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About ENDURANCE
Management Team
Investment Approach
Quantitative Process
Qualitative Process
Portfolio Construction
Supporting Research
Portfolio Characteristic
Performance
Holdings
Quarterly Writeups
Fees
Office Location

As of 09/30/2009
 

Sector Weights
Russell Sectors are used

 

 

 Portfolio and Benchmark Characteristics as of 9/30/09
 

Sector Weights

Sectors

 SmallCap Core Portfolio

 Russell 2000 Index
Auto & Transportation 1.66% 3.71%
Consumer Discretionary 11.27% 17.01%
Consumer Staples 0.87% 2.39%
Energy 6.14% 4.43%
Financial Services 13.81% 21.53%
Health Care 21.95% 13.88%
Materials & Processing 12.26% 8.64%
Producer Durables 11.00% 8.03%
Technology 17.73% 15.57%
Utilities 3.31% 4.39%
Cash and Other 0.00% 0.42%
Total 100.00% 100.00%

Characteristics

 Characteristics

 SmallCap Core Portfolio

 Russell 2000 Index
P/E Ratio 14.8 17.71
P/B Ratio 1.79 1.72
Beta 0.96 1.00
Avg. Market Cap. 1.35 Bil. 0.92 bil.
Median Market Cap. 1.11 Bil. 0.39 bil.
Avg. Dividend Yield 1.07 1.23
3 Yr Annualized Standard Deviation 25.84 26.50

 

 

 

 

 
 
Copyright 2009 ENDURANCE Investment Management, LLC All rights reserved

ENDURANCE Investment Management LLC is a registered investment advisor.

 

Nothing in the contents of this site should be construed as a solicitation or recommendation. Opinions expressed are on a general basis and should not be relied upon as a guide for investment. The past may not be a guide to future performance.