Baseline
Track disclosed holdings with the standard reporting lag and no active reweighting.
AI Summary
Highly concentrated large-value portfolio with modest absolute returns, lower market sensitivity, and uneven benchmark-relative results.
Portfolio Snapshot
Current optimized weights for the selected default session.
| Symbol | Name | Sector | Weight | Diff |
|---|---|---|---|---|
| GPI | Group 1 Automotive, Inc. | Consumer Discretionary | 31.40% | 0 |
| EQH | Equitable Holdings, Inc. | Financials | 28.11% | 0 |
| LAD | Lithia Motors, Inc. | Consumer Discretionary | 18.67% | 0 |
| BUR | Burford Capital Limited | Financials | 15.22% | 0 |
| SDHC | Smith Douglas Homes Corp. | Consumer Discretionary | 3.37% | 0 |
| RMNI | Rimini Street, Inc. | Information Technology | 3.23% | 0 |
Sector Exposure
- Consumer Discretionary53.44%
- Financials43.33%
- Information Technology3.23%
Weight Changes
Notable position adjustments in the latest snapshot.
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 | 7.80% | 0.43% | 0.53 | -23.60% |
| Momentum Screen | 24.18% | 12.06% | 0.86 | -37.18% |
| Basic Value Screen | 21.43% | 6.77% | 0.68 | -61.17% |
| Combo Equal Screen | 8.10% | 1.59% | 0.46 | -26.80% |
Recent Periods
Per-period performance vs benchmark.
| Period | Strategy | Benchmark | Excess | Turnover | Trades |
|---|---|---|---|---|---|
| 2022-12-31 | -1.64% | -0.25% | -1.38 | 13.21 | 3 |
| 2023-03-31 | 8.76% | 7.90% | +0.85 | 15.27 | 3 |
| 2023-06-30 | -1.53% | -1.77% | +0.23 | 20.53 | 3 |
| 2023-09-30 | 5.01% | 10.11% | -5.09 | 3.41 | 2 |
| 2023-12-31 | 5.19% | 4.96% | +0.23 | 2.97 | 1 |
| 2024-03-31 | -1.23% | 2.31% | -3.54 | 2.67 | 1 |
| 2024-06-30 | 6.37% | 9.83% | -3.46 | 1.16 | 1 |
| 2024-09-30 | 3.36% | 2.76% | +0.60 | 6.70 | 1 |
| 2024-12-31 | -0.81% | -3.63% | +2.81 | 1.81 | 1 |
| 2025-03-31 | 1.07% | 9.22% | -8.15 | 5.70 | 1 |
| 2025-06-30 | -5.35% | 4.20% | -9.55 | 2.13 | 1 |
| 2025-09-30 | 1.83% | 1.49% | +0.34 | 1.21 | 1 |
Strategy Q&A
Pre-generated questions and answers about this strategy.
- baseline13FChat AI
What does directly following the disclosed baseline portfolio expose an investor to?
Directly following the baseline means accepting very high concentration in a small set of cyclical and financial names. The baseline top 5 holdings are 96.77% of the portfolio, with GPI at 31.4%, EQH at 28.11%, LAD at 18.67%, BUR at 15.22%, and SDHC at 3.37%. Sector exposure is similarly concentrated: Consumer Discretionary is 53.44%, Financials 43.33%, and Information Technology only 3.23%. The upside is differentiated market exposure, with beta of 0.6 and positive alpha of 0.43, but the structure makes outcomes heavily dependent on a handful of holdings after a reporting lag.
strategyViews.baseline.concentration.top5strategyViews.baseline.topHoldings.symbolstrategyViews.baseline.topHoldings.weightstrategyViews.baseline.sectorWeights.sectorstrategyViews.baseline.sectorWeights.weightstrategyViews.baseline.metrics.betastrategyViews.baseline.metrics.alphastrategyViews.baseline.riskNotes↳ Map the baseline top holdings into cyclical, financial, and tech buckets and estimate which bucket drives most of the portfolio risk.
- baseline13FChat AI
Which recent baseline periods best explain the risk-return trade-off?
The recent baseline periods that best show the trade-off are 2024-12-31, 2025-03-31, and 2025-06-30. In 2024-12-31 the baseline lost only -0.81% while SPY lost -3.63%, producing +2.81% excess return, which highlights downside resilience. But in 2025-03-31 the portfolio returned 1.07% versus SPY’s 9.22% for -8.15% excess, and in 2025-06-30 it lost -5.35% while SPY gained 4.2%, a -9.55% excess gap. Those periods capture the pattern of lower-beta protection in some drawdowns but weak participation in stronger benchmark rallies.
strategyViews.baseline.periodPerformance.periodIdstrategyViews.baseline.periodPerformance.optimizedReturnstrategyViews.baseline.periodPerformance.benchmarkReturnstrategyViews.baseline.periodPerformance.optimizedExcessstrategyViews.baseline.metrics.beta↳ Plot the baseline’s worst excess-return quarters against turnover and concentration to see whether misses came from stale holdings or stock selection.
- baseline13FChat AI
What should a user inspect next before deciding whether the baseline is acceptable?
Before accepting the baseline, a user should inspect concentration stability, turnover spikes, and filing-lag sensitivity. Concentration is extreme, with top5 at 96.77%, so even small thesis breaks in GPI, EQH, LAD, or BUR can materially change outcomes. Turnover is not always low: the turnoverSeries hit 70.33 in 2019-12-31, 38.49 in 2022-03-31, and 20.53 in 2023-06-30, which means live implementation may differ from a static 13F copy. The artifact also warns that the backtest covers only 24 periods and that positions may be stale by effective trade dates, so checking holding-level change timing is essential.
strategyViews.baseline.concentration.top5strategyViews.baseline.topHoldings.symbolstrategyViews.baseline.turnoverSeries.datestrategyViews.baseline.turnoverSeries.valuestrategyViews.baseline.riskNotes↳ Show me the baseline holdings and turnover for the quarters with the biggest implementation risk from filing lag.
Weitere Strategien für diesen Fonds
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.
Kombinations-Gleichgewichtung
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.