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.
AI Summary
Concentrated equal-weight large-value portfolio with lower volatility and drawdown than the original plan, but weak benchmark-relative results.
Portfolio Snapshot
Current optimized weights for the selected default session.
| Symbol | Name | Sector | Weight | Diff |
|---|---|---|---|---|
| VFC | V.F. Corporation | Consumer Discretionary | 11.11% | -13.36 |
| YETI | YETI Holdings, Inc. | Consumer Discretionary | 11.11% | -11.79 |
| BL | BlackLine, Inc. | Information Technology | 11.11% | -4.17 |
| GXO | GXO Logistics, Inc. | Industrials | 11.11% | -0.03 |
| CGNX | Cognex Corporation | Information Technology | 11.11% | +2.55 |
| FRPT | Freshpet, Inc. | Consumer Staples | 11.11% | +4.88 |
| EVH | Evolent Health, Inc. | Health Care | 11.11% | +5.43 |
| BRCC | BRC Inc. | Consumer Staples | 11.11% | +7.16 |
| PTLO | Portillo's Inc. | Consumer Discretionary | 11.11% | +9.33 |
Sector Exposure
- Consumer Discretionary33.33%
- Information Technology22.22%
- Consumer Staples22.22%
- Industrials11.11%
- Health Care11.11%
Weight Changes
Notable position adjustments in the latest snapshot.
- VFCV.F. Corporation11.11% (-13.36)
- YETIYETI Holdings, Inc.11.11% (-11.79)
- BLBlackLine, Inc.11.11% (-4.17)
- GXOGXO Logistics, Inc.11.11% (-0.03)
- CGNXCognex Corporation11.11% (+2.55)
- FRPTFreshpet, Inc.11.11% (+4.88)
- EVHEvolent Health, Inc.11.11% (+5.43)
- BRCCBRC Inc.11.11% (+7.16)
- PTLOPortillo's Inc.11.11% (+9.33)
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 | 2.77% | 0.87% | 0.41 | -15.55% |
| Momentum Screen | 0.41% | -3.22% | 0.14 | -59.60% |
| Basic Value Screen | 7.06% | 2.04% | 0.38 | -69.92% |
| Combo Equal Screen | 2.51% | 0.85% | 0.45 | -14.53% |
vs Baseline: Annualized -0.26 · Alpha -0.02 · Sharpe +0.04
Recent Periods
Per-period performance vs benchmark.
| Period | Strategy | Benchmark | Excess | Turnover | Trades |
|---|---|---|---|---|---|
| 2022-12-31 | 1.69% | -0.25% | +1.95 | 2.11 | 1 |
| 2023-03-31 | -0.31% | 7.90% | -8.21 | 2.90 | 1 |
| 2023-06-30 | -1.05% | -1.77% | +0.72 | 1.38 | 1 |
| 2023-09-30 | 2.27% | 10.11% | -7.83 | 21.40 | 2 |
| 2023-12-31 | -2.83% | 4.96% | -7.79 | 13.93 | 2 |
| 2024-03-31 | 3.12% | 2.31% | +0.80 | 2.69 | 2 |
| 2024-06-30 | 2.20% | 9.83% | -7.63 | 3.86 | 2 |
| 2024-09-30 | 2.91% | 2.76% | +0.15 | 10.52 | 2 |
| 2024-12-31 | -5.31% | -3.63% | -1.68 | 1.24 | 1 |
| 2025-03-31 | -1.35% | 9.22% | -10.57 | 3.61 | 1 |
| 2025-06-30 | 2.63% | 4.20% | -1.58 | 4.51 | 1 |
| 2025-09-30 | 2.33% | 1.49% | +0.85 | 5.29 | 1 |
Strategy Q&A
Pre-generated questions and answers about this strategy.
- combo13FChat AI
How did the combo equal-weight screen change portfolio structure versus the baseline?
The combo equal-weight screen reduced top-heaviness by flattening the portfolio into nine positions at about 11.11% each instead of letting VFC, YETI, and BlackLine dominate. VFC falls from 24.47% to 11.11%, YETI from 22.9% to 11.11%, and BlackLine from 15.28% to 11.11%, while smaller names like Portillo's rise from 1.78% to 11.11%, BRC from 3.95% to 11.11%, and Evolent Health from 5.68% to 11.11%. Structurally, top-five concentration drops from 82.35% in the baseline to 55.55% in the combo screen, and sector weights become more balanced across Consumer Discretionary 33.33%, Information Technology 22.22%, Consumer Staples 22.22%, Industrials 11.11%, and Health Care 11.11%.
strategyViews.combo-equal-screen.topHoldingsstrategyViews.combo-equal-screen.concentrationstrategyViews.combo-equal-screen.sectorWeightsstrategyViews.baseline.topHoldingsstrategyViews.baseline.concentrationstrategyViews.baseline.sectorWeights↳ Show me the active weight changes name by name between the baseline and combo equal-weight screen.
- combo13FChat AI
Was the combo screen's result driven more by stock selection or by weight redistribution?
The evidence points more to weight redistribution than to radical stock substitution. The combo screen still holds the same visible nine baseline names, but reassigns each to roughly 11.11% weight. The biggest structural change is taking weight away from VFC (-13.36), YETI (-11.79), and BlackLine (-4.17) while increasing smaller names such as Portillo's (+9.33), BRC (+7.16), Evolent Health (+5.43), and Freshpet (+4.88). That redistribution lowered volatility to 5.94% from 7.32% and improved max drawdown by about 1.02 points to -14.53%, even though total return fell slightly by 3.09 points versus baseline. So the combo result is mainly an equal-weighting effect across existing names, not a selection overhaul.
strategyViews.combo-equal-screen.topHoldingsstrategyViews.combo-equal-screen.metricDeltastrategyViews.combo-equal-screen.metricsstrategyViews.baseline.metrics↳ Quantify how much of the combo screen’s risk reduction came from cutting the biggest baseline weights.
- combo13FChat AI
What trade-off should a user understand before choosing the combo equal-weight screen?
The key trade-off is accepting slightly lower return for a cleaner risk profile. The combo screen’s annualized return is 2.51% versus the baseline’s 2.77%, and total return is 26.95% versus 30.03%, so upside is slightly weaker. But Sharpe improves to 0.45 from 0.41, Sortino to 0.58 from 0.52, volatility falls to 5.94% from 7.32%, and max drawdown improves to -14.53% from -15.55%. In short, equal weighting reduced top-heavy risk and improved risk-adjusted metrics, but it did so by cutting exposure to the manager’s biggest conviction names.
strategyViews.combo-equal-screen.metricsstrategyViews.combo-equal-screen.metricDeltastrategyViews.baseline.metrics↳ Compare the combo equal-weight screen and baseline on return, volatility, Sharpe, Sortino, and drawdown in one table.
該基金的其它策略
基準
Track disclosed holdings with the standard reporting lag and no active reweighting.
動量篩選
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.
價值篩選
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.