The Small Cap portfolio is comprised of mechanically generated, high-quality stocks designed to outperform the S&P 600 on a total return basis while minimizing volatility.
The portfolio is re-balanced monthly and is equally weighted across all major sectors.
A total of 11 stocks are held in the Small Cap portfolio at any given time. Please note that only companies classified as a Strong Buy in our Rating System will be considered for investment.
| Company Name | Ticker | Buy Date | Buy Price | Sell Date | Sell Price | Profit / Loss |
|---|---|---|---|---|---|---|
| Patriot Transportation Holding | PATR | 2012-05-03 | 20.32 | - | - | -6.45% |
| Met-Pro Corporation | MPR | 2012-05-03 | 10.04 | - | - | -4.28% |
| Material Sciences Corporation | MASC | 2012-04-02 | 8.24 | - | - | -2.91% |
| Famous Dave's of America, Inc. | DAVE | 2012-03-01 | 10.90 | - | - | -8.35% |
| Cryolife Inc | CRY | 2012-03-01 | 5.48 | - | - | -14.42% |
| Signature Group Holdings, Inc. | SGGH | 2011-12-05 | 0.29 | - | - | 24.14% |
| L&L Energy, Inc. | LLEN | 2011-12-05 | 3.14 | - | - | -56.05% |
| Hooker Furniture Corporation | HOFT | 2011-12-05 | 9.25 | - | - | 25.62% |
| Consolidated Water Co. Ltd. | CWCO | 2011-10-03 | 7.47 | - | - | -6.43% |
| American Dairy, Inc | ADY | 2011-09-01 | 5.96 | - | - | 1.68% |
| EasyLink Services Internationa | ESIC | 2011-05-02 | 4.17 | - | - | 71.46% |
| Company Name | Ticker | Buy Date | Buy Price | Sell Date | Sell Price | Profit / Loss |
|---|---|---|---|---|---|---|
| Radiant Logistics, Inc. | RLGT | 2012-04-02 | 2.19 | 2012-05-03 | 2.0 | -8.68% |
| TGC Industries, Inc. | TGE | 2011-09-01 | 5.97 | 2012-05-03 | 10.45 | 75.04% |
| StealthGas Inc. | GASS | 2011-12-05 | 3.88 | 2012-04-02 | 5.96 | 53.61% |
| Handy and Harman Ltd | HNH | 2011-12-05 | 11.76 | 2012-04-02 | 15.08 | 28.23% |
| AMCON Distributing Co. | DIT | 2012-01-03 | 66.22 | 2012-03-01 | 62.18 | -6.1% |
| Almost Family, Inc. | AFAM | 2012-01-03 | 16.64 | 2012-03-01 | 23.22 | 39.54% |
| IMPAC Mortgage Holdings, Inc | IMH | 2011-12-05 | 1.99 | 2012-01-03 | 2.07 | 4.02% |
| Skilled Healthcare Group, Inc. | SKH | 2011-11-01 | 3.67 | 2012-01-03 | 5.45 | 48.5% |
| China Valves Technology, Inc. | CVVT | 2011-10-03 | 2.12 | 2011-12-05 | 2.67 | 25.94% |
| Constellation Energy Partners | CEP | 2011-09-01 | 3.03 | 2011-12-05 | 2.23 | -26.4% |
| Universal Insurance Holdings, | UVE | 2011-09-01 | 4.05 | 2011-12-05 | 3.56 | -12.1% |
| Johnson Outdoors Inc. | JOUT | 2011-09-01 | 15.7 | 2011-12-05 | 16.2 | 3.18% |
| Conrad Industries Inc | CNRD | 2011-06-06 | 13.15 | 2011-12-05 | 14.51 | 10.34% |
| Dex One Corporation | DEXO | 2011-06-06 | 2.1 | 2011-12-05 | 1.6 | -23.81% |
| Acura Pharmaceuticals, Inc. | ACUR | 2011-09-01 | 2.95 | 2011-11-01 | 4.15 | 40.68% |
| NN, Inc. | NNBR | 2011-09-01 | 7.38 | 2011-10-03 | 4.71 | -36.18% |
| Delta Natural Gas Co Inc | DGAS | 2011-06-06 | 30.98 | 2011-10-03 | 31.39 | 1.32% |
| Gulf Resources, Inc. | GURE | 2011-08-02 | 3.42 | 2011-09-01 | 1.86 | -45.61% |
| Michael Baker Corporation | BKR | 2011-07-05 | 21.21 | 2011-09-01 | 22.22 | 4.76% |
| Standard Register Company, The | SR | 2011-07-05 | 3.08 | 2011-09-01 | 2.72 | -11.69% |
| Pulaski Financial Corp. | PULB | 2011-07-05 | 7.27 | 2011-09-01 | 6.43 | -11.55% |
| Exceed Co Ltd | EDS | 2011-06-06 | 5.73 | 2011-09-01 | 4.09 | -28.62% |
| CE Franklin Ltd. (USA) | CFK | 2011-05-02 | 9.85 | 2011-09-01 | 8.2 | -16.75% |
| RTI Biologics Inc. | RTIX | 2011-05-02 | 2.76 | 2011-09-01 | 3.32 | 20.29% |
| Pope Resources L.P. | POPE | 2011-05-02 | 44.61 | 2011-08-02 | 46.11 | 3.36% |
| Elbit Imaging Ltd | EMITF | 2011-06-06 | 7.12 | 2011-07-05 | 6.71 | -5.76% |
| HQ Sustainable Maritime Indust | HQS | 2011-06-06 | 2.78 | 2011-07-05 | 2.78 | 0% |
| Signature Group Holdings, Inc. | SGGH | 2011-05-02 | 0.71 | 2011-07-05 | 0.7 | -1.41% |
| Hardinge Inc. | HDNG | 2011-05-02 | 12.56 | 2011-06-06 | 10.14 | -19.27% |
| R.G. Barry Corp. | DFZ | 2011-05-02 | 11.88 | 2011-06-06 | 10.74 | -9.6% |
