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.
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.