Fundametrics® SMID 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 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 – Mid Cap Equity |
|---|---|
| Primary Index: | Russell 2500 Value Index |
| Inception Date: | 12/31/2013 |
| Investable Universe: | 1000 stocks |
| Holding Range: | 200 – 300 stocks |
| Market Cap: | $1.5 billion to top end of Russell 2500 range |
| Sector Constraint: | 40% |
| Industry Constraint: | 20% (or benchmark weight) |
| Cash Limits: | 0 – 5% |
| Vehicles: | Separate Account |
0%
ATTRACTIVE RISK REWARD – Upside Capture (since inception)
0%
ATTRACTIVE RISK REWARD – Downside Capture (since inception)
0%
PERSISTENT ALPHA – Rolling 3-Year Batting Average
0%
DIVERSIFIED BUT ACTIVE – Active Share
| Asset Class |
|---|
| Primary Index: Russell 2500 Value Index |
| Inception Date: 12/31/2013 |
| Investable Universe: 1000 stocks |
| Holding Range: 150 – 250 stocks |
| Market Cap: $1.5 billion to top end of Russell 2500 range |
| Sector Constraint: 40% |
| Industry Constraint: 20% (or benchmark weight) |
| Cash Limits: 0 – 5% |
| Vehicles: Separate Account |
0%
ATTRACTIVE RISK REWARD – Upside Capture (since inception)
0%
ATTRACTIVE RISK REWARD – Downside Capture (since inception)
0%
PERSISTENT ALPHA – Rolling 3-Year Batting Average
0%
DIVERSIFIED BUT ACTIVE – Active Share