WhaleIndex 100 - v2.0

The WhaleIndex® tracks the highest-conviction stocks held by leading hedge fund managers. It is a long-only index that tracks the 100 most commonly held stocks disclosed on the quarterly 13F regulatory filings of consistently successful managers. The index is equal-weighted and rebalanced on a quarterly basis 46 days after the end of each quarter.

WhaleWisdom tracks all managers who file 13F regulatory filings with the SEC and ranks a select number of managers using the proprietary WhaleScore. To qualify for a WhaleScore, a manager must have the following attributes: between 5 and 750 holdings in their 13F filing, have at least 3 consecutive years of quarterly 13F filings, hold no fewer than five stocks in its portfolio, manage more than $100 million in marketable securities, and hold at least 20% of its portfolio in its top 20 stocks. Managers considered to be a bank, trust, pension, or insurance company are also excluded.

The top 40 managers who have maintained an average WhaleScore over the past 5-years higher than the five-year average WhaleScore of the S&P 500 is used in the WhaleIndex. Based on the holdings disclosed on their SEC filings, WhaleWisdom identifies the 100 stocks most commonly held among the respective managers' 13F holdings.

The WhaleIndex was "tweaked" in February 2020. Changes to this new version (v2.0) include new metrics to identify a fund portfolio's potential to outperform over time. WhaleWisdom reserves the right to update/replace the WhaleScore and WhaleIndex at any time due to improvements in modeling and Alpha prediction.

View Whale Index 2.0 Portfolio Strategies

Last Updated: March 16, 2024
based on prior day closing prices
  1-Wk YTD 1Y 3Y 5Y Total Return Annualized Std Dev BETA ALPHA Sortino Sharpe
S&P 500 Total Return -0.09% 7.63% 33.59% 35.12% 97.16% 468.56% 10.04% 15.47% 1.0 0.76 0.56
WhaleIndex 100 - v2.0 0.0% 4.88% 29.56% -27.82% 50.28% 621.92% 11.5% 21.62% 1.21 -0.33% 0.62 0.47
Name Ticker Sector Div. Yield 1 Market Cap 1 Date Added Return 5-day Return 1 Month Return Ytd Return All-time
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WhaleIndex 100 - v2.0 Ending Sector Allocation

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