MPGF.X — Trust for Professional Managers - Mairs & Power Growth Fund 13F holdings and portfolio analysis

ProntoTrust for Professional Managers - Mairs & Power Growth Fund · Mairs & Power Funds

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Baseline

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Baselinetested
Riferimento Q&A strategia3 Q&A di riferimento

Q&A pre-generati su questo fondo. Usa come contesto di riferimento per la tua analisi.

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

Directly following the baseline exposes an investor to a top-heavy mega-cap portfolio with meaningful single-name and sector concentration, filing-delay risk, and only modest benchmark-relative efficiency. The baseline top 5 are 38.34% and top 10 are 55.10%, led by Microsoft at 11.37%, NVIDIA at 9.94%, Amazon at 7.38%, and JPMorgan at 5.40%. Sector exposure is dominated by Information Technology at 34.93%, then Industrials at 14.19% and Financials at 11.50%. Performance was 10.53% annualized with -0.97 alpha, 0.69 Sharpe, and -29.86% max drawdown, while the risk notes also highlight 1,596 trades, 1.23 estimated cost drag, and stale-holdings risk from delayed 13F-style implementation.

↳Show me how much baseline concentration falls outside the top 10 and whether that meaningfully improves diversification.
baseline13FChat AI
Which recent baseline periods best explain the risk-return trade-off?

Recent baseline periods show a mixed trade-off: some upside capture, but repeated weak excess returns and elevated turnover. Stronger periods included 2023-03-31 with 8.33% return versus 7.90% for SPY (+0.42 excess) and 2023-12-31 with 5.99% versus 4.96% (+1.03). But more recent periods were weaker: 2024-09-30 returned just 0.22% versus SPY's 2.76% (-2.54), 2024-12-31 lost 5.62% versus -3.63% (-1.99), and 2025-06-30 gained only 0.98% versus 4.20% (-3.22). Those weaker periods also came with notable turnover, including 14.40 in 2024-09-30, 13.48 in 2024-12-31, and 17.00 in 2025-06-30, which helps explain why absolute returns did not translate into stronger alpha.

↳Plot the baseline's excess return against turnover by quarter so I can see whether higher trading actually helped.
baseline13FChat AI
What should a user inspect next before deciding whether the baseline is acceptable?

Before accepting the baseline, a user should inspect three things: concentration, implementation drag, and where underperformance came from. Structurally, top-10 concentration is 55.10% and Information Technology is 34.93%, so the portfolio is far from balanced. Implementation is also important because the baseline used 1,596 trades with 1.23 total estimated cost drag, and turnover reached 17.77 in 2025-03-31 and 17.00 in 2025-06-30. Finally, the quarterly record shows several meaningful shortfalls versus SPY, including -2.54 excess in 2024-09-30, -1.99 in 2024-12-31, and -3.22 in 2025-06-30, which should be reconciled against the holdings and sector exposures driving those periods.

↳Identify which holdings and sectors most likely drove the baseline's worst excess-return quarters.
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