TOPT — iShares Trust - iShares Top 20 U.S. Stocks ETF 13F holdings and portfolio analysis

準備完了iShares Trust - iShares Top 20 U.S. Stocks ETF

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Baseline

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

Directly following the baseline means accepting a highly concentrated mega-cap growth portfolio. The top 5 names are 52.46% and the top 10 are 74.89%, led by NVDA at 15.61%, AAPL at 13.84%, and MSFT at 12.38%. Sector-wise, the baseline is 47.69% Information Technology and 12.63% Communication Services, so an investor is effectively making a strong bet on AI, software, and platform leadership. The payoff has been strong with 24.67% annualized return and 4.97 alpha, but that came with beta of 1.11 and a -21.61% max drawdown.

↳Show how much of the baseline return came from the top 5 names versus the rest of the portfolio.
baseline13FChat AI
Which recent baseline periods best explain the risk-return trade-off?

The baseline trade-off is best illustrated by the spring drawdown and the rebound that followed. In 2025-02-28 the baseline lost 7.99% versus -6.48% for SPY, then the drawdown deepened into early April, with the drawdown series bottoming near -21.61% on 2025-04-08. But the same concentrated exposure helped in the recovery: 2025-03-31 delivered +1.68% excess return, 2025-04-30 added +1.58%, and 2025-08-31 added +1.79%. That pattern shows the baseline can underperform during sharp de-risking but recover strongly when leadership names reassert themselves.

↳Plot the baseline drawdown and excess return by month so I can see when the concentration helped or hurt most.
baseline13FChat AI
What should a user inspect next before deciding whether the baseline is acceptable?

A user should inspect three things next: concentration, turnover stability, and path dependence. Concentration is obvious from top 5 at 52.46% and top 10 at 74.89%. Turnover is usually low but not always stable: it spiked to 12.40% in 2025-03-31, 10.81% in 2025-09-30, and the initial 2024-10-31 setup was 100.0%, which matters for implementation realism. Finally, the backtest only spans 15 periods, so the 24.67% annualized return and 1.13 Sharpe should be weighed against limited history.

↳Show me the baseline results excluding the most concentrated periods or highest-turnover months.
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