Optimization Strategycombo-equal-screen
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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

Concentrated equal-weight screen delivered solid long-run returns with lower beta, but drawdowns and single-name risk remain high.

Annualized Return
12.47%
Annualized return
Alpha
6.40%
Active return
Sharpe
0.63
Risk-adjusted return
Beta
0.56
Market sensitivity
Max Drawdown
-51.07%
Maximum drawdown
Top 5
100.00%
Top-5 concentration
Top 10
100.00%
Top-10 concentration
Top 20
100.00%
Top-20 concentration

Portfolio Snapshot

Current optimized weights for the selected default session.

SymbolNameSectorWeightDiff
CVNACarvana Co.Consumer Discretionary20.00%-63.25
HGVHilton Grand Vacations Inc.Consumer Discretionary20.00%+9.82
COFCapital One Financial CorporationFinancials20.00%+13.95
CDLXCardlytics, Inc.Communication Services20.00%+19.74
SWIMLatham Group, Inc.Consumer Discretionary20.00%+19.74

Sector Exposure

  • Consumer Discretionary60.00%
  • Financials20.00%
  • Communication Services20.00%

Weight Changes

Notable position adjustments in the latest snapshot.

  • CVNACarvana Co.20.00% (-63.25)
  • HGVHilton Grand Vacations Inc.20.00% (+9.82)
  • COFCapital One Financial Corporation20.00% (+13.95)
  • CDLXCardlytics, Inc.20.00% (+19.74)
  • SWIMLatham Group, Inc.20.00% (+19.74)

Performance vs Benchmark

Strategy NAV vs benchmark — hover for exact values.

Combo Equal ScreenBenchmark

Alpha Trend

Excess return vs benchmark over time.

Alpha (positive)Alpha (negative)

Drawdown Trend

Underwater curve and peak drawdown marker.

Max DD: -51.07%(Dec 22)

Turnover Trend

Per-period turnover with average reference.

Avg turnover: 9.43Peak: 28.31

Strategy Comparison

All four default strategies side-by-side.

StrategyAnnualizedAlphaSharpeMax DD
Baseline11.98%10.43%0.53-74.71%
Momentum Screen24.41%34.20%0.72-83.47%
Basic Value Screen-12.86%-12.14%0.09-96.45%
Combo Equal Screen12.47%6.40%0.63-51.07%

vs Baseline: Annualized +0.49 · Alpha -4.03 · Sharpe +0.10

Recent Periods

Per-period performance vs benchmark.

PeriodStrategyBenchmarkExcessTurnoverTrades
2023-03-3150.14%7.90%+42.244.002
2023-06-30-5.90%-1.77%-4.1328.312
2023-09-3013.96%10.11%+3.853.322
2023-12-3121.84%4.96%+16.889.172
2024-03-312.25%2.31%-0.0616.902
2024-06-3017.46%9.83%+7.633.912
2024-09-303.50%2.76%+0.749.902
2024-12-310.97%-3.63%+4.594.502
2025-03-315.47%9.22%-3.752.322
2025-06-30-1.78%4.20%-5.982.852
2025-09-301.02%1.46%-0.445.252
2025-12-31-18.52%9.57%-28.086.012

Strategy Q&A

Pre-generated questions and answers about this strategy.

  • combo13FChat AI

    Which names and sector exposures are driving the combo result?

    The combo basket is led by CVNA (Carvana Co.) 20.00%, HGV (Hilton Grand Vacations Inc.) 20.00%, COF (Capital One Financial Corporation) 20.00%, CDLX (Cardlytics, Inc.) 20.00%, and SWIM (Latham Group, Inc.) 20.00%, with sector exposure of Consumer Discretionary 60.00%, Financials 20.00%, and Communication Services 20.00%. The latest change list shows CVNA decrease to 20.00%; CDLX increase to 20.00%; SWIM increase to 20.00%, so the user should inspect whether these are desirable active bets or just mechanical consequences of the screen.

    strategyViews.combo-equal-screen.topHoldingsstrategyViews.combo-equal-screen.latestChanges

    Review the combo basket's top sector bets, increased names, and reduced baseline names.

  • combo13FChat AI

    Was the combo screen's result driven more by stock selection or by weight redistribution?

    The combo result appears to be a mix of stock selection and weight redistribution. It selected CVNA (Carvana Co.) 20.00%, HGV (Hilton Grand Vacations Inc.) 20.00%, COF (Capital One Financial Corporation) 20.00%, CDLX (Cardlytics, Inc.) 20.00%, and SWIM (Latham Group, Inc.) 20.00% and delivered return 12.47%, alpha 6.40%, beta 0.56, Sharpe 0.63, Sortino 0.88, and max drawdown -51.07%. Versus baseline, annualized return changed by 0.49%, alpha changed by -4.03%, Sharpe changed by 0.10, Sortino changed by 0.31, drawdown improved by 23.65%. The selected-name list and changed weights are the first places to check whether performance came from better stocks or simply different sizing.

    strategyViews.combo-equal-screen.topHoldingsstrategyViews.combo-equal-screen.metrics

    Separate the combo result into selected names, weight changes, and return contribution.

  • combo13FChat AI

    What trade-off should a user understand before choosing the combo equal-weight screen?

    The trade-off is that Combo Equal Screen may improve or smooth the original portfolio, but it can also discard meaningful manager sizing. The best period was 2023-03-31 (50.14% strategy return, 7.90% benchmark, 42.24% excess, 4.00% turnover), and the weakest was 2025-12-31 (-18.52% strategy return, 9.57% benchmark, -28.08% excess, 6.01% turnover). With return 12.47%, alpha 6.40%, beta 0.56, Sharpe 0.63, Sortino 0.88, and max drawdown -51.07% and turnover around 9.43%, the screen should be chosen only if the user prefers the rules-based basket over the original concentration pattern.

    strategyViews.combo-equal-screen.periodPerformancestrategyViews.combo-equal-screen.metrics

    Stress-test the combo screen under higher trading cost, weaker sector leadership, and larger drawdowns.

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