Olstein Capital Management, L.P. 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 baseline is a direct read-through of the disclosed fund portfolio. It is led by DIS (The Walt Disney Company) 2.37%, ST (Sensata Technologies Holding plc) 2.32%, and AVTR (Avantor, Inc.) 2.24%, with sector exposure of Industrials 24.85%, Financials 17.56%, and Health Care 17.25%. The baseline metrics show return 8.33%, alpha -4.01%, beta 0.95, Sharpe 0.52, Sortino 0.65, 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.
The strongest recent period was 2025-09-30 (10.77% strategy return, 1.46% benchmark, 9.31% excess, 19.17% turnover), while the weakest was 2025-12-31 (-1.20% strategy return, 9.57% benchmark, -10.76% excess, 22.60% turnover). Those periods should be read alongside baseline metrics of return 8.33%, alpha -4.01%, beta 0.95, Sharpe 0.52, Sortino 0.65, and max drawdown -39.37% to judge whether returns came from persistent exposure or a narrow timing window.
The latest change list shows DIS unchanged to 2.37%; ST unchanged to 2.32%; AVTR unchanged to 2.24%. Combined with top 5 11.21%, top 10 21.03%, top 20 37.99%, 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.