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: November 16, 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 8.56% 1.3%
Three-Month 21.76% 5.28%
Year-to-Date 18.94% 17.57%
One-Year 11.11% 21.21%
Three-Year (Annualized) 0.22% 10.51%
Five-Year (Annualized) 6.12% 16.12%
Since Inception 7.32% N/A
Volatility 18.66% 6.8%

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)
1ACREares coml real estate corp com4.00%
2ARDXardelyx inc com4.00%
3BOOTboot barn hldgs inc com4.00%
4CDNAcaredx inc com4.00%
5DXdynex cap inc new4.00%
6GLYCglycomimetics inc com4.00%
7HIIQhealth ins innovations inc com cl a4.00%
8IMMRimmersion corp4.00%
9LPGdorian lpg ltd shs usd4.00%
10MCFTmcbc hldgs inc com4.00%
11NEWTnewtek business svcs inc4.00%
12OTICotonomy inc com4.00%
13PETXaratana therapeutics inc com4.00%
14PTGXprotagonist therapeutics inc com4.00%
15RARXra pharmaceuticals inc com4.00%
16SBBPstrongbridge biopharma plc shs usd4.00%
17SCVLshoe carnival inc4.00%
18SELBselecta biosciences inc com4.00%
19SONSsonus networks inc new4.00%
20SVRAsavara inc new4.00%
21TCMDtactile sys technology inc com4.00%
22USATusa technologies inc com no par4.00%
23VRSverso corp cl a4.00%
24XOMAxoma corporation shs4.00%
25ZEUSolympic steel inc4.00%

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.