Objective

The Zacks Multi-Anomaly folio was developed by Zacks. Zacks describes the folio as designed for investors seeking returns through a Zacks multi-anomaly (diversified criteria) based portfolio. According to Zacks, higher returns generally come with higher risk, and therefore investors in this portfolio must both be able to accept higher than average short-term price fluctuations that come with Zack’s efforts to seek above-average returns, and should have capital appreciation with a longer-term focus as their primary investment objective in following this portfolio.

Strategy

The Zacks Multi-Anomaly folio—created and maintained by Zacks Investment Research—is described by Zacks as a portfolio which combines Zacks Value, Small-Cap, Momentum and Analyst strategies with Small-Cap stocks with a Zacks Rank of 1 or 2 (Strong Buy or Buy), a high cash flow/price ratio, a high percentage change in quarterly earnings estimates, and a strong price reversal over the last week. Visit Zacks to learn more about this folio.

Note: Under this strategy, holdings are generally updated by Zacks weekly, typically on Mondays, with up to 100% weekly turnover. If you follow this Ready-to-Go folio your performance may deviate from the performance displayed here unless you are able to update your actual holdings in the trading window which immediately follows the publication by Zacks. This may be impossible depending on when you receive the notification that a change has occurred.

Last Updated: September 28, 2016

Category: Strategy
Inception Date: October 31, 2011
Date Funded: June 18, 2013*

Folio S&P 500 Total Return
One-Month -4% 0.2%
Three-Month 2.89% 7.21%
Year-to-Date -15.25% 7.99%
One-Year -21.66% 17.8%
Three-Year (Annualized) -18.85% 10.98%
Five-Year (Annualized) N/A 15.99%
Since Inception -0.72% N/A
Volatility 24.87% 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)
1ACTGacacia resh corp acacia tch com10.00%
2BGFVbig 5 sporting goods corp10.00%
3DXPEdxp enterprises inc new new10.00%
4FRANfrancescas hldgs corp com10.00%
5GPREgreen plains renewable energy10.00%
6HMSThomestreet inc com10.00%
7JAKKjakks pac inc10.00%
8PFSIpennymac finl svcs inc cl a10.00%
9SCVLshoe carnival inc10.00%
10TLYStillys inc cl a10.00%

Steps to Create This Folio

  1. The folio is generated by Zacks to employ a strategy based on the Multi-Anomaly discussed at Zacks.com.
  2. A list of liquid, investible stocks is created by selecting those with a market capitalization between $100 million and $1 billion of publicly tradable U.S.-listed stocks, an average trading volume above 100,000 shares per day, and a current stock price greater than $5.
  3. Only those with a Zacks Rank of a 1 or 2 are retained.
  4. The 50 stocks with the highest Cash Flow-to-Price ratio are retained.
  5. Of those 50, the 25 with the highest percentage change in the quarterly earnings estimate are retained.
  6. Of those 25, the 10 with the lowest 1 week price change are retained.
  7. The 10 stocks then are equally weighted.

Number of Securities

There will generally be 10 stocks in this folio.

Update Frequency

The Zacks Multi-Anomaly folio is generally rebalanced and holdings are traded weekly, typically on Mondays, in order to capture price changes, earnings estimate changes and other possible changes in either the market value or reported company data. Turnover will typically be 7 or 8 stocks each week or as high as 100% .

If you follow this Ready-to-Go folio your performance may deviate from the performance displayed here unless you are able to update your actual holdings in the trading window which immediately follows the publication of folio changes by Zacks. This may not be possible depending on when you receive the notification that a change has occurred.

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.