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.
AI Summary
Highly concentrated large-value tilt with positive alpha, but extreme single-stock risk and weak risk-adjusted results.
Portfolio Snapshot
Current optimized weights for the selected default session.
| Symbol | Name | Sector | Weight | Diff |
|---|---|---|---|---|
| SLM | SLM Corporation | Financials | 100.00% | +76.58 |
Sector Exposure
- Financials100.00%
Weight Changes
Notable position adjustments in the latest snapshot.
- SLMSLM Corporation100.00% (+76.58)
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 | 22.80% | 20.62% | 0.65 | -65.68% |
| Momentum Screen | 9.68% | 14.59% | 0.43 | -80.50% |
| Basic Value Screen | 6.99% | 16.78% | 0.42 | -86.78% |
| Combo Equal Screen | 15.76% | 5.46% | 0.61 | -46.57% |
vs Baseline: Annualized -15.81 · Alpha -3.83 · Sharpe -0.23
Recent Periods
Per-period performance vs benchmark.
| Period | Strategy | Benchmark | Excess | Turnover | Trades |
|---|---|---|---|---|---|
| 2023-03-31 | 20.58% | 7.90% | +12.68 | 200.20 | 6 |
| 2023-06-30 | -12.44% | -1.77% | -10.67 | 134.13 | 8 |
| 2023-09-30 | 0.94% | 10.11% | -9.17 | 177.83 | 7 |
| 2023-12-31 | 6.14% | 4.96% | +1.18 | 160.25 | 7 |
| 2024-03-31 | -10.47% | 2.31% | -12.78 | 116.46 | 7 |
| 2024-06-30 | -3.64% | 9.83% | -13.47 | 143.05 | 4 |
| 2024-09-30 | 16.78% | 2.76% | +14.01 | 100.22 | 3 |
| 2024-12-31 | -0.62% | -3.63% | +3.00 | 133.46 | 4 |
| 2025-03-31 | 49.76% | 9.22% | +40.54 | 200.21 | 4 |
| 2025-06-30 | 22.55% | 4.20% | +18.35 | 200.20 | 2 |
| 2025-09-30 | -1.60% | 1.46% | -3.06 | 200.25 | 2 |
| 2025-12-31 | -7.93% | 9.57% | -17.50 | 200.31 | 2 |
Strategy Q&A
Pre-generated questions and answers about this strategy.
- value13FChat AI
Are the selected value names mean-reversion opportunities or possible value traps?
Recent period evidence is mixed by design: the strongest period was 2025-03-31 (49.76% strategy return, 9.22% benchmark, 40.54% excess, 200.21% turnover), and the weakest was 2025-12-31 (-7.93% strategy return, 9.57% benchmark, -17.50% excess, 200.31% turnover). With turnover around 156.61% and latest changes of SLM increase to 100.00%, the user should verify whether each selected name has improving fundamentals, not just a low multiple.
strategyViews.basic-value-screen.periodPerformancestrategyViews.basic-value-screen.latestChanges↳ Identify whether each selected value name has improving fundamentals or only a low valuation multiple.
- value13FChat AI
Did the value screen improve valuation exposure without hurting return quality?
The value screen reports return 6.99%, alpha 16.78%, beta 0.94, Sharpe 0.42, Sortino 0.62, and max drawdown -86.78%. Relative to baseline, annualized return changed by -15.81%, alpha changed by -3.83%, Sharpe changed by -0.23, Sortino changed by -0.30, drawdown worsened by 21.11%. The key question is whether lower valuation exposure is worth any sacrifice in growth, momentum, or quality leadership.
strategyViews.basic-value-screen.metricsstrategyViews.baseline.metrics↳ Review PE, PB, FCF yield, return quality, and momentum for the value-screen names.
- value13FChat AI
Which names did the value screen keep for Scion Asset Management, LLC, and what makes the result different from baseline?
The value screen currently keeps SLM 100.00%. It still overlaps the baseline through SLM, and reshapes sector exposure toward Financials 100.00%. This should be read as a valuation-sensitive subset of the disclosed universe, not as a full replacement for the original mandate.
strategyViews.basic-value-screen.topHoldingsstrategyViews.basic-value-screen.sectorWeights↳ Compare value-screen holdings with baseline holdings by valuation, sector, and weight change.
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.
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.