Causeway Capital Management LLC 13F holdings and portfolio analysis

ReadySarah Ketterer · Causeway Capital Management

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Baseline

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Baselinetested
Strategy Q&A reference3 reference Q&A

Pre-generated Q&A about this fund. Use as reference context for your own analysis.

baseline13FChat AI
What does directly following Causeway Capital Management LLC 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 CCL (Carnival Corporation & plc) 27.00%, SW (Smurfit Westrock Plc) 17.45%, and BABA (Alibaba Group Holding Limited) 3.77%, with sector exposure of Consumer Discretionary 34.60%, Materials 19.88%, and Industrials 11.14%. The baseline metrics show return 8.21%, alpha -3.29%, beta 0.89, Sharpe 0.52, Sortino 0.66, and max drawdown -47.78%, so this should be treated as an equity exposure with its own concentration and timing risk rather than a neutral benchmark clone.

Compare the baseline holdings with the benchmark sector weights and identify the largest active risks.
baseline13FChat AI
Which holdings or sectors dominate the baseline risk profile?

Concentration is the first item to inspect: top 5 54.44%, top 10 66.73%, top 20 86.91%. The largest names are CCL (Carnival Corporation & plc) 27.00%, SW (Smurfit Westrock Plc) 17.45%, BABA (Alibaba Group Holding Limited) 3.77%, CARR (Carrier Global Corporation) 3.33%, and MRK (Merck & Co., Inc.) 2.89%, and the largest sector exposures are Consumer Discretionary 34.60%, Materials 19.88%, and Industrials 11.14%. If those exposures reverse, baseline performance can diverge sharply from a broad index.

Show the top holdings, sector weights, and concentration metrics for the latest disclosed period.
baseline13FChat AI
Which recent periods best explain the baseline risk-return trade-off?

The strongest recent period was 2025-09-30 (12.40% strategy return, 1.46% benchmark, 10.94% excess, 27.04% turnover), while the weakest was 2025-12-31 (-9.51% strategy return, 9.57% benchmark, -19.08% excess, 28.84% turnover). Those periods should be read alongside baseline metrics of return 8.21%, alpha -3.29%, beta 0.89, Sharpe 0.52, Sortino 0.66, and max drawdown -47.78% to judge whether returns came from persistent exposure or a narrow timing window.

Show the worst drawdown windows and the top holdings active during those periods.
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