SSHF.X — Sound Shore Fund, Inc. 13F holdings and portfolio analysis

已就绪Sound Shore Fund, Inc. · Harry Burn

登录后可基于当前选中的策略克隆一个新分支，继续在新分支里调整参数与权重。

官方策略
用户分支
返回基金列表

Baseline

分析消息
分支：
Baselinetested
策略问答参考3 条参考问答

基于这只基金最新一期数据预生成的问答，可直接作为对话上下文使用。

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

Following the baseline exposes an investor to a diversified but still drawdown-prone portfolio with moderate turnover and lag risk. The baseline top holdings are REGN 4.58%, TEVA 4.53%, GOOGL 3.69%, LUV 3.60%, and DIS 3.54%, with top5 concentration of 19.94%, top10 of 36.68%, and top20 of 66.54%. Sector weights are spread across Financials 21.11%, Information Technology 19.06%, Health Care 17.13%, Industrials 11.32%, and Energy 8.68%, so the portfolio is not dominated by one stock, but it is still cyclical enough to produce a -38.13% maxDrawdown. Implementation also carries 13F-style delay and turnover risk: the backtest logged 1,371 trades and totalEstimatedCost of 3.1911.

↳Map the baseline holdings into cyclical, defensive, and secular-growth groups so I can see which bucket drives most of the drawdown risk.
baseline13FChat AI
Which recent baseline periods best explain the risk-return trade-off?

Three recent periods explain the trade-off well. First, 2023-12-31 was a strong payoff period: optimizedReturn 12.63% versus benchmarkReturn 4.96%, for +7.67 points of excess with only 20.14 turnover. Second, 2024-03-31 showed the downside of the style: optimizedReturn -3.90% versus 2.31% for SPY, a -6.22 point excess gap with 36.84 turnover. Third, 2024-12-31 was another weak but informative quarter: optimizedReturn -4.24% versus -3.63% for SPY, only -0.62 excess, but turnover jumped to 55.56 with 46 trades. Those periods show the baseline can outperform strongly when its style works, but it can also lag when rotation turns against it, especially when trading activity rises.

↳Show which holdings and sectors were present in the 2023-12-31 and 2024-03-31 periods so I can compare the winning and losing setups.
baseline13FChat AI
What should a user inspect next before deciding whether the baseline is acceptable?

A user should inspect three things next: concentration drift, sector drag, and turnover. Concentration looks reasonable now with top10 at 36.68%, but sectorWeights show a meaningful tilt to Financials 21.11%, Information Technology 19.06%, and Health Care 17.13%, so sector-level cyclicality matters. The style data also says Information Technology contributed -24.08 and Consumer Discretionary -10.24, which are major clues to past underperformance. Finally, recent baseline periods show turnover can spike from 20.14 in 2023-12-31 to 55.56 in 2024-12-31, which affects both trading costs and how stale a lagged 13F implementation becomes.

↳Show me a sector-by-sector attribution table for the baseline alongside turnover by period so I can judge whether the process is stable enough to follow.
登录后即可基于上方策略与右侧数据，直接与 AI 对话分析。
登录后开始对话…
可参考左栏策略与右栏数据。