Ready-to-Go Folios: Zacks Small Cap Anomaly Folio

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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: January 19, 2018

Category: Strategy
Inception Date: 2011-10-31 00:00:00.0
Date Funded: 2013-06-18*

  Folio S&P 500
One Month 5.53% 5.01%
Three Month 23.75% 9.65%
Year to Date 2.95% 5.2%
One Year 30.56% 26.21%
Three year
(Annualized)
6.88% 14.0%
Five Year
(Annualized)
5.88% 15.98%
Since Inception 9.31% N/A
1 Year Volatility 18.79% 6.77%

* 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%
2AIarlington asset investment corp cl a4.00%
3ARDXardelyx inc com4.00%
4BBGbarrett bill corp4.00%
5BOOTboot barn hldgs inc com4.00%
6BVbazaarvoice inc com4.00%
7CDRcedar realty trust, inc4.00%
8CLDcloud peak energy inc com4.00%
9CVGIcommercial veh group inc4.00%
10DFRGdel friscos restaurant group i com4.00%
11ELVTelevate credit inc com4.00%
12FOSLfossil group inc new4.00%
13FPIfarmland partners inc com4.00%
14GHLgreenhill & co inc4.00%
15HSIIheidrick & struggles intl inc4.00%
16KEGkey energy svcs inc del com4.00%
17MGENmiragen therapeutics inc new4.00%
18PRTKparatek pharmaceuticals inc new4.00%
19SCVLshoe carnival inc4.00%
20SNDsmart sand inc com4.00%
21TITNtitan machy inc com4.00%
22TLYStillys inc cl a4.00%
23VOXXvoxx international corporation new4.00%
24XOMAxoma corporation shs4.00%
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.