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.
AI Summary
Equal-weighted, stock-screen portfolio with solid long-run gains, but weaker risk-adjusted results than the original approach and meaningful turnover-driven drag.
Portfolio Snapshot
Current optimized weights for the selected default session.
| Symbol | Name | Sector | Weight | Diff |
|---|---|---|---|---|
| GOOGL | Alphabet Inc. | Communication Services | 5.56% | -3.95 |
| NVDA | NVIDIA Corporation | Information Technology | 5.56% | -3.46 |
| MU | Micron Technology, Inc. | Information Technology | 5.56% | -3.07 |
| LRCX | Lam Research Corporation | Information Technology | 5.56% | +2.14 |
| AMAT | Applied Materials, Inc. | Information Technology | 5.56% | +3.76 |
| GEV | GE Vernova Inc. | Industrials | 5.56% | +4.07 |
| NEM | Newmont Corporation | Materials | 5.56% | +4.34 |
| PLTR | Palantir Technologies Inc. | Information Technology | 5.56% | +4.28 |
| EXPD | Expeditors International of Washington, Inc. | Industrials | 5.56% | +5.46 |
| MPWR | Monolithic Power Systems, Inc. | Information Technology | 5.56% | +5.21 |
| TER | Teradyne, Inc. | Information Technology | 5.56% | +5.25 |
| TEL | TE Connectivity plc | Information Technology | 5.56% | +5.24 |
| EME | EMCOR Group, Inc. | Industrials | 5.56% | +5.36 |
| GD | General Dynamics Corporation | Industrials | 5.56% | +5.08 |
| MNST | Monster Beverage Corporation | Consumer Staples | 5.56% | +5.10 |
| FCX | Freeport-McMoRan Inc. | Materials | 5.56% | +5.15 |
| FIX | Comfort Systems USA, Inc. | Industrials | 5.56% | +5.03 |
| CBOE | Cboe Global Markets, Inc. | Financials | 5.56% | +5.39 |
Sector Exposure
- Information Technology44.48%
- Industrials27.80%
- Materials11.12%
- Communication Services5.56%
- Consumer Staples5.56%
- Financials5.56%
Weight Changes
Notable position adjustments in the latest snapshot.
- GOOGLAlphabet Inc.5.56% (-3.95)
- NVDANVIDIA Corporation5.56% (-3.46)
- MUMicron Technology, Inc.5.56% (-3.07)
- LRCXLam Research Corporation5.56% (+2.14)
- AMATApplied Materials, Inc.5.56% (+3.76)
- GEVGE Vernova Inc.5.56% (+4.07)
- NEMNewmont Corporation5.56% (+4.34)
- PLTRPalantir Technologies Inc.5.56% (+4.28)
- EXPDExpeditors International of Washington, Inc.5.56% (+5.46)
- MPWRMonolithic Power Systems, Inc.5.56% (+5.21)
- TERTeradyne, Inc.5.56% (+5.25)
- TELTE Connectivity plc5.56% (+5.24)
- EMEEMCOR Group, Inc.5.56% (+5.36)
- GDGeneral Dynamics Corporation5.56% (+5.08)
- MNSTMonster Beverage Corporation5.56% (+5.10)
- FCXFreeport-McMoRan Inc.5.56% (+5.15)
- FIXComfort Systems USA, Inc.5.56% (+5.03)
- CBOECboe Global Markets, Inc.5.56% (+5.39)
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 | 20.86% | 6.03% | 1.06 | -29.77% |
| Momentum Screen | 19.74% | 5.60% | 0.89 | -30.45% |
| Basic Value Screen | 13.72% | 1.28% | 0.73 | -34.41% |
| Combo Equal Screen | 16.45% | 2.16% | 0.83 | -31.00% |
vs Baseline: Annualized -4.41 · Alpha -3.87 · Sharpe -0.23
Recent Periods
Per-period performance vs benchmark.
