Baseline
Track disclosed holdings with the standard reporting lag and no active reweighting.
AI Summary
High-growth, tech-heavy portfolio with strong long-run outperformance versus SPY, but above-market risk and concentration.
Portfolio Snapshot
Current optimized weights for the selected default session.
| Symbol | Name | Sector | Weight | Diff |
|---|---|---|---|---|
| NVDA | NVIDIA Corporation | Information Technology | 8.76% | 0 |
| GOOGL | Alphabet Inc. | Communication Services | 7.53% | 0 |
| AAPL | Apple Inc. | Information Technology | 7.22% | 0 |
| MSFT | Microsoft Corporation | Information Technology | 5.17% | 0 |
| AMZN | Amazon.com, Inc. | Consumer Discretionary | 4.91% | 0 |
| MU | Micron Technology, Inc. | Information Technology | 3.89% | 0 |
| TSLA | Tesla, Inc. | Consumer Discretionary | 3.58% | 0 |
| AMD | Advanced Micro Devices, Inc. | Information Technology | 3.43% | 0 |
| AVGO | Broadcom Inc. | Information Technology | 3.42% | 0 |
| META | Meta Platforms, Inc. | Communication Services | 3.01% | 0 |
| WMT | Walmart Inc. | Consumer Staples | 2.95% | 0 |
| INTC | Intel Corporation | Information Technology | 2.89% | 0 |
| COST | Costco Wholesale Corporation | Consumer Staples | 2.07% | 0 |
| CSCO | Cisco Systems, Inc. | Information Technology | 1.76% | 0 |
| NFLX | Netflix, Inc. | Communication Services | 1.71% | 0 |
| LRCX | Lam Research Corporation | Information Technology | 1.70% | 0 |
| AMAT | Applied Materials, Inc. | Information Technology | 1.60% | 0 |
| PLTR | Palantir Technologies Inc. | Information Technology | 1.46% | 0 |
| TXN | Texas Instruments Incorporated | Information Technology | 1.21% | 0 |
| KLAC | KLA Corporation | Information Technology | 1.13% | 0 |
Sector Exposure
- Information Technology56.37%
- Communication Services14.48%
- Consumer Discretionary12.06%
- Consumer Staples7.07%
- Health Care3.90%
- Industrials3.00%
- Utilities1.28%
- Materials1.06%
Weight Changes
Notable position adjustments in the latest snapshot.
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 | 21.06% | 4.41% | 0.97 | -35.09% |
| Momentum Screen | 28.89% | 11.74% | 1.12 | -32.09% |
| Basic Value Screen | 10.50% | -2.43% | 0.59 | -33.23% |
| Combo Equal Screen | 17.75% | 2.12% | 0.85 | -34.86% |
Recent Periods
Per-period performance vs benchmark.
| Period | Strategy | Benchmark | Excess | Turnover | Trades |
|---|---|---|---|---|---|
| 2025-05-31 | 4.80% | 3.75% | +1.06 | 2.40 | 94 |
| 2025-06-30 | 2.72% | 2.69% | +0.03 | 1.08 | 94 |
| 2025-07-31 | 0.76% | 2.05% | -1.29 | 1.65 | 93 |
| 2025-08-31 | 5.76% | 3.66% | +2.10 | 1.88 | 93 |
| 2025-09-30 | 3.96% | 2.05% | +1.92 | 1.33 | 93 |
| 2025-10-31 | -2.04% | 0.20% | -2.24 | 1.75 | 94 |
| 2025-11-30 | 0.68% | 0.99% | -0.31 | 1.80 | 94 |
| 2025-12-31 | 0.85% | 1.47% | -0.62 | 10.76 | 97 |
| 2026-01-31 | -2.82% | -1.35% | -1.47 | 6.62 | 93 |
| 2026-02-28 | -8.00% | -7.93% | -0.07 | 1.70 | 93 |
| 2026-03-31 | 14.67% | 9.42% | +5.26 | 6.97 | 93 |
| 2026-04-30 | 6.73% | 4.11% | +2.62 | 7.10 | 93 |
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 NVDA unchanged to 8.76%; GOOGL unchanged to 7.53%; AAPL unchanged to 7.22%. Combined with top 5 33.59%, top 10 50.92%, top 20 69.40%, 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
Which holdings or sectors dominate the baseline risk profile?
Concentration is the first item to inspect: top 5 33.59%, top 10 50.92%, top 20 69.40%. The largest names are NVDA (NVIDIA Corporation) 8.76%, GOOGL (Alphabet Inc.) 7.53%, AAPL (Apple Inc.) 7.22%, MSFT (Microsoft Corporation) 5.17%, and AMZN (Amazon.com, Inc.) 4.91%, and the largest sector exposures are Information Technology 56.37%, Communication Services 14.48%, and Consumer Discretionary 12.06%. If those exposures reverse, baseline performance can diverge sharply from a broad index.
strategyViews.baseline.concentrationstrategyViews.baseline.sectorWeights↳ Show the top holdings, sector weights, and concentration metrics for the latest disclosed period.
- baseline13FChat AI
Which recent periods best explain the baseline risk-return trade-off?
The strongest recent period was 2026-03-31 (14.67% strategy return, 9.42% benchmark, 5.26% excess, 6.97% turnover), while the weakest was 2025-10-31 (-2.04% strategy return, 0.20% benchmark, -2.24% excess, 1.75% turnover). Those periods should be read alongside baseline metrics of return 21.06%, alpha 4.41%, beta 1.16, Sharpe 0.97, Sortino 1.24, and max drawdown -35.09% 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.
Other strategies for this fund
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.
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.
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.