Gulaq Smallcap

Small-cap stocks: companies ranked 251st to 500th by market capitalization.

The portfolio construction process is driven by proprietary, rule-based algorithms developed by the Estee team. These algorithms run monthly to evaluate and select or reject individual stocks based solely on quantitative parameters, ensuring precision and objectivity in stock selection.

This strategy uses market data as input to identify investible mid-cap stocks through a robust combination of technical, fundamental, and macroeconomic factors. Investments are made in top-ranked stocks based on these factors, and capital is systematically allocated to optimize portfolio for risk-adjusted returns. The portfolio undergoes regular re-evaluation and rebalancing.

Stock weights within the portfolio are determined based on factor scores

This smallcase has a monthly rebalance schedule. Once every month, the research team reviews this smallcase and realign the weights with the selected asset allocation strategy for the next month

Gulaq Smallcap Quant

A concentrated portfolio of 15-20 high-growth small-cap stocks.

Gulaq Smallcap Quant

Overview

Stocks & Weights

At a Glance

Holdings Distribution