Donald Smith & Co., 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.
The strongest recent period was 2025-09-30 (7.84% strategy return, 1.46% benchmark, 6.38% excess, 15.37% turnover), while the weakest was 2025-12-31 (-1.96% strategy return, 9.57% benchmark, -11.52% excess, 12.86% turnover). Those periods should be read alongside baseline metrics of return 12.92%, alpha 0.58%, beta 0.97, Sharpe 0.66, Sortino 0.83, and max drawdown -50.79% to judge whether returns came from persistent exposure or a narrow timing window.
Concentration is the first item to inspect: top 5 38.73%, top 10 62.98%, top 20 95.93%. The largest names are AER (AerCap Holdings N.V.) 13.40%, SM 6.97%, GNW (Genworth Financial, Inc.) 6.42%, HOG (Harley-Davidson, Inc.) 6.28%, and MHO (M/I Homes, Inc.) 5.66%, and the largest sector exposures are Financials 32.74%, Consumer Discretionary 23.58%, and Industrials 20.85%. If those exposures reverse, baseline performance can diverge sharply from a broad index.
The baseline is a direct read-through of the disclosed fund portfolio. It is led by AER (AerCap Holdings N.V.) 13.40%, SM 6.97%, and GNW (Genworth Financial, Inc.) 6.42%, with sector exposure of Financials 32.74%, Consumer Discretionary 23.58%, and Industrials 20.85%. The baseline metrics show return 12.92%, alpha 0.58%, beta 0.97, Sharpe 0.66, Sortino 0.83, and max drawdown -50.79%, so this should be treated as an equity exposure with its own concentration and timing risk rather than a neutral benchmark clone.