Baseline
Track disclosed holdings with the standard reporting lag and no active reweighting.
AI Summary
Large-cap growth portfolio with strong returns and modest alpha, but high concentration and above-market risk.
Portfolio Snapshot
Current optimized weights for the selected default session.
| Symbol | Name | Sector | Weight | Diff |
|---|---|---|---|---|
| NVDA | NVIDIA Corporation | Information Technology | 16.93% | 0 |
| AAPL | Apple Inc. | Information Technology | 13.94% | 0 |
| GOOGL | Alphabet Inc. | Communication Services | 13.57% | 0 |
| MSFT | Microsoft Corporation | Information Technology | 5.74% | 0 |
| AMZN | Amazon.com, Inc. | Consumer Discretionary | 5.18% | 0 |
| AVGO | Broadcom Inc. | Information Technology | 5.09% | 0 |
| TSLA | Tesla, Inc. | Consumer Discretionary | 4.25% | 0 |
| BRK.A | Berkshire Hathaway Inc. | Financials | 3.87% | 0 |
| META | Meta Platforms, Inc. | Communication Services | 3.76% | 0 |
| MU | Micron Technology, Inc. | Information Technology | 3.73% | 0 |
| JPM | JPMorgan Chase & Co. | Financials | 3.62% | 0 |
| LLY | Eli Lilly and Company | Health Care | 3.34% | 0 |
| XOM | Exxon Mobil Corporation | Energy | 2.68% | 0 |
| WMT | Walmart Inc. | Consumer Staples | 2.54% | 0 |
| V | Visa Inc. | Financials | 2.38% | 0 |
| JNJ | Johnson & Johnson | Health Care | 2.37% | 0 |
| COST | Costco Wholesale Corporation | Consumer Staples | 1.99% | 0 |
| MA | Mastercard Incorporated | Financials | 1.79% | 0 |
| NFLX | Netflix, Inc. | Communication Services | 1.64% | 0 |
| ABBV | AbbVie Inc. | Health Care | 1.58% | 0 |
Sector Exposure
- Information Technology45.43%
- Communication Services18.97%
- Financials11.66%
- Consumer Discretionary9.43%
- Health Care7.29%
- Consumer Staples4.53%
- Energy2.68%
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 | 25.14% | 2.87% | 1.20 | -21.61% |
| Momentum Screen | 23.44% | 7.08% | 1.05 | -26.44% |
| Basic Value Screen | 16.82% | 5.74% | 1.08 | -12.97% |
| Combo Equal Screen | 38.62% | 12.53% | 1.54 | -22.83% |
Recent Periods
Per-period performance vs benchmark.
| Period | Strategy | Benchmark | Excess | Turnover | Trades |
|---|---|---|---|---|---|
| 2025-05-31 | 4.54% | 3.75% | +0.79 | 1.26 | 20 |
| 2025-06-30 | 3.46% | 2.69% | +0.78 | 6.36 | 21 |
| 2025-07-31 | 1.87% | 2.05% | -0.18 | 1.49 | 20 |
| 2025-08-31 | 5.45% | 3.66% | +1.79 | 1.91 | 20 |
| 2025-09-30 | 3.24% | 2.05% | +1.19 | 10.81 | 21 |
| 2025-10-31 | -0.16% | 0.20% | -0.35 | 1.57 | 20 |
| 2025-11-30 | 0.39% | 0.99% | -0.60 | 1.66 | 20 |
| 2025-12-31 | -1.47% | 1.47% | -2.94 | 9.12 | 21 |
| 2026-01-31 | -3.05% | -1.35% | -1.70 | 1.16 | 20 |
| 2026-02-28 | -7.29% | -7.93% | +0.64 | 1.06 | 20 |
| 2026-03-31 | 11.54% | 9.42% | +2.12 | 17.86 | 21 |
| 2026-04-30 | 5.24% | 4.11% | +1.13 | 4.34 | 20 |
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 55.36%, top 10 76.06%, top 20 99.99%. The largest names are NVDA (NVIDIA Corporation) 16.93%, AAPL (Apple Inc.) 13.94%, GOOGL (Alphabet Inc.) 13.57%, MSFT (Microsoft Corporation) 5.74%, and AMZN (Amazon.com, Inc.) 5.18%, and the largest sector exposures are Information Technology 45.43%, Communication Services 18.97%, and Financials 11.66%. 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
Which recent periods best explain the baseline risk-return trade-off?
The strongest recent period was 2026-03-31 (11.54% strategy return, 9.42% benchmark, 2.12% excess, 17.86% turnover), while the weakest was 2025-12-31 (-1.47% strategy return, 1.47% benchmark, -2.94% excess, 9.12% turnover). Those periods should be read alongside baseline metrics of return 25.14%, alpha 2.87%, beta 1.10, Sharpe 1.20, Sortino 1.65, and max drawdown -21.61% 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.
- baseline13FChat AI
What does directly following iShares Trust - iShares Top 20 U.S. Stocks 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 NVDA (NVIDIA Corporation) 16.93%, AAPL (Apple Inc.) 13.94%, and GOOGL (Alphabet Inc.) 13.57%, with sector exposure of Information Technology 45.43%, Communication Services 18.97%, and Financials 11.66%. The baseline metrics show return 25.14%, alpha 2.87%, beta 1.10, Sharpe 1.20, Sortino 1.65, and max drawdown -21.61%, 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.