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 20, 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 12.5% 3.58%
Three-Month 6.12% 3.43%
Year-to-Date 8.0% 13.68%
One-Year -1.27% 19.66%
Three-Year (Annualized) -3.8% 9.93%
Five-Year (Annualized) 2.49% 13.81%
Since Inception 5.76% N/A
Volatility 19.71% 7.69%

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)
1ASYSamtech sys inc par $0.01n4.00%
2ATAXamerica first tax ex ivs l p ben unit ct4.00%
3AXTIaxt inc com4.00%
4BBWbuild a bear workshop4.00%
5CRBPcorbus pharmaceuticals hldgs com4.00%
6DWCHdatawatch corp4.00%
7HIIQhealth ins innovations inc com cl a4.00%
8IOTSadesto technologies corp com4.00%
9ITIiteris inc4.00%
10KIRKkirklands inc4.00%
11KURAkura oncology inc com4.00%
12LElands end inc new4.00%
13MODNmodel n inc com4.00%
14MXmagnachip semiconductor corp n depositar4.00%
15MXWLmaxwell technologies inc4.00%
16NERVminerva neurosciences inc com4.00%
17PERYperry ellis intl inc4.00%
18SONSsonus networks inc new4.00%
19SPARspartan mtrs inc4.00%
20STRLsterling construction co inc4.00%
21SVRAsavara inc new4.00%
22TLYStillys inc cl a4.00%
23TTPHtetraphase pharmaceuticals inc com4.00%
24VUZIuzix corp com new4.00%
25ZAGGzagg inc. com4.00%

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.