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
Highly concentrated large-cap growth mix with solid long-run alpha, but weaker risk-adjusted results after optimization.
Portfolio Snapshot
Current optimized weights for the selected default session.
| Symbol | Name | Sector | Weight | Diff |
|---|---|---|---|---|
| GOOGL | Alphabet Inc. | Communication Services | 50.00% | +45.02 |
| MSFT | Microsoft Corporation | Information Technology | 50.00% | +33.03 |
Sector Exposure
- Communication Services50.00%
- Information Technology50.00%
Weight Changes
Notable position adjustments in the latest snapshot.
- GOOGLAlphabet Inc.50.00% (+45.02)
- MSFTMicrosoft Corporation50.00% (+33.03)
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 | 18.06% | 5.06% | 0.91 | -34.39% |
| Momentum Screen | 25.67% | 11.49% | 1.01 | -48.20% |
| Basic Value Screen | 14.20% | 4.11% | 0.60 | -43.89% |
| Combo Equal Screen | 17.54% | 3.69% | 0.75 | -38.39% |
vs Baseline: Annualized -0.52 · Alpha -1.37 · Sharpe -0.16
Recent Periods
Per-period performance vs benchmark.
| Period | Strategy | Benchmark | Excess | Turnover | Trades |
|---|---|---|---|---|---|
| 2022-12-31 | 12.12% | -0.25% | +12.37 | 4.25 | 3 |
| 2023-03-31 | 7.48% | 7.90% | -0.43 | 58.23 | 3 |
| 2023-06-30 | 6.85% | -1.77% | +8.62 | 3.47 | 2 |
| 2023-09-30 | 8.64% | 10.11% | -1.47 | 105.35 | 2 |
| 2023-12-31 | 9.22% | 4.96% | +4.26 | 100.15 | 2 |
| 2024-03-31 | -3.49% | 2.31% | -5.81 | 6.58 | 2 |
| 2024-06-30 | 6.73% | 9.83% | -3.10 | 2.10 | 2 |
| 2024-09-30 | 1.04% | 2.76% | -1.72 | 3.45 | 2 |
| 2024-12-31 | 0.09% | -3.63% | +3.72 | 3.93 | 2 |
| 2025-03-31 | 19.00% | 9.22% | +9.78 | 10.46 | 2 |
| 2025-06-30 | 16.87% | 4.20% | +12.67 | 2.35 | 2 |
| 2025-09-30 | 3.99% | 1.49% | +2.51 | 17.10 | 2 |
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 simplified the portfolio but still left it highly concentrated. The current combo portfolio holds just two names: Alphabet at 50.0% and Microsoft at 50.0%, versus the baseline's 6 names led by GE 30.60%, Visa 20.34%, Microsoft 16.97%, Moody's 14.22%, S&P Global 12.89%, and Alphabet 4.98%. That means the combo screen removed GE, Visa, Moody's, and S&P Global entirely and shifted the structure to a 50/50 split between Communication Services and Information Technology. It also equalized weights across the survivors, giving Alphabet a +45.02-point active weight increase and Microsoft a +33.03-point increase relative to their baseline weights.
strategyViews.combo-equal-screen.topHoldingsstrategyViews.combo-equal-screen.sectorWeightsstrategyViews.baseline.topHoldings↳ Show the baseline-to-combo weight changes for each retained and removed name.
- combo13FChat AI
Was the combo screen's result driven more by stock selection or by weight redistribution?
It was driven more by stock selection than simple weight redistribution. The combo artifact kept only two names, GOOGL and MSFT, and removed four major baseline positions, including GE, Visa, Moody's, and S&P Global. Equal-weighting mattered because Alphabet moved from 4.98% in baseline to 50.0% and Microsoft from 16.97% to 50.0%, but the larger structural change was the elimination of the Financials- and Industrials-heavy baseline. The result was a portfolio with 50% Communication Services and 50% Information Technology instead of baseline exposure dominated by Financials 47.45% and Industrials 30.60%.
strategyViews.combo-equal-screen.topHoldingsstrategyViews.combo-equal-screen.sectorWeightsstrategyViews.baseline.topHoldingsstrategyViews.baseline.sectorWeights↳ Compare combo equal-weight performance with a hypothetical combo cap-weight structure if available in the app.
- combo13FChat AI
What trade-off should a user understand before choosing the combo equal-weight screen?
The trade-off is that the combo screen preserved decent absolute returns while weakening diversification and risk-adjusted quality versus baseline. It still delivered 17.54% annualized return and 3.69 alpha, but both trail the baseline's 18.06% and 5.06. Sharpe fell from 0.91 to 0.75, Sortino from 1.18 to 1.01, and max drawdown widened from -34.39% to -38.39%, while beta rose from 0.97 to 1.13. The latest structure is also just two equal-weighted names at 100% combined, so users are accepting a simpler and lower-cost portfolio, with total estimated cost 3.5264, but also much more concentrated active bets.
strategyViews.combo-equal-screen.metricsstrategyViews.combo-equal-screen.metricDeltastrategyViews.baseline.metricsstrategyViews.combo-equal-screen.topHoldingsstrategyViews.combo-equal-screen.concentration↳ Show combo equal-weight and baseline side by side on return, alpha, beta, Sharpe, drawdown, and current holdings.
该基金的其它策略
基准
Track disclosed holdings with the standard reporting lag and no active reweighting.
动量筛选
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.
价值筛选
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.