Fundametrics® Small Cap Equity

The CornerCap investment team builds portfolios based on characteristics that have statistically outperformed over long periods of time.  The investment process is a systematic approach to bottom-up, fundamental investing that ranks stocks based on alpha characteristics while identifying and avoiding stocks with excess risk.  Our objective is to provide a portfolio based on bottom-up, quantifiable data without emotion and bias that is consistent and highly repeatable.

Key Statistics

Asset Class Small Cap Equity
Primary Index: Russell 2000 Value Index
Inception Date: 8/31/2006
Investable Universe: 1500 stocks
Holding Range: 200 – 250 stocks; equally weighted
Market Cap: All stocks within Market Cap Range of Russell 2000 Index
Sector Constraint: 40%
Industry Constraint: 20% (or benchmark weight)
Cash Limits: 0 – 5%
Vehicles: Separate Account
Mutual Fund – Retail Share Class
Mutual Fund – Institutional Share Class
0%
ATTRACTIVE RISK REWARD – Upside Capture (last 10 years)
0%
ATTRACTIVE RISK REWARD – Downside Capture (last 10 years)
0%
PERSISTENT ALPHA – Rolling 3-year periods exceeding the benchmark
0%
DIVERSIFIED BUT ACTIVE – Active Share
Asset Class
Primary Index:
Russell 2000 Index
Inception Date:
8/31/2006
Investable Universe:
1500 stocks
Holding Range:
200 – 250 stocks; equally weighted
Market Cap:
All stocks within Market Cap Range
of Russell 2000 Index
Sector Constraint:
40%
Industry Constraint:
20% (or benchmark weight)
Cash Limits:
0 – 5%
Vehicles:
Separate Account
Mutual Fund – Retail Share Class
Mutual Fund – Institutional Share Class
0%
ATTRACTIVE RISK REWARD – Upside Capture (since inception)
0%
ATTRACTIVE RISK REWARD – Downside Capture (since inception)
0%
PERSISTENT ALPHA – Rolling 3-year periods exceeding the benchmark
0%
DIVERSIFIED BUT ACTIVE – Active Share
Past performance is no guarantee of future results, and all investments are subject to risk of loss.
Please read the notes and disclosures (link) as they are an integral part of this presentation.
For a complete list and description of composites, please email us.