A Core small cap portfolio that utilizes the Gamma Multi Factor Model to rank U.S. large-cap stocks (with market capitalization of 4.5 billion to 1 billion in market capitalization). Security holding weights are based upon attractiveness of investments, The Gamma Multi Factor Model ranks the universe of stocks based upon three specific sectors, 1) Value Factors, 2) Growth Factors, and 3) Stability of Earnings.
