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 large-cap growth mix with strong long-run alpha, but very high drawdown and concentration risk.
Portfolio Snapshot
Current optimized weights for the selected default session.
| Symbol | Name | Sector | Weight | Diff |
|---|---|---|---|---|
| META | Meta Platforms, Inc. | Communication Services | 33.33% | +12.39 |
| GOOGL | Alphabet Inc. | Communication Services | 33.33% | +30.96 |
| MSFT | Microsoft Corporation | Information Technology | 33.33% | +32.04 |
Sector Exposure
- Communication Services66.66%
- Information Technology33.33%
Weight Changes
Notable position adjustments in the latest snapshot.
- METAMeta Platforms, Inc.33.33% (+12.39)
- GOOGLAlphabet Inc.33.33% (+30.96)
- MSFTMicrosoft Corporation33.33% (+32.04)
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 | 17.17% | 5.05% | 0.74 | -49.06% |
| Momentum Screen | 78.37% | 57.19% | 1.23 | -53.47% |
| Basic Value Screen | 25.38% | 14.24% | 0.74 | -60.53% |
| Combo Equal Screen | 22.61% | 8.81% | 0.71 | -76.74% |
vs Baseline: Annualized +5.43 · Alpha +3.76 · Sharpe -0.02
Recent Periods
Per-period performance vs benchmark.
| Period | Strategy | Benchmark | Excess | Turnover | Trades |
|---|---|---|---|---|---|
| 2022-12-31 | 30.27% | -0.25% | +30.53 | 0.00 | 1 |
| 2023-03-31 | 26.28% | 7.90% | +18.38 | 0.00 | 0 |
| 2023-06-30 | 7.51% | -1.77% | +9.28 | 0.00 | 0 |
| 2023-09-30 | 36.81% | 10.11% | +26.71 | 0.00 | 0 |
| 2023-12-31 | -0.30% | 4.96% | -5.26 | 0.00 | 0 |
| 2024-03-31 | 9.76% | 2.31% | +7.45 | 0.00 | 1 |
| 2024-06-30 | 10.11% | 9.83% | +0.28 | 0.00 | 1 |
| 2024-09-30 | 10.39% | 2.76% | +7.63 | 100.00 | 2 |
| 2024-12-31 | 7.61% | -3.63% | +11.23 | 66.80 | 3 |
| 2025-03-31 | 7.40% | 9.22% | -1.82 | 10.53 | 3 |
| 2025-06-30 | -2.93% | 4.20% | -7.13 | 50.01 | 4 |
| 2025-09-30 | 3.06% | 1.49% | +1.57 | 20.47 | 4 |
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 radically simplified and reweighted the portfolio. Instead of the baseline’s 83.12% top-5 concentration led by CVNA at 29.81% and META at 20.95%, the combo screen holds just META, GOOGL, and MSFT at equal 33.33% weights. Sector exposure moved to 66.66% Communication Services and 33.33% Information Technology, replacing the baseline’s broader mix of Consumer Discretionary, Financials, Communication Services, and Information Technology. So the combo structure reduced the number of names but increased active weight concentration into mega-cap platform and software exposure.
strategyViews.combo-equal-screen.topHoldings.symbolstrategyViews.combo-equal-screen.topHoldings.weightstrategyViews.combo-equal-screen.topHoldings.originalWeightstrategyViews.combo-equal-screen.sectorWeightsstrategyViews.baseline.concentration.top5strategyViews.baseline.topHoldings.symbolstrategyViews.baseline.topHoldings.weightstrategyViews.baseline.sectorWeights↳ Show the combo screen’s active weights versus baseline for each selected name and each removed top holding.
- combo13FChat AI
Was the combo screen's result driven more by stock selection or by weight redistribution?
The combo screen’s result appears driven more by stock selection than simple equal-weighting, although redistribution amplified the effect. The selected names are META, GOOGL, and MSFT, with GOOGL rising from 2.37% to 33.33% and MSFT from 1.29% to 33.33%, which is a much bigger change than just smoothing the baseline’s top-heavy weights. That means the screen replaced consumer and financial concentration with a mega-cap platform and software trio. The performance outcome—22.61% annualized return and 8.81% alpha with a -76.74% max drawdown—suggests the new names, not just equal weighting, were the main source of differentiation.
strategyViews.combo-equal-screen.topHoldings.symbolstrategyViews.combo-equal-screen.topHoldings.weightstrategyViews.combo-equal-screen.topHoldings.originalWeightstrategyViews.combo-equal-screen.metrics.annualizedReturnstrategyViews.combo-equal-screen.metrics.alphastrategyViews.combo-equal-screen.metrics.maxDrawdown↳ Separate the combo screen’s changes into stock-selection effects versus equal-weight effects and quantify the biggest active-weight shifts.
- combo13FChat AI
What trade-off should a user understand before choosing the combo equal-weight screen?
The key trade-off is that the combo screen raises long-run return and alpha, but it does so with even more severe downside and active-bet risk. Annualized return improved to 22.61% and alpha to 8.81%, but beta rose to 1.28 and max drawdown collapsed to -76.74%, far worse than the baseline’s -49.06%. The latest structure is only three equal-weight positions and 99.99% concentration in the top holdings, so users are choosing a focused mega-cap tech and platform bet rather than a diversified quality overlay. In short, the combo screen may be attractive if you want stronger upside participation, but not if drawdown control is your priority.
strategyViews.combo-equal-screen.metrics.annualizedReturnstrategyViews.combo-equal-screen.metrics.alphastrategyViews.combo-equal-screen.metrics.betastrategyViews.combo-equal-screen.metrics.maxDrawdownstrategyViews.combo-equal-screen.concentration.top5strategyViews.baseline.metrics.maxDrawdown↳ Compare combo versus baseline on drawdown, beta, and top-holding concentration so I can judge whether the extra return is worth the risk.
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.