Basic Value Screen
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.
AI Summary
Highly concentrated small-value screen with very weak optimized backtest results and extreme single-stock risk.
Portfolio Snapshot
Current optimized weights for the selected default session.
| Symbol | Name | Sector | Weight | Diff |
|---|---|---|---|---|
| COF | Capital One Financial Corporation | Financials | 100.00% | +93.95 |
Sector Exposure
- Financials100.00%
Weight Changes
Notable position adjustments in the latest snapshot.
- COFCapital One Financial Corporation100.00% (+93.95)
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 | 11.98% | 10.43% | 0.53 | -74.71% |
| Momentum Screen | 24.41% | 34.20% | 0.72 | -83.47% |
| Basic Value Screen | -12.86% | -12.14% | 0.09 | -96.45% |
| Combo Equal Screen | 12.47% | 6.40% | 0.63 | -51.07% |
vs Baseline: Annualized -24.84 · Alpha -22.57 · Sharpe -0.44
Recent Periods
Per-period performance vs benchmark.
| Period | Strategy | Benchmark | Excess | Turnover | Trades |
|---|---|---|---|---|---|
| 2023-03-31 | 23.86% | 7.90% | +15.95 | 0.40 | 1 |
| 2023-06-30 | -4.39% | -1.77% | -2.62 | 0.00 | 1 |
| 2023-09-30 | 24.78% | 10.11% | +14.68 | 0.00 | 1 |
| 2023-12-31 | 5.90% | 4.96% | +0.94 | 0.00 | 0 |
| 2024-03-31 | -7.17% | 2.31% | -9.48 | 0.00 | 1 |
| 2024-06-30 | 36.47% | 9.83% | +26.64 | 0.00 | 1 |
| 2024-09-30 | 7.82% | 2.76% | +5.06 | 0.00 | 0 |
| 2024-12-31 | -2.43% | -3.63% | +1.19 | 0.00 | 0 |
| 2025-03-31 | 9.86% | 9.22% | +0.64 | 0.00 | 1 |
| 2025-06-30 | -1.94% | 4.20% | -6.14 | 0.00 | 1 |
| 2025-09-30 | 7.74% | 1.46% | +6.28 | 200.00 | 2 |
| 2025-12-31 | -11.17% | 9.57% | -20.74 | 200.28 | 2 |
Strategy Q&A
Pre-generated questions and answers about this strategy.
- value13FChat AI
Which names did the value screen keep for CAS Investment Partners, LLC, and what makes the result different from baseline?
The value screen currently keeps COF (Capital One Financial Corporation) 100.00%. It still overlaps the baseline through COF, and reshapes sector exposure toward Financials 100.00%. This should be read as a valuation-sensitive subset of the disclosed universe, not as a full replacement for the original mandate.
strategyViews.basic-value-screen.topHoldingsstrategyViews.basic-value-screen.sectorWeights↳ Compare value-screen holdings with baseline holdings by valuation, sector, and weight change.
- value13FChat AI
Did the value screen reduce concentration or simply rotate into another concentrated bet?
The selected value book has top 5 100.00%, top 10 100.00%, top 20 100.00%, versus baseline top 5 100.00%, top 10 100.00%, top 20 100.00%. Its largest positions are COF (Capital One Financial Corporation) 100.00%, so concentration risk still needs to be reviewed even if the names look cheaper.
strategyViews.basic-value-screen.concentrationstrategyViews.baseline.concentration↳ Compare value-screen top weights with baseline top weights and identify the largest reallocations.
- value13FChat AI
Are the selected value names mean-reversion opportunities or possible value traps?
Recent period evidence is mixed by design: the strongest period was 2024-06-30 (36.47% strategy return, 9.83% benchmark, 26.64% excess, 0.00% turnover), and the weakest was 2025-12-31 (-11.17% strategy return, 9.57% benchmark, -20.74% excess, 200.28% turnover). With turnover around 133.62% and latest changes of COF increase to 100.00%, the user should verify whether each selected name has improving fundamentals, not just a low multiple.
strategyViews.basic-value-screen.periodPerformancestrategyViews.basic-value-screen.latestChanges↳ Identify whether each selected value name has improving fundamentals or only a low valuation multiple.
Other strategies for this fund
Baseline
Track disclosed holdings with the standard reporting lag and no active reweighting.
Momentum Screen
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.
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.