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
Equal-weight stock screen with strong long-run excess return, but materially higher drawdown and market sensitivity than SPY.
Portfolio Snapshot
Current optimized weights for the selected default session.
| Symbol | Name | Sector | Weight | Diff |
|---|---|---|---|---|
| FCNC.A | First Citizens BancShares, Inc. | Financials | 5.56% | +1.52 |
| DLTR | Dollar Tree, Inc. | Consumer Staples | 5.56% | +2.21 |
| EVRG | Evergy, Inc. | Utilities | 5.56% | +3.16 |
| CCK | Crown Holdings, Inc. | Materials | 5.56% | +3.09 |
| AXS | AXIS Capital Holdings Limited | Financials | 5.56% | +2.75 |
| RRX | Regal Rexnord Corporation | Industrials | 5.56% | +3.45 |
| ADEA | Adeia Inc. | Information Technology | 5.56% | +3.52 |
| LPLA | LPL Financial Holdings Inc. | Financials | 5.56% | +3.70 |
| TFX | Teleflex Incorporated | Health Care | 5.56% | +3.69 |
| TRMB | Trimble Inc. | Information Technology | 5.56% | +3.35 |
| UHAL | U-Haul Holding Company | Industrials | 5.56% | +3.34 |
| VICI | VICI Properties Inc. | Real Estate | 5.56% | +4.03 |
| VFC | V.F. Corporation | Consumer Discretionary | 5.56% | +4.01 |
| DBRG | DigitalBridge Group, Inc. | Financials | 5.56% | +4.32 |
| BBY | Best Buy Co., Inc. | Consumer Discretionary | 5.56% | +4.95 |
| PVH | PVH Corp. | Consumer Discretionary | 5.56% | +4.49 |
| AMD | Advanced Micro Devices, Inc. | Information Technology | 5.56% | +4.48 |
| SUI | Sun Communities, Inc. | Real Estate | 5.56% | +4.05 |
Sector Exposure
- Financials22.24%
- Information Technology16.68%
- Consumer Discretionary16.68%
- Industrials11.12%
- Real Estate11.12%
- Consumer Staples5.56%
- Utilities5.56%
- Materials5.56%
Weight Changes
Notable position adjustments in the latest snapshot.
- FCNC.AFirst Citizens BancShares, Inc.5.56% (+1.52)
- DLTRDollar Tree, Inc.5.56% (+2.21)
- EVRGEvergy, Inc.5.56% (+3.16)
- CCKCrown Holdings, Inc.5.56% (+3.09)
- AXSAXIS Capital Holdings Limited5.56% (+2.75)
- RRXRegal Rexnord Corporation5.56% (+3.45)
- ADEAAdeia Inc.5.56% (+3.52)
- LPLALPL Financial Holdings Inc.5.56% (+3.70)
- TFXTeleflex Incorporated5.56% (+3.69)
- TRMBTrimble Inc.5.56% (+3.35)
- UHALU-Haul Holding Company5.56% (+3.34)
- VICIVICI Properties Inc.5.56% (+4.03)
- VFCV.F. Corporation5.56% (+4.01)
- DBRGDigitalBridge Group, Inc.5.56% (+4.32)
- BBYBest Buy Co., Inc.5.56% (+4.95)
- PVHPVH Corp.5.56% (+4.49)
- AMDAdvanced Micro Devices, Inc.5.56% (+4.48)
- SUISun Communities, Inc.5.56% (+4.05)
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 | 6.98% | -0.62% | 0.64 | -26.88% |
| Momentum Screen | 8.37% | -3.24% | 0.49 | -44.28% |
| Basic Value Screen | 9.73% | -3.31% | 0.51 | -56.65% |
| Combo Equal Screen | 30.52% | 14.35% | 0.93 | -53.76% |
vs Baseline: Annualized +23.55 · Alpha +14.98 · Sharpe +0.29
Recent Periods
Per-period performance vs benchmark.
