Daily Journal Corp., Asset Management Arm 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 2024-06-30 (26.14% strategy return, 9.83% benchmark, 16.31% excess, 7.25% turnover), while the weakest was 2025-12-31 (-9.65% strategy return, 9.57% benchmark, -19.22% excess, 5.89% turnover). Those periods should be read alongside baseline metrics of return 6.22%, alpha -6.42%, beta 1.16, Sharpe 0.35, Sortino 0.48, and max drawdown -54.33% to judge whether returns came from persistent exposure or a narrow timing window.
The baseline is a direct read-through of the disclosed fund portfolio. It is led by WFC (Wells Fargo & Company) 46.74%, BAC (Bank of America Corporation) 40.51%, and BABA (Alibaba Group Holding Limited) 10.17%, with sector exposure of Financials 89.83%, and Consumer Discretionary 10.17%. The baseline metrics show return 6.22%, alpha -6.42%, beta 1.16, Sharpe 0.35, Sortino 0.48, and max drawdown -54.33%, so this should be treated as an equity exposure with its own concentration and timing risk rather than a neutral benchmark clone.
Concentration is the first item to inspect: top 5 100.00%, top 10 100.00%, top 20 100.00%. The largest names are WFC (Wells Fargo & Company) 46.74%, BAC (Bank of America Corporation) 40.51%, BABA (Alibaba Group Holding Limited) 10.17%, and USB (U.S. Bancorp) 2.58%, and the largest sector exposures are Financials 89.83%, and Consumer Discretionary 10.17%. If those exposures reverse, baseline performance can diverge sharply from a broad index.