INCEPTION October 1, 1999. Performance prior to March 15, 2021 is attributable to the former investment advisor.
OBJECTIVE Seeks to outperform the Russell 2000 Index® over a market cycle.
Past performance does not guarantee future results.
|Strategy Assets ($ Million)||99.80||-|
|Number of Holdings||196||2000|
|Standard Deviation* (%)||0.20||0.22|
|Market Cap. ($ Billion)||2.36||2.59|
|Price to Trailing Earnings||13.52||17.93|
|Price to Cash Flow||9.72||11.50|
|Price to Book||2.53||2.36|
|Enterprise Value to Sales||2.19||2.65|
|Debt as % of Assets||23.64||26.15|
|Return on Equity (%)||15.68||9.51|
|Top 10 Holdings||Ticker||Weight|
|HERC HOLDINGS INC||HRI||1.26%|
|CACTUS INC - A||WHD||1.17%|
|ALASKA AIR GROUP INC||ALK||1.14%|
|RYERSON HOLDING CORP||RYI||1.12%|
|COMMERCIAL METALS CO||CMC||1.10%|
|Risk Statistics since March 15, 2021||Strategy||Russell 2000|
|Annualized Standard Deviation||19.21%||19.64%|
Performance numbers for the most recent period are preliminary and subject to change. Returns for periods of less than one year are not annualized. Past performance is not a reliable indicator of future performance and should not be relied upon to make investment decisions. Investing involves risks including the possible loss of principal and fluctuation in value. Performance includes the reinvestment of dividends and other earnings.
Performance figures are presented net of fees or both gross and net. In some instances, fees deducted are actual, in other instances, fees deducted are the highest charged in the composite/portfolio. Actual fees may vary depending on, among other things, the applicable fees schedule and portfolio size. SGI fees are available upon request and may also be found in Part 2A of its Form ADV.
Composite returns are calculated from account-level returns based on account membership in the composite during the daily holding period and applying a beginning asset-weighted methodology to each account. Performance includes the reinvestment of dividends and other earning. Investing involves risks including the possible loss of principal and fluctuation in value. The volatility of the indices may be materially different from the individual performance attained by a specific investor. In addition, SGI’s holdings may differ significantly from the securities that comprise the indices. The indices have not been selected to represent an appropriate benchmark to compare an investor’s performance, but rather are disclosed to allow for comparison of the investor’s performance to that of certain well-known and widely recognized indices. You cannot invest directly in an index.
For a GIPS-compliant composite presentation, see this Fact Sheet: SGI Small Cap Core Equity Strategy 3Q23