Elfun Trusts 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 latest change list shows NVDA unchanged to 10.30%; MSFT unchanged to 8.12%; GOOGL unchanged to 7.72%. Combined with top 5 38.53%, top 10 53.74%, top 20 72.74%, 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.
The baseline is a direct read-through of the disclosed fund portfolio. It is led by NVDA (NVIDIA Corporation) 10.30%, MSFT (Microsoft Corporation) 8.12%, and GOOGL (Alphabet Inc.) 7.72%, with sector exposure of Information Technology 36.73%, Financials 13.04%, and Communication Services 12.04%. The baseline metrics show return 16.04%, alpha 1.66%, beta 1.04, Sharpe 0.88, Sortino 1.08, and max drawdown -32.43%, so this should be treated as an equity exposure with its own concentration and timing risk rather than a neutral benchmark clone.
The strongest recent period was 2023-06-30 (1.65% strategy return, -1.77% benchmark, 3.42% excess, 11.35% turnover), while the weakest was 2024-09-30 (0.97% strategy return, 2.76% benchmark, -1.79% excess, 13.68% turnover). Those periods should be read alongside baseline metrics of return 16.04%, alpha 1.66%, beta 1.04, Sharpe 0.88, Sortino 1.08, and max drawdown -32.43% to judge whether returns came from persistent exposure or a narrow timing window.