Baseline
Track disclosed holdings with the standard reporting lag and no active reweighting.
AI Summary
Small-blend, stock-specific portfolio with solid absolute returns, moderate beta, and uneven benchmark-relative results.
Portfolio Snapshot
Current optimized weights for the selected default session.
| Symbol | Name | Sector | Weight | Diff |
|---|---|---|---|---|
| GOOGL | Alphabet Inc. | Communication Services | 7.35% | 0 |
| C | Citigroup Inc. | Financials | 6.09% | 0 |
| AMZN | Amazon.com, Inc. | Consumer Discretionary | 5.24% | 0 |
| RPRX | Royalty Pharma plc | Health Care | 5.20% | 0 |
| QXO | QXO, Inc. | Industrials | 5.04% | 0 |
| UNH | UnitedHealth Group Incorporated | Health Care | 4.92% | 0 |
| NVDA | NVIDIA Corporation | Information Technology | 4.81% | 0 |
| NCLH | Norwegian Cruise Line Holdings Ltd. | Consumer Discretionary | 4.79% | 0 |
| BIIB | Biogen Inc. | Health Care | 4.10% | 0 |
| CVS | CVS Health Corporation | Health Care | 3.95% | 0 |
| META | Meta Platforms, Inc. | Communication Services | 3.81% | 0 |
| IAC | IAC Inc. | Communication Services | 3.75% | 0 |
| ET | Energy Transfer LP | Energy | 3.51% | 0 |
| PGEN | Precigen, Inc. | Health Care | 3.15% | 0 |
| ILMN | Illumina, Inc. | Health Care | 3.05% | 0 |
| UAL | United Airlines Holdings, Inc. | Industrials | 2.95% | 0 |
| SDRL | Seadrill Limited | Energy | 2.87% | 0 |
| CROX | Crocs, Inc. | Consumer Discretionary | 2.63% | 0 |
| GM | General Motors Company | Consumer Discretionary | 2.53% | 0 |
| OMF | OneMain Holdings, Inc. | Financials | 2.25% | 0 |
Sector Exposure
- Health Care25.28%
- Consumer Discretionary22.63%
- Communication Services14.91%
- Financials14.40%
- Industrials9.90%
- Energy7.89%
- Information Technology4.99%
Weight Changes
Notable position adjustments in the latest snapshot.
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 | 11.22% | 0.87% | 0.68 | -23.04% |
| Momentum Screen | 4.64% | -6.45% | 0.30 | -38.69% |
| Basic Value Screen | 14.22% | 1.98% | 0.62 | -36.97% |
| Combo Equal Screen | 17.36% | 2.71% | 0.72 | -35.87% |
Recent Periods
Per-period performance vs benchmark.
| Period | Strategy | Benchmark | Excess | Turnover | Trades |
|---|---|---|---|---|---|
| 2022-12-31 | -8.62% | -0.25% | -8.36 | 16.11 | 28 |
| 2023-03-31 | 12.64% | 7.90% | +4.74 | 13.32 | 27 |
| 2023-06-30 | -3.34% | -1.77% | -1.57 | 20.22 | 27 |
| 2023-09-30 | 9.97% | 10.11% | -0.14 | 17.55 | 28 |
| 2023-12-31 | 4.22% | 4.96% | -0.74 | 15.99 | 28 |
| 2024-03-31 | -2.40% | 2.31% | -4.71 | 13.80 | 27 |
| 2024-06-30 | 19.33% | 9.83% | +9.50 | 15.27 | 26 |
| 2024-09-30 | 4.25% | 2.76% | +1.49 | 17.04 | 23 |
| 2024-12-31 | -6.32% | -3.63% | -2.69 | 14.98 | 24 |
| 2025-03-31 | 10.52% | 9.22% | +1.30 | 13.83 | 25 |
| 2025-06-30 | 4.44% | 4.20% | +0.24 | 15.21 | 23 |
| 2025-09-30 | 4.16% | 1.49% | +2.67 | 9.37 | 22 |
Strategy Q&A
Pre-generated questions and answers about this strategy.
- baseline13FChat AI
What does directly following the disclosed baseline portfolio expose an investor to?
Directly following the baseline exposes an investor to a concentrated, filing-lagged portfolio with meaningful idiosyncratic and sector-rotation risk. The top 5 holdings are 28.92%, the top 10 are 51.49%, and the top 20 are 81.99%. Health Care is 25.28% and Consumer Discretionary is 22.63%, so nearly half the portfolio sits in those two sectors alone. The strategy also depends on delayed 13F implementation, with 408 trades and turnover reaching 66.78% in one rebalance period, so investors are not buying the manager’s positions in real time.
strategyViews.baseline.concentrationstrategyViews.baseline.sectorWeightsstrategyViews.baseline.riskNotesstrategyViews.baseline.turnoverSeries↳ Show the baseline’s top holdings and sector weights alongside its turnover history.
- baseline13FChat AI
Which recent baseline periods best explain the risk-return trade-off?
The trade-off is easiest to see in the contrast between a few strong winning periods and several sharp setbacks. The best recent period was 2024-06-30, when the baseline returned 19.33% versus SPY’s 9.83%, a 9.5-point excess return, and 2023-03-31 also beat by 4.74 points. But the downside was real: 2022-12-31 lost 8.62% while SPY lost only 0.25%, and 2024-03-31 fell 2.4% while SPY gained 2.31%, a -4.71-point excess result. Those swings help explain why the full-period return is respectable at 11.22% annualized, yet the max drawdown still reached -23.04% and the benchmark-relative record is described as inconsistent.
strategyViews.baseline.periodPerformancestrategyViews.baseline.metricsstrategyViews.baseline.weaknesses↳ Rank the baseline periods by excess return and separate upside capture from downside damage.
- baseline13FChat AI
What should a user inspect next before deciding whether the baseline is acceptable?
A user should inspect three things next: concentration, sector dependence, and implementation drag. First, top 10 concentration is already 51.49%, so a few names dominate results. Second, Health Care is 25.28% and Consumer Discretionary is 22.63%, which means sector outcomes matter a lot. Third, the backtest warns that delayed disclosure matters: there were 408 trades, total estimated cost was 0.5017, and one period saw 66.78% turnover. Those details determine whether the baseline is tolerable as a copy strategy rather than just an interesting holdings snapshot.
strategyViews.baseline.concentrationstrategyViews.baseline.sectorWeightsstrategyViews.baseline.metrics.totalEstimatedCoststrategyViews.baseline.riskNotesstrategyViews.baseline.turnoverSeries↳ Help me decide whether the baseline concentration and turnover are too high for a copycat investor.
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Filtro Combo Equopesato
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