Optimization Strategybaseline
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Baseline

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

AI Summary

Utility-heavy, low-beta portfolio with modest long-run returns, weak SPY-relative results, and meaningful concentration risk.

Annualized Return
6.89%
Annualized return
Alpha
-0.23%
Active return
Sharpe
0.44
Risk-adjusted return
Beta
0.59
Market sensitivity
Max Drawdown
-36.56%
Maximum drawdown
Top 5
40.26%
Top-5 concentration
Top 10
58.85%
Top-10 concentration
Top 20
83.40%
Top-20 concentration

Portfolio Snapshot

Current optimized weights for the selected default session.

SymbolNameSectorWeightDiff
NEENextEra Energy, Inc.Utilities14.03%0
SOThe Southern CompanyUtilities7.31%0
DUKDuke Energy CorporationUtilities6.99%0
CEGConstellation Energy CorporationUtilities6.84%0
AEPAmerican Electric Power Company, Inc.Utilities5.09%0
SRESempraUtilities4.32%0
DDominion Energy, Inc.Utilities3.82%0
ETREntergy CorporationUtilities3.65%0
VSTVistra Corp.Utilities3.40%0
XELXcel Energy Inc.Utilities3.40%0
EXCExelon CorporationUtilities3.25%0
PEGPublic Service Enterprise Group IncorporatedUtilities2.79%0
EDConsolidated Edison, Inc.Utilities2.78%0
WECWEC Energy Group, Inc.Utilities2.63%0
PCGPG&E CorporationUtilities2.56%0
AEEAmeren CorporationUtilities2.18%0
ATOAtmos Energy CorporationUtilities2.16%0
NRGNRG Energy, Inc.Utilities2.12%0
DTEDTE Energy CompanyUtilities2.11%0
CNPCenterPoint Energy, Inc.Utilities1.97%0

Sector Exposure

  • Utilities100.01%

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: -36.56%(Mar 20)

Turnover Trend

Per-period turnover with average reference.

Avg turnover: 1.25Peak: 6.06

Strategy Comparison

All four default strategies side-by-side.

StrategyAnnualizedAlphaSharpeMax DD
Baseline6.89%-0.23%0.44-36.56%
Momentum Screen4.74%-2.39%0.33-37.92%
Basic Value Screen5.52%-1.72%0.37-42.47%
Combo Equal Screen7.42%0.38%0.47-35.72%

Recent Periods

Per-period performance vs benchmark.

PeriodStrategyBenchmarkExcessTurnoverTrades
2025-05-31-0.50%3.75%-4.241.1231
2025-06-304.27%2.69%+1.580.9831
2025-07-31-2.01%2.05%-4.070.8131
2025-08-314.11%3.66%+0.451.1031
2025-09-302.78%2.05%+0.731.9631
2025-10-311.34%0.20%+1.150.9331
2025-11-30-2.42%0.99%-3.410.9731
2025-12-311.33%1.47%-0.140.7331
2026-01-3111.61%-1.35%+12.960.9531
2026-02-28-2.57%-7.93%+5.350.6331
2026-03-31-0.47%9.42%-9.891.1631
2026-04-30-3.58%4.11%-7.691.9431

Strategy Q&A

Pre-generated questions and answers about this strategy.

  • baseline13FChat AI

    Did the latest disclosed rebalance increase concentration, sector risk, or style tilt?

    The latest change list shows NEE unchanged to 14.03%; SO unchanged to 7.31%; DUK unchanged to 6.99%. Combined with top 5 40.26%, top 10 58.85%, top 20 83.40%, 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 XLU | S&P 500 Utilities 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 NEE (NextEra Energy, Inc.) 14.03%, SO (The Southern Company) 7.31%, and DUK (Duke Energy Corporation) 6.99%, with sector exposure of Utilities 100.01%. The baseline metrics show return 6.89%, alpha -0.23%, beta 0.59, Sharpe 0.44, Sortino 0.57, and max drawdown -36.56%, 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 2026-01-31 (11.61% strategy return, -1.35% benchmark, 12.96% excess, 0.95% turnover), while the weakest was 2026-03-31 (-0.47% strategy return, 9.42% benchmark, -9.89% excess, 1.16% turnover). Those periods should be read alongside baseline metrics of return 6.89%, alpha -0.23%, beta 0.59, Sharpe 0.44, Sortino 0.57, and max drawdown -36.56% 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.

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