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
Equal-weight screen delivered higher absolute returns than the original plan, but with materially higher risk and deeper drawdowns.
Portfolio Snapshot
Current optimized weights for the selected default session.
| Symbol | Name | Sector | Weight | Diff |
|---|---|---|---|---|
| PLTR | Palantir Technologies Inc. | Information Technology | 5.56% | +1.61 |
| TER | Teradyne, Inc. | Information Technology | 5.56% | +2.42 |
| AMZN | Amazon.com, Inc. | Consumer Discretionary | 5.56% | +3.63 |
| NVDA | NVIDIA Corporation | Information Technology | 5.56% | +3.95 |
| GOOGL | Alphabet Inc. | Communication Services | 5.56% | +4.38 |
| META | Meta Platforms, Inc. | Communication Services | 5.56% | +4.20 |
| ABNB | Airbnb, Inc. | Consumer Discretionary | 5.56% | +4.64 |
| TTD | The Trade Desk, Inc. | Communication Services | 5.56% | +4.79 |
| INCY | Incyte Corporation | Health Care | 5.56% | +5.46 |
| INTU | Intuit Inc. | Information Technology | 5.56% | +5.49 |
| HEI | HEICO Corporation | Industrials | 5.56% | +5.51 |
| VRTX | Vertex Pharmaceuticals Incorporated | Health Care | 5.56% | +5.47 |
| CRS | Carpenter Technology Corporation | Industrials | 5.56% | +5.55 |
| ALGN | Align Technology, Inc. | Health Care | 5.56% | +5.55 |
| PTC | PTC Inc. | Information Technology | 5.56% | +5.53 |
| MSFT | Microsoft Corporation | Information Technology | 5.56% | +5.53 |
| GRMN | Garmin Ltd. | Consumer Discretionary | 5.56% | +5.50 |
| ISRG | Intuitive Surgical, Inc. | Health Care | 5.56% | +5.36 |
Sector Exposure
- Information Technology33.36%
- Health Care22.24%
- Consumer Discretionary16.68%
- Communication Services16.68%
- Industrials11.12%
Weight Changes
Notable position adjustments in the latest snapshot.
- PLTRPalantir Technologies Inc.5.56% (+1.61)
- TERTeradyne, Inc.5.56% (+2.42)
- AMZNAmazon.com, Inc.5.56% (+3.63)
- NVDANVIDIA Corporation5.56% (+3.95)
- GOOGLAlphabet Inc.5.56% (+4.38)
- METAMeta Platforms, Inc.5.56% (+4.20)
- ABNBAirbnb, Inc.5.56% (+4.64)
- TTDThe Trade Desk, Inc.5.56% (+4.79)
- INCYIncyte Corporation5.56% (+5.46)
- INTUIntuit Inc.5.56% (+5.49)
- HEIHEICO Corporation5.56% (+5.51)
- VRTXVertex Pharmaceuticals Incorporated5.56% (+5.47)
- CRSCarpenter Technology Corporation5.56% (+5.55)
- ALGNAlign Technology, Inc.5.56% (+5.55)
- PTCPTC Inc.5.56% (+5.53)
- MSFTMicrosoft Corporation5.56% (+5.53)
- GRMNGarmin Ltd.5.56% (+5.50)
- ISRGIntuitive Surgical, Inc.5.56% (+5.36)
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 | 16.25% | 7.86% | 1.12 | -22.24% |
| Momentum Screen | 32.69% | 14.49% | 1.09 | -40.38% |
| Basic Value Screen | 18.35% | 4.60% | 0.82 | -36.24% |
| Combo Equal Screen | 18.31% | 3.42% | 0.83 | -37.02% |
vs Baseline: Annualized +2.06 · Alpha -4.45 · Sharpe -0.28
Recent Periods
Per-period performance vs benchmark.
| Period | Strategy | Benchmark | Excess | Turnover | Trades |
|---|---|---|---|---|---|
| 2022-12-31 | -3.46% | -0.25% | -3.21 | 17.45 | 15 |
| 2023-03-31 | 6.88% | 7.90% | -1.02 | 28.14 | 14 |
| 2023-06-30 | 4.46% | -1.77% | +6.23 | 36.06 | 14 |
| 2023-09-30 | 12.33% | 10.11% | +2.22 | 17.64 | 13 |
| 2023-12-31 | 5.75% | 4.96% | +0.79 | 18.23 | 14 |
| 2024-03-31 | 5.01% | 2.31% | +2.70 | 35.32 | 17 |
| 2024-06-30 | 10.31% | 9.83% | +0.48 | 33.52 | 19 |
| 2024-09-30 | 1.20% | 2.76% | -1.56 | 21.08 | 17 |
| 2024-12-31 | -5.75% | -3.63% | -2.12 | 27.45 | 18 |
| 2025-03-31 | 6.64% | 9.22% | -2.58 | 26.01 | 18 |
| 2025-06-30 | 5.56% | 4.20% | +1.36 | 55.67 | 21 |
| 2025-09-30 | 0.80% | 1.49% | -0.68 | 20.74 | 20 |
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 PLTR 5.56%, TER 5.56%, AMZN 5.56%, NVDA 5.56%, GOOGL 5.56%, META 5.56%, ABNB 5.56%, TTD 5.56% and equal-weighting or partially equal-weighting the chosen names. That produces top 5 27.80%, top 10 55.60%, top 20 100.08% and sector exposure of Information Technology 33.36%, Health Care 22.24%, Consumer Discretionary 16.68%, Communication Services 16.68%. 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 PLTR 5.56%, TER 5.56%, AMZN 5.56%, NVDA 5.56%, GOOGL 5.56%, META 5.56% and delivered return 18.31%, alpha 3.42%, beta 1.15, Sharpe 0.83, Sortino 1.11, max drawdown -37.02%. Versus Baseline, annualized return changed by 2.06% and Sharpe by -0.29. 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 2023-06-30 (4.46% vs SPY -1.77%, excess 6.23%, turnover 36.06%) and the weakest was 2022-12-31 (-3.46% vs SPY -0.25%, excess -3.21%, turnover 17.45%). With max drawdown -37.02% and Sharpe 0.83, 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.
Weitere Strategien für diesen Fonds
Basisstrategie
Track disclosed holdings with the standard reporting lag and no active reweighting.
Momentum-Screening
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.
Basis-Value-Screening
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.