| Lifetime Brands, Inc. | LCUT | 2011-05-02 | 15.47 | 2011-06-06 | 11.11 | -28.18% |
| Trans World Entertainment Corp | TWMC | 2011-05-02 | 1.64 | 2011-06-06 | 1.95 | 18.9% |
| Pennichuck Corporation | PNNW | 2011-05-02 | 28.19 | 2011-06-06 | 28.35 | 0.57% |
| Horizon Lines, Inc. | HRZ | 2011-01-03 | 4.46 | 2011-06-06 | 1.14 | -74.44% |
| Flagstone Reinsurance Holdings | FSR | 2011-04-01 | 9.11 | 2011-05-02 | 8.29 | -9% |
| Crosstex Energy, Inc. | XTXI | 2011-04-01 | 9.94 | 2011-05-02 | 10.65 | 7.14% |
| Skilled Healthcare Group, Inc. | SKH | 2011-04-01 | 14.15 | 2011-05-02 | 12.34 | -12.79% |
| Peet's Coffee & Tea, Inc. | PEET | 2011-04-01 | 47.93 | 2011-05-02 | 46.42 | -3.15% |
| Force Protection, Inc. | FRPT | 2011-04-01 | 4.93 | 2011-05-02 | 4.5 | -8.72% |
| Libbey Inc. | LBY | 2011-03-01 | 16.82 | 2011-05-02 | 16.52 | -1.78% |
| School Specialty, Inc. | SCHS | 2011-01-03 | 14.14 | 2011-05-02 | 14.48 | 2.4% |
| M & F Worldwide Corp. | MFW | 2010-12-01 | 23.84 | 2011-05-02 | 24.46 | 2.6% |
| Fushi Copperweld, Inc. | FSIN | 2010-12-01 | 8.93 | 2011-05-02 | 8.34 | -6.61% |
| PetroQuest Energy, Inc. | PQ | 2010-12-01 | 7.21 | 2011-05-02 | 9.02 | 25.1% |
| Ducommun Incorporated | DCO | 2011-03-01 | 22.16 | 2011-04-01 | 24.06 | 8.57% |
| Consolidated Water Co. Ltd. | CWCO | 2011-03-01 | 10.49 | 2011-04-01 | 10.78 | 2.76% |
| Coca-Cola Bottling Co. Consoli | COKE | 2011-01-03 | 56.69 | 2011-04-01 | 66.79 | 17.82% |
| Universal Insurance Holdings, | UVE | 2010-10-01 | 4.32 | 2011-04-01 | 5.5 | 27.31% |
| Five Star Quality Care, Inc. | FVE | 2010-09-01 | 4.45 | 2011-04-01 | 8.42 | 89.21% |
| Atlas Pipeline Holdings, L.P. | AHD | 2011-01-03 | 15.1 | 2011-03-01 | 16.83 | 11.46% |
| Select Comfort Corp. | SCSS | 2010-12-01 | 8.96 | 2011-03-01 | 10.74 | 19.87% |
| Great Lakes Dredge & Dock Corp | GLDD | 2010-09-01 | 5.19 | 2011-03-01 | 7.66 | 47.59% |
| Tsakos Energy Navigation Ltd. | TNP | 2010-12-01 | 10.04 | 2011-01-03 | 10.07 | 0.3% |
| Ennis, Inc. | EBF | 2010-10-01 | 18.29 | 2011-01-03 | 17.43 | -4.7% |
| Photronics, Inc. | PLAB | 2010-10-01 | 5.32 | 2011-01-03 | 5.97 | 12.22% |
| Crosstex Energy, Inc. | XTXI | 2010-09-01 | 7.75 | 2011-01-03 | 9.08 | 17.16% |
| Furniture Brands International | FBN | 2010-11-02 | 5.17 | 2010-12-01 | 4.57 | -11.61% |
| Kindred Healthcare, Inc. | KND | 2010-11-02 | 14.7 | 2010-12-01 | 16.63 | 13.13% |
| Toreador Resources Corporation | TRGL | 2010-10-01 | 12.24 | 2010-12-01 | 15.8 | 29.08% |
| Greenbrier Companies, The | GBX | 2010-10-01 | 16.03 | 2010-12-01 | 19.41 | 21.09% |
| TPC Group, Inc. | TPCG | 2010-10-01 | 24.0 | 2010-12-01 | 27.89 | 16.21% |
| McClatchy Company, The | MNI | 2010-10-01 | 3.86 | 2010-11-02 | 2.87 | -25.65% |
| Callaway Golf Company | ELY | 2010-08-02 | 7.1 | 2010-11-02 | 7.04 | -0.85% |
| American Dairy, Inc | ADY | 2010-09-01 | 7.96 | 2010-10-01 | 10.04 | 26.13% |
| Asta Funding, Inc. | ASFI | 2010-09-01 | 8.2 | 2010-10-01 | 7.64 | -6.83% |
| VirnetX Holding Corporation | VHC | 2010-09-01 | 7.73 | 2010-10-01 | 15.05 | 94.7% |
| Republic Airways Holdings Inc. | RJET | 2010-09-01 | 7.53 | 2010-10-01 | 8.4 | 11.55% |
| Jackson Hewitt Tax Service Inc | JTX | 2010-08-02 | 1.13 | 2010-10-01 | 1.0 | -11.5% |
| PetroQuest Energy, Inc. | PQ | 2010-07-01 | 6.65 | 2010-10-01 | 6.06 | -8.87% |
| Buckeye Technologies Inc. | BKI | 2010-06-16 | 12.51 | 2010-10-01 | 14.78 | 18.15% |
| Dynegy Inc. | DYN | 2010-08-02 | 3.69 | 2010-09-01 | 5.05 | 36.86% |
| Beazer Homes USA, Inc. | BZH | 2010-08-02 | 4.44 | 2010-09-01 | 3.79 | -14.64% |
| iShares S&P Global Financials | IXG | 2010-07-01 | 39.13 | 2010-09-01 | 42.62 | 8.92% |
| Calavo Growers, Inc. | CVGW | 2010-07-01 | 18.95 | 2010-09-01 | 19.14 | 1% |
| Air Transport Services Group I | ATSG | 2010-06-01 | 5.42 | 2010-09-01 | 4.89 | -9.78% |
| Sun Healthcare Group, Inc. | SUNH | 2010-06-01 | 9.06 | 2010-09-01 | 8.24 | -9.05% |
