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.
AI Summary
Concentrated large-cap growth mix with positive alpha, but weaker risk-adjusted results and deeper drawdowns than the original screen.
Portfolio Snapshot
Current optimized weights for the selected default session.
| Symbol | Name | Sector | Weight | Diff |
|---|---|---|---|---|
| NVDA | NVIDIA Corporation | Information Technology | 33.33% | +25.44 |
| GOOGL | Alphabet Inc. | Communication Services | 33.33% | +29.93 |
| MSFT | Microsoft Corporation | Information Technology | 33.33% | +30.90 |
Sector Exposure
- Information Technology66.66%
- Communication Services33.33%
Weight Changes
Notable position adjustments in the latest snapshot.
- NVDANVIDIA Corporation33.33% (+25.44)
- GOOGLAlphabet Inc.33.33% (+29.93)
- MSFTMicrosoft Corporation33.33% (+30.90)
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 | 25.74% | 10.02% | 1.06 | -27.69% |
| Momentum Screen | -2.19% | -13.50% | 0.06 | -42.34% |
| Basic Value Screen | 11.08% | -0.41% | 0.48 | -48.85% |
| Combo Equal Screen | 17.00% | 3.56% | 0.70 | -34.61% |
vs Baseline: Annualized -8.74 · Alpha -6.46 · Sharpe -0.36
Recent Periods
Per-period performance vs benchmark.
| Period | Strategy | Benchmark | Excess | Turnover | Trades |
|---|---|---|---|---|---|
| 2022-12-31 | -1.44% | -0.25% | -1.19 | 0.82 | 2 |
| 2023-03-31 | -5.52% | 7.90% | -13.42 | 24.03 | 2 |
| 2023-06-30 | -0.79% | -1.77% | +0.98 | 100.04 | 3 |
| 2023-09-30 | 9.57% | 10.11% | -0.54 | 2.62 | 2 |
| 2023-12-31 | 9.84% | 4.96% | +4.88 | 1.05 | 2 |
| 2024-03-31 | -4.85% | 2.31% | -7.16 | 94.21 | 2 |
| 2024-06-30 | 11.54% | 9.83% | +1.71 | 0.15 | 1 |
| 2024-09-30 | 4.50% | 2.76% | +1.74 | 100.00 | 2 |
| 2024-12-31 | -10.74% | -3.63% | -7.11 | 99.40 | 2 |
| 2025-03-31 | 24.30% | 9.22% | +15.08 | 133.50 | 3 |
| 2025-06-30 | 12.11% | 4.20% | +7.91 | 5.39 | 3 |
| 2025-09-30 | 1.99% | 1.49% | +0.51 | 14.53 | 3 |
Strategy Q&A
Pre-generated questions and answers about this strategy.
- combo13FChat AI
How did the combo equal-weight screen change portfolio structure versus the baseline?
The combo equal-weight screen radically changed structure by replacing the baseline's top-heavy Apple/Berkshire portfolio with three equal-weight growth franchises: NVDA, GOOGL, and MSFT at 33.33% each. Baseline top holdings were AAPL 51.42%, BRK.A 21.09%, and NVDA 7.89%, while combo shifted sector exposure to 66.66% Information Technology and 33.33% Communication Services. Equal weighting removed Apple and Berkshire dominance, but it did not diversify the portfolio in practice because the top 3 still represented essentially 100% of total weight.
strategyViews.combo-equal-screen.topHoldingsstrategyViews.combo-equal-screen.sectorWeightsstrategyViews.baseline.topHoldingsstrategyViews.baseline.concentrationstrategyViews.combo-equal-screen.concentration↳ Show the exact active weight changes from baseline to combo equal-weight for AAPL, BRK.A, NVDA, GOOGL, and MSFT.
- combo13FChat AI
Was the combo screen's result driven more by stock selection or by weight redistribution?
It was driven by both, but weight redistribution is the cleaner explanation in the latest snapshot. The combo screen selected NVDA, GOOGL, and MSFT, then assigned each 33.33%, compared with baseline weights of 7.89%, 3.4%, and 2.43%. That means active weight gains of +25.44 points for NVDA, +29.93 for GOOGL, and +30.9 for MSFT. The structure explicitly removed AAPL's 51.42% and BRK.A's 21.09% baseline dominance, so the result depends not just on choosing different names but on massively reassigning capital toward previously smaller positions.
strategyViews.combo-equal-screen.topHoldingsstrategyViews.combo-equal-screen.latestChangesstrategyViews.baseline.topHoldings↳ Can you separate combo-screen performance into a stock-selection effect versus an equal-weight reallocation effect?
- combo13FChat AI
What trade-off should a user understand before choosing the combo equal-weight screen?
The combo screen improved diversification away from AAPL and generated positive alpha, but not enough to match the baseline's superior return quality. Combo posted 17.0% annualized return, 3.56 alpha, 0.70 Sharpe, and -34.61% max drawdown, while baseline delivered 25.74%, 10.02 alpha, 1.06 Sharpe, and -27.69% drawdown. So the trade-off is giving up a large amount of historical excess return and some downside resilience in exchange for a portfolio that is less Apple-dominated but still highly concentrated in only three growth names.
strategyViews.combo-equal-screen.metricsstrategyViews.baseline.metricsstrategyViews.combo-equal-screen.summarystrategyViews.combo-equal-screen.riskNotes↳ Compare combo equal-weight and baseline on concentration, alpha, Sharpe, drawdown, and sector mix to see if the trade-off is worth it.
Other strategies for this fund
Baseline
Track disclosed holdings with the standard reporting lag and no active reweighting.
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.