azValor Asset Management SGIIC, S.A.U. 13F holdings and portfolio analysis
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Baseline
Analysis messagesPre-generated Q&A about this fund. Use as reference context for your own analysis.
The strongest recent period was 2025-09-30 (37.12% strategy return, 1.46% benchmark, 35.66% excess, 6.04% turnover), while the weakest was 2024-03-31 (-7.42% strategy return, 2.31% benchmark, -9.73% excess, 7.35% turnover). Those periods should be read alongside baseline metrics of return 9.66%, alpha 3.13%, beta 0.62, Sharpe 0.50, Sortino 0.68, and max drawdown -42.41% to judge whether returns came from persistent exposure or a narrow timing window.
Concentration is the first item to inspect: top 5 81.11%, top 10 95.44%, top 20 97.24%. The largest names are NE (Noble Corporation plc) 22.71%, SLB 20.98%, BORR (Borr Drilling Limited) 14.54%, NOV 13.24%, and RIG (Transocean Ltd.) 9.64%, and the largest sector exposures are Energy 96.25%, Consumer Discretionary 1.29%, and Industrials 1.06%. If those exposures reverse, baseline performance can diverge sharply from a broad index.
The baseline is a direct read-through of the disclosed 13F manager portfolio. It is led by NE (Noble Corporation plc) 22.71%, SLB 20.98%, and BORR (Borr Drilling Limited) 14.54%, with sector exposure of Energy 96.25%, Consumer Discretionary 1.29%, and Industrials 1.06%. The baseline metrics show return 9.66%, alpha 3.13%, beta 0.62, Sharpe 0.50, Sortino 0.68, and max drawdown -42.41%, so this should be treated as an equity exposure with its own concentration and timing risk rather than a neutral benchmark clone.