Baseline
Track disclosed holdings with the standard reporting lag and no active reweighting.
AI Summary
Concentrated mid-value portfolio with moderate beta, solid absolute returns, and weaker risk-adjusted results versus SPY.
Portfolio Snapshot
Current optimized weights for the selected default session.
| Symbol | Name | Sector | Weight | Diff |
|---|---|---|---|---|
| GS | The Goldman Sachs Group, Inc. | Financials | 11.62% | 0 |
| CAT | Caterpillar Inc. | Industrials | 11.14% | 0 |
| MSFT | Microsoft Corporation | Information Technology | 5.15% | 0 |
| UNH | UnitedHealth Group Incorporated | Health Care | 4.72% | 0 |
| AMGN | Amgen Inc. | Health Care | 4.12% | 0 |
| V | Visa Inc. | Financials | 3.96% | 0 |
| HD | The Home Depot, Inc. | Consumer Discretionary | 3.94% | 0 |
| SHW | The Sherwin-Williams Company | Materials | 3.93% | 0 |
| AXP | American Express Company | Financials | 3.92% | 0 |
| JPM | JPMorgan Chase & Co. | Financials | 3.75% | 0 |
| TRV | The Travelers Companies, Inc. | Financials | 3.70% | 0 |
| AAPL | Apple Inc. | Information Technology | 3.64% | 0 |
| MCD | McDonald's Corporation | Consumer Discretionary | 3.42% | 0 |
| AMZN | Amazon.com, Inc. | Consumer Discretionary | 3.38% | 0 |
| BA | The Boeing Company | Industrials | 2.95% | 0 |
| IBM | International Business Machines Corporation | Information Technology | 2.85% | 0 |
| JNJ | Johnson & Johnson | Health Care | 2.75% | 0 |
| NVDA | NVIDIA Corporation | Information Technology | 2.67% | 0 |
| HON | Honeywell International Inc. | Industrials | 2.64% | 0 |
| CRM | Salesforce, Inc. | Information Technology | 2.26% | 0 |
Sector Exposure
- Financials26.95%
- Industrials18.51%
- Information Technology17.77%
- Health Care12.97%
- Consumer Discretionary11.29%
- Consumer Staples4.41%
- Materials3.93%
- Energy2.25%
Weight Changes
Notable position adjustments in the latest snapshot.
Performance vs Benchmark
Strategy NAV vs benchmark — hover for exact values.
Alpha Trend
Excess return vs benchmark over time.
Drawdown Trend
Underwater curve and peak drawdown marker.
Turnover Trend
Per-period turnover with average reference.
Strategy Comparison
All four default strategies side-by-side.
| Strategy | Annualized | Alpha | Sharpe | Max DD |
|---|---|---|---|---|
| Baseline | 11.60% | -1.10% | 0.72 | -37.07% |
| Momentum Screen | 11.96% | 0.09% | 0.69 | -33.99% |
| Basic Value Screen | 12.88% | 0.71% | 0.70 | -37.10% |
| Combo Equal Screen | 12.68% | -0.08% | 0.69 | -34.52% |
Recent Periods
Per-period performance vs benchmark.
| Period | Strategy | Benchmark | Excess | Turnover | Trades |
|---|---|---|---|---|---|
| 2025-05-31 | 3.57% | 3.75% | -0.18 | 1.06 | 30 |
| 2025-06-30 | 0.81% | 2.69% | -1.88 | 0.78 | 30 |
| 2025-07-31 | 3.20% | 2.05% | +1.15 | 1.40 | 30 |
| 2025-08-31 | 2.26% | 3.66% | -1.40 | 1.31 | 30 |
| 2025-09-30 | 2.27% | 2.05% | +0.22 | 1.27 | 30 |
| 2025-10-31 | 0.35% | 0.20% | +0.16 | 1.72 | 30 |
| 2025-11-30 | 2.28% | 0.99% | +1.29 | 1.24 | 30 |
| 2025-12-31 | 1.73% | 1.47% | +0.25 | 0.50 | 30 |
| 2026-01-31 | -0.87% | -1.35% | +0.48 | 0.75 | 30 |
| 2026-02-28 | -7.56% | -7.93% | +0.37 | 1.06 | 30 |
| 2026-03-31 | 5.54% | 9.42% | -3.88 | 1.17 | 30 |
| 2026-04-30 | 0.32% | 4.11% | -3.79 | 1.79 | 30 |
Strategy Q&A
Pre-generated questions and answers about this strategy.
- baseline13FChat AI
What does directly following DIA | Dow Jones Industrial Average ETF | Dow 30 Market Proxy expose an investor to as of 2026-04-30?
The baseline is a direct read-through of the disclosed ETF or index-like fund. It is led by GS (The Goldman Sachs Group, Inc.) 11.62%, CAT (Caterpillar Inc.) 11.14%, and MSFT (Microsoft Corporation) 5.15%, with sector exposure of Financials 26.95%, Industrials 18.51%, and Information Technology 17.77%. The baseline metrics show return 11.60%, alpha -1.10%, beta 0.92, Sharpe 0.72, Sortino 0.85, and max drawdown -37.07%, 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.
- baseline13FChat AI
Which recent periods best explain the baseline risk-return trade-off?
The strongest recent period was 2025-11-30 (2.28% strategy return, 0.99% benchmark, 1.29% excess, 1.24% turnover), while the weakest was 2026-03-31 (5.54% strategy return, 9.42% benchmark, -3.88% excess, 1.17% turnover). Those periods should be read alongside baseline metrics of return 11.60%, alpha -1.10%, beta 0.92, Sharpe 0.72, Sortino 0.85, and max drawdown -37.07% 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 GS unchanged to 11.62%; CAT unchanged to 11.14%; MSFT unchanged to 5.15%. Combined with top 5 36.75%, top 10 56.25%, top 20 86.51%, 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.
Other strategies for this fund
Momentum Screen
Select holdings by historically observable momentum, targeting roughly one quarter of each period's original member count and no more than 20 names; when a period has over 100 members, pre-rank to the top 50 first.
Basic Value Screen
Select holdings using PE, PB, P/FCF, and EV/EBITDA, targeting roughly one quarter of each period's original member count and no more than 20 names; when a period has over 100 members, pre-rank to the top 50 first.
Combo Equal Screen
Filter for large-cap, quality, and low-leverage holdings, rank by composite quality/value/size score, keep the top 20 names, and equal-weight the selected names.