EQM Capital Profile Picture Investment Adviser

EQM Capital

EQM Capital

  • Founded2013

Mid Cap Quant

The Mid Cap Quant portfolio seeks to outperform the S&P 400 Midcap Index over time by investing in US-based mid-cap companies that are experiencing positive changes that have yet to be fully priced in by the equity markets. The portfolio applies a data-driven approach when making investment decisions.

Risk score

Risk Score 4
4
13.7%

Best 30 days

-16.7%

Worst 30 days

Performance

  • 2.7%
    30 day
  • 3.9%
    90 day
  • 12.1%
    365 day
    July 22, 2013
Monthly vs S&P500
EQM Capital - Mid Cap Quant Monthly vs S&P500
1.2% 12 months
  • $20,000 investment min
  • Margin account required
  • 1% fee

Exposure

39.1%
35.6%
8.3%
4.6%
4.4%
  • Technology
  • Consumer, Non-cyclical
  • Consumer, Cyclical
  • REIT
  • Industrial

Top 5 securities View all

7.4%
6.6%
6.2%
6.0%
5.2%

Portfolio commentary

  1. The trouble with America’s stock buyback binge

    29 July 2015

    Apple, Coca-Cola and others are on a stock buyback spending spree.

  2. Greece is the word 10 July 2015
  3. Strong world markets expand ranks of the rich 22 June 2015
  4. Tech deal flow looks robust in second half 15 June 2015
  5. Nasdaq and mid-caps have delivered in 2015 18 May 2015

show more


Performance detail

  • Manager (net of fees)
  • S&P 400 Midcap

Performance

Covestor inception July 22, 2013

as of July 30, 2015 Manager (net of fees) S&P 400 Midcap S&P 500
Past 30 days 2.7% 0.0% 2.3%
Past 90 days 3.9% -0.5% 0.5%
Past 365 days 12.1% 8.9% 9.2%
Since Covestor inception (Annualized) 11.4% 11.5% 13.7%
2015 (YTD) 13.8% 4.2% 3.6%
2014 0.8% 9.8% 13.7%

Risk metrics

Last 365 days

as of July 30, 2015 Manager (net of fees) S&P 400 Midcap S&P 500
Best 30 days 13.7% 11.8% 9.7%
Worst 30 days -16.7% -9.3% -6.7%
Volatility 18.0% 12.6% 12.3%
Sharpe Ratio 0.67 0.70 0.74
Sortino Ratio 0.92 1.06 1.10
Maximum Drawdown -18.7% -10.6% -7.3%
Value-at-risk (95%, 1 week) -4.2% -2.9% -2.9%
vs. S&P 400 Midcap vs. S&P 500
Information Ratio 0.33 0.27
Alpha 1.7% 1.7%
Beta 1.22 1.19
R-Squared 0.73 0.66
  • $20,000 investment min
  • Margin account required
  • 1% fee

Latest transactions View all

Average trades per month 6.2
Executed Symbol Security Type Price
07/13/15 CMN Cantel Medical Corp Buy $54.76
07/13/15 ELLI Ellie Mae Inc Buy $72.67
07/13/15 MASI Masimo Corp Buy $38.84
07/13/15 LVLT Level 3 Communications Inc Sell $52.14
07/13/15 ISIS Isis Pharmaceuticals Inc Sell $53.64
07/13/15 CCO Clear Channel Outdoor Holdings Inc Sell $9.62
06/05/15 EPAM EPAM Systems Inc Buy $71.60
06/05/15 SLCA US Silica Holdings Inc Sell $32.87

Important Information

  1. Past performance is no guarantee of future results.
  2. Performance of the Portfolio Manager's account is calculated by Covestor on a daily time-weighted basis, including cash, dividends and earnings distributions and broker commissions. Manager returns include trades and positions that fail Covestor's trading rules, as a result, actual client returns will differ. Covestor advisory fees are simulated and applied retro-actively to present the portfolio return "net-of-fees".
  3. Average client returns are calculated by Covestor and are composed of the asset-weighted average returns of all active client investments (some of which may contain investment restrictions) to the underlying portfolio. These daily average returns are then linked together for the timeframe presented. These returns include cash, dividends, earnings distributions, brokerage commissions and Covestor advisory fees.
  4. All graph data is as of the end of day for the referenced period, unless otherwise specified. The investment minimum is the minimum investment required to follow a particular portfolio. The minimum amount is determined by Covestor, based on the characteristics of the underlying portfolio. It should not be considered as specific investment advice for your investment situation.
  5. The performance charts are provided for informational purposes only, and should not be used as the basis for making an investment decision. Variables such as corporate actions or foreign exchange may affect daily performance displays. We rely on mathematical formulas, computer programs, and pricing information from third-party vendors to provide these returns. Neither Covestor nor any of its data or content providers shall be liable for any errors in this information or any actions taken by you in reliance upon this information.
  6. Benchmark returns have been calculated by Covestor using a time-weighted calculation of daily index valuations. Benchmarks presented are total return and therefore inclusive of cash, dividends and earnings distributions but not transaction costs. More
  7. Leverage indicates the level of margin utilized and is calculated by dividing gross exposure by portfolio net liquidation value.
  8. All Portfolio Manager information including personal data, profiles, strategies, monthly investment reports, and historical results outside of Covestor has been provided by the Portfolio Manager. Covestor makes no representation or warranty of its accuracy, completeness or relevance and it does not represent the opinions of Covestor. Transaction history is available upon request. Portfolio classifications are provided by Covestor, and are intended to serve as a general guide.
  9. The checked transactions passed Covestor's trading rules and were eligible for investment at the time of execution, subject to individual client constraints. Eligibility may change over time. Actual client investment trade activity may vary.
  10. Index returns do not reflect any management fees, transaction costs or expenses. Individuals cannot invest directly in an Index.