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The All Cap program is a portfolio of mechanically generated high quality stocks designed to outperform the
S&P 1500 on a total return basis while minimizing volatility. The portfolio is rebalanced monthly and is equally-weighted across all major sectors. A total of 34 stocks are held at any given time. Importantly, only companies classified as a Strong Buy in our ranking system can be considered for investment. *Notes: Prior to June 07, the portfolio was rebalanced quartely not monthly, and could hold up to 104 stocks.Historical trades since inception are available. |
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Year
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
2006
-
-
-
-
-
-
-0.54
4.39
0.09
4.89
1.33
1.71
2007
3.32
-0.02
3.21
3.45
2.34
0.86
-3.5
1.56
1.04
5.71
-5.57
1.7
2008
-4.89
-3.48
1.25
3.41
3.44
-8.8
1.42
1.09
-8.33
-17.08
-9.95
2.73
2009
-5.99
-6.15
5.65
26.75
5.24
3.57
6.25
4
12.78
-5.07
4.11
8.9
2010
-2.16
3.89
6.79
3.73
-8.44
-10.41
7.92
-6.35
6.3
-
-
-