| Period | Strategy | Benchmark | Excess | Turnover | Trades |
|---|---|---|---|---|---|
| 2023-03-31 | 16.11% | 7.90% | +8.20 | 71.62 | 2 |
| 2023-06-30 | 4.05% | -1.77% | +5.82 | 100.09 | 2 |
| 2023-09-30 | 24.49% | 10.11% | +14.38 | 11.48 | 2 |
| 2023-12-31 | 16.45% | 4.96% | +11.49 | 117.07 | 2 |
| 2024-03-31 | -2.68% | 2.31% | -5.00 | 190.15 | 20 |
| 2024-06-30 | 36.67% | 9.83% | +26.84 | 190.87 | 20 |
| 2024-09-30 | 4.13% | 2.76% | +1.37 | 0.21 | 1 |
| 2024-12-31 | -4.07% | -3.63% | -0.44 | 0.00 | 1 |
| 2025-03-31 | 18.57% | 9.22% | +9.35 | 0.00 | 1 |
| 2025-06-30 | -1.72% | 4.20% | -5.92 | 188.24 | 17 |
| 2025-09-30 | 12.55% | 1.46% | +11.09 | 23.75 | 18 |
| 2025-12-31 | 6.91% | 9.57% | -2.65 | 32.74 | 19 |
Strategy Q&A
Pre-generated questions and answers about this strategy.
- combo13FChat AI
Was the combo screen's result driven more by stock selection or by weight redistribution?
The combo result appears to be a mix of stock selection and weight redistribution. It selected FCNC.A (First Citizens BancShares, Inc.) 5.56%, DLTR (Dollar Tree, Inc.) 5.56%, EVRG (Evergy, Inc.) 5.56%, CCK (Crown Holdings, Inc.) 5.56%, AXS (AXIS Capital Holdings Limited) 5.56%, and RRX (Regal Rexnord Corporation) 5.56% and delivered return 30.52%, alpha 14.35%, beta 1.27, Sharpe 0.93, Sortino 1.38, and max drawdown -53.76%. Versus baseline, annualized return changed by 23.55%, alpha changed by 14.98%, Sharpe changed by 0.29, Sortino changed by 0.59, drawdown worsened by 26.88%. The selected-name list and changed weights are the first places to check whether performance came from better stocks or simply different sizing.
strategyViews.combo-equal-screen.topHoldingsstrategyViews.combo-equal-screen.metrics↳ Separate the combo result into selected names, weight changes, and return contribution.
- combo13FChat AI
Which names and sector exposures are driving the combo result?
The combo basket is led by FCNC.A (First Citizens BancShares, Inc.) 5.56%, DLTR (Dollar Tree, Inc.) 5.56%, EVRG (Evergy, Inc.) 5.56%, CCK (Crown Holdings, Inc.) 5.56%, and AXS (AXIS Capital Holdings Limited) 5.56%, with sector exposure of Financials 22.24%, Information Technology 16.68%, Consumer Discretionary 16.68%, and Industrials 11.12%. The latest change list shows BBY increase to 5.56%; PVH increase to 5.56%; AMD increase to 5.56%, so the user should inspect whether these are desirable active bets or just mechanical consequences of the screen.
strategyViews.combo-equal-screen.topHoldingsstrategyViews.combo-equal-screen.latestChanges↳ Review the combo basket's top sector bets, increased names, and reduced baseline names.
- combo13FChat AI
How did the combo equal-weight screen change portfolio structure versus the baseline?
Combo Equal Screen changes structure by selecting FCNC.A (First Citizens BancShares, Inc.) 5.56%, DLTR (Dollar Tree, Inc.) 5.56%, EVRG (Evergy, Inc.) 5.56%, CCK (Crown Holdings, Inc.) 5.56%, AXS (AXIS Capital Holdings Limited) 5.56%, RRX (Regal Rexnord Corporation) 5.56%, ADEA (Adeia Inc.) 5.56%, and LPLA (LPL Financial Holdings Inc.) 5.56%. That produces top 5 27.80%, top 10 55.60%, top 20 100.08% and sector exposure of Financials 22.24%, Information Technology 16.68%, Consumer Discretionary 16.68%, and Industrials 11.12%. Compared with baseline concentration of top 5 16.72%, top 10 29.95%, top 20 51.84%, this is less about copying original sizing and more about testing a cleaner rules-based basket.
strategyViews.combo-equal-screen.topHoldingsstrategyViews.combo-equal-screen.concentration↳ Compare combo weights with Baseline weights and identify the largest reallocations.
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.