Investment Strategies / Small Cap Value

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). Currently this strategy is soft-closed to new separate account investors.

  • Inception

    1995

  • Assets Under Management

    $1.3 billion

  • Managers

    Mike Caputo & Brian Harvey

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
2011 -12.59 -13.20 -5.50 -4.18
2010 29.78 28.79 24.50 26.85
2009 30.56 29.57 20.58 27.17
2008 -30.07 -30.61 -28.92 -33.79
2007 -2.44 -3.20 -9.78 -1.57
2006 15.31 14.43 23.48 18.37
2005 11.57 10.71 4.71 4.55
2004 18.95 18.18 22.25 18.33
2003 49.58 48.43 46.03 47.25
2002 -16.98 -17.57 -11.43 -20.48
2001 27.27 26.20 14.03 2.49
2000 19.31 17.98 22.83 -3.02
1999 11.94 10.74 -1.49 21.26
1998 -11.60 -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
Q4'11 11.74 11.61 15.97 15.47
YTD -12.59 -13.20 -5.50 -4.18
1 Yr -12.59 -13.20 -5.50 -4.18
3 Yr 13.98 13.12 12.36 15.63
5 Yr 0.21 -0.56 -1.87 0.15

Important Performance Information