FOLIOMETRIX LLC Overview

Foliometrix Llc is an investment advisor that manages 255.9 MM dollars in regulatory AUM and has 13 employees, of which 5 perform investment advisory functions.

The manager's has disclosed holdings from 12/31/14 to 06/30/15. The fund's latest filing disclosed 239MM in positions, representing 93% of the manager's regulatory AUM.

FOLIOMETRIX LLC StockAlpha

+2.3%
Top 25%
0.75yr StockAlpha Register for more...

Fundamental & Technical Factor Exposure

Market Cap Beta Volatility
Momentum (12M) Momentum (6M) Momentum (3M)
Price/Book Price/Earnings Price/Cash Flow
Dividend Yield Sales Growth Earnings Growth
ROE ROA ROC
EBIDTA Margin Debt/Assets Hedge Fund Crowding

FOLIOMETRIX LLC Since Last Filing Return Details

Ticker Size Sector Stock Move StockAlpha Attribution Days to Liquidate Trade Crowdedness
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FOLIOMETRIX LLC Founders and Key Employees

Name Title In Position Since
Dale J. Murphey President & Ceo, Managing Director, Managing Member February-2009
Julie M. Koethe Chief Financial Officer September-2010
Gregory A. Rutherford Managing Director, Managing Member July-2011
Steven J. Wruble Chief Investment Officer April-2013
Emily K. Silva Chief Compliance Officer July-2014

FOLIOMETRIX LLC Brokers, Custodians, Auditors and Administrators

Type Company

FOLIOMETRIX LLC Investment Strategy

Methods of Analysis, Investment Strategies and Risk of Loss

The following section will summarize FolioMetrix’s methods of analysis in formulating investment advice.

Each FolioMetrix portfolio is optimized under the FMx Progressive Portfolio Theory™, an evolution of the Markowitz Modern Portfolio Theory mean-variance optimization (MVO) model. The FMx Progressive Portfolio Theory™ optimization views normal market conditions independently from times of market stress. It assumes that extreme market events can impact the effectiveness of traditional mean-variance optimization. Progressive Portfolio Theory™ MVO emphasizes managing the estimated downside risk in a portfolio and allocates among asset classes to maximize returns while minimizing the probability of breaching a set loss threshold. Optimization is completed at two levels while building the portfolio. Mean
variance optimization is implemented at the strategy level. Those optimized strategies are then c...
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FOLIOMETRIX LLC Portfolio Concentration

FOLIOMETRIX LLC Location

101 S 108TH AVENUE
SUITE 101
OMAHA, Nebraska
UNITED STATES, 68154

FOLIOMETRIX LLC Contact Information

Phone Number: 888-952-4807
Fax Number: 503-867-8933
Website:

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