Baseline
Track disclosed holdings with the standard reporting lag and no active reweighting.
AI Summary
Large-cap growth portfolio with strong absolute and risk-adjusted returns, led by concentrated mega-cap technology exposure.
Portfolio Snapshot
Current optimized weights for the selected default session.
| Symbol | Name | Sector | Weight | Diff |
|---|---|---|---|---|
| NVDA | NVIDIA Corporation | Information Technology | 15.61% | 0 |
| AAPL | Apple Inc. | Information Technology | 13.84% | 0 |
| MSFT | Microsoft Corporation | Information Technology | 12.38% | 0 |
| GOOGL | Alphabet Inc. | Communication Services | 6.02% | 0 |
| BRK.A | Berkshire Hathaway Inc. | Financials | 4.61% | 0 |
| META | Meta Platforms, Inc. | Communication Services | 4.57% | 0 |
| JPM | JPMorgan Chase & Co. | Financials | 4.51% | 0 |
| TSLA | Tesla, Inc. | Consumer Discretionary | 4.48% | 0 |
| AMZN | Amazon.com, Inc. | Consumer Discretionary | 4.48% | 0 |
| LLY | Eli Lilly and Company | Health Care | 4.39% | 0 |
| AVGO | Broadcom Inc. | Information Technology | 3.77% | 0 |
| V | Visa Inc. | Financials | 3.05% | 0 |
| XOM | Exxon Mobil Corporation | Energy | 2.61% | 0 |
| JNJ | Johnson & Johnson | Health Care | 2.57% | 0 |
| WMT | Walmart Inc. | Consumer Staples | 2.51% | 0 |
| MA | Mastercard Incorporated | Financials | 2.41% | 0 |
| PLTR | Palantir Technologies Inc. | Information Technology | 2.09% | 0 |
| ABBV | AbbVie Inc. | Health Care | 2.08% | 0 |
| NFLX | Netflix, Inc. | Communication Services | 2.04% | 0 |
| COST | Costco Wholesale Corporation | Consumer Staples | 1.97% | 0 |
Sector Exposure
- Information Technology47.69%
- Financials14.58%
- Communication Services12.63%
- Health Care9.04%
- Consumer Discretionary8.96%
- Consumer Staples4.48%
- Energy2.61%
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 | 24.67% | 4.97% | 1.13 | -21.61% |
| Momentum Screen | 11.49% | -1.99% | 0.58 | -26.44% |
| Basic Value Screen | 4.10% | -4.63% | 0.33 | -12.97% |
| Combo Equal Screen | 34.72% | 12.69% | 1.39 | -22.83% |
Recent Periods
Per-period performance vs benchmark.
| Period | Strategy | Benchmark | Excess | Turnover | Trades |
|---|---|---|---|---|---|
| 2025-01-31 | -3.72% | -2.79% | -0.94 | 1.64 | 20 |
| 2025-02-28 | -7.99% | -6.48% | -1.51 | 2.33 | 20 |
| 2025-03-31 | 0.77% | -0.91% | +1.68 | 12.40 | 21 |
| 2025-04-30 | 7.87% | 6.28% | +1.58 | 1.01 | 20 |
| 2025-05-31 | 4.54% | 3.75% | +0.79 | 1.26 | 20 |
| 2025-06-30 | 3.46% | 2.69% | +0.78 | 6.36 | 21 |
| 2025-07-31 | 1.87% | 2.05% | -0.18 | 1.49 | 20 |
| 2025-08-31 | 5.45% | 3.66% | +1.79 | 1.91 | 20 |
| 2025-09-30 | 3.24% | 2.05% | +1.19 | 10.81 | 21 |
| 2025-10-31 | -0.16% | 0.20% | -0.35 | 1.57 | 20 |
| 2025-11-30 | 0.39% | 0.99% | -0.60 | 1.66 | 20 |
| 2025-12-31 | 0.00% | 0.00% | 0 | 9.12 | 21 |
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 a highly concentrated mega-cap growth portfolio. The top 5 names are 52.46% and the top 10 are 74.89%, led by NVDA at 15.61%, AAPL at 13.84%, and MSFT at 12.38%. Sector-wise, the baseline is 47.69% Information Technology and 12.63% Communication Services, so an investor is effectively making a strong bet on AI, software, and platform leadership. The payoff has been strong with 24.67% annualized return and 4.97 alpha, but that came with beta of 1.11 and a -21.61% max drawdown.
strategyViews.baseline.topHoldingsstrategyViews.baseline.concentrationstrategyViews.baseline.sectorWeightsstrategyViews.baseline.metrics↳ Show how much of the baseline return came from the top 5 names versus the rest of the portfolio.
- baseline13FChat AI
Which recent baseline periods best explain the risk-return trade-off?
The baseline trade-off is best illustrated by the spring drawdown and the rebound that followed. In 2025-02-28 the baseline lost 7.99% versus -6.48% for SPY, then the drawdown deepened into early April, with the drawdown series bottoming near -21.61% on 2025-04-08. But the same concentrated exposure helped in the recovery: 2025-03-31 delivered +1.68% excess return, 2025-04-30 added +1.58%, and 2025-08-31 added +1.79%. That pattern shows the baseline can underperform during sharp de-risking but recover strongly when leadership names reassert themselves.
strategyViews.baseline.periodPerformancestrategyViews.baseline.drawdownSeries↳ Plot the baseline drawdown and excess return by month so I can see when the concentration helped or hurt most.
- baseline13FChat AI
What should a user inspect next before deciding whether the baseline is acceptable?
A user should inspect three things next: concentration, turnover stability, and path dependence. Concentration is obvious from top 5 at 52.46% and top 10 at 74.89%. Turnover is usually low but not always stable: it spiked to 12.40% in 2025-03-31, 10.81% in 2025-09-30, and the initial 2024-10-31 setup was 100.0%, which matters for implementation realism. Finally, the backtest only spans 15 periods, so the 24.67% annualized return and 1.13 Sharpe should be weighed against limited history.
strategyViews.baseline.concentrationstrategyViews.baseline.turnoverSeriesstrategyViews.baseline.metricsstrategyViews.baseline.riskNotes↳ Show me the baseline results excluding the most concentrated periods or highest-turnover months.
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.