Matrix Asset Advisors Inc 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.
Concentration is the first item to inspect: top 5 25.00%, top 10 45.25%, top 20 72.64%. The largest names are MSFT (Microsoft Corporation) 7.18%, PNC 4.51%, JPM 4.48%, MS (Morgan Stanley) 4.43%, and AAPL (Apple Inc.) 4.40%, and the largest sector exposures are Financials 29.07%, Information Technology 23.04%, and Consumer Staples 10.67%. If those exposures reverse, baseline performance can diverge sharply from a broad index.
The strongest recent period was 2025-09-30 (6.64% strategy return, 1.46% benchmark, 5.18% excess, 14.26% turnover), while the weakest was 2025-12-31 (2.79% strategy return, 9.57% benchmark, -6.78% excess, 14.62% turnover). Those periods should be read alongside baseline metrics of return 9.90%, alpha -2.45%, beta 0.93, Sharpe 0.62, Sortino 0.76, and max drawdown -36.26% 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 MSFT (Microsoft Corporation) 7.18%, PNC 4.51%, and JPM 4.48%, with sector exposure of Financials 29.07%, Information Technology 23.04%, and Consumer Staples 10.67%. The baseline metrics show return 9.90%, alpha -2.45%, beta 0.93, Sharpe 0.62, Sortino 0.76, and max drawdown -36.26%, so this should be treated as an equity exposure with its own concentration and timing risk rather than a neutral benchmark clone.