Cantillon Capital Management LLC 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.
Following Baseline means accepting the manager's disclosed sizing almost directly. Here that means moderate concentration rather than broad index-like exposure: top 5 31.68%, top 10 50.10%, top 20 76.60%, with AVGO 9.32%, GOOGL 7.72%, SPGI 5.37%, IBKR 4.80%, AMAT 4.47%, CBRE 4.19%. The baseline result is return 14.16%, alpha 1.58%, beta 0.94, Sharpe 0.83, Sortino 1.03, max drawdown -31.63%. That is the right reference case, but it is not automatically the safest case because the largest names and sector mix (Financials 29.42%, Information Technology 25.36%, Communication Services 12.95%, Industrials 11.58%) still dominate the realized path.
The period rows show the character of the baseline. The strongest relative period was 2024-09-30 (6.81% vs SPY 2.76%, excess 4.05%, turnover 13.56%); the weakest was 2024-06-30 (6.37% vs SPY 9.83%, excess -3.46%, turnover 18.05%). The latest rows (2025-03-31 (10.45% vs SPY 9.22%, excess 1.23%, turnover 14.44%); 2025-06-30 (1.07% vs SPY 4.20%, excess -3.13%, turnover 9.85%); 2025-09-30 (2.13% vs SPY 1.49%, excess 0.65%, turnover 9.30%)) show whether recent results are confirming or reversing the long-term profile.
Before accepting Baseline, I would inspect three things: whether AVGO 9.32%, GOOGL 7.72%, SPGI 5.37%, IBKR 4.80% still have current theses, whether recent changes such as no large named moves and no large named moves indicate a shift, and whether max drawdown of -31.63% is acceptable for the user's risk budget.