Suppose that a smart beta equity fund's betas based on CAPM, Fama$-$French, and Carhart models are given as follows:

Which of the following statements is correct regarding the portfolio allocation of the fund?

A$.$ The fund's portfolio has a tilt towards stocks with low market valuations compared to firm fundamentals.

B$.$ The fund's portfolio has a tilt towards growth stocks that rank high in past year's returns.

C$.$ The fund's portfolio has a tilt towards large stocks that rank low in past year's returns.

D$.$ The fund's returns are negatively correlated with the market return.