Large Cap Core – Sky Alpha

Large Cap Core Model

Summary

The Large Cap Core Model (the "LCC Model") seeks to deliver superior risk-adjusted returns over the S&P 500 Index with a concentrated portfolio of 20-35 holdings with exposure to each market sector. The primary investment objective of the LCC Model is capital appreciation. Large Cap Core strategies primarily invest in stocks of U.S. companies that are components of major indices like the S&P 500. These companies are generally well-established, financially stable, and have a significant presence in their respective industries.

Methodology

Large Cap Core investing is a well-known investment strategy that focuses on stocks of large-capitalization companies, typically those with a market capitalization of $10 billion or more. This approach aims to balance growth and value, seeking long-term capital appreciation through a diversified portfolio of established, high-quality businesses. We utilize a multi-factor investment process that combines quantitative analysis, fundamental research, and relative strength to construct a portfolio designed to deliver excess risk-adjusted returns compared to its benchmark. Stocks are screened to identify the "best-of-breed" within each market sector.