Combo Equal Screen
Filter for large-cap, quality, and low-leverage holdings, rank by composite quality/value/size score, keep the top 20 names, and equal-weight the selected names.
AI Summary
High-return small-value screen with improved risk-adjusted results, but current holdings are fully concentrated in a single consumer name.
Portfolio Snapshot
Current optimized weights for the selected default session.
| Symbol | Name | Sector | Weight | Diff |
|---|---|---|---|---|
| LULU | lululemon athletica inc. | Consumer Discretionary | 100.00% | +62.53 |
Sector Exposure
- Consumer Discretionary100.00%
Weight Changes
Notable position adjustments in the latest snapshot.
- LULUlululemon athletica inc.100.00% (+62.53)
Performance vs Benchmark
Strategy NAV vs benchmark — hover for exact values.
Alpha Trend
Excess return vs benchmark over time.
Drawdown Trend
Underwater curve and peak drawdown marker.
Turnover Trend
Per-period turnover with average reference.
Strategy Comparison
All four default strategies side-by-side.
| Strategy | Annualized | Alpha | Sharpe | Max DD |
|---|---|---|---|---|
| Baseline | 21.39% | 20.83% | 0.63 | -66.35% |
| Momentum Screen | 22.74% | 27.41% | 0.61 | -77.28% |
| Basic Value Screen | 12.00% | 21.94% | 0.48 | -86.78% |
| Combo Equal Screen | 20.19% | 10.33% | 0.77 | -47.73% |
vs Baseline: Annualized -1.20 · Alpha -10.49 · Sharpe +0.14
Recent Periods
Per-period performance vs benchmark.
| Period | Strategy | Benchmark | Excess | Turnover | Trades |
|---|---|---|---|---|---|
| 2022-12-31 | -12.54% | -0.25% | -12.29 | 58.60 | 5 |
| 2023-03-31 | 9.76% | 7.90% | +1.86 | 136.98 | 5 |
| 2023-06-30 | -27.97% | -1.77% | -26.21 | 200.18 | 2 |
| 2023-09-30 | -1.56% | 10.11% | -11.67 | 133.76 | 4 |
| 2023-12-31 | 16.75% | 4.96% | +11.79 | 132.82 | 4 |
| 2024-03-31 | 20.04% | 2.31% | +17.72 | 200.17 | 2 |
| 2024-06-30 | -8.85% | 9.83% | -18.67 | 200.25 | 2 |
| 2024-09-30 | 6.70% | 2.76% | +3.94 | 125.33 | 4 |
| 2024-12-31 | -2.49% | -3.63% | +1.13 | 45.47 | 7 |
| 2025-03-31 | 49.72% | 9.22% | +40.50 | 140.94 | 7 |
| 2025-06-30 | 5.03% | 4.20% | +0.83 | 200.14 | 3 |
| 2025-09-30 | 21.79% | 1.49% | +20.31 | 119.28 | 2 |
Strategy Q&A
Pre-generated questions and answers about this strategy.
- combo13FChat AI
How did the combo equal-weight screen change portfolio structure versus the baseline?
Despite the equal-weight design in its intent, the latest combo screen is far more concentrated than the baseline in practice. The baseline held MOH 39.11%, LULU 37.47%, and SLM 23.42%, while the combo screen currently holds only LULU at 100.0%, a +62.53 point active overweight versus baseline. Sector exposure shifts from three sectors in the baseline view—Health Care 39.11%, Consumer Discretionary 37.47%, Financials 23.42%—to 100.0% Consumer Discretionary. So versus baseline, the combo result did not diversify the current portfolio; it collapsed it into one surviving name.
strategyViews.combo-equal-screen.topHoldingsstrategyViews.combo-equal-screen.sectorWeightsstrategyViews.combo-equal-screen.latestChangesstrategyViews.baseline.topHoldingsstrategyViews.baseline.sectorWeights↳ Show me the combo screen’s historical number of holdings by rebalance date to see when it became this concentrated.
- combo13FChat AI
Was the combo screen's result driven more by stock selection or by weight redistribution?
The current snapshot suggests the result was driven more by stock selection than by equal-weight redistribution. The combo artifact’s latest holdings show only one surviving name—LULU at 100.0%—rather than a broader equal-weight basket. That means the dominant active bet is not a modest reweight of baseline names; it is the complete removal of MOH and SLM from the latest combo portfolio. The performance metrics reinforce that this selection process changed the portfolio meaningfully: total return was 485.02 with better Sharpe at 0.77 and max drawdown reduced to -47.73, even though alpha fell to 10.33 from the baseline’s 20.83.
strategyViews.combo-equal-screen.topHoldingsstrategyViews.combo-equal-screen.latestChangesstrategyViews.combo-equal-screen.metrics.totalReturnstrategyViews.combo-equal-screen.metrics.sharpestrategyViews.combo-equal-screen.metrics.maxDrawdownstrategyViews.combo-equal-screen.metrics.alphastrategyViews.baseline.metrics.alpha↳ Quantify how much of the combo screen’s improvement came from excluding MOH and SLM versus changing position weights.
- combo13FChat AI
What trade-off should a user understand before choosing the combo equal-weight screen?
The key trade-off is better risk-adjusted performance historically, but with a current portfolio that is still fully concentrated in one name. Versus baseline, combo annualized return slipped from 21.39% to 20.19% and total return fell from 543.82 to 485.02, while alpha dropped from 20.83 to 10.33. But Sharpe improved from 0.63 to 0.77, Sortino rose from 0.87 to 1.05, and max drawdown improved materially from -66.35% to -47.73%. The catch is that the latest combo holdings are still 100.0% in LULU, so the historical diversification benefits are not visible in the current snapshot. A user choosing combo is effectively trading some upside and alpha for a smoother backtest, but still accepting single-name risk today.
strategyViews.combo-equal-screen.metrics.annualizedReturnstrategyViews.baseline.metrics.annualizedReturnstrategyViews.combo-equal-screen.metrics.totalReturnstrategyViews.baseline.metrics.totalReturnstrategyViews.combo-equal-screen.metrics.alphastrategyViews.baseline.metrics.alphastrategyViews.combo-equal-screen.metrics.sharpestrategyViews.baseline.metrics.sharpestrategyViews.combo-equal-screen.metrics.sortinostrategyViews.baseline.metrics.sortinostrategyViews.combo-equal-screen.metrics.maxDrawdownstrategyViews.baseline.metrics.maxDrawdownstrategyViews.combo-equal-screen.topHoldings↳ Compare the combo and baseline screens during major selloffs to see whether the drawdown improvement was broad or concentrated in a few episodes.
استراتيجيات أخرى لهذا الصندوق
الخط الأساسي
Track disclosed holdings with the standard reporting lag and no active reweighting.
فلتر الزخم
Select holdings by historically observable momentum, targeting roughly one quarter of each period's original member count and no more than 20 names; when a period has over 100 members, pre-rank to the top 50 first.
فلتر القيمة الأساسي
Select holdings using PE, PB, P/FCF, and EV/EBITDA, targeting roughly one quarter of each period's original member count and no more than 20 names; when a period has over 100 members, pre-rank to the top 50 first.