09/30/2021
Top Buys
- Name% Change
- TSLA Tesla Inc 0.28%
- MRNA Moderna Inc 0.14%
- SNOW Snowflake, Inc. 0.13%
- CRM Salesforce.com Inc. 0.1%
- ADI Analog Devices Inc 0.07%
09/30/2021
Top Sells
- Name% Change
- LHX L3harris Technologi... 0.11%
- ALXN1 Alexion Pharmaceuti... 0.1%
- PYPL PayPal Holdings Inc 0.09%
- MXIM1 Maxim Integrated Pr... 0.07%
- FB Meta Platforms, Inc. 0.06%
09/30/2021
13F Holdings Summary
- Stock% Port
- AAPL Apple Inc 5.94%
- MSFT Microsoft Corp. 5.07%
- AMZN Amazon.com Inc. 3.75%
- FB Meta Platforms, Inc. 2.04%
- GOOGL Alphabet Inc. Class A 2.02%
09/30/2021
13F Activity
- Market Value $157.26 Billion
- Prior Market Value $162.135 Billion
- New Purchases7 stocks
- Additional Purchases1134 stocks
- Sold out of28 stocks
- Reduced holdings in738 stocks
- Top 10 Holdings % 25.69 %
- Turnover % [1]:1.34%
- Turnover Alt % [2]: 0.84 %
- Time Held Top20:15.90 quarters
- Time Held Top10:19.60 quarters
- Time Held All:23.43 quarters
[1]: Turnover is calculated by taking the # of new holdings (initial purchases) + the # of positions sold out of (not just reduced) divided by the total # of holdings for the quarter.
[2]: Alt Turnover is calculated by taking either the total MV of new purchases or the MV of securities sold, whichever is less, divided by the total MV of the fund.
09/30/2021
13F Sector Allocation Over Time
Fund Metrics
You are limited to the prior 8 quarters of 13F filings. Subscribe to WhaleWisdom to view all filing data for SWISS NATIONAL BANK
Risk/Reward Analysis
Portfolio Market Cap Analysis
Portfolio Performance
Top 20 equal-weighted holdings. Performance numbers calculated through 2021-11-15
| Performance for Q3 2021: | 8.03% |
| Performance Last 4 Quarters: | 25.53% |
Performance Metrics
| Stdev (5-yrs): | Subscription required | BETA (5-yrs): | Subscription required | ALPHA (3-yrs): | Subscription required |
| Max Drawdown (all-years): | Subscription required | Annualized Perf (3-yrs): | Subscription required | Batting Avg vs S&P. (3-yrs): | Subscription required |
| Sortino (3-yrs): | Subscription required | Stutzer (3-yrs): | Subscription required | Treynor (3-yrs): | Subscription required |
| Sterling (3-yrs): | Subscription required | Calmar (3-yrs): | Subscription required | Information Ratio (3-yrs): | Subscription required |
| Tracking Error (3 yrs): | Subscription required | Stdev Down (3-yrs): | Subscription required | Winning Months %: | Subscription required |
| Losing Months %: | Subscription required | Best 12 Months: | Subscription required | Worst 12 Months: | Subscription required |
| Efficiency Ratio (3-yrs): | Subscription required | Sharpe: | Subscription required | Stdev Sectors: | Subscription required |
| Skewness (3-yrs): | Subscription required | Kurtosis (3-yrs): | Subscription required | Upside Potential (3-yrs): | Subscription required |
