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 utility-heavy screen with lower market beta and modest optimization gains, but weak SPY-relative efficiency and high sector concentration.
Portfolio Snapshot
Current optimized weights for the selected default session.
| Symbol | Name | Sector | Weight | Diff |
|---|---|---|---|---|
| SO | The Southern Company | Utilities | 5.00% | -2.31 |
| DUK | Duke Energy Corporation | Utilities | 5.00% | -1.99 |
| CEG | Constellation Energy Corporation | Utilities | 5.00% | -1.84 |
| D | Dominion Energy, Inc. | Utilities | 5.00% | +1.18 |
| AEP | American Electric Power Company, Inc. | Utilities | 5.00% | -0.09 |
| VST | Vistra Corp. | Utilities | 5.00% | +1.60 |
| ETR | Entergy Corporation | Utilities | 5.00% | +1.35 |
| WEC | WEC Energy Group, Inc. | Utilities | 5.00% | +2.37 |
| ED | Consolidated Edison, Inc. | Utilities | 5.00% | +2.22 |
| EXC | Exelon Corporation | Utilities | 5.00% | +1.75 |
| PEG | Public Service Enterprise Group Incorporated | Utilities | 5.00% | +2.21 |
| DTE | DTE Energy Company | Utilities | 5.00% | +2.89 |
| NRG | NRG Energy, Inc. | Utilities | 5.00% | +2.88 |
| ATO | Atmos Energy Corporation | Utilities | 5.00% | +2.84 |
| AEE | Ameren Corporation | Utilities | 5.00% | +2.82 |
| CMS | CMS Energy Corporation | Utilities | 5.00% | +3.39 |
| EIX | Edison International | Utilities | 5.00% | +3.08 |
| FE | FirstEnergy Corp. | Utilities | 5.00% | +3.33 |
| AWK | American Water Works Company, Inc. | Utilities | 5.00% | +3.23 |
| ES | Eversource Energy | Utilities | 5.00% | +3.19 |
Sector Exposure
- Utilities100.00%
Weight Changes
Notable position adjustments in the latest snapshot.
- SOThe Southern Company5.00% (-2.31)
- DUKDuke Energy Corporation5.00% (-1.99)
- CEGConstellation Energy Corporation5.00% (-1.84)
- DDominion Energy, Inc.5.00% (+1.18)
- AEPAmerican Electric Power Company, Inc.5.00% (-0.09)
- VSTVistra Corp.5.00% (+1.60)
- ETREntergy Corporation5.00% (+1.35)
- WECWEC Energy Group, Inc.5.00% (+2.37)
- EDConsolidated Edison, Inc.5.00% (+2.22)
- EXCExelon Corporation5.00% (+1.75)
- PEGPublic Service Enterprise Group Incorporated5.00% (+2.21)
- DTEDTE Energy Company5.00% (+2.89)
- NRGNRG Energy, Inc.5.00% (+2.88)
- ATOAtmos Energy Corporation5.00% (+2.84)
- AEEAmeren Corporation5.00% (+2.82)
- CMSCMS Energy Corporation5.00% (+3.39)
- EIXEdison International5.00% (+3.08)
- FEFirstEnergy Corp.5.00% (+3.33)
- AWKAmerican Water Works Company, Inc.5.00% (+3.23)
- ESEversource Energy5.00% (+3.19)
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 | 6.89% | -0.23% | 0.44 | -36.56% |
| Momentum Screen | 4.74% | -2.39% | 0.33 | -37.92% |
| Basic Value Screen | 5.52% | -1.72% | 0.37 | -42.47% |
| Combo Equal Screen | 7.42% | 0.38% | 0.47 | -35.72% |
vs Baseline: Annualized +0.53 · Alpha +0.61 · Sharpe +0.03
Recent Periods
Per-period performance vs benchmark.
| Period | Strategy | Benchmark | Excess | Turnover | Trades |
|---|---|---|---|---|---|
| 2025-05-31 | -0.67% | 3.75% | -4.42 | 19.70 | 21 |
| 2025-06-30 | 3.93% | 2.69% | +1.24 | 23.53 | 22 |
| 2025-07-31 | -2.20% | 2.05% | -4.25 | 1.94 | 20 |
| 2025-08-31 | 3.96% | 3.66% | +0.30 | 14.50 | 21 |
| 2025-09-30 | 0.90% | 2.05% | -1.15 | 13.57 | 21 |
| 2025-10-31 | 1.70% | 0.20% | +1.50 | 3.62 | 20 |
| 2025-11-30 | -1.78% | 0.99% | -2.77 | 13.10 | 21 |
| 2025-12-31 | 1.39% | 1.47% | -0.09 | 12.21 | 21 |
| 2026-01-31 | 11.71% | -1.35% | +13.06 | 3.67 | 20 |
| 2026-02-28 | -2.94% | -7.93% | +4.99 | 2.81 | 20 |
| 2026-03-31 | -0.81% | 9.42% | -10.22 | 4.89 | 20 |
| 2026-04-30 | -4.11% | 4.11% | -8.21 | 3.49 | 20 |
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 SO (The Southern Company) 5.00%, DUK (Duke Energy Corporation) 5.00%, CEG (Constellation Energy Corporation) 5.00%, D 5.00%, AEP (American Electric Power Company, Inc.) 5.00%, and VST (Vistra Corp.) 5.00% and delivered return 7.42%, alpha 0.38%, beta 0.58, Sharpe 0.47, Sortino 0.60, and max drawdown -35.72%. Versus baseline, annualized return changed by 0.53%, alpha changed by 0.61%, Sharpe changed by 0.03, Sortino changed by 0.03, drawdown improved by 0.84%. 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 SO (The Southern Company) 5.00%, DUK (Duke Energy Corporation) 5.00%, CEG (Constellation Energy Corporation) 5.00%, D 5.00%, and AEP (American Electric Power Company, Inc.) 5.00%, with sector exposure of Utilities 100.00%. The latest change list shows CMS increase to 5.00%; FE increase to 5.00%; AWK increase to 5.00%, 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 SO (The Southern Company) 5.00%, DUK (Duke Energy Corporation) 5.00%, CEG (Constellation Energy Corporation) 5.00%, D 5.00%, AEP (American Electric Power Company, Inc.) 5.00%, VST (Vistra Corp.) 5.00%, ETR (Entergy Corporation) 5.00%, and WEC 5.00%. That produces top 5 25.00%, top 10 50.00%, top 20 100.00% and sector exposure of Utilities 100.00%. Compared with baseline concentration of top 5 40.26%, top 10 58.85%, top 20 83.40%, 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.