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: July 19, 2017

Category: Strategy
Inception Date: 2011-10-31 00:00:00.0
Date Funded: 2013-06-18*

Folio S&P 500 Total Return
One-Month 3.2% 0.96%
Three-Month 2.06% 6.33%
Year-to-Date 5.63% 11.72%
One-Year 5.16% 16.73%
Three-Year (Annualized) -7.41% 10.01%
Five-Year (Annualized) 4.26% 14.84%
Since Inception 5.54% N/A
Volatility 17.69% 8.07%

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)
1ARDXardelyx inc com4.00%
2ARISari network svcs inc new4.00%
3ASURasure software inc4.00%
4BRGbluerock resident gr reit inc com cl a4.00%
5CRVScorvus pharmaceuticals inc com4.00%
6CVGIcommercial veh group inc4.00%
7GCAPgain cap hldgs inc com4.00%
8GMREglobal med reit inc com new4.00%
9IVACintevac inc4.00%
10KINkindred biosciences inc com4.00%
11LAKElakeland inds inc4.00%
12LAYNlayne christensen co4.00%
13NCITnci inc cl a4.00%
14NEOSneos therapeutics inc com4.00%
15OKTAokta inc cl a4.00%
16QTMquantum corp dssg4.00%
17RAILfreightcar amer inc4.00%
18RUBIrubicon proj inc com4.00%
19SNDXsyndax pharmaceuticals inc com4.00%
20SORLsorl auto pts inc4.00%
21SRTstartek inc4.00%
22TCScontainer store group inc com4.00%
23TLYStillys inc cl a4.00%
24VOXXvoxx international corporation new4.00%
25VUZIuzix corp com new4.00%

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.