SLYGs portfolio consists of US small-cap equities having strong growth characteristics measured by sales growth, earnings change to price ratio, and momentum. In addition, the indexs constituents are also screened for liquidity based on annual traded value ratio and number of shares traded, while at the same time considering the free float percentage, and positive earnings reported by the company for the previous four consecutive quarters. The fund may invest in securities of companies across various sectors. Holdings are weighted by market capitalization, with annual rebalance.
