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

Investment Style Folios | All Folios

Objective

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

Strategy

The Small-Cap Blend folio consists of companies that have both strong earnings growth potential and 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.

A blend investing strategy provides aspects of both value and growth investing styles, without making the difficult determination as to which style the market may favor. Blend folios are designed to be less volatile then their small-cap growth counterparts but offer potentially less price stability than large-caps and can involve more risk and growth potential than mid-caps. This folio’s broad diversification may make it less volatile than small-cap blend mutual funds that may have more concentrated portfolios.

Last Updated: April 20, 2018

Category: Investment Style
Inception Date: 2000-10-26 00:00:00.0
Date Funded: 2009-08-31*

  Folio S&P 500
One Month 3.92% -1.42%
Three Month 3.55% -4.52%
Year to Date 7.06% 0.44%
One Year 16.79% 15.94%
Three year
(Annualized)
12.05% 10.66%
Five Year
(Annualized)
15.15% 13.75%
Since Inception 11.85% N/A
1 Year Volatility 14.02% 12.13%

* 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)
1ADUSaddus homecare corp com3.33%
2AOBCamerican outdoor brands corp new3.34%
3ASTEastec inds inc3.33%
4AUDCaudiocodes ltd ord3.33%
5BABYnatus medical inc del3.33%
6BMCHbmc stk holdings inc new3.33%
7BOJAbojangles inc com3.34%
8CALcaleres inc new3.34%
9CAROcarolina finl corp new com3.33%
10COHUcohu inc3.33%
11COREcore mark holding co co inc com3.34%
12CSVcarriage svcs inc cl a3.33%
13ELYcallaway golf co3.33%
14INWKinnerworkings inc com3.33%
15KRAkraton corp com3.33%
16LDLlydall inc del3.34%
17LHCGlhc group inc com3.34%
18MATWmatthews intl corp cl a3.33%
19MCSmarcus corp3.34%
20MPAAmotorcar pts amer inc3.33%
21MSEXmiddlesex water co3.33%
22QCRHqcr holdings inc com3.34%
23RTECrudolph technologies inc3.33%
24SBCFseacoast bkg corp fla3.33%
25SJWsjw corp3.33%
26THRMgentherm inc3.33%
27TLPtransmontaigne partners l p unit l p3.34%
28WDwalker & dunlop inc com3.33%
29WLDNwilldan group inc com3.34%
30WSFSwsfs finl corp3.33%

Steps to Create This Folio

  1. We identified small-cap stocks, those we defined as having market capitalizations smaller than $1.7 billion.
  2. We ranked these small-cap securities according to their price-to-book ratios from lowest to highest.
  3. We divided the ranked list into quartiles and determined the median of all the price-to-book ratios.
  4. We selected securities that had price-to-book ratios closest to the median.
  5. We equally weighted all securities in the folio.
  6. We selected securities so that the sector weights of the folio were comparable to the sector weights of the S&P500.

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.