Ready-to-Go Folios: Small-Cap Value Folio

Small-Cap Value Folio

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Objective

The Small-Cap Value Folio was developed for investors seeking aggressive long term capital appreciation with higher volatility.

Strategy

The Small-Cap Value Folio consists of small-cap companies that appear undervalued based on their price to book ratio, in comparison to the overall market. Small-cap companies are defined as having market capitalizations below 1.7 billion USD.

Stocks of small companies can provide more growth potential but are generally subject to more risk and erratic price movements than larger company stocks. These companies often have limited product lines, markets, financial resources and management teams may lack depth and experience. By investing in stocks that already appear to be out of favor or undervalued, the Folio is intended to be less volatile than investing in growth stocks. This Folio’s broad diversification may make it less volatile than small-cap value funds that have more concentrated portfolios.

Last Updated: April 17, 2014

Category: Investment Style

Inception Date: April 05, 2000

Date Funded: August 31, 2009*

One Month -0.62% 0.46%
Three Month 0.39% 1.95%
Year to Date -0.51% 1.49%
One Year 34.48% 22.72%
Three year (Annualized) 15.92% 14.67%
Five Year (Annualized) 25.74% 18.98%
Since Inception 10.17% N/A
Volatility 15.23% 11.42%

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)
1AGIIargo group intl hldgs ltd com3.33%
2ATROastronics corp3.34%
3BCOMb communications ltd shs3.33%
4BELFAbel fuse inc cl a3.33%
5BELFBbel fuse inc cl b3.33%
6BGCgeneral cable corp del new3.33%
7CCGcampus crest cmntys inc com3.33%
8CONEcyrusone inc com3.33%
9CRAIcra intl inc3.34%
10FORTYformula sys 1985 ltd gdr reg s3.34%
11GFFgriffon corp3.33%
12GPIgroup 1 automotive inc3.33%
13IMKTAingles mkts inc cl a3.33%
14JBSSsanfilippo john b & son inc3.33%
15MDCm d c hldgs inc3.33%
16MGLNmagellan health svcs inc new3.33%
17MLRmiller inds inc tenn3.34%
18NHCnational healthcare corp3.33%
19NUTRnutraceutical intl corp3.33%
20NWLInational westn life ins co cl a3.33%
21OPYoppenheimer hldgs inc cl a non vtg3.33%
22PENNpenn natl gaming inc3.33%
23PHIIpetroleum helicopters inc vtg3.33%
24PIKEpike elec corp3.34%
25RENresolute energy corp com3.33%
26SALMsalem communications corp del cl a3.33%
27SDLPseadrill partners llc comunit rep lb3.34%
28UVVuniversal corp va3.33%
29VPGvishay precision group inc com3.33%
30YONGyongye intl inc com3.37%

Steps to Create This Folio

  1. We identified small-cap stocks as those having market capitalizations smaller than $1.7 billion.
  2. We determined the average price-to-book and price-to-earnings ratios in a given sector.
  3. We screened for stocks with low price-to-earnings and price-to-book ratios compared to the sector average.
  4. We ranked these small-cap stocks keeping the sector weights comparable to the S&P 500.
  5. We equally weighted all stocks in the Folio.

Number of Securities

There are generally 30 securities in the Folio.

Update Frequency

Quarterly.

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.