| Period | Strategy | Benchmark | Excess | Turnover | Trades |
|---|---|---|---|---|---|
| 2025-05-31 | 4.72% | 3.75% | +0.98 | 6.35 | 16 |
| 2025-06-30 | 3.62% | 2.69% | +0.93 | 37.86 | 19 |
| 2025-07-31 | 1.55% | 2.05% | -0.50 | 7.17 | 17 |
| 2025-08-31 | 2.41% | 3.66% | -1.25 | 4.27 | 17 |
| 2025-09-30 | -5.63% | 2.05% | -7.68 | 126.44 | 21 |
| 2025-10-31 | -1.97% | 0.20% | -2.17 | 8.11 | 10 |
| 2025-11-30 | 4.71% | 0.99% | +3.72 | 7.00 | 10 |
| 2025-12-31 | 1.85% | 1.47% | +0.37 | 18.92 | 11 |
| 2026-01-31 | 0.46% | -1.35% | +1.81 | 6.04 | 11 |
| 2026-02-28 | -6.96% | -7.93% | +0.97 | 7.09 | 11 |
| 2026-03-31 | 13.11% | 9.42% | +3.69 | 144.46 | 24 |
| 2026-04-30 | 8.34% | 4.11% | +4.24 | 12.21 | 18 |
Strategy Q&A
Pre-generated questions and answers about this strategy.
- combo13FChat AI
Which names and sector exposures are driving the combo result?
The combo basket is led by GOOGL (Alphabet Inc.) 5.56%, NVDA (NVIDIA Corporation) 5.56%, MU (Micron Technology, Inc.) 5.56%, LRCX (Lam Research Corporation) 5.56%, and AMAT (Applied Materials, Inc.) 5.56%, with sector exposure of Information Technology 44.48%, Industrials 27.80%, Materials 11.12%, and Communication Services 5.56%. The latest change list shows EXPD increase to 5.56%; CBOE increase to 5.56%; EME increase to 5.56%, so the user should inspect whether these are desirable active bets or just mechanical consequences of the screen.
strategyViews.combo-equal-screen.topHoldingsstrategyViews.combo-equal-screen.latestChanges↳ Review the combo basket's top sector bets, increased names, and reduced baseline names.
- combo13FChat AI
How did the combo equal-weight screen change portfolio structure versus the baseline?
Combo Equal Screen changes structure by selecting GOOGL (Alphabet Inc.) 5.56%, NVDA (NVIDIA Corporation) 5.56%, MU (Micron Technology, Inc.) 5.56%, LRCX (Lam Research Corporation) 5.56%, AMAT (Applied Materials, Inc.) 5.56%, GEV (GE Vernova Inc.) 5.56%, NEM (Newmont Corporation) 5.56%, and PLTR (Palantir Technologies Inc.) 5.56%. That produces top 5 27.80%, top 10 55.60%, top 20 100.08% and sector exposure of Information Technology 44.48%, Industrials 27.80%, Materials 11.12%, and Communication Services 5.56%. Compared with baseline concentration of top 5 38.75%, top 10 55.03%, top 20 71.56%, this is less about copying original sizing and more about testing a cleaner rules-based basket.
strategyViews.combo-equal-screen.topHoldingsstrategyViews.combo-equal-screen.concentration↳ Compare combo weights with Baseline weights and identify the largest reallocations.
- combo13FChat AI
What trade-off should a user understand before choosing the combo equal-weight screen?
The trade-off is that Combo Equal Screen may improve or smooth the original portfolio, but it can also discard meaningful manager sizing. The best period was 2026-04-30 (8.34% strategy return, 4.11% benchmark, 4.24% excess, 12.21% turnover), and the weakest was 2025-09-30 (-5.63% strategy return, 2.05% benchmark, -7.68% excess, 126.44% turnover). With return 16.45%, alpha 2.16%, beta 1.04, Sharpe 0.83, Sortino 1.08, and max drawdown -31.00% and turnover around 31.35%, the screen should be chosen only if the user prefers the rules-based basket over the original concentration pattern.
strategyViews.combo-equal-screen.periodPerformancestrategyViews.combo-equal-screen.metrics↳ Stress-test the combo screen under higher trading cost, weaker sector leadership, and larger drawdowns.
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.
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.