Despite being a broader portfolio tracking a more widely followed benchmark, its small asset base provides a shallow market for its shares.

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So these managers eschew the passive approach to tracking an index in favor of a semi-active approach to portfolio management.

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We added the Greenblatt portfolio to our site in January of 2009, but have been tracking its performance internally for several years, and its underlying model has factored into our Hot List selections for the past three years or so.

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