ValueAct Capital Management, L.P. 13F holdings and portfolio analysis

BereitValueAct Capital Management, L.P. · ValueAct Capital

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Baseline

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Baselinetested
Strategie-Q&A-Referenz3 Referenz-Q&A

Vorbereitete Q&A zu diesem Fonds. Als Referenzkontext für Ihre eigene Analyse verwenden.

baseline13FChat AI
What does directly following the disclosed baseline portfolio expose an investor to?

Following Baseline means accepting the manager's disclosed sizing almost directly. Here that means high concentration in a short list of holdings: top 5 56.98%, top 10 91.88%, top 20 100.02%, with CRM 11.98%, AMZN 11.82%, RKT 11.51%, BLK 11.23%, META 10.44%, V 9.09%. The baseline result is return 13.29%, alpha 0.05%, beta 1.06, Sharpe 0.67, Sortino 0.86, max drawdown -42.37%. That is the right reference case, but it is not automatically the safest case because the largest names and sector mix (Financials 36.13%, Communication Services 24.81%, Information Technology 20.89%, Consumer Discretionary 14.03%) still dominate the realized path.

↳Compare Baseline concentration and drawdown with each screen.
baseline13FChat AI
Which recent baseline periods best explain the risk-return trade-off?

The period rows show the character of the baseline. The strongest relative period was 2024-06-30 (25.79% vs SPY 9.83%, excess 15.96%, turnover 40.13%); the weakest was 2022-12-31 (-9.18% vs SPY -0.25%, excess -8.92%, turnover 26.82%). The latest rows (2025-03-31 (1.26% vs SPY 9.22%, excess -7.96%, turnover 35.68%); 2025-06-30 (-2.53% vs SPY 4.20%, excess -6.73%, turnover 39.51%); 2025-09-30 (3.08% vs SPY 1.49%, excess 1.59%, turnover 18.59%)) show whether recent results are confirming or reversing the long-term profile.

↳Rank recent baseline periods by excess return and turnover.
baseline13FChat AI
What should a user inspect next before deciding whether the baseline is acceptable?

Before accepting Baseline, I would inspect three things: whether CRM 11.98%, AMZN 11.82%, RKT 11.51%, BLK 11.23% still have current theses, whether recent changes such as no large named moves and no large named moves indicate a shift, and whether max drawdown of -42.37% is acceptable for the user's risk budget.

↳Review the largest baseline holdings and explain whether each still deserves its weight.
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