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
Equal-weighted, concentrated large-value portfolio with slightly higher return and alpha than the original plan, but weaker risk-adjusted results.
Portfolio Snapshot
Current optimized weights for the selected default session.
| Symbol | Name | Sector | Weight | Diff |
|---|---|---|---|---|
| GPI | Group 1 Automotive, Inc. | Consumer Discretionary | 16.67% | -14.74 |
| EQH | Equitable Holdings, Inc. | Financials | 16.67% | -11.44 |
| LAD | Lithia Motors, Inc. | Consumer Discretionary | 16.67% | -2.01 |
| BUR | Burford Capital Limited | Financials | 16.67% | +1.45 |
| SDHC | Smith Douglas Homes Corp. | Consumer Discretionary | 16.67% | +13.30 |
| RMNI | Rimini Street, Inc. | Information Technology | 16.67% | +13.44 |
Sector Exposure
- Consumer Discretionary50.01%
- Financials33.34%
- Information Technology16.67%
Weight Changes
Notable position adjustments in the latest snapshot.
- GPIGroup 1 Automotive, Inc.16.67% (-14.74)
- EQHEquitable Holdings, Inc.16.67% (-11.44)
- LADLithia Motors, Inc.16.67% (-2.01)
- BURBurford Capital Limited16.67% (+1.45)
- SDHCSmith Douglas Homes Corp.16.67% (+13.30)
- RMNIRimini Street, Inc.16.67% (+13.44)
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 | 7.80% | 0.43% | 0.53 | -23.60% |
| Momentum Screen | 24.18% | 12.06% | 0.86 | -37.18% |
| Basic Value Screen | 21.43% | 6.77% | 0.68 | -61.17% |
| Combo Equal Screen | 8.10% | 1.59% | 0.46 | -26.80% |
vs Baseline: Annualized +0.30 · Alpha +1.16 · Sharpe -0.07
Recent Periods
Per-period performance vs benchmark.
| Period | Strategy | Benchmark | Excess | Turnover | Trades |
|---|---|---|---|---|---|
| 2022-12-31 | -1.26% | -0.25% | -1.01 | 5.65 | 3 |
| 2023-03-31 | 6.86% | 7.90% | -1.04 | 9.44 | 3 |
| 2023-06-30 | -1.16% | -1.77% | +0.61 | 12.57 | 3 |
| 2023-09-30 | 2.80% | 10.11% | -7.30 | 14.54 | 2 |
| 2023-12-31 | 3.21% | 4.96% | -1.75 | 0.45 | 1 |
| 2024-03-31 | -0.73% | 2.31% | -3.04 | 2.82 | 1 |
| 2024-06-30 | 3.71% | 9.83% | -6.12 | 0.49 | 1 |
| 2024-09-30 | 2.11% | 2.76% | -0.65 | 3.15 | 1 |
| 2024-12-31 | -0.51% | -3.63% | +3.12 | 1.56 | 1 |
| 2025-03-31 | 0.55% | 9.22% | -8.67 | 0.10 | 1 |
| 2025-06-30 | -2.53% | 4.20% | -6.73 | 2.43 | 1 |
| 2025-09-30 | 1.09% | 1.49% | -0.40 | 4.39 | 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 flattened the baseline’s top-heavy structure into six equal-weight positions of about 16.67% each. Versus baseline weights of GPI 31.4%, EQH 28.11%, LAD 18.67%, BUR 15.22%, SDHC 3.37%, and RMNI 3.23%, the combo screen cut the biggest positions and lifted the smallest ones, especially SDHC (+13.3 points) and RMNI (+13.44). Concentration fell from baseline top5 of 96.77% to combo top5 of 83.35%, while sector weights shifted to 50.01% Consumer Discretionary, 33.34% Financials, and 16.67% Information Technology. So the main structural change was weight redistribution rather than a wholesale change in holdings.
strategyViews.combo-equal-screen.topHoldings.symbolstrategyViews.combo-equal-screen.topHoldings.weightstrategyViews.combo-equal-screen.topHoldings.weightDiffstrategyViews.baseline.topHoldings.weightstrategyViews.combo-equal-screen.concentration.top5strategyViews.baseline.concentration.top5strategyViews.combo-equal-screen.sectorWeights.sectorstrategyViews.combo-equal-screen.sectorWeights.weight↳ Show me a side-by-side active weight table for baseline versus combo equal-weight so I can see exactly which names were resized the most.
- combo13FChat AI
Was the combo screen's result driven more by stock selection or by weight redistribution?
The combo result appears driven more by weight redistribution than by radically different stock selection. The current topHoldings are the same six names as the baseline set—GPI, EQH, LAD, BUR, SDHC, and RMNI—but each was reset near 16.67% instead of following original weights. The biggest active reallocations were reducing GPI by -14.74 points and EQH by -11.44 while increasing SDHC by +13.3 and RMNI by +13.44. Because the holdings list stayed broadly intact while the position sizes changed materially, the combo screen’s behavior is mainly an equal-weighting effect.
strategyViews.combo-equal-screen.topHoldings.symbolstrategyViews.combo-equal-screen.topHoldings.weightstrategyViews.combo-equal-screen.topHoldings.weightDiffstrategyViews.baseline.topHoldings.symbolstrategyViews.baseline.topHoldings.weight↳ Estimate how much of the combo screen’s excess return came from reducing GPI and EQH versus boosting SDHC and RMNI.
- combo13FChat AI
What trade-off should a user understand before choosing the combo equal-weight screen?
The key trade-off is that combo equal-weight slightly improved return and alpha, but it weakened risk-adjusted quality and still remained concentrated. Annualized return edged up to 8.1% from 7.8% baseline and alpha rose to 1.59 from 0.43, yet sharpe fell to 0.46 from 0.53 and sortino dropped to 0.56 from 0.7. Max drawdown also worsened to -26.8% from -23.6%, while top5 concentration remained high at 83.35%. So users are trading a modest performance upgrade for worse drawdown and weaker efficiency of risk taken.
strategyViews.combo-equal-screen.metrics.annualizedReturnstrategyViews.baseline.metrics.annualizedReturnstrategyViews.combo-equal-screen.metrics.alphastrategyViews.baseline.metrics.alphastrategyViews.combo-equal-screen.metrics.sharpestrategyViews.baseline.metrics.sharpestrategyViews.combo-equal-screen.metrics.sortinostrategyViews.baseline.metrics.sortinostrategyViews.combo-equal-screen.metrics.maxDrawdownstrategyViews.baseline.metrics.maxDrawdownstrategyViews.combo-equal-screen.concentration.top5↳ Compare baseline and combo equal-weight on downside months and drawdown path to see if the extra alpha was worth the weaker Sharpe and Sortino.
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.