Baseline
Track disclosed holdings with the standard reporting lag and no active reweighting.
AI Summary
High-return, benchmark-like portfolio with a clear technology tilt, solid alpha, and meaningful concentration and drawdown risk.
Portfolio Snapshot
Current optimized weights for the selected default session.
| Symbol | Name | Sector | Weight | Diff |
|---|---|---|---|---|
| GOOGL | Alphabet Inc. | Communication Services | 9.51% | 0 |
| NVDA | NVIDIA Corporation | Information Technology | 9.02% | 0 |
| MU | Micron Technology, Inc. | Information Technology | 8.63% | 0 |
| AVGO | Broadcom Inc. | Information Technology | 7.63% | 0 |
| JNJ | Johnson & Johnson | Health Care | 3.96% | 0 |
| AMD | Advanced Micro Devices, Inc. | Information Technology | 3.82% | 0 |
| LRCX | Lam Research Corporation | Information Technology | 3.42% | 0 |
| INTC | Intel Corporation | Information Technology | 3.36% | 0 |
| XOM | Exxon Mobil Corporation | Energy | 2.89% | 0 |
| CAT | Caterpillar Inc. | Industrials | 2.79% | 0 |
| SNDK | Sandisk Corporation | Information Technology | 2.37% | 0 |
| AMAT | Applied Materials, Inc. | Information Technology | 1.79% | 0 |
| STX | Seagate Technology Holdings plc | Information Technology | 1.75% | 0 |
| CSCO | Cisco Systems, Inc. | Information Technology | 1.69% | 0 |
| WDC | Western Digital Corporation | Information Technology | 1.67% | 0 |
| GE | General Electric Company | Industrials | 1.57% | 0 |
| GEV | GE Vernova Inc. | Industrials | 1.49% | 0 |
| RTX | RTX Corporation | Industrials | 1.43% | 0 |
| KLAC | KLA Corporation | Information Technology | 1.41% | 0 |
| GS | The Goldman Sachs Group, Inc. | Financials | 1.36% | 0 |
Sector Exposure
- Information Technology52.64%
- Industrials13.07%
- Communication Services9.64%
- Health Care6.43%
- Financials5.67%
- Consumer Staples4.14%
- Energy3.22%
- Materials1.74%
Weight Changes
Notable position adjustments in the latest snapshot.
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 | 20.86% | 6.03% | 1.06 | -29.77% |
| Momentum Screen | 19.74% | 5.60% | 0.89 | -30.45% |
| Basic Value Screen | 13.72% | 1.28% | 0.73 | -34.41% |
| Combo Equal Screen | 16.45% | 2.16% | 0.83 | -31.00% |
Recent Periods
Per-period performance vs benchmark.
| Period | Strategy | Benchmark | Excess | Turnover | Trades |
|---|---|---|---|---|---|
| 2025-05-31 | 5.17% | 3.75% | +1.42 | 1.36 | 97 |
| 2025-06-30 | 2.54% | 2.69% | -0.15 | 1.01 | 97 |
| 2025-07-31 | 0.49% | 2.05% | -1.56 | 1.59 | 97 |
| 2025-08-31 | 4.77% | 3.66% | +1.11 | 1.95 | 97 |
| 2025-09-30 | 0.62% | 2.05% | -1.43 | 66.72 | 138 |
| 2025-10-31 | -1.35% | 0.20% | -1.55 | 1.92 | 98 |
| 2025-11-30 | 1.32% | 0.99% | +0.33 | 1.90 | 98 |
| 2025-12-31 | 0.37% | 1.47% | -1.10 | 1.10 | 98 |
| 2026-01-31 | -0.71% | -1.35% | +0.64 | 1.21 | 98 |
| 2026-02-28 | -8.13% | -7.93% | -0.21 | 1.38 | 98 |
| 2026-03-31 | 16.93% | 9.42% | +7.52 | 113.78 | 151 |
| 2026-04-30 | 9.62% | 4.11% | +5.51 | 8.57 | 97 |
Strategy Q&A
Pre-generated questions and answers about this strategy.
- baseline13FChat AI
Did the latest disclosed rebalance increase concentration, sector risk, or style tilt?
The latest change list shows GOOGL unchanged to 9.51%; NVDA unchanged to 9.02%; MU unchanged to 8.63%. Combined with top 5 38.75%, top 10 55.03%, top 20 71.56%, 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.
strategyViews.baseline.latestChangesstrategyViews.baseline.concentration↳ Review the latest additions, reductions, and exits against the fund mandate and benchmark.
- baseline13FChat AI
What does directly following SPMO | S&P 500 Momentum ETF expose an investor to as of 2026-04-30?
The baseline is a direct read-through of the disclosed ETF or index-like fund. It is led by GOOGL (Alphabet Inc.) 9.51%, NVDA (NVIDIA Corporation) 9.02%, and MU (Micron Technology, Inc.) 8.63%, with sector exposure of Information Technology 52.64%, Industrials 13.07%, and Communication Services 9.64%. The baseline metrics show return 20.86%, alpha 6.03%, beta 1.01, Sharpe 1.06, Sortino 1.33, and max drawdown -29.77%, so this should be treated as an equity exposure with its own concentration and timing risk rather than a neutral benchmark clone.
fund.holdingsAsOfstrategyViews.baseline.topHoldingsstrategyViews.baseline.metrics↳ Compare the baseline holdings with the benchmark sector weights and identify the largest active risks.
- baseline13FChat AI
Which recent periods best explain the baseline risk-return trade-off?
The strongest recent period was 2026-03-31 (16.93% strategy return, 9.42% benchmark, 7.52% excess, 113.78% turnover), while the weakest was 2025-07-31 (0.49% strategy return, 2.05% benchmark, -1.56% excess, 1.59% turnover). Those periods should be read alongside baseline metrics of return 20.86%, alpha 6.03%, beta 1.01, Sharpe 1.06, Sortino 1.33, and max drawdown -29.77% to judge whether returns came from persistent exposure or a narrow timing window.
strategyViews.baseline.periodPerformancestrategyViews.baseline.metrics↳ Show the worst drawdown windows and the top holdings active during those periods.
Other strategies for this fund
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.
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.