil corp3.34%
30WLKPwestlake chem partners lp com unit rp lp3.33%

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.