WhaleScore Concepts

Download Top 25 Holdings Per Sector For Top WhaleScore Filers

The WhaleScore helps investors quickly identify Form 13F filers who consistently beat the market. WhaleWisdom is always evaluating performance metrics and data points to determine which ones best identify winning funds. Measures showing the strongest relationship with predicting future Alpha are determined through regression analysis.

The WhaleScore was updated in February 2020. This new version (2.0) includes newly designed metrics to identify a fund portfolio's potential to outperform over time and a revised mixture of risk-return measures with the highest predictability for future Alpha.

Filers are ranked in terms of these metrics and scored against each other and against the S&P 500.

The manager-weighted based WhaleScore was removed following the introduction of WhaleScore 2.0.

WhaleWisdom calculates WhaleScores quarterly. Any fund not considered a bank, insurance company, trust, or pension that has between 5 and 750 holdings, at least 3 years history, and at least 20% of their portfolio concentrated in their top 10 holdings are included in the WhaleScore calculation

WhaleWisdom is always trying out new approaches to the WhaleScore to improve accuracy and reserves the right to revise WhaleScores at any time

"I see the label One-Year Avg WhaleScore. Does this mean the WhaleScore only uses data from the past year?"

No. The majority of the metrics used to calculate the WhaleScore are based on 3-years of data. A few use 5-years. The WhaleScore is recalculated each quarter based on these 3 and 5-year metrics and then the WhaleScores for the past 4 quarters are averaged to give you the one-year avg WhaleScore.

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