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
Equal-weight screen delivered higher absolute returns than the original plan, but with materially higher risk and deeper drawdowns.
Portfolio Snapshot
Current optimized weights for the selected default session.
| Symbol | Name | Sector | Weight | Diff |
|---|---|---|---|---|
| PLTR | Palantir Technologies Inc. | Information Technology | 5.56% | +1.61 |
| TER | Teradyne, Inc. | Information Technology | 5.56% | +2.42 |
| AMZN | Amazon.com, Inc. | Consumer Discretionary | 5.56% | +3.63 |
| NVDA | NVIDIA Corporation | Information Technology | 5.56% | +3.95 |
| GOOGL | Alphabet Inc. | Communication Services | 5.56% | +4.38 |
| META | Meta Platforms, Inc. | Communication Services | 5.56% | +4.20 |
| ABNB | Airbnb, Inc. | Consumer Discretionary | 5.56% | +4.64 |
| TTD | The Trade Desk, Inc. | Communication Services | 5.56% | +4.79 |
| INCY | Incyte Corporation | Health Care | 5.56% | +5.46 |
| INTU | Intuit Inc. | Information Technology | 5.56% | +5.49 |
| HEI | HEICO Corporation | Industrials | 5.56% | +5.51 |
| VRTX | Vertex Pharmaceuticals Incorporated | Health Care | 5.56% | +5.47 |
| CRS | Carpenter Technology Corporation | Industrials | 5.56% | +5.55 |
| ALGN | Align Technology, Inc. | Health Care | 5.56% | +5.55 |
| PTC | PTC Inc. | Information Technology | 5.56% | +5.53 |
| MSFT | Microsoft Corporation | Information Technology | 5.56% | +5.53 |
| GRMN | Garmin Ltd. | Consumer Discretionary | 5.56% | +5.50 |
| ISRG | Intuitive Surgical, Inc. | Health Care | 5.56% | +5.36 |
Sector Exposure
- Information Technology33.36%
- Health Care22.24%
- Consumer Discretionary16.68%
- Communication Services16.68%
- Industrials11.12%
Weight Changes
Notable position adjustments in the latest snapshot.
- PLTRPalantir Technologies Inc.5.56% (+1.61)
- TERTeradyne, Inc.5.56% (+2.42)
- AMZNAmazon.com, Inc.5.56% (+3.63)
- NVDANVIDIA Corporation5.56% (+3.95)
- GOOGLAlphabet Inc.5.56% (+4.38)
- METAMeta Platforms, Inc.5.56% (+4.20)
- ABNBAirbnb, Inc.5.56% (+4.64)
- TTDThe Trade Desk, Inc.5.56% (+4.79)
- INCYIncyte Corporation5.56% (+5.46)
- INTUIntuit Inc.5.56% (+5.49)
- HEIHEICO Corporation5.56% (+5.51)
- VRTXVertex Pharmaceuticals Incorporated5.56% (+5.47)
- CRSCarpenter Technology Corporation5.56% (+5.55)
- ALGNAlign Technology, Inc.5.56% (+5.55)
- PTCPTC Inc.5.56% (+5.53)
- MSFTMicrosoft Corporation5.56% (+5.53)
- GRMNGarmin Ltd.5.56% (+5.50)
- ISRGIntuitive Surgical, Inc.5.56% (+5.36)
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 | 16.25% | 7.86% | 1.12 | -22.24% |
| Momentum Screen | 32.69% | 14.49% | 1.09 | -40.38% |
| Basic Value Screen | 18.35% | 4.60% | 0.82 | -36.24% |
| Combo Equal Screen | 18.31% | 3.42% | 0.83 | -37.02% |
vs Baseline: Annualized +2.06 · Alpha -4.45 · Sharpe -0.28
Recent Periods
Per-period performance vs benchmark.
