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
Concentrated small-value tilt with benchmark-like market risk, modest absolute returns, and weaker risk-adjusted results versus SPY and the original screen.
Portfolio Snapshot
Current optimized weights for the selected default session.
| Symbol | Name | Sector | Weight | Diff |
|---|---|---|---|---|
| QCOM | QUALCOMM Incorporated | Information Technology | 15.33% | +14.24 |
| TMUS | T-Mobile US, Inc. | Communication Services | 13.99% | +13.00 |
| GILD | Gilead Sciences, Inc. | Health Care | 10.69% | +9.93 |
| BKNG | Booking Holdings Inc. | Consumer Discretionary | 8.61% | +8.01 |
| ADBE | Adobe Inc. | Information Technology | 6.76% | +6.28 |
| CMCSA | Comcast Corporation | Communication Services | 5.98% | +5.55 |
| REGN | Regeneron Pharmaceuticals, Inc. | Health Care | 4.87% | +4.53 |
| AEP | American Electric Power Company, Inc. | Utilities | 4.62% | +4.29 |
| PDD | PDD Holdings Inc. | Consumer Discretionary | 4.33% | +4.02 |
| XEL | Xcel Energy Inc. | Utilities | 3.25% | +3.02 |
| EXC | Exelon Corporation | Utilities | 2.94% | +2.74 |
| PYPL | PayPal Holdings, Inc. | Financials | 2.74% | +2.55 |
| KDP | Keurig Dr Pepper Inc. | Consumer Staples | 2.57% | +2.39 |
| ROP | Roper Technologies, Inc. | Information Technology | 2.32% | +2.15 |
| PAYX | Paychex, Inc. | Industrials | 2.21% | +2.05 |
| CPRT | Copart, Inc. | Industrials | 2.15% | +2.00 |
| GEHC | GE HealthCare Technologies Inc. | Health Care | 1.90% | +1.76 |
| KHC | The Kraft Heinz Company | Consumer Staples | 1.86% | +1.73 |
| CTSH | Cognizant Technology Solutions Corporation | Information Technology | 1.62% | +1.51 |
| CHTR | Charter Communications, Inc. | Communication Services | 1.29% | +1.19 |
Sector Exposure
- Information Technology26.03%
- Communication Services21.26%
- Health Care17.46%
- Consumer Discretionary12.94%
- Utilities10.81%
- Consumer Staples4.43%
- Industrials4.36%
- Financials2.74%
Weight Changes
Notable position adjustments in the latest snapshot.
- QCOMQUALCOMM Incorporated15.33% (+14.24)
- TMUST-Mobile US, Inc.13.99% (+13.00)
- GILDGilead Sciences, Inc.10.69% (+9.93)
- BKNGBooking Holdings Inc.8.61% (+8.01)
- ADBEAdobe Inc.6.76% (+6.28)
- CMCSAComcast Corporation5.98% (+5.55)
- REGNRegeneron Pharmaceuticals, Inc.4.87% (+4.53)
- AEPAmerican Electric Power Company, Inc.4.62% (+4.29)
- PDDPDD Holdings Inc.4.33% (+4.02)
- XELXcel Energy Inc.3.25% (+3.02)
- EXCExelon Corporation2.94% (+2.74)
- PYPLPayPal Holdings, Inc.2.74% (+2.55)
- KDPKeurig Dr Pepper Inc.2.57% (+2.39)
- ROPRoper Technologies, Inc.2.32% (+2.15)
- PAYXPaychex, Inc.2.21% (+2.05)
- CPRTCopart, Inc.2.15% (+2.00)
- GEHCGE HealthCare Technologies Inc.1.90% (+1.76)
- KHCThe Kraft Heinz Company1.86% (+1.73)
- CTSHCognizant Technology Solutions Corporation1.62% (+1.51)
- CHTRCharter Communications, Inc.1.29% (+1.19)
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% |
vs Baseline: Annualized -10.56 · Alpha -6.84 · Sharpe -0.37
Recent Periods
Per-period performance vs benchmark.
| Period | Strategy | Benchmark | Excess | Turnover | Trades |
|---|---|---|---|---|---|
| 2025-05-31 | 6.89% | 3.75% | +3.15 | 28.15 | 21 |
| 2025-06-30 | -0.55% | 2.69% | -3.23 | 26.08 | 22 |
| 2025-07-31 | 2.93% | 2.05% | +0.88 | 27.13 | 22 |
| 2025-08-31 | 5.39% | 3.66% | +1.73 | 7.19 | 21 |
| 2025-09-30 | 6.02% | 2.05% | +3.97 | 58.04 | 23 |
| 2025-10-31 | 0.90% | 0.20% | +0.70 | 57.42 | 23 |
| 2025-11-30 | -0.28% | 0.99% | -1.27 | 18.69 | 21 |
| 2025-12-31 | 5.71% | 1.47% | +4.24 | 38.36 | 23 |
| 2026-01-31 | 2.39% | -1.35% | +3.74 | 27.96 | 22 |
| 2026-02-28 | -5.72% | -7.93% | +2.20 | 36.67 | 23 |
| 2026-03-31 | 14.63% | 9.42% | +5.22 | 3.15 | 20 |
| 2026-04-30 | 0.85% | 4.11% | -3.26 | 51.26 | 21 |
Strategy Q&A
Pre-generated questions and answers about this strategy.
- value13FChat AI
Did the value screen improve valuation exposure without hurting return quality?
The value screen reports return 10.50%, alpha -2.43%, beta 0.98, Sharpe 0.59, Sortino 0.78, and max drawdown -33.23%. Relative to baseline, annualized return changed by -10.56%, alpha changed by -6.84%, Sharpe changed by -0.37, Sortino changed by -0.46, drawdown improved by 1.86%. 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
Did the value screen reduce concentration or simply rotate into another concentrated bet?
The selected value book has top 5 55.38%, top 10 78.43%, top 20 100.03%, versus baseline top 5 33.59%, top 10 50.92%, top 20 69.40%. Its largest positions are QCOM (QUALCOMM Incorporated) 15.33%, TMUS (T-Mobile US, Inc.) 13.99%, GILD (Gilead Sciences, Inc.) 10.69%, and BKNG (Booking Holdings Inc.) 8.61%, so concentration risk still needs to be reviewed even if the names look cheaper.
strategyViews.basic-value-screen.concentrationstrategyViews.baseline.concentration↳ Compare value-screen top weights with baseline top weights and identify the largest reallocations.
- value13FChat AI
Which names did the value screen keep for QQQ | Nasdaq-100 ETF | Nasdaq-100 Market Proxy, and what makes the result different from baseline?
The value screen currently keeps QCOM (QUALCOMM Incorporated) 15.33%, TMUS (T-Mobile US, Inc.) 13.99%, GILD (Gilead Sciences, Inc.) 10.69%, BKNG (Booking Holdings Inc.) 8.61%, and ADBE (Adobe Inc.) 6.76%. It has little overlap with the baseline top 10, and reshapes sector exposure toward Information Technology 26.03%, Communication Services 21.26%, and Health Care 17.46%. 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.