| Audiovox Corporation | VOXX | 2010-06-01 | 8.06 | 2010-09-01 | 6.77 | -16% |
| Sonic Automotive, Inc. | SAH | 2010-07-01 | 8.56 | 2010-08-02 | 9.93 | 16% |
| Insteel Industries, Inc. | IIIN | 2010-06-01 | 12.27 | 2010-08-02 | 9.28 | -24.37% |
| Imation Corp. | IMN | 2010-05-03 | 11.1 | 2010-08-02 | 9.51 | -14.32% |
| Unitil Corporation | UTL | 2010-04-01 | 22.47 | 2010-08-02 | 21.47 | -4.45% |
| Blyth, Inc. | BTH | 2010-06-01 | 46.82 | 2010-07-01 | 34.21 | -26.93% |
| Zale Corporation | ZLC | 2010-06-01 | 2.65 | 2010-07-01 | 1.57 | -40.75% |
| SinoCoking Coal and Coke Chem | SCOK | 2010-05-03 | 21.86 | 2010-07-01 | 11.81 | -45.97% |
| Penson Worldwide, Inc. | PNSN | 2010-05-03 | 9.43 | 2010-07-01 | 5.6 | -40.62% |
| Bway Holding Company | BWY | 2010-06-01 | 19.93 | 2010-06-16 | 20.0 | 0.35% |
| Bon-Ton Stores, Inc., The | BONT | 2010-05-03 | 17.78 | 2010-06-01 | 12.44 | -30.03% |
| Pacer International, Inc. | PACR | 2010-05-03 | 6.95 | 2010-06-01 | 7.83 | 12.66% |
| TPC Group, Inc. | TPCG | 2010-05-03 | 13.9 | 2010-06-01 | 17.85 | 28.42% |
| M/I Homes, Inc. | MHO | 2010-04-01 | 14.65 | 2010-06-01 | 11.01 | -24.85% |
| Alliance One International, In | AOI | 2010-04-01 | 5.2 | 2010-06-01 | 4.04 | -22.31% |
| Quidel Corporation | QDEL | 2010-04-01 | 14.43 | 2010-06-01 | 11.16 | -22.66% |
| CIBER, Inc. | CBR | 2009-12-01 | 3.18 | 2010-06-01 | 2.82 | -11.32% |
| Cardtronics, Inc. | CATM | 2010-03-03 | 10.02 | 2010-05-03 | 14.16 | 41.32% |
| Sealy Corporation | ZZ | 2010-03-01 | 3.64 | 2010-05-03 | 3.89 | 6.87% |
| Tuesday Morning Corporation | TUES | 2010-03-01 | 6.35 | 2010-05-03 | 6.02 | -5.2% |
| Horizon Lines, Inc. | HRZ | 2010-03-01 | 4.17 | 2010-05-03 | 5.72 | 37.17% |
| Boise Inc. | BZ | 2009-12-01 | 5.11 | 2010-05-03 | 7.12 | 39.33% |
| PetroQuest Energy, Inc. | PQ | 2009-09-01 | 4.02 | 2010-05-03 | 6.13 | 52.49% |
| Gibraltar Industries, Inc. | ROCK | 2010-03-01 | 13.01 | 2010-04-01 | 12.99 | -0.15% |
| QLT Inc. (USA) | QLTI | 2010-01-04 | 4.98 | 2010-04-01 | 5.25 | 5.42% |
| Exterran Partners, L.P. | EXLP | 2009-12-01 | 19.27 | 2010-04-01 | 22.01 | 14.22% |
| Reddy Ice Holdings, Inc | FRZ | 2009-11-02 | 3.69 | 2010-04-01 | 4.59 | 24.39% |
| iShares S&P Global Financials | IXG | 2010-03-01 | 43.91 | 2010-03-03 | 44.53 | 1.41% |
| Beazer Homes USA, Inc. | BZH | 2010-01-04 | 5.26 | 2010-03-01 | 4.23 | -19.58% |
| Rush Enterprises, Inc. | RUSHA | 2010-01-04 | 12.42 | 2010-03-01 | 10.96 | -11.76% |
| Hawaiian Holdings, Inc. | HA | 2010-01-04 | 7.1 | 2010-03-01 | 8.09 | 13.94% |
| DineEquity, Inc. | DIN | 2009-11-02 | 20.76 | 2010-03-01 | 29.32 | 41.23% |
| Doral Financial Corp. | DRL | 2009-11-02 | 2.63 | 2010-03-01 | 3.61 | 37.26% |
| NCI Building Systems, Inc. | NCS | 2009-11-02 | 1.9 | 2010-01-04 | 2.04 | 7.37% |
| Quiksilver, Inc. | ZQK | 2009-11-02 | 1.97 | 2010-01-04 | 2.24 | 13.71% |
| Pinnacle Airlines Corp. | PNCL | 2009-09-01 | 6.3 | 2010-01-04 | 7.03 | 11.59% |
| Kendle International Inc. | KNDL | 2009-09-01 | 13.42 | 2010-01-04 | 18.85 | 40.46% |
| Kimball International | KBALB | 2009-11-02 | 7.97 | 2009-12-01 | 8.15 | 2.26% |
| Buckeye Technologies Inc. | BKI | 2009-10-01 | 10.54 | 2009-12-01 | 9.75 | -7.5% |
| A-Power Energy Generation Syst | APWR | 2009-09-01 | 8.0 | 2009-12-01 | 16.16 | 102% |
| Ennis, Inc. | EBF | 2009-10-01 | 16.02 | 2009-11-02 | 14.58 | -8.99% |
| Southwest Bancorp, Inc. | OKSB | 2009-10-01 | 13.21 | 2009-11-02 | 9.63 | -27.1% |
| West Marine, Inc. | WMAR | 2009-10-01 | 7.55 | 2009-11-02 | 7.82 | 3.58% |
| Quantum Corporation | QTM | 2009-09-01 | 1.16 | 2009-11-02 | 1.79 | 54.31% |
| Lithia Motors, Inc. | LAD | 2009-09-01 | 12.45 | 2009-11-02 | 8.16 | -34.46% |
| GenCorp Inc. | GY | 2009-08-03 | 2.71 | 2009-11-02 | 7.27 | 168.27% |
| Doral Financial Corp. | DRL | 2009-09-01 | 3.0 | 2009-10-01 | 3.42 | 14% |
| Pilgrim's Pride Corporation | PGPDQ | 2009-09-01 | 4.9 | 2009-10-01 | 6.6 | 34.69% |
| Boise Inc. | BZ | 2009-09-01 | 4.16 | 2009-10-01 | 5.12 | 23.08% |
