Optimization Strategybaseline
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Baseline

Track disclosed holdings with the standard reporting lag and no active reweighting.

AI Summary

Mid-value, lower-beta portfolio with decent absolute returns, but weaker benchmark-relative results and a meaningful drawdown history.

Annualized Return
6.98%
Annualized return
Alpha
-0.62%
Active return
Sharpe
0.64
Risk-adjusted return
Beta
0.55
Market sensitivity
Max Drawdown
-26.88%
Maximum drawdown
Top 5
16.72%
Top-5 concentration
Top 10
29.95%
Top-10 concentration
Top 20
51.84%
Top-20 concentration

Portfolio Snapshot

Current optimized weights for the selected default session.

SymbolNameSectorWeightDiff
FCNC.AFirst Citizens BancShares, Inc.Financials4.04%0
DLTRDollar Tree, Inc.Consumer Staples3.34%0
TCBITexas Capital Bancshares, Inc.Financials3.30%0
LASRnLIGHT, Inc.Information Technology3.14%0
NVSTEnvista Holdings CorporationHealth Care2.90%0
AXSAXIS Capital Holdings LimitedFinancials2.81%0
CACICACI International IncIndustrials2.81%0
MIRMirion Technologies, Inc.Information Technology2.76%0
CCKCrown Holdings, Inc.Materials2.46%0
EVRGEvergy, Inc.Utilities2.39%0
BEPCBrookfield Renewable CorporationUtilities2.34%0
CSTMConstellium SEMaterials2.29%0
PENGPenguin Solutions, Inc.Information Technology2.29%0
UHALU-Haul Holding CompanyIndustrials2.22%0
CEVACEVA, Inc.Information Technology2.22%0
TRMBTrimble Inc.Information Technology2.20%0
CNMCore & Main, Inc.Industrials2.11%0
RRXRegal Rexnord CorporationIndustrials2.10%0
CRCCalifornia Resources CorporationEnergy2.07%0
RAMPLiveRamp Holdings, Inc.Information Technology2.05%0

Sector Exposure

  • Industrials22.84%
  • Information Technology21.11%
  • Financials15.35%
  • Health Care11.38%
  • Consumer Staples6.62%
  • Utilities6.59%
  • Materials6.33%
  • Consumer Discretionary4.35%

Weight Changes

Notable position adjustments in the latest snapshot.

No weight changes vs original.

Performance vs Benchmark

Strategy NAV vs benchmark — hover for exact values.

BaselineBenchmark

Alpha Trend

Excess return vs benchmark over time.

Alpha (positive)Alpha (negative)

Drawdown Trend

Underwater curve and peak drawdown marker.

Max DD: -26.88%(Mar 20)

Turnover Trend

Per-period turnover with average reference.

Avg turnover: 17.12Peak: 36.04

Strategy Comparison

All four default strategies side-by-side.

StrategyAnnualizedAlphaSharpeMax DD
Baseline6.98%-0.62%0.64-26.88%
Momentum Screen8.37%-3.24%0.49-44.28%
Basic Value Screen9.73%-3.31%0.51-56.65%
Combo Equal Screen30.52%14.35%0.93-53.76%

Recent Periods

Per-period performance vs benchmark.

PeriodStrategyBenchmarkExcessTurnoverTrades
2023-03-313.38%7.90%-4.5222.2233
2023-06-30-7.03%-1.77%-5.269.2830
2023-09-306.22%10.11%-3.8919.3331
2023-12-311.57%4.96%-3.3917.0130
2024-03-31-0.08%2.31%-2.4011.9827
2024-06-302.28%9.83%-7.5515.5627
2024-09-30-0.94%2.76%-3.7012.2224
2024-12-310.42%-3.63%+4.048.0720
2025-03-311.89%9.22%-7.3211.0721
2025-06-30-0.89%4.20%-5.098.4018
2025-09-304.41%1.46%+2.9410.4818
2025-12-310.88%9.57%-8.6911.2619

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 FCNC.A unchanged to 4.04%; DLTR unchanged to 3.34%; TCBI unchanged to 3.30%. Combined with top 5 16.72%, top 10 29.95%, top 20 51.84%, 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 Meridian Fund, Inc. - Meridian Contrarian Fund expose an investor to as of 2025-12-31?

    The baseline is a direct read-through of the disclosed fund portfolio. It is led by FCNC.A (First Citizens BancShares, Inc.) 4.04%, DLTR (Dollar Tree, Inc.) 3.34%, and TCBI (Texas Capital Bancshares, Inc.) 3.30%, with sector exposure of Industrials 22.84%, Information Technology 21.11%, and Financials 15.35%. The baseline metrics show return 6.98%, alpha -0.62%, beta 0.55, Sharpe 0.64, Sortino 0.79, and max drawdown -26.88%, 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 2024-12-31 (0.42% strategy return, -3.63% benchmark, 4.04% excess, 8.07% turnover), while the weakest was 2025-12-31 (0.88% strategy return, 9.57% benchmark, -8.69% excess, 11.26% turnover). Those periods should be read alongside baseline metrics of return 6.98%, alpha -0.62%, beta 0.55, Sharpe 0.64, Sortino 0.79, and max drawdown -26.88% 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.

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