Jensen Investment Management 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 2024-12-31 (-2.63% strategy return, -3.63% benchmark, 0.99% excess, 14.51% turnover), while the weakest was 2025-12-31 (0.88% strategy return, 9.57% benchmark, -8.68% excess, 28.01% turnover). Those periods should be read alongside baseline metrics of return 9.70%, alpha -2.43%, beta 0.91, Sharpe 0.63, Sortino 0.78, and max drawdown -32.01% to judge whether returns came from persistent exposure or a narrow timing window.
The latest change list shows MSFT unchanged to 8.94%; GOOGL unchanged to 8.60%; AAPL unchanged to 8.36%. Combined with top 5 37.01%, top 10 60.34%, top 20 89.04%, 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.
The baseline is a direct read-through of the disclosed fund portfolio. It is led by MSFT (Microsoft Corporation) 8.94%, GOOGL (Alphabet Inc.) 8.60%, and AAPL (Apple Inc.) 8.36%, with sector exposure of Information Technology 38.13%, Health Care 14.90%, and Industrials 12.93%. The baseline metrics show return 9.70%, alpha -2.43%, beta 0.91, Sharpe 0.63, Sortino 0.78, and max drawdown -32.01%, so this should be treated as an equity exposure with its own concentration and timing risk rather than a neutral benchmark clone.