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
High-return, high-concentration large-blend screen with strong alpha, higher volatility, and uneven recent execution.
Portfolio Snapshot
Current optimized weights for the selected default session.
| Symbol | Name | Sector | Weight | Diff |
|---|---|---|---|---|
| AMZN | Amazon.com, Inc. | Consumer Discretionary | 50.00% | +44.85 |
| INTU | Intuit Inc. | Information Technology | 50.00% | +43.67 |
Sector Exposure
- Consumer Discretionary50.00%
- Information Technology50.00%
Weight Changes
Notable position adjustments in the latest snapshot.
- AMZNAmazon.com, Inc.50.00% (+44.85)
- INTUIntuit Inc.50.00% (+43.67)
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 | 15.41% | 9.42% | 1.01 | -25.21% |
| Momentum Screen | 19.06% | 13.29% | 0.66 | -37.01% |
| Basic Value Screen | 13.56% | 4.25% | 0.51 | -74.29% |
| Combo Equal Screen | 23.92% | 14.49% | 0.98 | -26.48% |
vs Baseline: Annualized +8.50 · Alpha +5.06 · Sharpe -0.03
Recent Periods
Per-period performance vs benchmark.
| Period | Strategy | Benchmark | Excess | Turnover | Trades |
|---|---|---|---|---|---|
| 2022-12-31 | -0.74% | -0.25% | -0.49 | 1.03 | 2 |
| 2023-03-31 | 3.62% | 7.90% | -4.28 | 0.54 | 2 |
| 2023-06-30 | 1.67% | -1.77% | +3.44 | 1.90 | 2 |
| 2023-09-30 | 14.92% | 10.11% | +4.82 | 99.67 | 2 |
| 2023-12-31 | -3.30% | 4.96% | -8.26 | 0.13 | 1 |
| 2024-03-31 | -1.42% | 2.31% | -3.73 | 0.00 | 1 |
| 2024-06-30 | 10.92% | 9.83% | +1.09 | 0.00 | 1 |
| 2024-09-30 | -16.68% | 2.76% | -19.44 | 0.00 | 1 |
| 2024-12-31 | 11.14% | -3.63% | +14.77 | 0.00 | 1 |
| 2025-03-31 | 7.62% | 9.22% | -1.60 | 0.00 | 1 |
| 2025-06-30 | -8.52% | 4.20% | -12.72 | 0.00 | 1 |
| 2025-09-30 | 0.00% | 1.49% | -1.49 | 0.00 | 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 radically simplified the portfolio rather than just smoothing weights. The current combo book holds only AMZN and INTU, both at 50.0%, compared with the baseline's 11 positions, top 5 concentration of 60.07%, and top 10 concentration of 94.86%. That means the combo screen did not just equal-weight a broad basket in the latest state—it redistributed capital into two large-cap names and eliminated the rest. Sector exposure also changed from the baseline's 51.78% Information Technology / 15.59% Consumer Discretionary / 13.62% Financials / 12.12% Real Estate / 6.9% Communication Services mix to a simple 50% Consumer Discretionary and 50% Information Technology split. Structurally, it reduced the number of active positions but increased single-name dependence dramatically.
strategyViews.combo-equal-screen.topHoldingsstrategyViews.combo-equal-screen.concentration.top5strategyViews.combo-equal-screen.sectorWeightsstrategyViews.baseline.topHoldingsstrategyViews.baseline.concentration.top5strategyViews.baseline.concentration.top10strategyViews.baseline.sectorWeights↳ Show me the full list of baseline names removed by the combo screen and how much weight was reallocated from each.
- combo13FChat AI
Was the combo screen's result driven more by stock selection or by weight redistribution?
The latest combo result looks driven more by weight redistribution than by broad selection breadth. The top holdings show AMZN at 50.0% and INTU at 50.0%, versus original weights of 5.15% and 6.33%, so the strategy added +44.85 and +43.67 points of active weight respectively. That is a massive reallocation effect. Performance improved a lot—annualizedReturn reached 23.92%, alpha 14.49%, and totalReturn 335.51%, all above baseline—but the present structure suggests those gains are coming from concentrating into two selected names, not from a diversified 20-stock equal-weight outcome at this snapshot. In other words, stock selection identified AMZN and INTU, but the magnitude of outperformance is being amplified by extreme active weights.
strategyViews.combo-equal-screen.topHoldingsstrategyViews.combo-equal-screen.latestChangesstrategyViews.combo-equal-screen.metrics.annualizedReturnstrategyViews.combo-equal-screen.metrics.alphastrategyViews.combo-equal-screen.metrics.totalReturnstrategyViews.baseline.metrics.annualizedReturnstrategyViews.baseline.metrics.alphastrategyViews.baseline.metrics.totalReturn↳ Separate the combo screen's excess return into a stock-picking component and a weight-reallocation component.
- combo13FChat AI
What trade-off should a user understand before choosing the combo equal-weight screen?
The key trade-off is better long-run return versus much more dependence on a couple of names. The combo screen improved annualizedReturn to 23.92% from the baseline's 15.41%, lifted alpha to 14.49 from 9.42, and raised totalReturn to 335.51 from 167.4%. It also kept maxDrawdown relatively close to baseline at -26.48% versus -25.21%, which is much better than the value screen. But it did this with a portfolio that is currently 50% AMZN and 50% INTU, with top 5 and top 10 both at 100%. Sharpe at 0.98 is only slightly below the baseline's 1.01, so efficiency held up reasonably well, yet the investor must accept that future outcomes are now heavily tied to two companies and filing-lag timing. It is a strong-return option, but not a diversification-friendly one.
strategyViews.combo-equal-screen.metrics.annualizedReturnstrategyViews.combo-equal-screen.metrics.alphastrategyViews.combo-equal-screen.metrics.totalReturnstrategyViews.combo-equal-screen.metrics.maxDrawdownstrategyViews.combo-equal-screen.metrics.sharpestrategyViews.combo-equal-screen.concentration.top5strategyViews.combo-equal-screen.concentration.top10strategyViews.combo-equal-screen.topHoldingsstrategyViews.baseline.metrics.annualizedReturnstrategyViews.baseline.metrics.alphastrategyViews.baseline.metrics.totalReturnstrategyViews.baseline.metrics.maxDrawdownstrategyViews.baseline.metrics.sharpe↳ Compare the combo and baseline screens under a 10% single-name cap and show the change in return and drawdown.
このファンドの他の戦略
ベースライン
Track disclosed holdings with the standard reporting lag and no active reweighting.
モメンタムスクリーン
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.
バリュースクリーン
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.