| Jackson Hewitt Tax Service Inc | JTX | 2009-08-03 | 6.16 | 2009-10-01 | 4.76 | -22.73% |
| China North East Petroleum Hld | NEP | 2009-08-03 | 5.76 | 2009-09-01 | 4.66 | -19.1% |
| XOMA Limited | XOMA | 2009-08-03 | 0.93 | 2009-09-01 | 0.86 | -7.53% |
| Innospec Inc. | IOSP | 2009-08-03 | 12.81 | 2009-09-01 | 13.39 | 4.53% |
| Alliance One International, In | AOI | 2009-08-03 | 4.06 | 2009-09-01 | 3.9 | -3.94% |
| La-Z-Boy Incorporated | LZB | 2009-08-03 | 7.08 | 2009-09-01 | 8.2 | 15.82% |
| Monotype Imaging Holdings Inc. | TYPE | 2009-06-01 | 5.62 | 2009-09-01 | 8.45 | 50.36% |
| Republic Airways Holdings Inc. | RJET | 2009-06-01 | 5.93 | 2009-09-01 | 8.63 | 45.53% |
| Chesapeake Utilities | CPK | 2009-06-01 | 32.59 | 2009-09-01 | 30.4 | -6.72% |
| Universal Insurance Holdings, | UVE | 2009-06-01 | 5.09 | 2009-09-01 | 4.78 | -6.09% |
| Sonic Automotive, Inc. | SAH | 2009-07-01 | 10.16 | 2009-08-03 | 13.99 | 37.7% |
| Bolt Technology Corp. | BOLT | 2009-06-15 | 12.5 | 2009-08-03 | 11.72 | -6.24% |
| AEP Industries | AEPI | 2009-06-01 | 27.0 | 2009-08-03 | 33.43 | 23.81% |
| Blyth, Inc. | BTH | 2009-06-01 | 35.66 | 2009-08-03 | 43.89 | 23.08% |
| Angiotech Pharmaceuticals, Inc | ANPI | 2009-06-01 | 1.72 | 2009-08-03 | 1.68 | -2.33% |
| Apogee Enterprises, Inc. | APOG | 2009-05-04 | 13.48 | 2009-08-03 | 14.91 | 10.61% |
| Sealy Corporation | ZZ | 2009-05-04 | 4.5 | 2009-08-03 | 2.45 | -45.56% |
| Borders Group, Inc. | BGP | 2009-06-01 | 3.13 | 2009-07-01 | 3.65 | 16.61% |
| China North East Petroleum Hld | CNEH | 2009-06-01 | 4.62 | 2009-06-15 | 5.29 | 14.5% |
| HORSEHEAD HOLDING CORP. | ZINC | 2009-05-04 | 7.99 | 2009-06-01 | 7.77 | -2.75% |
| Jinpan International Limited | JST | 2009-05-04 | 20.84 | 2009-06-01 | 31.22 | 49.81% |
| Hawaiian Holdings, Inc. | HA | 2009-05-04 | 5.47 | 2009-06-01 | 5.4 | -1.28% |
| Exterran Partners, L.P. | EXLP | 2009-05-04 | 13.59 | 2009-06-01 | 13.73 | 1.03% |
| Parker Drilling Company | PKD | 2009-04-01 | 1.91 | 2009-06-01 | 5.3 | 177.49% |
| Advance America, Cash Advance | AEA | 2009-04-01 | 1.72 | 2009-06-01 | 4.64 | 169.77% |
| Impax Laboratories, Inc. | IPXL | 2009-04-01 | 5.27 | 2009-06-01 | 6.74 | 27.89% |
| Isle of Capri Casinos | ISLE | 2009-04-01 | 6.24 | 2009-06-01 | 13.42 | 115.06% |
| Elizabeth Arden, Inc. | RDEN | 2009-03-03 | 4.45 | 2009-06-01 | 7.38 | 65.84% |
| CIBER, Inc. | CBR | 2009-04-01 | 2.83 | 2009-05-04 | 3.31 | 16.96% |
| Unitil Corporation | UTL | 2009-04-01 | 19.87 | 2009-05-04 | 22.2 | 11.73% |
| Spartan Motors, Inc. | SPAR | 2009-04-01 | 4.1 | 2009-05-04 | 8.74 | 113.17% |
| Interline Brands, Inc. | IBI | 2009-04-01 | 8.43 | 2009-05-04 | 14.73 | 74.73% |
| Olympic Steel, Inc. | ZEUS | 2009-04-01 | 16.17 | 2009-05-04 | 21.57 | 33.4% |
| Capital Product Partners L.P. | CPLP | 2009-03-03 | 5.76 | 2009-05-04 | 9.96 | 72.92% |
| Metalico, Inc. | MEA | 2009-03-03 | 1.79 | 2009-04-01 | 1.81 | 1.12% |
| Callon Petroleum Company | CPE | 2009-03-03 | 1.07 | 2009-04-01 | 1.07 | 0% |
| Noven Pharmaceuticals, Inc. | NOVN | 2009-03-03 | 9.26 | 2009-04-01 | 10.12 | 9.29% |
| NGP Capital Resources Company | NGPC | 2009-02-02 | 8.38 | 2009-04-01 | 5.2 | -37.95% |
| Interface, Inc. | IFSIA | 2009-02-02 | 4.08 | 2009-04-01 | 3.06 | -25% |
| Anthracite Capital Inc. | AHR | 2009-01-02 | 2.49 | 2009-04-01 | 0.37 | -85.14% |
| School Specialty, Inc. | SCHS | 2009-01-02 | 19.78 | 2009-04-01 | 17.9 | -9.5% |
| Central Vermont Public Service | CV | 2009-01-02 | 23.98 | 2009-04-01 | 17.37 | -27.56% |
| Apogee Enterprises, Inc. | APOG | 2008-12-01 | 6.06 | 2009-04-01 | 11.1 | 83.17% |
| Andersons, Inc., The | ANDE | 2009-02-02 | 17.29 | 2009-03-03 | 11.41 | -34.01% |
| Stone Energy Corporation | SGY | 2009-02-02 | 8.2 | 2009-03-03 | 3.38 | -58.78% |
| Maxygen, Inc. | MAXY | 2009-02-02 | 8.5 | 2009-03-03 | 6.96 | -18.12% |
| General Maritime Corporation | GMR | 2009-02-02 | 10.57 | 2009-03-03 | 8.13 | -23.08% |
