SMALL CAP VALUE
The CRM Small Cap Value strategy began in October 1995. This strategy is offered as a separate account and mutual fund (Tickers: CRISX, CRMSX).
Inception
1995Assets Under Management
$1.1 billionManager
Mike Caputo & Kevin Chin
The Small Cap Value strategy is designed to capture investment returns in a concentrated market capitalization range of stocks, from approximately $100 million to $1.5 billion. The investment philosophy and process is identical for our traditional products.
Supported by an experienced team of investment professionals, the portfolio managers make judgments about the relative attractiveness of various securities in selecting stocks for the portfolio. This strategy typically will be invested in 55 to 65 stocks. Although the portfolio is built from the bottom up, stock-specific risks, sector weightings and risk/reward characteristics are all taken into account in the portfolio construction process.
Strategy Details
Annual Returns
| Year | Small Cap Value Gross |
Small Cap Value Net |
Russell 2000V |
Russell 2000 |
|---|---|---|---|---|
| 2007 | -2.44 | -3.21 | -9.78 | -1.57 |
| 2006 | 15.31 | 14.58 | 23.48 | 18.37 |
| 2005 | 11.53 | 10.68 | 4.71 | 4.55 |
| 2004 | 19.09 | 18.23 | 22.25 | 18.33 |
| 2003 | 49.58 | 48.43 | 46.03 | 47.25 |
| 2002 | -16.99 | -17.57 | -11.43 | -20.48 |
| 2001 | 27.24 | 26.20 | 14.02 | 2.49 |
| 2000 | 19.46 | 17.98 | 22.83 | -3.02 |
| 1999 | 11.94 | 10.66 | -1.49 | 21.26 |
| 1998 | -11.59 | -12.30 | -6.45 | -2.55 |
| 1997 | 23.11 | 20.32 | 31.78 | 22.36 |
| 1996 | 41.08 | 38.97 | 21.37 | 16.49 |
Annualized Returns
| Small Cap Value Gross |
Small Cap Value Net |
Russell 2000V |
Russell 2000 |
|
|---|---|---|---|---|
| Q1'08 | -3.63 | -3.81 | -6.53 | -9.90 |
| YTD | -3.63 | -3.81 | -6.53 | -9.90 |
| 1 Yr | -8.53 | -9.24 | -16.88 | -13.00 |
| 3 Yr | 7.58 | 6.75 | 4.33 | 5.06 |
| 5 Yr | 17.82 | 16.95 | 15.45 | 14.90 |
| Q1'08 |
  
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|---|---|
| YTD |
|
| 1 Yr |
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| 3 Yr |
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| 5 Yr |
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Small Cap
Value
Gross
Small Cap
Value
Net
Russell
2000V
Russell
2000