Greenhaven Associates Inc 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 strongest recent period was 2025-09-30 (20.13% strategy return, 1.46% benchmark, 18.67% excess, 49.56% turnover), while the weakest was 2025-12-31 (-7.62% strategy return, 9.57% benchmark, -17.19% excess, 16.45% turnover). Those periods should be read alongside baseline metrics of return 12.88%, alpha -1.31%, beta 1.15, Sharpe 0.60, Sortino 0.79, and max drawdown -56.02% to judge whether returns came from persistent exposure or a narrow timing window.
Concentration is the first item to inspect: top 5 64.72%, top 10 89.39%, top 20 99.99%. The largest names are LEN (Lennar Corporation) 18.74%, TOL (Toll Brothers, Inc.) 15.64%, PHM (PulteGroup, Inc.) 13.12%, DHI (D.R. Horton, Inc.) 9.66%, and OSK (Oshkosh Corporation) 7.56%, and the largest sector exposures are Consumer Discretionary 61.65%, Health Care 13.00%, and Information Technology 10.42%. If those exposures reverse, baseline performance can diverge sharply from a broad index.
The baseline is a direct read-through of the disclosed fund portfolio. It is led by LEN (Lennar Corporation) 18.74%, TOL (Toll Brothers, Inc.) 15.64%, and PHM (PulteGroup, Inc.) 13.12%, with sector exposure of Consumer Discretionary 61.65%, Health Care 13.00%, and Information Technology 10.42%. The baseline metrics show return 12.88%, alpha -1.31%, beta 1.15, Sharpe 0.60, Sortino 0.79, and max drawdown -56.02%, so this should be treated as an equity exposure with its own concentration and timing risk rather than a neutral benchmark clone.