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: 150 – 200 stocks; equally weighted
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 – Quarterly 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 – 200 stocks; equally weighted
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 – Quarterly Batting Average
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.