| NOVA Chemicals Corporation (US | NCX | 2009-01-02 | 5.07 | 2009-03-03 | 5.56 | 9.66% |
| Federal-Mogul Corporation | FDML | 2009-01-02 | 5.27 | 2009-02-02 | 5.92 | 12.33% |
| Pioneer Southwest Energy Partn | PSE | 2009-01-02 | 14.3 | 2009-02-02 | 15.5 | 8.39% |
| Saia Inc. | SAIA | 2008-12-01 | 8.47 | 2009-02-02 | 11.27 | 33.06% |
| Central Pacific Financial Corp | CPF | 2008-12-01 | 10.26 | 2009-02-02 | 7.07 | -31.09% |
| Alliance Imaging, Inc. | AIQ | 2008-11-03 | 8.18 | 2009-02-02 | 9.23 | 12.84% |
| Ennis, Inc. | EBF | 2008-08-01 | 15.87 | 2009-02-02 | 11.71 | -26.21% |
| Crosstex Energy, Inc. | XTXI | 2008-12-01 | 3.27 | 2009-01-02 | 3.89 | 18.96% |
| Energy Partners, Ltd. | EPL | 2008-12-01 | 2.76 | 2009-01-02 | 1.72 | -37.68% |
| Oxford Industries, Inc. | OXM | 2008-12-01 | 5.47 | 2009-01-02 | 9.07 | 65.81% |
| A. Schulman, Inc. | SHLM | 2008-09-02 | 23.84 | 2009-01-02 | 17.13 | -28.15% |
| Epicor Software Corporation | EPIC | 2008-09-02 | 8.48 | 2009-01-02 | 4.8 | -43.4% |
| McClatchy Company, The | MNI | 2008-09-02 | 3.18 | 2009-01-02 | 1.09 | -65.72% |
| Chesapeake Utilities | CPK | 2008-11-03 | 30.85 | 2008-12-01 | 27.47 | -10.96% |
| ArvinMeritor, Inc. | ARM | 2008-11-03 | 5.54 | 2008-12-01 | 3.2 | -42.24% |
| VAALCO Energy, Inc. | EGY | 2008-10-01 | 6.62 | 2008-12-01 | 6.84 | 3.32% |
| Greenbrier Companies, The | GBX | 2008-09-02 | 18.95 | 2008-12-01 | 6.05 | -68.07% |
| BGC Partners, Inc. | BGCP | 2008-09-02 | 6.16 | 2008-12-01 | 3.13 | -49.19% |
| Gibraltar Industries, Inc. | ROCK | 2008-08-01 | 15.31 | 2008-12-01 | 10.47 | -31.61% |
| SJW Corp. | SJW | 2008-10-01 | 29.13 | 2008-11-03 | 28.6 | -1.82% |
| American Oriental Bioengineeri | AOB | 2008-09-02 | 8.25 | 2008-11-03 | 6.24 | -24.36% |
| Rush Enterprises, Inc. | RUSHA | 2008-09-02 | 13.0 | 2008-11-03 | 9.42 | -27.54% |
| EnergySouth, Inc. | ENSI | 2008-09-02 | 61.1 | 2008-10-01 | 61.5 | 0.65% |
| Bolt Technology Corp. | BOLT | 2008-07-01 | 22.28 | 2008-10-01 | 13.99 | -37.21% |
| Furniture Brands International | FBN | 2008-08-01 | 11.76 | 2008-09-02 | 9.18 | -21.94% |
| Brightpoint, Inc. | CELL | 2008-08-01 | 6.95 | 2008-09-02 | 8.48 | 22.01% |
| Genesco Inc. | GCO | 2008-07-01 | 30.28 | 2008-09-02 | 37.02 | 22.26% |
| CH Energy Group, Inc. | CHG | 2008-06-02 | 37.31 | 2008-09-02 | 39.85 | 6.81% |
| Omega Navigation Enterprises, | ONAV | 2008-06-02 | 19.88 | 2008-09-02 | 15.33 | -22.89% |
| Innospec Inc. | IOSP | 2008-06-02 | 24.62 | 2008-09-02 | 15.31 | -37.81% |
| CompuCredit Corporation | CCRT | 2008-04-01 | 8.75 | 2008-09-02 | 5.17 | -40.91% |
| Par Pharmaceutical Companies, | PRX | 2008-04-01 | 17.91 | 2008-09-02 | 14.4 | -19.6% |
| Tecumseh Products Company | TECUA | 2008-06-02 | 36.27 | 2008-08-01 | 31.42 | -13.37% |
| SMART Modular Technologies (WW | SMOD | 2008-05-01 | 6.12 | 2008-08-01 | 3.84 | -37.25% |
| Helen of Troy Limited | HELE | 2008-02-01 | 17.37 | 2008-08-01 | 20.58 | 18.48% |
| Alliance One International, In | AOI | 2008-01-02 | 3.92 | 2008-08-01 | 4.48 | 14.29% |
| UTStarcom, Inc. | UTSI | 2008-06-02 | 4.86 | 2008-07-01 | 5.59 | 15.02% |
| North American Energy Partners | NOA | 2008-05-01 | 15.84 | 2008-07-01 | 20.71 | 30.74% |
| Central Vermont Public Service | CV | 2008-05-01 | 23.59 | 2008-06-02 | 20.28 | -14.03% |
| Air T Inc | AIRT | 2008-05-01 | 9.48 | 2008-06-02 | 9.04 | -4.64% |
| R.H. Donnelley Corporation | RHD | 2008-04-01 | 5.46 | 2008-06-02 | 5.35 | -2.01% |
| A.M. Castle & Co. | CAS | 2008-03-03 | 22.82 | 2008-06-02 | 32.03 | 40.36% |
| Comfort Systems USA, Inc. | FIX | 2007-09-04 | 14.86 | 2008-06-02 | 13.03 | -12.31% |
| Wabtec Corporation | WAB | 2008-04-01 | 39.05 | 2008-05-01 | 43.28 | 10.83% |
| Global Industries, Ltd. | GLBL | 2008-04-01 | 16.18 | 2008-05-01 | 15.86 | -1.98% |
| GSI Commerce, Inc. | GSIC | 2008-04-01 | 13.62 | 2008-05-01 | 14.17 | 4.04% |
| Chesapeake Utilities | CPK | 2008-04-01 | 30.43 | 2008-05-01 | 29.35 | -3.55% |
| Consolidated Water Co. Ltd. | CWCO | 2008-03-03 | 20.58 | 2008-04-01 | 23.15 | 12.49% |
