Optimization Strategybaseline
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Baseline

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

AI Summary

Highly concentrated small-growth portfolio with strong absolute gains, but weak risk-adjusted results and deeper drawdowns than SPY.

Annualized Return
10.60%
Annualized return
Alpha
-3.23%
Active return
Sharpe
0.47
Risk-adjusted return
Beta
1.20
Market sensitivity
Max Drawdown
-58.55%
Maximum drawdown
Top 5
94.60%
Top-5 concentration
Top 10
100.00%
Top-10 concentration
Top 20
100.00%
Top-20 concentration

Portfolio Snapshot

Current optimized weights for the selected default session.

SymbolNameSectorWeightDiff
CVNACarvana Co.Consumer Discretionary35.65%0
METAMeta Platforms, Inc.Communication Services24.99%0
CACCCredit Acceptance CorporationFinancials15.81%0
IBKRInteractive Brokers Group, Inc.Financials15.33%0
MSFTMicrosoft CorporationInformation Technology2.82%0
GOOGLAlphabet Inc.Communication Services2.81%0
CRMSalesforce, Inc.Information Technology0.87%0
DEDeere & CompanyIndustrials0.85%0
PAYCPaycom Software, Inc.Industrials0.80%0
SPOTSpotify Technology S.A.Communication Services0.07%0

Sector Exposure

  • Consumer Discretionary35.65%
  • Financials31.14%
  • Communication Services27.87%
  • Information Technology3.69%
  • Industrials1.65%

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: -58.55%(Jan 23)

Turnover Trend

Per-period turnover with average reference.

Avg turnover: 18.57Peak: 37.68

Strategy Comparison

All four default strategies side-by-side.

StrategyAnnualizedAlphaSharpeMax DD
Baseline10.60%-3.23%0.47-58.55%
Momentum Screen53.18%39.81%1.02-53.47%
Basic Value Screen14.77%5.30%0.54-60.53%
Combo Equal Screen16.01%2.74%0.58-76.74%

Recent Periods

Per-period performance vs benchmark.

PeriodStrategyBenchmarkExcessTurnoverTrades
2023-03-3121.54%7.90%+13.6428.336
2023-06-30-5.77%-1.77%-4.0014.526
2023-09-3032.38%10.11%+22.2821.387
2023-12-3114.16%4.96%+9.2015.877
2024-03-316.33%2.31%+4.0228.037
2024-06-3024.89%9.83%+15.0614.328
2024-09-3017.03%2.76%+14.2715.949
2024-12-31-4.49%-3.63%-0.8610.8710
2025-03-315.52%9.22%-3.708.729
2025-06-30-5.18%4.20%-9.3912.9110
2025-09-30-0.62%1.46%-2.085.9211
2025-12-31-21.12%9.57%-30.6914.9911

Strategy Q&A

Pre-generated questions and answers about this strategy.

  • baseline13FChat AI

    What does directly following RV Capital AG expose an investor to as of 2026-03-31?

    The baseline is a direct read-through of the disclosed fund portfolio. It is led by CVNA (Carvana Co.) 35.65%, META (Meta Platforms, Inc.) 24.99%, and CACC (Credit Acceptance Corporation) 15.81%, with sector exposure of Consumer Discretionary 35.65%, Financials 31.14%, and Communication Services 27.87%. The baseline metrics show return 10.60%, alpha -3.23%, beta 1.20, Sharpe 0.47, Sortino 0.60, and max drawdown -58.55%, 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 2023-09-30 (32.38% strategy return, 10.11% benchmark, 22.28% excess, 21.38% turnover), while the weakest was 2025-12-31 (-21.12% strategy return, 9.57% benchmark, -30.69% excess, 14.99% turnover). Those periods should be read alongside baseline metrics of return 10.60%, alpha -3.23%, beta 1.20, Sharpe 0.47, Sortino 0.60, and max drawdown -58.55% 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.

  • baseline13FChat AI

    Which holdings or sectors dominate the baseline risk profile?

    Concentration is the first item to inspect: top 5 94.60%, top 10 100.00%, top 20 100.00%. The largest names are CVNA (Carvana Co.) 35.65%, META (Meta Platforms, Inc.) 24.99%, CACC (Credit Acceptance Corporation) 15.81%, IBKR (Interactive Brokers Group, Inc.) 15.33%, and MSFT (Microsoft Corporation) 2.82%, and the largest sector exposures are Consumer Discretionary 35.65%, Financials 31.14%, and Communication Services 27.87%. 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.

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