Baseline
Track disclosed holdings with the standard reporting lag and no active reweighting.
AI Summary
Defensive, staples-heavy portfolio with lower market sensitivity, but weak benchmark-relative returns and meaningful concentration risk.
Portfolio Snapshot
Current optimized weights for the selected default session.
| Symbol | Name | Sector | Weight | Diff |
|---|---|---|---|---|
| WMT | Walmart Inc. | Consumer Staples | 12.08% | 0 |
| COST | Costco Wholesale Corporation | Consumer Staples | 9.46% | 0 |
| PG | The Procter & Gamble Company | Consumer Staples | 7.19% | 0 |
| KO | The Coca-Cola Company | Consumer Staples | 6.42% | 0 |
| PM | Philip Morris International Inc. | Consumer Staples | 5.63% | 0 |
| MDLZ | Mondelez International, Inc. | Consumer Staples | 4.97% | 0 |
| MO | Altria Group, Inc. | Consumer Staples | 4.59% | 0 |
| PEP | PepsiCo, Inc. | Consumer Staples | 4.47% | 0 |
| CL | Colgate-Palmolive Company | Consumer Staples | 4.37% | 0 |
| MNST | Monster Beverage Corporation | Consumer Staples | 4.04% | 0 |
| TGT | Target Corporation | Consumer Staples | 3.72% | 0 |
| KDP | Keurig Dr Pepper Inc. | Consumer Staples | 2.57% | 0 |
| KR | The Kroger Co. | Consumer Staples | 2.51% | 0 |
| ADM | Archer-Daniels-Midland Company | Consumer Staples | 2.45% | 0 |
| SYY | Sysco Corporation | Consumer Staples | 2.28% | 0 |
| KVUE | Kenvue Inc. | Consumer Staples | 2.21% | 0 |
| KMB | Kimberly-Clark Corporation | Consumer Staples | 2.14% | 0 |
| HSY | The Hershey Company | Consumer Staples | 1.81% | 0 |
| DG | Dollar General Corporation | Consumer Staples | 1.64% | 0 |
| CHD | Church & Dwight Co., Inc. | Consumer Staples | 1.45% | 0 |
Sector Exposure
- Consumer Staples100.00%
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 | 5.07% | -2.08% | 0.41 | -24.95% |
| Momentum Screen | 5.57% | -0.89% | 0.43 | -29.00% |
| Basic Value Screen | -0.84% | -7.08% | 0.04 | -31.76% |
| Combo Equal Screen | 8.30% | 0.14% | 0.51 | -24.23% |
Recent Periods
Per-period performance vs benchmark.
| Period | Strategy | Benchmark | Excess | Turnover | Trades |
|---|---|---|---|---|---|
| 2025-05-31 | -2.38% | 3.75% | -6.13 | 0.94 | 38 |
| 2025-06-30 | -0.81% | 2.69% | -3.50 | 2.82 | 38 |
| 2025-07-31 | 1.04% | 2.05% | -1.02 | 1.33 | 38 |
| 2025-08-31 | -2.69% | 3.66% | -6.35 | 1.36 | 37 |
| 2025-09-30 | -2.57% | 2.05% | -4.62 | 2.95 | 37 |
| 2025-10-31 | 3.83% | 0.20% | +3.64 | 1.04 | 37 |
| 2025-11-30 | -0.84% | 0.99% | -1.83 | 0.82 | 37 |
| 2025-12-31 | 7.23% | 1.47% | +5.75 | 2.09 | 36 |
| 2026-01-31 | 6.39% | -1.35% | +7.75 | 1.33 | 36 |
| 2026-02-28 | -7.46% | -7.93% | +0.47 | 1.31 | 36 |
| 2026-03-31 | 0.98% | 9.42% | -8.43 | 3.21 | 36 |
| 2026-04-30 | 0.25% | 4.11% | -3.86 | 2.79 | 35 |
Strategy Q&A
Pre-generated questions and answers about this strategy.
- baseline13FChat AI
Which holdings or sectors dominate the baseline risk profile?
Concentration is the first item to inspect: top 5 40.78%, top 10 63.22%, top 20 86.00%. The largest names are WMT (Walmart Inc.) 12.08%, COST (Costco Wholesale Corporation) 9.46%, PG (The Procter & Gamble Company) 7.19%, KO (The Coca-Cola Company) 6.42%, and PM (Philip Morris International Inc.) 5.63%, and the largest sector exposures are Consumer Staples 100.00%. 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
Did the latest disclosed rebalance increase concentration, sector risk, or style tilt?
The latest change list shows WMT unchanged to 12.08%; COST unchanged to 9.46%; PG unchanged to 7.19%. Combined with top 5 40.78%, top 10 63.22%, top 20 86.00%, 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
What does directly following XLP | S&P 500 Consumer Staples Sector ETF expose an investor to as of 2026-04-30?
The baseline is a direct read-through of the disclosed ETF or index-like fund. It is led by WMT (Walmart Inc.) 12.08%, COST (Costco Wholesale Corporation) 9.46%, and PG (The Procter & Gamble Company) 7.19%, with sector exposure of Consumer Staples 100.00%. The baseline metrics show return 5.07%, alpha -2.08%, beta 0.55, Sharpe 0.41, Sortino 0.53, and max drawdown -24.95%, 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.
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.