| Credence Systems Corp. | CMOS | 2008-03-03 | 1.35 | 2008-04-01 | 1.78 | 31.85% |
| Centerline Holding Company | CHC | 2008-02-01 | 6.13 | 2008-04-01 | 4.21 | -31.32% |
| Six Flags, Inc. | SIX | 2008-02-01 | 1.99 | 2008-04-01 | 1.81 | -9.05% |
| Pacer International, Inc. | PACR | 2008-01-02 | 14.36 | 2008-04-01 | 17.49 | 21.8% |
| VIVUS, Inc. | VVUS | 2007-12-03 | 5.64 | 2008-04-01 | 6.17 | 9.4% |
| Newpark Resources, Inc. | NR | 2007-09-04 | 5.8 | 2008-04-01 | 5.1 | -12.07% |
| Universal Forest Products, Inc | UFPI | 2008-02-01 | 37.35 | 2008-03-03 | 28.16 | -24.61% |
| Intevac, Inc. | IVAC | 2008-02-01 | 11.44 | 2008-03-03 | 11.84 | 3.5% |
| Central Vermont Public Service | CV | 2007-12-03 | 26.41 | 2008-03-03 | 24.38 | -7.69% |
| Fremont General Corporation | FMT | 2007-12-03 | 2.32 | 2008-02-01 | 3.64 | 56.9% |
| School Specialty, Inc. | SCHS | 2007-12-03 | 35.46 | 2008-02-01 | 33.47 | -5.61% |
| Amerigon Incorporated | ARGN | 2007-11-01 | 18.71 | 2008-02-01 | 17.87 | -4.49% |
| Alaska Communications Systems | ALSK | 2007-11-01 | 15.05 | 2008-02-01 | 14.0 | -6.98% |
| Buckeye Technologies Inc. | BKI | 2007-06-01 | 14.46 | 2008-02-01 | 13.54 | -6.36% |
| Diamond Foods, Inc. | DMND | 2007-12-03 | 20.2 | 2008-01-02 | 21.23 | 5.1% |
| Mesa Air Group, Inc. | MESA | 2007-11-01 | 4.71 | 2008-01-02 | 3.0 | -36.31% |
| Raven Industries, Inc. | RAVN | 2007-10-01 | 40.7 | 2007-12-03 | 33.13 | -18.6% |
| Vital Signs, Inc. | VITL | 2007-10-01 | 54.84 | 2007-12-03 | 52.82 | -3.68% |
| FPIC Insurance Group, Inc. | FPIC | 2007-09-04 | 40.53 | 2007-12-03 | 40.63 | 0.25% |
| Lance, Inc. | LNCE | 2007-08-01 | 24.88 | 2007-12-03 | 20.4 | -18.01% |
| Laclede Group, Inc., The | LG | 2007-06-01 | 30.32 | 2007-12-03 | 34.13 | 12.57% |
| Aftermarket Technology Corp. | ATAC | 2007-09-04 | 30.0 | 2007-11-01 | 32.38 | 7.93% |
| LSI Industries, Inc. | LYTS | 2007-09-04 | 20.76 | 2007-11-01 | 17.65 | -14.98% |
| Air Methods Corporation | AIRM | 2007-09-04 | 39.99 | 2007-11-01 | 52.94 | 32.38% |
| Ultimate Software Group, Inc., | ULTI | 2007-09-04 | 31.39 | 2007-10-01 | 35.76 | 13.92% |
| Res-Care, Inc. | RSCR | 2007-06-01 | 20.91 | 2007-10-01 | 23.13 | 10.62% |
| Stratasys, Inc. | SSYS | 2007-08-01 | 23.2 | 2007-09-04 | 26.84 | 15.69% |
| American Physicians Capital, I | ACAP | 2007-08-01 | 38.0 | 2007-09-04 | 39.41 | 3.71% |
| EDO Corporation | EDO | 2007-08-01 | 33.68 | 2007-09-04 | 45.2 | 34.2% |
| Rush Enterprises, Inc. | RUSHA | 2007-06-01 | 16.63 | 2007-09-04 | 17.26 | 3.79% |
| PetroQuest Energy, Inc. | PQ | 2007-06-01 | 14.52 | 2007-09-04 | 11.44 | -21.21% |
| Nash-Finch Company | NAFC | 2007-06-01 | 47.21 | 2007-09-04 | 37.4 | -20.78% |
| Excel Maritime Carriers | EXM | 2007-06-01 | 23.74 | 2007-09-04 | 43.71 | 84.12% |
| Navigators Group, Inc, The | NAVG | 2007-06-01 | 49.97 | 2007-08-01 | 53.68 | 7.42% |
| Concur Technologies, Inc. | CNQR | 2007-06-01 | 19.9 | 2007-08-01 | 24.28 | 22.01% |
| Darling International Inc. | DAR | 2007-06-01 | 9.2 | 2007-08-01 | 8.27 | -10.11% |
| Apogee Enterprises, Inc. | APOG | 2007-06-01 | 25.55 | 2007-08-01 | 26.52 | 3.8% |
| Global Entertainment Corp | GEE | 2007-04-02 | 5.01 | 2007-06-01 | 4.9 | -2.2% |
| Advocat Inc | AVCA | 2007-04-02 | 12.25 | 2007-06-01 | 12.54 | 2.37% |
| American Homepatient Inc | AHOM | 2007-04-02 | 2.7 | 2007-06-01 | 2.59 | -4.07% |
| Acme United Corp | ACU | 2007-04-02 | 14.19 | 2007-06-01 | 14.54 | 2.47% |
| Graham Corp | GHM | 2007-04-02 | 16.16 | 2007-06-01 | 17.48 | 8.17% |
| Asia Pacific Wire & Cable | AWRCF | 2007-04-02 | 3.75 | 2007-06-01 | 3.4 | -9.33% |
| Bio-Imaging Technologies Inc | BITI | 2007-04-02 | 6.24 | 2007-06-01 | 7.01 | 12.34% |
| Basic Earth Science SYS Inc | BSIC | 2007-04-02 | 1.62 | 2007-06-01 | 1.44 | -11.11% |
| China Natural Resources Inc | CHNR | 2007-04-02 | 7.55 | 2007-06-01 | 7.2 | -4.64% |
| Computer Horizons Corp | CHRZ | 2007-04-02 | 0.74 | 2007-06-01 | 0.7 | -5.41% |
