CHASE INVESTMENT COUNSEL CORP

CHASE INVESTMENT COUNSEL CORP is an independent registered investment advisor based in Charlottesville, Virginia. The firm has operated for decades as a research-driven equity manager, providing discretionary portfolio management to high-net-worth individuals, family offices, and institutional clients through separately managed accounts and the Chase-branded mutual funds. The organisation is led by President and Portfolio Manager Peter S. Tuz, CFA, and is known for its focus on U.S. large- and mid-cap equities. Portfolios are typically benchmarked to broad U.S. equity indices but constructed with meaningful active share, reflecting the firm’s bottom-up security selection and risk-management disciplines. CHASE INVESTMENT COUNSEL CORP files as an institutional investment manager with the U.S. Securities and Exchange Commission under CIK #0000019475 and submits quarterly Form 13F reports. These filings disclose the firm’s long positions in reportable U.S.-listed equities and certain equity-like instruments across its advised accounts and mutual funds. The 13F data do not capture non-reportable holdings such as most fixed-income securities, cash, or derivatives, and therefore represent the long U.S.-equity sleeve of the firm’s strategies rather than a full look-through into client portfolios. Within this platform, the firm’s 13F History is aggregated into a time series that allows allocators to track how disclosed holdings and sector allocations have changed across market cycles, using regulatory data as the primary factual source.

CHASE INVESTMENT COUNSEL CORP pursues a fundamentally driven, growth-at-a-reasonable-price (GARP) style focused on U.S. large- and mid-cap companies. The goal is to identify businesses with sustained earnings and cash-flow growth, solid balance sheets, and attractive valuations relative to their prospects, while maintaining awareness of technical trends and market leadership. The investment process typically incorporates: - Fundamental screening and research: Quantitative filters identify candidates with above-average earnings growth, strong profitability, and acceptable valuation metrics. These candidates are then subject to detailed bottom-up analysis of business models, competitive dynamics, management quality, and capital allocation. - Risk-aware valuation discipline: Even within a growth universe, purchase decisions are anchored in valuation. The team evaluates multiples in the context of company-specific growth, balance-sheet strength, and sector norms, seeking a margin of safety while retaining exposure to secular growth drivers. - Technical and momentum awareness: Price and volume trends, relative strength, and market leadership indicators are used as complementary tools—both to help confirm fundamental theses and to manage entry and exit points. Portfolios are conviction-weighted but diversified, generally holding a moderate number of stocks sufficient to mitigate idiosyncratic risk while allowing best ideas to influence outcomes. Sector allocations arise from bottom-up stock selection rather than rigid top-down targets, but the 13F record often shows meaningful exposure to technology, healthcare, consumer discretionary and staples, industrials, and select financials. Turnover is moderate: successful holdings can remain in the portfolio for multiple years, but the firm is prepared to reallocate capital when fundamentals deteriorate, valuations become stretched, or better opportunities emerge. Within this analytics environment, the 13F Portfolio Composition view enables allocators to decompose CHASE INVESTMENT COUNSEL CORP’s disclosed holdings by sector, market-capitalisation band, and issuer concentration, making the implementation of its GARP discipline transparent in the data. Combined with the Portfolio Simulator and Backtesting Service, users can build a rules-based historical replication of the 13F-reportable sleeve and study how the firm’s stock selection and active positioning have translated into observable capital trajectories over time.

CHASE INVESTMENT COUNSEL CORP is a Charlottesville-based, SEC-registered investment advisor specialising in fundamentally driven U.S. large- and mid-cap growth equity strategies for individuals and institutions. Its Form 13F filings under CIK #0000019475 provide a detailed, position-level view of the long U.S.-listed equity segment of those strategies, revealing a GARP-oriented, quality-conscious approach expressed through diversified but conviction-weighted portfolios. From the 13F vantage point, key observable attributes include: - A growth- and quality-tilted Core equity style, implemented through a moderate number of large- and mid-cap U.S. stocks across technology, healthcare, consumer, industrial, and financial sectors. - Active, benchmark-aware positioning with moderate turnover and significant active share relative to broad indices. - A risk profile in the observable sleeve driven by equity beta, growth/style cycles, and stock-specific fundamentals. Within this analytics environment, allocators can construct a reconstructed Historical Track Record of CHASE INVESTMENT COUNSEL CORP’s reportable holdings and compare the resulting capital path to relevant U.S. equity benchmarks and peer growth managers. By combining 13F Portfolio Composition analytics with downside diagnostics such as Max Drawdown Depth and efficiency measures like Sharpe Ratio, practitioners can develop a data-grounded view of how the firm’s observable equity sleeve has behaved on both an absolute and risk-adjusted basis. The central analytical question for allocators is how this GARP-oriented, growth-tilted equity profile—seen solely through its 13F history—responds to changing market regimes, including shifts between growth and value leadership, interest-rate repricing, and periods of elevated volatility, and whether that regime sensitivity aligns with the role they intend CHASE INVESTMENT COUNSEL CORP to play within a broader, multi-manager allocation.

From the perspective of its 13F-reported holdings, CHASE INVESTMENT COUNSEL CORP exhibits the risk characteristics of an active, long-only U.S. large- and mid-cap growth manager. The reconstructed equity sleeve is fully exposed to equity market risk, and its relative behaviour is shaped by style tilts and sector positioning. Key risk dimensions include: - Market and style exposure: The firm’s preference for companies with above-average growth and quality characteristics typically results in tilts toward growth, quality, and, at times, momentum factors. This can support strong compounding in environments favouring growth leadership, but may lead to relative headwinds when value or highly cyclical segments dominate. - Sector concentration patterns: While portfolios are diversified, recurring overweights in technology, healthcare, and consumer-related sectors introduce sensitivity to innovation cycles, consumer spending, and regulation in those industries. Underweights in more defensive or regulated sectors can magnify tracking error in certain regimes. - Issuer concentration: A finite roster of core holdings often represents a significant share of aggregate value. Company-specific events—earnings surprises, product cycles, regulatory developments, or corporate actions—can therefore have a noticeable impact on short- and medium-term capital paths. - Turnover and timing risk: Moderate turnover provides flexibility to reposition as fundamentals and leadership change, but also introduces timing risk around entries and exits, particularly in volatile growth segments. Using this platform, allocators can subject a 13F-based reconstruction of CHASE INVESTMENT COUNSEL CORP’s equity sleeve to a suite of risk diagnostics. Measures such as Max Drawdown Depth quantify the worst historical peak-to-trough declines experienced by the reconstructed holdings over user-defined horizons, while a Sharpe Ratio lens relates realised variability to the excess compounding achieved relative to a cash proxy. Scenario analysis and stress testing—implemented via Performance Backtests Online—can further illuminate how the observable book would likely have behaved during episodes such as the dot-com unwind, the global financial crisis, the 2020 growth-stock surge, and subsequent growth–value rotations. Because Form 13F excludes fixed income, cash, and any risk overlays that may be used in multi-asset client portfolios, the volatility and drawdowns inferred from the equity-only sleeve will generally overstate total-portfolio risk for end investors.