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' top 20 holdings.
|1-Wk||YTD||1Y||3Y||5Y||Total Return||Annualized||Std Dev||BETA||ALPHA||Sortino||Sharpe|
|S&P 500 Total Return||1.55%||-2.13%||7.42%||36.77%||66.95%||228.08%||8.54%||14.9%||1.0||0.61||0.49|
|Whale Index 100 - v2.0||2.19%||26.16%||33.12%||105.03%||135.35%||591.12%||14.26%||20.53%||1.2||4.25%||0.78||0.64|
|Name||Ticker||Sector||Div. Yield 1||Market Cap 1||Date Added||Return 1 Month||Return Ytd||Return All-time|
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