| Central Natural Resources Inc | CTNR | 2007-04-02 | 32.77 | 2007-06-01 | 37.76 | 15.23% |
| EMAK Worldwide Inc | EMAK | 2007-04-02 | 5.06 | 2007-06-01 | 2.87 | -43.28% |
| Jaclyn Inc | JLN | 2007-04-02 | 11.19 | 2007-06-01 | 8.96 | -19.93% |
| Coffee Holding Co Inc | JVA | 2007-04-02 | 3.9 | 2007-06-01 | 3.95 | 1.28% |
| Emerson Radio Corp | MSN | 2007-04-02 | 3.18 | 2007-06-01 | 3.24 | 1.89% |
| Tandy Brands Accessories Inc | TBAC | 2007-04-02 | 12.9 | 2007-06-01 | 12.31 | -4.57% |
| Ziegler Cos Inc/The | ZGCO | 2007-04-02 | 30.0 | 2007-06-01 | 31.25 | 4.17% |
| US 1 Industries Inc | USOO | 2007-04-02 | 1.87 | 2007-06-01 | 1.41 | -24.6% |
| Target Logistics Inc | TLG | 2007-04-02 | 2.47 | 2007-06-01 | 2.03 | -17.81% |
| Security National Financial Corp | SNFCA | 2007-04-02 | 4.95 | 2007-06-01 | 5.88 | 18.79% |
| RedEnvelope Inc | REDE | 2007-04-02 | 8.0 | 2007-06-01 | 6.94 | -13.25% |
| QEP Co Inc | QEPC | 2007-04-02 | 6.29 | 2007-06-01 | 6.48 | 3.02% |
| Pioneer Oil & Gas | POGS | 2007-01-03 | 1.5 | 2007-06-01 | 1.93 | 28.67% |
| Five Star Products Inc | FSPX | 2007-01-03 | 0.34 | 2007-06-01 | 0.66 | 94.12% |
| Conrad Industries Inc | CNRD | 2007-01-03 | 6.24 | 2007-06-01 | 13.0 | 108.33% |
| Big Rock Brewery Income Trust | BRBMF | 2007-01-03 | 11.7 | 2007-06-01 | 17.04 | 45.64% |
| Armstrong Holdings Inc | ACKH | 2007-01-03 | 0.32 | 2007-06-01 | 0.64 | 100% |
| ePlus Inc | PLUS | 2006-10-02 | 10.46 | 2007-06-01 | 9.77 | -6.6% |
| TMSF Holdings Inc | TMFZ | 2006-10-02 | 1.2 | 2007-06-01 | 0.45 | -62.5% |
| Paul Mueller Co | MUEL | 2006-07-03 | 33.41 | 2007-06-01 | 57.83 | 73.09% |
| En Pointe Technologies Inc | ENPT | 2007-01-03 | 4.56 | 2007-04-02 | 3.33 | -26.97% |
| Encorium Group Inc | ENCO | 2007-01-03 | 5.15 | 2007-04-02 | 3.51 | -31.84% |
| Communicate.com Inc | CMNN | 2007-01-03 | 1.34 | 2007-04-02 | 1.08 | -19.4% |
| Comdisco Holding Co Inc | CDCO | 2007-01-03 | 11.4 | 2007-04-02 | 12.5 | 9.65% |
| BIW Ltd | BIW | 2007-01-03 | 15.32 | 2007-04-02 | 16.77 | 9.46% |
| American Shared Hospital Services | AMS | 2007-01-03 | 6.57 | 2007-04-02 | 5.83 | -11.26% |
| Redhook ALE Brewery Inc | HOOK | 2007-01-03 | 5.0 | 2007-04-02 | 7.3 | 46% |
| MC Shipping Inc | MCX | 2007-01-03 | 9.12 | 2007-04-02 | 10.24 | 12.28% |
| MicroFinancial Inc | MFI | 2007-01-03 | 3.77 | 2007-04-02 | 5.09 | 35.01% |
| US Home Systems Inc | USHS | 2007-01-03 | 11.81 | 2007-04-02 | 12.69 | 7.45% |
| Superior Uniform Group Inc | SGC | 2007-01-03 | 12.16 | 2007-04-02 | 12.48 | 2.63% |
| Remec Inc | REMC | 2007-01-03 | 1.35 | 2007-04-02 | 1.52 | 12.59% |
| Pioneer Railcorp | PRRR | 2007-01-03 | 3.51 | 2007-04-02 | 3.82 | 8.83% |
| Natural Alternatives International Inc | NAII | 2007-01-03 | 8.83 | 2007-04-02 | 8.11 | -8.15% |
| Sterling Chemicals Inc | SCHI | 2007-01-03 | 12.75 | 2007-04-02 | 10.98 | -13.88% |
| Meadow Valley Corp | MVCO | 2007-01-03 | 10.31 | 2007-04-02 | 13.2 | 28.03% |
| Vermont Pure Holdings Ltd | VPS | 2007-01-03 | 1.54 | 2007-04-02 | 1.9 | 23.38% |
| Constar International Inc | CNST | 2006-10-02 | 5.99 | 2007-04-02 | 8.78 | 46.58% |
| Coast Distribution System/CA | CRV | 2006-10-02 | 8.94 | 2007-04-02 | 7.57 | -15.32% |
| Florida Public Utilities Co | FPU | 2006-10-02 | 13.28 | 2007-04-02 | 12.3 | -7.38% |
| Magellan Petroleum Corp | MPET | 2006-10-02 | 1.31 | 2007-04-02 | 1.38 | 5.34% |
| P&F Industries | PFIN | 2006-10-02 | 10.1 | 2007-04-02 | 11.99 | 18.71% |
| TeamStaff Inc | TSTF | 2006-10-02 | 1.31 | 2007-04-02 | 1.18 | -9.92% |
| UFP Technologies Inc | UFPT | 2006-10-02 | 5.15 | 2007-01-03 | 5.64 | 9.51% |
| Asia Pacific Wire & Cable | AWRCF | 2006-10-02 | 2.65 | 2007-01-03 | 2.6 | -1.89% |
| Basic Earth Science SYS Inc | BSIC | 2006-10-02 | 1.85 | 2007-01-03 | 1.86 | 0.54% |
| Bexil Corp | BXL | 2006-10-02 | 26.12 | 2007-01-03 | 33.0 | 26.34% |
| Tasty Baking Co | TSTY | 2006-10-02 | 8.61 | 2007-01-03 | 8.96 | 4.07% |
| Overhill Farms Inc | OFI | 2006-10-02 | 3.16 | 2007-01-03 | 2.92 | -7.59% |
