Basic Value Screen
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.
AI Summary
Concentrated large-value mix with modest absolute gains, but weak risk-adjusted results and deep drawdowns versus SPY.
Portfolio Snapshot
Current optimized weights for the selected default session.
| Symbol | Name | Sector | Weight | Diff |
|---|---|---|---|---|
| BRK.A | Berkshire Hathaway Inc. | Financials | 33.33% | +12.25 |
| OXY | Occidental Petroleum Corporation | Energy | 33.33% | +30.16 |
| BABA | Alibaba Group Holding Limited | Consumer Discretionary | 33.33% | +31.14 |
Sector Exposure
- Financials33.33%
- Energy33.33%
- Consumer Discretionary33.33%
Weight Changes
Notable position adjustments in the latest snapshot.
- BRK.ABerkshire Hathaway Inc.33.33% (+12.25)
- OXYOccidental Petroleum Corporation33.33% (+30.16)
- BABAAlibaba Group Holding Limited33.33% (+31.14)
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 | 25.74% | 10.02% | 1.06 | -27.69% |
| Momentum Screen | -2.19% | -13.50% | 0.06 | -42.34% |
| Basic Value Screen | 11.08% | -0.41% | 0.48 | -48.85% |
| Combo Equal Screen | 17.00% | 3.56% | 0.70 | -34.61% |
vs Baseline: Annualized -14.66 · Alpha -10.43 · Sharpe -0.57
Recent Periods
Per-period performance vs benchmark.
| Period | Strategy | Benchmark | Excess | Turnover | Trades |
|---|---|---|---|---|---|
| 2022-12-31 | -1.44% | -0.25% | -1.19 | 0.83 | 2 |
| 2023-03-31 | 11.02% | 7.90% | +3.12 | 200.00 | 4 |
| 2023-06-30 | -8.69% | -1.77% | -6.92 | 100.27 | 3 |
| 2023-09-30 | 11.33% | 10.11% | +1.23 | 200.17 | 4 |
| 2023-12-31 | 12.26% | 4.96% | +7.30 | 100.27 | 3 |
| 2024-03-31 | -0.51% | 2.31% | -2.82 | 2.83 | 2 |
| 2024-06-30 | 16.99% | 9.83% | +7.16 | 0.46 | 2 |
| 2024-09-30 | -12.53% | 2.76% | -15.29 | 200.00 | 4 |
| 2024-12-31 | -11.89% | -3.63% | -8.26 | 112.53 | 3 |
| 2025-03-31 | 8.36% | 9.22% | -0.86 | 113.58 | 3 |
| 2025-06-30 | 0.50% | 4.20% | -3.70 | 102.31 | 3 |
| 2025-09-30 | -2.53% | 1.49% | -4.02 | 6.64 | 2 |
Strategy Q&A
Pre-generated questions and answers about this strategy.
- value13FChat AI
Which names did the value screen keep, and what makes the result different from the baseline?
The value screen kept BRK.A, OXY, and BABA, each at 33.33%. That differs sharply from the baseline, which centered on AAPL at 51.42%, BRK.A at 21.09%, NVDA at 7.89%, and only small weights in OXY at 3.17% and BABA at 2.2%. The value screen rotated the portfolio into Financials, Energy, and Consumer Discretionary equally, removing the baseline's heavy Technology concentration and replacing it with a more explicit valuation-driven mix.
strategyViews.basic-value-screen.topHoldingsstrategyViews.basic-value-screen.sectorWeightsstrategyViews.basic-value-screen.latestChangesstrategyViews.baseline.topHoldingsstrategyViews.baseline.sectorWeights↳ How much technology exposure did the value screen remove versus baseline, and what did it replace it with?
- value13FChat AI
Did the value screen improve valuation exposure without hurting return quality?
It likely improved valuation exposure by shifting into BRK.A, OXY, and BABA, but it hurt return quality relative to baseline. The value screen posted 11.08% annualized return, -0.41 alpha, 0.48 Sharpe, and -48.85% max drawdown, versus the baseline's 25.74% annualized return, 10.02 alpha, 1.06 Sharpe, and -27.69% drawdown. So the trade-off was lower technology dependence and more value-oriented sector exposure, but with materially weaker alpha, weaker risk-adjusted return, and much deeper drawdowns.
strategyViews.basic-value-screen.metricsstrategyViews.baseline.metricsstrategyViews.basic-value-screen.summarystrategyViews.basic-value-screen.riskNotes↳ Can you quantify the performance sacrifice from switching baseline into the value screen on return, alpha, Sharpe, and drawdown?
- value13FChat AI
Which periods or holdings most clearly explain the value screen's result?
The value screen's result was driven by uneven period outcomes and a three-name structure. Strong periods included 2023-12-31 with +12.26% versus SPY at 4.96%, and 2024-06-30 with +16.99% versus 9.83%, but weak periods included 2024-09-30 at -12.53% versus SPY's +2.76% and 2024-12-31 at -11.89% versus -3.63%. Holdings also became fully concentrated in BRK.A, OXY, and BABA at 33.33% each, so any weakness in energy, financials, or Chinese consumer exposure would have had outsized impact on the strategy.
strategyViews.basic-value-screen.periodPerformancestrategyViews.basic-value-screen.topHoldingsstrategyViews.basic-value-screen.concentration↳ Break down the value-screen result by period and show when BRK.A, OXY, or BABA likely helped or hurt most.
Other strategies for this fund
Baseline
Track disclosed holdings with the standard reporting lag and no active reweighting.
Momentum Screen
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.
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.