Valueact Holdings is based out of San Francisco. Valueact Holdings is a hedge fund with 16 clients and discretionary assets under management (AUM) of $13,947,813,594 (Form ADV from 2019-03-28). Their last reported 13F filing for Q4 2019 included $9,880,645,000 in managed 13F securities
and a top 10 holdings concentration of 92.59%. Valueact Holdings's largest holding is Citigroup, Inc. with shares held of 27,025,500. Valueact Holdings has met the qualifications for inclusion in our WhaleScore system. Whalewisdom has at least 54 13F filings, and 28 Form 4 filings
[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.
You are limited to the prior 8 quarters of 13F filings.
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for VALUEACT HOLDINGS, L.P.
Risk/Reward Analysis
Portfolio Market Cap Analysis
Portfolio Performance
Top 20 equal-weighted holdings. Performance numbers calculated through 2020-02-14
Performance
for Q4 2019:
13.53%
Performance Last 4 Quarters:
26.87%
Performance Metrics
Stdev (5-yrs):
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BETA (5-yrs):
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ALPHA (3-yrs):
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Max Drawdown (all-years):
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Annualized Perf (3-yrs):
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Batting Avg vs S&P. (3-yrs):
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Sortino (3-yrs):
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Stutzer (3-yrs):
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Treynor (3-yrs):
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Sterling (3-yrs):
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Calmar (3-yrs):
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Information Ratio (3-yrs):
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Tracking Error (3 yrs):
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Stdev Down (3-yrs):
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Winning Months %:
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Losing Months %:
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Best 12 Months:
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Worst 12 Months:
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Efficiency Ratio (3-yrs):
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Sharpe:
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Stdev Sectors:
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Skewness (3-yrs):
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Kurtosis (3-yrs):
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Upside Potential (3-yrs):
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CSV Export Module
This will schedule a job to export all requested 13f holdings data for this filer.
When completed, an email will be sent to the email address you specify
containing a link to download the .zip file of the CSV file(s) you requested.
This lets you look at individual sub managers or subsidiaries within
the 13F filing.
