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1801 Bayberry Court | Suite 301 | Richmond, VA 23226
info@TLCAdvisory.com
(804) 775-0317 |
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Products - Small Cap Core - Portfolio Construction |
Portfolio Construction
Portfolio Construction |
The London Company |
Russell 1000 |
| Price/Earnings |
21.2X |
27.4x |
| Projected 5-Year Growth |
13.4% |
14.7% |
| Weighted Average Market Cap |
$2.4 bil |
$1.0 bil |
| 5-year Up Market/Down Market Capture |
149/76 |
100/100 |
| 5-year Annualized Alpha |
6.73 |
0.00 |
| 5-year Annualized Beta |
1.26 |
1.00 |
| 5-year Standard Deviation |
18.38 |
13.30 |
| 5-year Annualized Sharpe Ratio |
0.80 |
0.42 |
Sources: Investworks, Russell and Vestek Systems, September 30, 2008
- Typically hold 30-40 securities
- Initial position up to 5%; average initial position 3%
- Fully invested; no more than 5% cash
- No more than 2x benchmark weighting for major sectors
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