Deep Value Contrarian Fund

DVCF

Quantitative Value

Net Asset Value

$156.24

-0.87 (-0.55%)

Assets Under Management

$127M

Inception: 9/1/2022

Fund Objective

Capital appreciation through systematic identification of undervalued securities using quantitative screening and fundamental analysis.

Key Highlights

Systematic deep value screening with 18-month reversion timeline
Multi-factor value model combining price, quality, and momentum signals
Diversified 25-stock portfolio across sectors and market caps
Disciplined risk management with sector and position limits

Performance History

Fund

Benchmark

Fund Facts

StrategyQuantitative Value

RebalancingMonthly

DistributionQuarterly dividend distribution

StructureLimited Partnership

AuditorPwC LLP

AdministratorState Street

CustodianState Street Bank

Management Fee1.25%

Performance Fee20% over 6% hurdle

Min. Investment$250K

Performance & Risk Metrics

YTD Return

+11.7%

1 Month

-2.1%

3 Month

+6.8%

6 Month

+9.4%

1 Year

+15.8%

Annualized

+18.2%

Volatility

22.1%

Max Drawdown

-18.7%

Sharpe Ratio

0.82

Beta

0.94

Top Holdings

BRK.B

Berkshire Hathaway Inc.

4.8%

+8.2%

JNJ

Johnson & Johnson

4.2%

+3.7%

Procter & Gamble Co.

4.1%

+6.1%

The Coca-Cola Company

3.9%

+4.3%

WMT

Walmart Inc.

3.8%

+7.9%

Sector Exposure

Consumer Staples

24.2%

Financials

18.6%

Healthcare

16.8%

Industrials

15.4%

Energy

12.3%

Cash & Equivalents

12.7%

Performance Attribution

Execution Edge: Average market impact cost reduction of 0.8bps through patient execution

Risk & Insights

Key Risks

Value trap risk in cyclical sectors
Extended market rotation away from value factors
Interest rate sensitivity for dividend-heavy positions
Commodity price volatility affecting energy holdings

Upcoming Catalysts

Potential market rotation back to value investing
Dividend increases from high-quality holdings
Earnings recovery in beaten-down sectors
Economic cycle transition favoring defensive stocks