| Period | Strategy | Benchmark | Excess | Turnover | Trades |
|---|---|---|---|---|---|
| 2022-12-31 | -3.46% | -0.25% | -3.21 | 17.45 | 15 |
| 2023-03-31 | 6.88% | 7.90% | -1.02 | 28.14 | 14 |
| 2023-06-30 | 4.46% | -1.77% | +6.23 | 36.06 | 14 |
| 2023-09-30 | 12.33% | 10.11% | +2.22 | 17.64 | 13 |
| 2023-12-31 | 5.75% | 4.96% | +0.79 | 18.23 | 14 |
| 2024-03-31 | 5.01% | 2.31% | +2.70 | 35.32 | 17 |
| 2024-06-30 | 10.31% | 9.83% | +0.48 | 33.52 | 19 |
| 2024-09-30 | 1.20% | 2.76% | -1.56 | 21.08 | 17 |
| 2024-12-31 | -5.75% | -3.63% | -2.12 | 27.45 | 18 |
| 2025-03-31 | 6.64% | 9.22% | -2.58 | 26.01 | 18 |
| 2025-06-30 | 5.56% | 4.20% | +1.36 | 55.67 | 21 |
| 2025-09-30 | 0.80% | 1.49% | -0.68 | 20.74 | 20 |
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?
Combo Equal Screen changes the structure by selecting PLTR 5.56%, TER 5.56%, AMZN 5.56%, NVDA 5.56%, GOOGL 5.56%, META 5.56%, ABNB 5.56%, TTD 5.56% and equal-weighting or partially equal-weighting the chosen names. That produces top 5 27.80%, top 10 55.60%, top 20 100.08% and sector exposure of Information Technology 33.36%, Health Care 22.24%, Consumer Discretionary 16.68%, Communication Services 16.68%. Compared with Baseline, this is less about copying manager conviction and more about testing whether a cleaner rules-based basket improves the disclosed idea set.
strategyViews.combo-equal-screen.topHoldingsstrategyViews.combo-equal-screen.concentrationstrategyViews.combo-equal-screen.sectorWeights↳ Compare combo weights with Baseline weights and identify the largest reallocations.
- combo13FChat AI
Was the combo screen's result driven more by stock selection or by weight redistribution?
The combo result appears to be a mix of stock selection and weight redistribution. It selected PLTR 5.56%, TER 5.56%, AMZN 5.56%, NVDA 5.56%, GOOGL 5.56%, META 5.56% and delivered return 18.31%, alpha 3.42%, beta 1.15, Sharpe 0.83, Sortino 1.11, max drawdown -37.02%. Versus Baseline, annualized return changed by 2.06% and Sharpe by -0.29. My interpretation: it boosts return but with risk trade-offs, and the selected-name list is the first place to check whether the improvement came from better stocks or simply different sizing.
strategyViews.combo-equal-screen.topHoldingsstrategyViews.combo-equal-screen.metricsstrategyViews.baseline.metrics↳ Separate the combo result into selected names, weight changes, and return contribution.
- combo13FChat AI
What trade-off should a user understand before choosing the combo equal-weight screen?
The trade-off is that Combo Equal Screen may smooth or improve the original portfolio, but it can also discard meaningful manager sizing. The best period was 2023-06-30 (4.46% vs SPY -1.77%, excess 6.23%, turnover 36.06%) and the weakest was 2022-12-31 (-3.46% vs SPY -0.25%, excess -3.21%, turnover 17.45%). With max drawdown -37.02% and Sharpe 0.83, the screen should be chosen only if the user prefers this rules-based basket over the original concentration pattern.
strategyViews.combo-equal-screen.periodPerformancestrategyViews.combo-equal-screen.metrics↳ Decide whether the combo screen is preferable after reviewing drawdown, Sharpe, and period-level excess return.
Altre strategie per questo fondo
Baseline
Track disclosed holdings with the standard reporting lag and no active reweighting.
Filtro Momentum
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.
Filtro Valore Base
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.