Diamond Hill Capital Management, Inc. 13F holdings and portfolio analysis
Sign in to clone a new branch from the selected plan, then continue optimizing in the new branch.
Baseline
Analysis messagesPre-generated Q&A about this fund. Use as reference context for your own analysis.
The baseline is a direct read-through of the disclosed fund portfolio. It is led by AIG (American International Group, Inc.) 4.51%, ABT (Abbott Laboratories) 3.86%, and AON (Aon plc) 3.36%, with sector exposure of Financials 19.86%, Industrials 16.89%, and Health Care 15.73%. The baseline metrics show return 8.03%, alpha -3.88%, beta 0.91, Sharpe 0.52, Sortino 0.63, and max drawdown -40.56%, 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 17.73%, top 10 30.94%, top 20 50.97%. The largest names are AIG (American International Group, Inc.) 4.51%, ABT (Abbott Laboratories) 3.86%, AON (Aon plc) 3.36%, CL (Colgate-Palmolive Company) 3.22%, and FANG (Diamondback Energy, Inc.) 2.78%, and the largest sector exposures are Financials 19.86%, Industrials 16.89%, and Health Care 15.73%. If those exposures reverse, baseline performance can diverge sharply from a broad index.
The latest change list shows AIG unchanged to 4.51%; ABT unchanged to 3.86%; AON unchanged to 3.36%. Combined with top 5 17.73%, top 10 30.94%, top 20 50.97%, 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.