| Commerce Energy Group Inc | EGR | 2006-10-02 | 1.37 | 2007-01-03 | 1.46 | 6.57% |
| Factory Card & Party Outlet Corp | FCPO | 2006-10-02 | 8.54 | 2007-01-03 | 8.01 | -6.21% |
| Inventure Group Inc/The | SNAK | 2006-10-02 | 2.4 | 2007-01-03 | 2.41 | 0.42% |
| Goldfield Corp | GV | 2006-10-02 | 1.06 | 2007-01-03 | 1.24 | 16.98% |
| National Home Health Care Corp | NHHC | 2006-10-02 | 9.53 | 2007-01-03 | 10.97 | 15.11% |
| Air T Inc | AIRT | 2006-10-02 | 9.51 | 2007-01-03 | 8.56 | -9.99% |
| Memry Corp | MRY | 2006-10-02 | 1.97 | 2007-01-03 | 2.3 | 16.75% |
| Smithway Motor Xpress Corp | SMXC | 2006-10-02 | 7.91 | 2007-01-03 | 10.16 | 28.45% |
| Lesco Inc | LSCO | 2006-10-02 | 8.26 | 2007-01-03 | 8.7 | 5.33% |
| Lazare Kaplan International Inc | LKI | 2006-10-02 | 9.65 | 2007-01-03 | 10.95 | 13.47% |
| Integramed America Inc | INMD | 2006-10-02 | 7.4 | 2007-01-03 | 11.82 | 59.73% |
| Interep National Radio Sales Inc | IREP | 2006-10-02 | 0.45 | 2007-01-03 | 0.3 | -33.33% |
| Aspen Exploration Corp | ASPN | 2006-07-03 | 4.76 | 2007-01-03 | 2.58 | -45.8% |
| American Income Fund Inc | MRF | 2006-07-03 | 7.05 | 2007-01-03 | 7.62 | 8.09% |
| Energy West Inc | EWST | 2006-07-03 | 8.34 | 2007-01-03 | 10.56 | 26.62% |
| AirNet Systems Inc | ANS | 2006-07-03 | 2.99 | 2007-01-03 | 2.91 | -2.68% |
| Equus Total Return Inc | EQS | 2006-07-03 | 6.59 | 2006-10-02 | 6.97 | 5.77% |
| Exxel Energy Corp | EXX.A | 2006-07-03 | 2.55 | 2006-10-02 | 3.1 | 21.57% |
| Datamirror Corp | DMCX | 2006-07-03 | 9.65 | 2006-10-02 | 10.5 | 8.81% |
| Everlast Worldwide Inc | EVST | 2006-07-03 | 13.57 | 2006-10-02 | 14.69 | 8.25% |
| Delta Natural Gas Co Inc | DGAS | 2006-07-03 | 22.77 | 2006-10-02 | 23.8 | 4.52% |
| CCA Industries Inc | CAW | 2006-07-03 | 8.91 | 2006-10-02 | 9.25 | 3.82% |
| Bridgford Foods Corp | BRID | 2006-07-03 | 6.1 | 2006-10-02 | 6.24 | 2.3% |
| AP Pharma Inc | APPA | 2006-07-03 | 6.0 | 2006-10-02 | 4.8 | -20% |
| Alpine Group Inc | APNI | 2006-07-03 | 3.1 | 2006-10-02 | 2.55 | -17.74% |
| Abatix Corp | ABIX | 2006-07-03 | 8.11 | 2006-10-02 | 7.18 | -11.47% |
| Foamex International Inc | FMXIQ | 2006-07-03 | 3.56 | 2006-10-02 | 3.75 | 5.34% |
| Friedman Industries | FRD | 2006-07-03 | 9.29 | 2006-10-02 | 7.99 | -13.99% |
| International Shipholding Corp | ISH | 2006-07-03 | 13.29 | 2006-10-02 | 12.47 | -6.17% |
| Zones Inc | ZONS | 2006-07-03 | 6.45 | 2006-10-02 | 12.0 | 86.05% |
| US 1 Industries Inc | USOO | 2006-07-03 | 1.95 | 2006-10-02 | 1.3 | -33.33% |
| Taseko Mines Ltd | TGB | 2006-07-03 | 2.78 | 2006-10-02 | 2.19 | -21.22% |
| Security National Financial Corp | SNFCA | 2006-07-03 | 4.22 | 2006-10-02 | 4.12 | -2.37% |
| Rocky Mountain Chocolate Factory Inc | RMCF | 2006-07-03 | 11.98 | 2006-10-02 | 12.7 | 6.01% |
| Radiologix Inc | RGX | 2006-07-03 | 2.25 | 2006-10-02 | 4.07 | 80.89% |
| RGC Resources Inc | RGCO | 2006-07-03 | 23.5 | 2006-10-02 | 24.44 | 4% |
| Penton Media Inc | PTON | 2006-07-03 | 0.29 | 2006-10-02 | 0.55 | 89.66% |
| Emerson Radio Corp | MSN | 2006-07-03 | 3.26 | 2006-10-02 | 3.03 | -7.06% |
| Arabian American Development Co | ARSD | 2006-07-03 | 1.75 | 2006-10-02 | 3.06 | 74.86% |
| Lakeland Industries Inc | LAKE | 2006-07-03 | 13.81 | 2006-10-02 | 12.35 | -10.57% |
| Isramco Inc | ISRL | 2006-07-03 | 17.0 | 2006-10-02 | 17.74 | 4.35% |
| E Com Ventures Inc | ECMV | 2006-07-03 | 15.46 | 2006-10-02 | 12.35 | -20.12% |
*Notes:
Prior to June 2007, the portfolio was re-balanced quarterly – and not monthly – and could hold up to 34 Small Cap stocks.
Please note that all recommendations are based on our model's results and do not represent our personal opinion. The stock Rating process is purely mechanical.
All analysis relies on publicly available financial information. Learn More
All articles will be reviewed prior to publishing. You will be notified by email if we choose to publish your article.
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