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
Combo Equal Screen's latest 13F is mainly driven by high-weight positions such as NEM, DECK, EME, with sector exposure concentrated in Industrials, Health Care, Consumer Discretionary. The portfolio appears concentrated and follows a low disclosure-frequency cadence.
Portfolio Snapshot
Current optimized weights for the selected default session.
| Symbol | Name | Sector | Weight | Diff |
|---|---|---|---|---|
| NEM | Newmont Corporation | Materials | 5.00% | +4.80 |
| DECK | Deckers Outdoor Corporation | Consumer Discretionary | 5.00% | +4.97 |
| EME | EMCOR Group, Inc. | Industrials | 5.00% | +4.95 |
| FAST | Fastenal Company | Industrials | 5.00% | +4.92 |
| GOOGL | Alphabet Inc. | Communication Services | 5.00% | +2.42 |
| META | Meta Platforms, Inc. | Communication Services | 5.00% | +2.46 |
| LULU | lululemon athletica inc. | Consumer Discretionary | 5.00% | +4.96 |
| UBER | Uber Technologies, Inc. | Industrials | 5.00% | +4.70 |
| MSFT | Microsoft Corporation | Information Technology | 5.00% | -1.35 |
| NVDA | NVIDIA Corporation | Information Technology | 5.00% | -3.01 |
| EXPD | Expeditors International of Washington, Inc. | Industrials | 5.00% | +4.97 |
| PGR | The Progressive Corporation | Financials | 5.00% | +4.76 |
| ANET | Arista Networks, Inc. | Information Technology | 5.00% | +4.76 |
| NVR | NVR, Inc. | Consumer Discretionary | 5.00% | +4.96 |
| LRCX | Lam Research Corporation | Information Technology | 5.00% | +4.62 |
| COST | Costco Wholesale Corporation | Consumer Staples | 5.00% | +4.33 |
| FIX | Comfort Systems USA, Inc. | Industrials | 5.00% | +4.94 |
| ALL | The Allstate Corporation | Financials | 5.00% | +4.91 |
| ACN | Accenture plc | Information Technology | 5.00% | +4.71 |
| AMAT | Applied Materials, Inc. | Information Technology | 5.00% | +4.64 |
Sector Exposure
- Information Technology30.00%
- Industrials25.00%
- Consumer Discretionary15.00%
- Communication Services10.00%
- Financials10.00%
- Materials5.00%
- Consumer Staples5.00%
Weight Changes
Notable position adjustments in the latest snapshot.
- NEMNewmont Corporation5.00% (+4.80)
- DECKDeckers Outdoor Corporation5.00% (+4.97)
- EMEEMCOR Group, Inc.5.00% (+4.95)
- FASTFastenal Company5.00% (+4.92)
- GOOGLAlphabet Inc.5.00% (+2.42)
- METAMeta Platforms, Inc.5.00% (+2.46)
- LULUlululemon athletica inc.5.00% (+4.96)
- UBERUber Technologies, Inc.5.00% (+4.70)
- MSFTMicrosoft Corporation5.00% (-1.35)
- NVDANVIDIA Corporation5.00% (-3.01)
- EXPDExpeditors International of Washington, Inc.5.00% (+4.97)
- PGRThe Progressive Corporation5.00% (+4.76)
- ANETArista Networks, Inc.5.00% (+4.76)
- NVRNVR, Inc.5.00% (+4.96)
- LRCXLam Research Corporation5.00% (+4.62)
- COSTCostco Wholesale Corporation5.00% (+4.33)
- FIXComfort Systems USA, Inc.5.00% (+4.94)
- ALLThe Allstate Corporation5.00% (+4.91)
- ACNAccenture plc5.00% (+4.71)
- AMATApplied Materials, Inc.5.00% (+4.64)
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 | 19.10% | 0.15% | 1.24 | -18.86% |
| Momentum Screen | 19.25% | 0.12% | 1.06 | -22.18% |
| Basic Value Screen | 3.57% | -8.05% | 0.30 | -18.43% |
| Combo Equal Screen | 14.97% | -5.21% | 0.83 | -22.99% |
vs Baseline: Annualized -4.14 · Alpha -5.35 · Sharpe -0.41
Recent Periods
Per-period performance vs benchmark.
