Olstein Capital Management, L.P. 13F holdings and portfolio analysis

準備完了Olstein Capital Management, L.P. · Robert Olstein

サインインして選択中のプランから新しいブランチをクローンし、引き続き最適化を行ってください。

公式
ユーザーブランチ
ファンドに戻る

Baseline

分析メッセージ
ブランチ：
Baselinetested
戦略Q&Aリファレンス3件のリファレンスQ&A

このファンドについて事前生成されたQ&A。独自分析の参照コンテキストとして活用してください。

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

Directly following the baseline exposes an investor to a broadly diversified but still fully equity-risk portfolio with filing-lag implementation drag. In the artifact, top5 concentration is only 10.3%, top10 is 19.13%, and top20 is 34.68%, so single-stock concentration is limited. But the same baseline still produced beta 0.86, maxDrawdown -36.05%, 3,222 trades, and 1.649 totalEstimatedCost. The main exposure is therefore not name concentration; it is market downside plus lagged 13F replication costs without positive alpha.

↳Show me how the baseline’s diversification looked by sector and whether any sector repeatedly hurt returns.
baseline13FChat AI
Which recent baseline periods best explain the risk-return trade-off?

The clearest recent evidence is that the baseline had a few positive periods but many modestly negative excess-return windows. In periodPerformance, 2023-12-31 delivered optimizedReturn 5.77% versus benchmarkReturn 4.96% for +0.81% excess, and 2025-09-30 delivered 4.17% versus 1.49% for +2.68% excess. But several periods still lagged: 2022-12-31 was -7.01% versus -0.25% (-6.76% excess), 2023-06-30 was -7.61% versus -1.77% (-5.84%), 2024-03-31 was -0.81% versus 2.31% (-3.12%), and 2025-06-30 was 0.25% versus 4.2% (-3.95%). That pattern explains the trade-off: diversification helped survival, but the lagged baseline often missed benchmark upside and still absorbed meaningful downside.

↳List the best and worst baseline rebalance periods with turnover and trade counts.
baseline13FChat AI
What should a user inspect next before deciding whether the baseline is acceptable?

The next thing to inspect is whether the user is comfortable with underperformance persistence after lag and turnover. Baseline weaknesses cite negative alpha and information ratio, while riskNotes highlight delayed 13F-style filing implementation and meaningful turnover. The turnoverSeries also shows several recent quarters in the low-to-high teens, including 16.44 at 2024-09-30, 15.78 at 2024-12-31, 14.15 at 2025-03-31, and 18.44 at 2025-09-30. Before accepting the baseline, a user should verify whether those lagged trades and recurring excess-return shortfalls are acceptable for their use case.

↳Show me the baseline’s turnover trend and the quarters where lagged implementation hurt excess return most.
サインインしてこのファンドの戦略・保有銘柄・リスクについてAIとチャットしてください。
サインインしてチャットを開始…
このページの戦略やデータポイントを参照してください。