AKO Capital LLP 13F holdings and portfolio analysis

已就緒AKO Capital LLP · Patrick Hargreaves

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Baseline

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策略問答參考3 條參考問答

基於這隻基金最新一期數據預生成的問答，可直接作為對話上下文使用。

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

Directly following the baseline exposes an investor to a concentrated, market-beta portfolio led by a few dominant names and sectors. The baseline top holdings are FLUT 12.41%, V 9.36%, MSFT 9.16%, AMZN 7.44%, and MCO 6.99%, with top5 concentration at 45.36% and top10 at 74.66%. SectorWeights are led by Financials at 28.78%, Information Technology at 27.91%, and Consumer Discretionary at 24.11%, so almost 81% sits in just three sectors. In backtest terms, the portfolio produced annualizedReturn 14.32% with beta 1.00 and maxDrawdown -35.78%, which means equity-like market swings were not diversified away. It also carries 13F implementation lag risk noted in riskNotes, so investors are following disclosed holdings after reporting delays rather than live trades.

↳Show me the baseline portfolio’s sector and top-holding concentration compared with SPY and the other strategy screens.
baseline13FChat AI
Which recent baseline periods best explain the risk-return trade-off?

Three recent baseline periods summarize the trade-off well. In 2024-12-31, the baseline returned 0.39% versus benchmarkReturn -3.63%, producing +4.02% excess with only 15.99 turnover, which shows the portfolio can add value in difficult markets. But in 2025-03-31, it returned -1.68% against benchmarkReturn 9.22%, for -10.89% excess, illustrating how concentrated lagged replication can badly miss a strong market phase. In 2025-06-30, it returned -1.60% versus benchmarkReturn 4.20%, another -5.80% excess despite 20.03 turnover. The upside case appears in 2023-09-30, where optimizedReturn was 13.14% versus 10.11% for +3.03% excess. Together these periods explain the baseline profile: attractive long-run return, but uneven excess return and painful drawdown when leadership shifts.

↳Plot the baseline’s quarterly excess returns and turnover so I can see when concentration helped and when it hurt.
baseline13FChat AI
What should a user inspect next before deciding whether the baseline is acceptable?

A user should inspect concentration, recent reallocations, and drawdown behavior before accepting the baseline. First, concentration is high: top5 is 45.36% and top10 is 74.66% in the baseline backtest holdings. Second, the latest live snapshot shows meaningful adds to ALC (+3.69 pts), RACE (+2.83), ADI (+2.55), WAT (+2.39), MCO (+2.23), AMZN (+2.22), and V (+1.97), plus new positions in CSCO (5.97%) and CP (5.43%), while INTU was reduced by -5.06 pts and ZTS and CRM were exited. Third, inspect whether you can tolerate baseline maxDrawdown of -35.78%, downsideDeviation of 15.67, and recoveryDays of 106. Those three areas tell you whether the baseline’s positive 14.32% annualized return is acceptable given its concentration and lagged execution risk.

↳Walk me through the baseline drawdown history and link the worst periods to the largest holdings and changes.
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