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
13.2%

Best 30 days

-13.2%

Worst 30 days

Performance

  • -6.7%
    30 day
  • -3.4%
    90 day
  • 6.9%
    365 day
    July 22, 2013
Monthly vs S&P500
EQM Capital - Mid Cap Quant Monthly vs S&P500
-7.8% 12 months
  • $20,000 investment min
  • Margin account required
  • 1.5% fee

Replicability

100.0%
  • Replicable

Top 5 Securities View all

8.0%
7.7%
6.2%
5.5%
5.2%

Portfolio commentary

  1. Why mid-cap stocks belong in your portfolio

    18 September 2014

    Here are some mid-cap stock picks that are worth a serious look.

  2. The 10 investing and personal finance books you should be reading this summer 7 August 2014
  3. Why mid-cap stocks are ruling the roost this year 15 July 2014
  4. Are you a hoarder when it comes to investing? 24 June 2014
  5. Sell in May? No way 6 June 2014

show more


Performance detail

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

Performance

Covestor inception July 22, 2013

as of October 01, 2014 Manager (net of fees) S&P 400 Midcap S&P 500
Past 30 days -6.7% -5.9% -2.7%
Past 90 days -3.4% -6.1% -1.5%
Past 365 days 6.9% 8.6% 17.2%
Since Covestor inception (Annualized) 8.1% 9.2% 14.6%
2014 (YTD) 1.3% 1.8% 6.9%

Risk metrics

Last 365 days

as of October 01, 2014 Manager (net of fees) S&P 400 Midcap S&P 500
Best 30 days 13.2% 9.6% 7.9%
Worst 30 days -13.2% -5.9% -4.8%
Volatility 19.5% 12.2% 10.4%
Sharpe Ratio 0.35 0.71 1.66
Sortino Ratio 0.51 0.93 2.21
Maximum Drawdown -16.4% -6.9% -5.7%
Value-at-risk (95%, 1 week) -4.5% -2.8% -2.4%
vs. S&P 400 Midcap vs. S&P 500
Information Ratio - 0.17 - 0.83
Alpha -4.2% -16.8%
Beta 1.41 1.54
R-Squared 0.78 0.67
  • $20,000 investment min
  • Margin account required
  • 1.5% fee

Latest transactions View all

Average trades per month 6.3
Executed Symbol Security Replicable Type Price
09/24/14 MDVN Medivation Inc Yes Buy $98.29
09/24/14 KATE Kate Spade & Co Yes Sell $28.88
08/13/14 ODFL Old Dominion Freight Line Inc Yes Buy $65.12
08/13/14 BEAV B/E Aerospace Inc Yes Sell $84.36
07/22/14 SLCA US Silica Holdings Inc Yes Buy $60.10
07/22/14 WAB Wabtec Corp/DE Yes Buy $82.30
07/22/14 SWKS Skyworks Solutions Inc Yes Buy $54.02
07/22/14 MPLX MPLX LP Yes Buy $60.37

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 average, time-weighted 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. Transactions that are marked as "Replicable" passed Covestor's trading rules and were eligible for replication at the time of execution, subject to individual client constraints. Eligibility for replication 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.