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
Combo Equal Screen's latest 13F is mainly driven by high-weight positions such as GOOGL, MSFT, AMZN, with sector exposure concentrated in Information Technology, Financials, Communication Services. The portfolio appears concentrated and follows a low disclosure-frequency cadence.
Portfolio Snapshot
Current optimized weights for the selected default session.
| Symbol | Name | Sector | Weight | Diff |
|---|---|---|---|---|
| GOOGL | Alphabet Inc. | Communication Services | 10.00% | -1.81 |
| MSFT | Microsoft Corporation | Information Technology | 10.00% | +0.60 |
| AMZN | Amazon.com, Inc. | Consumer Discretionary | 10.00% | +1.80 |
| NVDA | NVIDIA Corporation | Information Technology | 10.00% | +2.71 |
| META | Meta Platforms, Inc. | Communication Services | 10.00% | +3.56 |
| LRCX | Lam Research Corporation | Information Technology | 10.00% | +7.63 |
| GEV | GE Vernova Inc. | Industrials | 10.00% | +7.74 |
| NOW | ServiceNow, Inc. | Information Technology | 10.00% | +8.84 |
| AMAT | Applied Materials, Inc. | Information Technology | 10.00% | +9.19 |
| UBER | Uber Technologies, Inc. | Industrials | 10.00% | +9.96 |
Sector Exposure
- Information Technology50.00%
- Communication Services20.00%
- Industrials20.00%
- Consumer Discretionary10.00%
Weight Changes
Notable position adjustments in the latest snapshot.
- GOOGLAlphabet Inc.10.00% (-1.81)
- MSFTMicrosoft Corporation10.00% (+0.60)
- AMZNAmazon.com, Inc.10.00% (+1.80)
- NVDANVIDIA Corporation10.00% (+2.71)
- METAMeta Platforms, Inc.10.00% (+3.56)
- LRCXLam Research Corporation10.00% (+7.63)
- GEVGE Vernova Inc.10.00% (+7.74)
- NOWServiceNow, Inc.10.00% (+8.84)
- AMATApplied Materials, Inc.10.00% (+9.19)
- UBERUber Technologies, Inc.10.00% (+9.96)
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 | 18.63% | 7.27% | 1.04 | -33.94% |
| Momentum Screen | 22.15% | 7.46% | 0.89 | -46.74% |
| Basic Value Screen | 20.62% | 5.01% | 0.85 | -50.14% |
| Combo Equal Screen | 19.64% | 4.44% | 0.76 | -65.63% |
vs Baseline: Annualized +1.01 · Alpha -2.83 · Sharpe -0.28
Recent Periods
Per-period performance vs benchmark.
| Period | Strategy | Benchmark | Excess | Turnover | Trades |
|---|---|---|---|---|---|
| 2022-12-31 | 22.68% | -0.25% | +22.94 | 19.24 | 3 |
| 2023-03-31 | 14.00% | 7.90% | +6.10 | 50.02 | 4 |
| 2023-06-30 | 9.07% | -1.77% | +10.83 | 80.07 | 6 |
| 2023-09-30 | 22.26% | 10.11% | +12.16 | 33.44 | 6 |
| 2023-12-31 | 2.41% | 4.96% | -2.55 | 42.17 | 7 |
| 2024-03-31 | 3.27% | 2.31% | +0.95 | 11.39 | 6 |
| 2024-06-30 | 10.45% | 9.83% | +0.62 | 44.43 | 7 |
| 2024-09-30 | 1.54% | 2.76% | -1.22 | 29.48 | 7 |
| 2024-12-31 | -1.02% | -3.63% | +2.61 | 29.69 | 7 |
| 2025-03-31 | 15.58% | 9.22% | +6.37 | 80.05 | 10 |
| 2025-06-30 | 9.83% | 4.20% | +5.63 | 58.91 | 11 |
| 2025-09-30 | 3.54% | 1.49% | +2.05 | 42.04 | 10 |
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 changed the portfolio from a top-heavy 13F replica into a mechanically equal-weighted 10-name book. Every selected name is held at 10.0%, including GOOGL, MSFT, AMZN, NVDA, META, LRCX, GEV, NOW, AMAT, and UBER. That contrasts with the baseline, where GOOGL was 11.81%, MSFT 9.4%, AMZN 8.2%, NVDA 7.29%, and many smaller positions sat below 3%. Concentration looks lower in the top 5 at 50.0% versus baseline 43.68%, but top 10 becomes 100.0% because the screen only owns 10 names. Sector weights also become more explicit: Information Technology 50.0%, Communication Services 20.0%, Industrials 20.0%, and Consumer Discretionary 10.0%.
strategyViews.combo-equal-screen.topHoldingsstrategyViews.combo-equal-screen.concentrationstrategyViews.combo-equal-screen.sectorWeightsstrategyViews.baseline.topHoldingsstrategyViews.baseline.concentration↳ Compare the combo equal-weight portfolio structure and sector mix versus the baseline.
- combo13FChat AI
Was the combo screen's result driven more by stock selection or by weight redistribution?
The combo result looks driven more by weight redistribution than by broad stock selection. The screen keeps several familiar baseline leaders—GOOGL, MSFT, AMZN, NVDA, META, LRCX, and GEV—but forces them all to 10.0%, while also lifting smaller baseline names like NOW from 1.16% to 10.0%, AMAT from 0.81% to 10.0%, and UBER from 0.04% to 10.0%. That equal-weighting shift is huge relative to the baseline's original concentration. Performance still improved to 19.64% annualized return and 460.07 total return versus the baseline's 18.63% and 416.37, but the cost was much worse drawdown at -65.63% and lower Sharpe at 0.76. Those metrics suggest the ranking mattered, but the dominant effect was the aggressive redistribution of weights into a small equal-weight basket.
strategyViews.combo-equal-screen.topHoldingsstrategyViews.combo-equal-screen.metricsstrategyViews.combo-equal-screen.metricDeltastrategyViews.baseline.metrics↳ Show which combo holdings gained the most active weight versus baseline and how that affected risk.
- combo13FChat AI
What trade-off should a user understand before choosing the combo equal-weight screen?
The key trade-off is that equal weighting reduces single-name dominance from the original top few names, but replaces it with a much more aggressive concentrated active bet in only 10 stocks. Return improved modestly to 19.64% annualized from 18.63% baseline, yet beta rose to 1.26, Sharpe fell to 0.76, and max drawdown collapsed to -65.63%, which is 31.70 points worse than baseline. The portfolio is fully invested in the top 10 names at 100.0% concentration, so there is no real diversification cushion beneath the selected basket. In other words, the user is trading a modest return lift for dramatically higher drawdown and a much narrower exposure set.
strategyViews.combo-equal-screen.metricsstrategyViews.combo-equal-screen.metricDeltastrategyViews.combo-equal-screen.concentration.top10strategyViews.baseline.metrics↳ Show me a direct risk-return comparison of combo equal-weight versus baseline and momentum screen.
이 펀드의 다른 전략
기준선
Track disclosed holdings with the standard reporting lag and no active reweighting.
모멘텀 스크린
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.
기본 가치 스크린
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.