Last Updated: June 15, 2018
Inception Date: 2010-10-19 00:00:00.0
Date Funded: 2013-07-01*
|Folio||S&P 500 Total Return|
(% of Folio)
|1||AAWW||atlas air worldwide hldgs inc com new||4.00%|
|2||AROC||archrock inc new||4.00%|
|3||BH||biglari hldgs inc com||4.00%|
|4||BHE||benchmark electrs inc||4.00%|
|5||BKD||brookdale sr living inc||4.00%|
|6||BRS||bristow group inc||4.00%|
|7||BZH||beazer homes usa inc||4.00%|
|8||CCS||century cmntys inc com||4.00%|
|9||CNXN||pc connection inc||4.00%|
|10||COWN||cowen inc new cl a||4.00%|
|11||GTS||triple-s mgmt corp cl b||4.00%|
|12||KELYA||kelly svcs inc cl a||4.00%|
|13||MHO||m/i schottenstein homes inc||4.00%|
|14||NSIT||insight enterprises inc||4.00%|
|15||OPY||oppenheimer hldgs inc cl a non vtg||4.00%|
|16||REGI||renewable energy group inc com new||4.00%|
|17||SCHN||schnitzer stl inds cl a||4.00%|
|19||SCVL||shoe carnival inc||4.00%|
|21||SMCI||super micro computer inc com||4.00%|
|22||STAR||istar financial, inc||4.00%|
|23||TK||teekay shipping marshall islnd||4.00%|
|24||TMST||timkensteel corp com||4.00%|
|25||VRS||verso corp cl a||4.00%|
Steps to Create This Folio
- U.S. exchange listed micro-cap stocks, defined here as market capitalization less than $400 million, are screened using a price/sales component and a momentum component. Each passing stock must have an average minimum daily trading liquidity of $2 million USD.
- The best scoring 25 stocks are then selected for the folio and equally weighted at 4% each.
- No stock will have an initial weighting of more than 4%. If fewer than 25 stocks pass the screen, the remaining percentage will be allocated to cash.
- If market conditions are adverse to micro-cap investing, the folio can move to 100% cash or similar instruments.
Number of Securities
There are generally 25 or fewer 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.