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.
| 1-Wk | YTD | 1Y | 3Y | 5Y | Total Return | Annualized | Std Dev | BETA | ALPHA | Sortino | Sharpe | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| S&P 500 Total Return | 2.85% | 4.1% | 27.52% | 45.35% | 99.06% | 587.48% | 10.68% | 15.31% | 1.0 | 0.81 | 0.6 | |
| WhaleIndex 100 - v2.0 | 3.41% | 7.38% | 28.19% | 13.18% | 49.78% | 780.52% | 12.13% | 21.35% | 1.2 | -0.41% | 0.66 | 0.5 |
| Name | Ticker | Sector | Div. Yield 1 | Market Cap 1 | Date Added | Return 5-day | Return 1 Month | Return Ytd | Return All-time |
|---|---|---|---|---|---|---|---|---|---|
| A subscription is required to view index holdings | |||||||||
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