SSHF.X — Sound Shore Fund, 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 2023-12-31 (12.63% strategy return, 4.96% benchmark, 7.67% excess, 23.82% turnover), while the weakest was 2025-12-31 (2.68% strategy return, 9.57% benchmark, -6.89% excess, 36.87% turnover). Those periods should be read alongside baseline metrics of return 12.59%, alpha -0.31%, beta 0.96, Sharpe 0.72, Sortino 0.90, and max drawdown -39.37% to judge whether returns came from persistent exposure or a narrow timing window.
The latest change list shows REGN unchanged to 4.58%; TEVA unchanged to 4.53%; GOOGL unchanged to 3.69%. Combined with top 5 19.94%, top 10 36.68%, top 20 66.54%, 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 REGN (Regeneron Pharmaceuticals, Inc.) 4.58%, TEVA (Teva Pharmaceutical Industries Limited) 4.53%, and GOOGL (Alphabet Inc.) 3.69%, with sector exposure of Financials 21.11%, Information Technology 19.06%, and Health Care 17.13%. The baseline metrics show return 12.59%, alpha -0.31%, beta 0.96, Sharpe 0.72, Sortino 0.90, and max drawdown -39.37%, so this should be treated as an equity exposure with its own concentration and timing risk rather than a neutral benchmark clone.