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-conviction small-value screen with strong long-run return uplift, but concentrated holdings and weaker risk-adjusted results versus SPY.
Portfolio Snapshot
Current optimized weights for the selected default session.
| Symbol | Name | Sector | Weight | Diff |
|---|---|---|---|---|
| PHM | PulteGroup, Inc. | Consumer Discretionary | 25.00% | +24.91 |
| SNA | Snap-on Incorporated | Industrials | 25.00% | +24.96 |
| WRB | W. R. Berkley Corporation | Financials | 25.00% | +24.86 |
| RNR | RenaissanceRe Holdings Ltd. | Financials | 25.00% | +24.74 |
Sector Exposure
- Financials50.00%
- Consumer Discretionary25.00%
- Industrials25.00%
Weight Changes
Notable position adjustments in the latest snapshot.
- PHMPulteGroup, Inc.25.00% (+24.91)
- SNASnap-on Incorporated25.00% (+24.96)
- WRBW. R. Berkley Corporation25.00% (+24.86)
- RNRRenaissanceRe Holdings Ltd.25.00% (+24.74)
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 | 2.42% | 0.03% | 0.66 | -7.64% |
| Momentum Screen | 14.07% | 0.67% | 0.69 | -40.16% |
| Basic Value Screen | 12.68% | -0.34% | 0.60 | -49.01% |
| Combo Equal Screen | 10.56% | 0.18% | 0.57 | -28.84% |
vs Baseline: Annualized +8.14 · Alpha +0.15 · Sharpe -0.09
Recent Periods
Per-period performance vs benchmark.
| Period | Strategy | Benchmark | Excess | Turnover | Trades |
|---|---|---|---|---|---|
| 2022-12-31 | -0.11% | -0.25% | +0.14 | 73.75 | 8 |
| 2023-03-31 | 12.90% | 7.90% | +5.00 | 29.36 | 7 |
| 2023-06-30 | -7.11% | -1.77% | -5.34 | 50.04 | 9 |
| 2023-09-30 | 8.77% | 10.11% | -1.34 | 70.71 | 10 |
| 2023-12-31 | 14.94% | 4.96% | +9.98 | 72.82 | 11 |
| 2024-03-31 | -1.55% | 2.31% | -3.87 | 53.83 | 12 |
| 2024-06-30 | 10.53% | 9.83% | +0.71 | 22.70 | 10 |
| 2024-09-30 | -7.29% | 2.76% | -10.05 | 85.90 | 11 |
| 2024-12-31 | -1.27% | -3.63% | +2.35 | 60.36 | 7 |
| 2025-03-31 | 10.36% | 9.22% | +1.14 | 49.59 | 6 |
| 2025-06-30 | 2.70% | 4.20% | -1.50 | 85.78 | 8 |
| 2025-09-30 | -1.83% | 1.49% | -3.32 | 115.18 | 7 |
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?
Combo Equal Screen changes the structure by selecting PHM 25.00%, SNA 25.00%, WRB 25.00%, RNR 25.00% and equal-weighting or partially equal-weighting the chosen names. That produces top 5 100.00%, top 10 100.00%, top 20 100.00% and sector exposure of Financials 50.00%, Consumer Discretionary 25.00%, Industrials 25.00%. Compared with Baseline, this is less about copying manager conviction and more about testing whether a cleaner rules-based basket improves the disclosed idea set.
strategyViews.combo-equal-screen.topHoldingsstrategyViews.combo-equal-screen.concentrationstrategyViews.combo-equal-screen.sectorWeights↳ Compare combo weights with Baseline weights and identify the largest reallocations.
- combo13FChat AI
Was the combo screen's result driven more by stock selection or by weight redistribution?
The combo result appears to be a mix of stock selection and weight redistribution. It selected PHM 25.00%, SNA 25.00%, WRB 25.00%, RNR 25.00% and delivered return 10.56%, alpha 0.18%, beta 0.87, Sharpe 0.57, Sortino 0.80, max drawdown -28.84%. Versus Baseline, annualized return changed by 8.14% and Sharpe by -0.09. My interpretation: it boosts return but with risk trade-offs, and the selected-name list is the first place to check whether the improvement came from better stocks or simply different sizing.
strategyViews.combo-equal-screen.topHoldingsstrategyViews.combo-equal-screen.metricsstrategyViews.baseline.metrics↳ Separate the combo result into selected names, weight changes, and return contribution.
- combo13FChat AI
What trade-off should a user understand before choosing the combo equal-weight screen?
The trade-off is that Combo Equal Screen may smooth or improve the original portfolio, but it can also discard meaningful manager sizing. The best period was 2023-12-31 (14.94% vs SPY 4.96%, excess 9.98%, turnover 72.82%) and the weakest was 2024-09-30 (-7.29% vs SPY 2.76%, excess -10.05%, turnover 85.90%). With max drawdown -28.84% and Sharpe 0.57, the screen should be chosen only if the user prefers this rules-based basket over the original concentration pattern.
strategyViews.combo-equal-screen.periodPerformancestrategyViews.combo-equal-screen.metrics↳ Decide whether the combo screen is preferable after reviewing drawdown, Sharpe, and period-level excess return.
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.