| Period | Strategy | Benchmark | Excess | Turnover | Trades |
|---|---|---|---|---|---|
| 2025-01-31 | -4.48% | -2.79% | -1.69 | 4.60 | 20 |
| 2025-02-28 | -7.02% | -6.48% | -0.53 | 18.38 | 21 |
| 2025-03-31 | -0.75% | -0.91% | +0.16 | 27.12 | 22 |
| 2025-04-30 | 5.98% | 6.28% | -0.31 | 3.93 | 20 |
| 2025-05-31 | 3.19% | 3.75% | -0.55 | 7.07 | 20 |
| 2025-06-30 | 1.29% | 2.69% | -1.40 | 37.56 | 23 |
| 2025-07-31 | 3.32% | 2.05% | +1.27 | 7.18 | 20 |
| 2025-08-31 | 3.45% | 3.66% | -0.20 | 6.22 | 20 |
| 2025-09-30 | -0.22% | 2.05% | -2.27 | 36.50 | 23 |
| 2025-10-31 | 1.75% | 0.20% | +1.56 | 19.77 | 21 |
| 2025-11-30 | 3.64% | 0.99% | +2.65 | 18.99 | 21 |
| 2025-12-31 | 0.00% | 0.00% | 0 | 24.12 | 22 |
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?
The combo equal-weight screen radically changed structure by replacing a cap-weighted top-heavy baseline with 20 equal-weight positions at 5% each. In the combo screen, top 5 are exactly 25.0%, top 10 are 50.0%, and top 20 are 100.0%, versus the baseline’s top 5 at 28.30% and top 10 at 38.83%. It also spread exposure across selected names such as NEM, DECK, EME, FAST, GOOGL, META, UBER, MSFT, NVDA, and COST, each at 5.0%. Sector weights became Information Technology 30%, Industrials 25%, Consumer Discretionary 15%, Communication Services 10%, and Financials 10%, which is more balanced by security weight but introduces much larger active overweights in previously tiny names.
strategyViews.combo-equal-screen.topHoldingsstrategyViews.combo-equal-screen.concentrationstrategyViews.combo-equal-screen.sectorWeightsstrategyViews.baseline.concentration↳ Ask which baseline small positions became the largest active bets after equal weighting.
- combo13FChat AI
Was the combo screen's result driven more by stock selection or by weight redistribution?
The result looks driven more by weight redistribution than by simply keeping the same best names. Equal weighting cut dominant baseline leaders like NVDA from 8.01% to 5.0% and MSFT from 6.35% to 5.0%, while massively lifting small original positions such as DECK from 0.03% to 5.0%, EME from 0.05% to 5.0%, FAST from 0.08% to 5.0%, FIX from 0.06% to 5.0%, and ALL from 0.09% to 5.0%. Those weightDiff figures show that the strategy’s active outcome came largely from redistributing capital into smaller qualifying holdings. The performance profile supports that interpretation: total return fell to 49.95% from the baseline’s 66.16%, even though the portfolio still held some familiar quality names like GOOGL, META, MSFT, NVDA, ACN, and AMAT.
strategyViews.combo-equal-screen.topHoldingsstrategyViews.combo-equal-screen.metricsstrategyViews.baseline.metrics↳ Ask for a decomposition of combo performance into names it kept from baseline versus names it promoted from tiny original weights.
- combo13FChat AI
What trade-off should a user understand before choosing the combo equal-weight screen?
The key trade-off is that equal weighting reduces single-name dominance from the very largest mega-caps, but it also creates many aggressive active bets in names that were tiny in the original portfolio and still does not improve risk-adjusted performance enough. Compared with baseline, annualized return drops from 19.10% to 14.97%, alpha falls from +0.15 to -5.21, Sharpe drops from 1.24 to 0.83, and max drawdown worsens from -18.86% to -22.99%. At the same time, implementation remains meaningful with totalEstimatedCost 1.3543 and turnover spikes such as 37.56 in 2025-06 and 36.50 in 2025-09. So the user is giving up return quality and taking higher drawdown in exchange for a more equal-weighted, more actively differentiated portfolio.
strategyViews.combo-equal-screen.metricsstrategyViews.combo-equal-screen.metricDeltastrategyViews.combo-equal-screen.turnoverSeriesstrategyViews.baseline.metrics↳ Ask whether the combo screen’s broader equal-weight structure improved diversification enough to justify its lower alpha and deeper drawdown.
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.