Optimization Strategybaseline
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Baseline

Track disclosed holdings with the standard reporting lag and no active reweighting.

AI Summary

Concentrated mid-growth portfolio with strong long-run returns and alpha, but very high drawdown and stock-specific risk.

Annualized Return
17.93%
Annualized return
Alpha
5.14%
Active return
Sharpe
0.66
Risk-adjusted return
Beta
1.08
Market sensitivity
Max Drawdown
-69.59%
Maximum drawdown
Top 5
75.23%
Top-5 concentration
Top 10
100.01%
Top-10 concentration
Top 20
100.01%
Top-20 concentration

Portfolio Snapshot

Current optimized weights for the selected default session.

SymbolNameSectorWeightDiff
OKTAOkta, Inc.Information Technology20.21%0
AMZNAmazon.com, Inc.Consumer Discretionary17.65%0
BABAAlibaba Group Holding LimitedConsumer Discretionary16.55%0
ZSZscaler, Inc.Information Technology12.78%0
INTUIntuit Inc.Information Technology8.04%0
FWON.KFormula One GroupCommunication Services7.84%0
CPNGCoupang, Inc.Consumer Discretionary7.78%0
CSGPCoStar Group, Inc.Real Estate6.22%0
CEGConstellation Energy CorporationUtilities2.94%0

Sector Exposure

  • Consumer Discretionary41.98%
  • Information Technology41.03%
  • Communication Services7.84%
  • Real Estate6.22%
  • Utilities2.94%

Weight Changes

Notable position adjustments in the latest snapshot.

No weight changes vs original.

Performance vs Benchmark

Strategy NAV vs benchmark — hover for exact values.

BaselineBenchmark

Alpha Trend

Excess return vs benchmark over time.

Alpha (positive)Alpha (negative)

Drawdown Trend

Underwater curve and peak drawdown marker.

Max DD: -69.59%(Nov 22)

Turnover Trend

Per-period turnover with average reference.

Avg turnover: 24.66Peak: 62.52

Strategy Comparison

All four default strategies side-by-side.

StrategyAnnualizedAlphaSharpeMax DD
Baseline17.93%5.14%0.66-69.59%
Momentum Screen15.85%8.29%0.55-83.10%
Basic Value Screen25.12%13.07%0.79-60.26%
Combo Equal Screen18.82%6.31%0.67-66.09%

Recent Periods

Per-period performance vs benchmark.

PeriodStrategyBenchmarkExcessTurnoverTrades
2023-03-31-1.70%7.90%-9.6016.066
2023-06-30-14.08%-1.77%-12.3116.166
2023-09-307.42%10.11%-2.6912.515
2023-12-3120.59%4.96%+15.636.405
2024-03-31-1.32%2.31%-3.6427.125
2024-06-308.21%9.83%-1.6113.215
2024-09-302.56%2.76%-0.2015.915
2024-12-311.51%-3.63%+5.1430.916
2025-03-313.43%9.22%-5.7927.345
2025-06-30-4.89%4.20%-9.0919.034
2025-09-30-8.36%1.46%-9.836.984
2025-12-31-3.25%9.57%-12.8125.846

Strategy Q&A

Pre-generated questions and answers about this strategy.

  • baseline13FChat AI

    Which recent periods best explain the baseline risk-return trade-off?

    The strongest recent period was 2023-12-31 (20.59% strategy return, 4.96% benchmark, 15.63% excess, 6.40% turnover), while the weakest was 2025-12-31 (-3.25% strategy return, 9.57% benchmark, -12.81% excess, 25.84% turnover). Those periods should be read alongside baseline metrics of return 17.93%, alpha 5.14%, beta 1.08, Sharpe 0.66, Sortino 0.92, and max drawdown -69.59% to judge whether returns came from persistent exposure or a narrow timing window.

    strategyViews.baseline.periodPerformancestrategyViews.baseline.metrics

    Show the worst drawdown windows and the top holdings active during those periods.

  • baseline13FChat AI

    Did the latest disclosed rebalance increase concentration, sector risk, or style tilt?

    The latest change list shows OKTA unchanged to 20.21%; AMZN unchanged to 17.65%; BABA unchanged to 16.55%. Combined with top 5 75.23%, top 10 100.01%, top 20 100.01%, that tells the user whether the baseline is becoming more concentrated or simply refreshing existing exposure. For a static page, this is the best first check before deciding whether the raw disclosed book is still acceptable.

    strategyViews.baseline.latestChangesstrategyViews.baseline.concentration

    Review the latest additions, reductions, and exits against the fund mandate and benchmark.

  • baseline13FChat AI

    What does directly following ShawSpring Partners, LLC expose an investor to as of 2026-03-31?

    The baseline is a direct read-through of the disclosed fund portfolio. It is led by OKTA (Okta, Inc.) 20.21%, AMZN (Amazon.com, Inc.) 17.65%, and BABA (Alibaba Group Holding Limited) 16.55%, with sector exposure of Consumer Discretionary 41.98%, Information Technology 41.03%, and Communication Services 7.84%. The baseline metrics show return 17.93%, alpha 5.14%, beta 1.08, Sharpe 0.66, Sortino 0.92, and max drawdown -69.59%, so this should be treated as an equity exposure with its own concentration and timing risk rather than a neutral benchmark clone.

    fund.holdingsAsOfstrategyViews.baseline.topHoldingsstrategyViews.baseline.metrics

    Compare the baseline holdings with the benchmark sector weights and identify the largest active risks.

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