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 screen with stronger returns and alpha than the original plan, but very high volatility and drawdown risk.
Portfolio Snapshot
Current optimized weights for the selected default session.
| Symbol | Name | Sector | Weight | Diff |
|---|---|---|---|---|
| CRM | Salesforce, Inc. | Information Technology | 50.00% | +49.13 |
| CACC | Credit Acceptance Corporation | Financials | 50.00% | +34.19 |
Sector Exposure
- Information Technology50.00%
- Financials50.00%
Weight Changes
Notable position adjustments in the latest snapshot.
- CRMSalesforce, Inc.50.00% (+49.13)
- CACCCredit Acceptance Corporation50.00% (+34.19)
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 | 10.60% | -3.23% | 0.47 | -58.55% |
| Momentum Screen | 53.18% | 39.81% | 1.02 | -53.47% |
| Basic Value Screen | 14.77% | 5.30% | 0.54 | -60.53% |
| Combo Equal Screen | 16.01% | 2.74% | 0.58 | -76.74% |
vs Baseline: Annualized +4.17 · Alpha +8.53 · Sharpe +0.06
Recent Periods
Per-period performance vs benchmark.
| Period | Strategy | Benchmark | Excess | Turnover | Trades |
|---|---|---|---|---|---|
| 2023-03-31 | 14.00% | 7.90% | +6.10 | 200.00 | 2 |
| 2023-06-30 | -17.36% | -1.77% | -15.59 | 0.26 | 1 |
| 2023-09-30 | 27.07% | 10.11% | +16.96 | 100.00 | 2 |
| 2023-12-31 | 7.47% | 4.96% | +2.51 | 4.11 | 2 |
| 2024-03-31 | -3.61% | 2.31% | -5.93 | 88.10 | 2 |
| 2024-06-30 | 15.87% | 9.83% | +6.04 | 100.14 | 2 |
| 2024-09-30 | 20.01% | 2.76% | +17.25 | 32.56 | 2 |
| 2024-12-31 | -0.26% | -3.63% | +3.36 | 107.50 | 3 |
| 2025-03-31 | -1.85% | 9.22% | -11.07 | 108.79 | 3 |
| 2025-06-30 | 2.75% | 4.20% | -1.45 | 66.83 | 3 |
| 2025-09-30 | -12.66% | 1.46% | -14.13 | 73.84 | 4 |
| 2025-12-31 | 4.32% | 9.57% | -5.25 | 75.92 | 4 |
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 14.77%, alpha 5.30%, beta 1.13, Sharpe 0.54, Sortino 0.69, and max drawdown -60.53%. Relative to baseline, annualized return changed by 4.17%, alpha changed by 8.53%, Sharpe changed by 0.06, Sortino changed by 0.09, drawdown worsened by 1.98%. 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 RV Capital AG, and what makes the result different from baseline?
The value screen currently keeps CRM (Salesforce, Inc.) 50.00%, and CACC (Credit Acceptance Corporation) 50.00%. It still overlaps the baseline through CACC, CRM, and reshapes sector exposure toward Information Technology 50.00%, and Financials 50.00%. 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.
- 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 2024-09-30 (20.01% strategy return, 2.76% benchmark, 17.25% excess, 32.56% turnover), and the weakest was 2023-06-30 (-17.36% strategy return, -1.77% benchmark, -15.59% excess, 0.26% turnover). With turnover around 82.75% and latest changes of CRM increase to 50.00%; CACC increase to 50.00%, 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.
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.