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1801 Bayberry Court | Suite 301 | Richmond, VA 23226
info@TLCAdvisory.com
(804) 775-0317 |
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Products - Large Cap Core - Portfolio Construction |
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Portfolio Construction:
- Typically hold 25-30 positions with top 10 low risk positions being one-half of portfolio to produce high alpha
- Up/Down: 88 up, 66 down
Portfolio Construction |
The London Company |
Russell 1000 |
| Price/Earnings |
12.9X |
13.3x |
| Projected 5-Year Growth |
9.2% |
11.9% |
| 5-year Up Market/Down Market Capture |
88/47 |
100/100 |
| 5-year Annualized Alpha |
3.33 |
0.00 |
| 5-year Annualized Beta |
0.72 |
1.00 |
| 5-year Standard Deviation |
9.01 |
10.65 |
| 5-year Annualized Sharpe Ratio |
0.50 |
0.27 |
Sources: Investworks, Russell and Vestek Systems, September 30, 2008
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