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: May 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 -0.46% 2.06%
Three-Month -6.53% 2.0%
Year-to-Date 3.02% 7.24%
One-Year 10.72% 19.23%
Three-Year (Annualized) -6.79% 10.41%
Five-Year (Annualized) 4.94% 15.39%
Since Inception 5.24% N/A
Volatility 20.14% 9.67%

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)
1ABTLautobytel inc4.00%
2AVIDavid technology inc4.00%
3AVXLanavex life sciences corp com4.00%
4BBWbuild a bear workshop4.00%
5CORIcorium intl inc com4.00%
6CRVScorvus pharmaceuticals inc com4.00%
7CVGIcommercial veh group inc4.00%
8EARNellington residential mtg reit com shs b4.00%
9EMKRemcore corp4.00%
10ENOCenernoc inc com4.00%
11GLADgladstone capital corp4.00%
12GNCAgenocea biosciences inc com4.00%
13GUIDguidance software inc com4.00%
14HIIQhealth ins innovations inc com cl a4.00%
15IVACintevac inc4.00%
16NEOSneos therapeutics inc com4.00%
17PCMIpcm inc4.00%
18QTMquantum corp dssg4.00%
19RAILfreightcar amer inc4.00%
20REPHrecro pharma inc com4.00%
21RLGTradiant logistics inc com4.00%
22RSTrosetta stone inc com4.00%
23SORLsorl auto pts inc4.00%
24STRLsterling construction co inc4.00%
25VOXXvoxx international corporation 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.