Fundametrics Small Cap2022-12-06T14:08:23-05:00

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: 1600 stocks
Holding Range: 250 – 350 stocks
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 Value Index
Inception Date:
8/31/2006
Investable Universe:
1600 stocks
Holding Range:
250 – 350 stocks
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
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