Atlantic Investment Management, Inc. 13F holdings and portfolio analysis

已就緒Atlantic Investment Management, Inc. · Alex Roepers

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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 means accepting a highly concentrated cyclical 13F clone with very limited diversification. The baseline top 5 holdings represent 67.47% and the top 10 represent 99.98%, with AXTA at 18.63%, KEX at 13.83%, FLS at 12.26%, APTV at 11.82%, and OSK at 10.93%. Sector exposure in the baseline artifact is concentrated in Industrials (41.78%), Materials (25.66%), Consumer Discretionary (18.62%), and Energy (10.13%), leaving only 3.79% in Consumer Staples. That structure produced just 55.84% total return with a -38.98% max drawdown and negative -3.60 alpha versus SPY.

↳In the app, compare the baseline against an equal-weighted version to see how much of the risk comes from stock selection versus top-heavy weights.
baseline13FChat AI
Which recent baseline periods best explain the risk-return trade-off?

The single reported baseline period starting 2016-03-31 explains the whole trade-off: it generated 55.84% total return versus SPY's 229.78%, so investors gave up 173.94 percentage points of return while still enduring a -38.98% max drawdown. The NAV path shows a sharp pandemic decline from around 120.48 on 2020-01-02 to 81.76 on 2020-03-18, then a long recovery that still did not produce competitive long-run performance. More recently, the baseline NAV also fell from 145.71 on 2025-04-02 to 129.22 on 2025-04-08 before rebounding, which reinforces that this portfolio can still behave like a concentrated cyclical book during market stress. So the trade-off is best understood as lower beta but still severe drawdowns and clear long-run underperformance.

↳In the app, zoom into the 2020 and 2025 selloffs on the baseline NAV chart and identify which holdings likely drove the biggest downside swings.
baseline13FChat AI
What should a user inspect next before deciding whether the baseline is acceptable?

A user should inspect three things next: concentration, sector cyclicality, and turnover under filing lag. Concentration is the first issue because the baseline top 5 are 67.47% and top 10 are 99.98%. Sector cyclicality is the second because Industrials, Materials, Consumer Discretionary, and Energy together account for 96.19% in the baseline artifact. The third is implementation friction: turnover was 53.62 with 49 trades, while the risk notes explicitly say the portfolio is observed with disclosure lag, which matters for a 13F follower. Those checks are critical before accepting a portfolio with 4.73% annualized return, -3.60 alpha, and -38.98% max drawdown.

↳In the app, ask whether a capped-weight or sector-balanced variant could keep Atlantic's core names while reducing lag-driven concentration risk.
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