Jensen Investment Management Inc 13F holdings and portfolio analysis

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Baseline

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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?

Directly following the baseline exposes an investor to a relatively concentrated large-cap portfolio with a strong information technology skew and meaningful implementation lag. The strategy top 5 account for 30.43% and the top 10 for 47.79%, led by Microsoft at 9.11%, Apple at 7.63%, and NVIDIA at 5.97%. Sector weights are 36.61% Information Technology, 16.8% Industrials, and 13.94% Health Care. The backtest also warns that implementation was active, with 6,951 trades, total estimated cost 1.7017, and a turnover spike to 98.98% in one period, so copycat investors face both concentration and execution risk.

↳Show the baseline concentration and sector weights alongside the fund’s live disclosed holdings so I can compare them.
baseline13FChat AI
Which recent baseline periods best explain the risk-return trade-off?

The recent baseline periods that best explain the trade-off are the weak but high-turnover stretches in 2025 and the mixed resilience in late 2024. In 2025-03-31, the baseline returned 2.71% versus 9.22% for SPY, a -6.51 point excess return. In 2025-06-30, it lost -1.69% while SPY gained 4.2%, for another -5.89 point gap, and turnover jumped to 31.23% with 300 trades. By contrast, 2024-12-31 shows the upside of the lower-beta profile: baseline lost -2.62% versus SPY at -3.63%, outperforming by 1.01 points. Those periods show the core trade-off: some downside resilience in certain selloffs, but weak participation in strong benchmark rallies and costly turnover when the manager rotates.

↳Plot baseline excess return versus turnover by period so I can see whether trading intensity helped or hurt.
baseline13FChat AI
What should a user inspect next before deciding whether the baseline is acceptable?

Before accepting the baseline, a user should inspect three things: whether the concentration is tolerable, whether the lagged implementation is realistic, and whether underperformance is concentrated in a few periods or structural. Concentration is material, with top 10 holdings at 47.79% and Information Technology at 36.61%. Implementation realism also matters because the strategy used 6,951 trades with total estimated cost 1.7017 and explicit 13F-style filing delays. Finally, the period data show repeated benchmark shortfalls in 2023-12-31 (-4.44 excess), 2025-03-31 (-6.51 excess), and 2025-06-30 (-5.89 excess), which suggests the negative alpha of -1.05 is not just a one-period anomaly.

↳Give me the worst three baseline excess-return periods and the holdings or sectors that likely drove them.
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