Objective

The Zacks Small-Cap Anomaly folio was developed by Zacks. Zacks describes the folio as designed for investors seeking returns through a small-cap-styled 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 Small-Cap Anomaly folio—created and maintained by Zacks Investment Research—is described by Zacks as focused on investing in a portfolio of stocks with Market Caps between $100 million and $1 billion that also have a Zacks Rank of 1 or 2, indicating a Strong Buy or Buy. Visit Zacks to learn more about this folio.

Note: Zacks advises that 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 of folio changes by Zacks. This may not be possible depending on when you receive the notification that a change has occurred.

Last Updated: September 27, 2016

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

Folio S&P 500 Total Return
One-Month 4.7% -0.26%
Three-Month 20.58% 8.55%
Year-to-Date 1.1% 7.38%
One-Year -4.2% 14.28%
Three-Year (Annualized) -9.18% 10.77%
Five-Year (Annualized) N/A 15.38%
Since Inception 7.58% N/A
Volatility 27.35% 14.51%

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)
1AMBRamber rd inc com4.00%
2AXGNaxogen, inc new4.00%
3BBGbarrett bill corp4.00%
4BGFVbig 5 sporting goods corp4.00%
5BOOTboot barn hldgs inc com4.00%
6CVGIcommercial veh group inc4.00%
7DTLKdatalink corp4.00%
8EVDYeveryday health inc com4.00%
9FOMXfoamix pharmaceuticals ltd shs4.00%
10GAINgladstone invt corp4.00%
11HCHChc2 holdings inc new4.00%
12HDSNhudson technologies inc4.00%
13HIVEaerohive networks inc com4.00%
14HNRGhallador energy company4.00%
15IVTYinvuity inc com new4.00%
16JAKKjakks pac inc4.00%
17LNTHlantheus hldgs inc com4.00%
18MEETmeetme, inc new4.00%
19OCULocular therapeutix inc com4.00%
20OVASovascience inc com4.00%
21PCMIpcm inc4.00%
22PRMWprimo wtr corp com4.00%
23RDCMradcom ltd shs new4.00%
24RETAreata pharmaceuticals inc cl a4.00%
25TLYStillys inc cl a4.00%

Steps to Create This Folio

  1. The folio is generated by Zacks to employ a strategy based on the Small-Cap 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 25 stocks with the lowest Market Cap are retained.
  5. The stocks are then equally weighted.

Number of Securities

There will generally be 25 stocks in this folio.

Update Frequency

The Zacks Small-Cap Anomaly folio is generally rebalanced and holdings are traded weekly, typically on Mondays, in order to capture market value changes and estimate changes included in the calculation of the Zacks Rank. Turnover will typically be 8 or 9 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.