WhaleIndex Micro/Small/Mid Portfolio Strategies

View Complete Micro/Small/Mid WhaleIndex

The Whale 30 Mid/Small/Micro Cap Omega portfolio represents the top 30 holdings of the Mid/Small/Micro WhaleIndex with a focus on maximizing Alpha. This portfolio will be more aggressive with higher turnover and risk compared to the other portfolio offerings. The portfolio is equally weighted and rebalanced quarterly 46 days after the end of each quarter. The portfolio is restricted to mid, small, and micro cap stocks only. The top 30 filers by Omega ratio whose WhaleScore beats the S&P WhaleScore are used each quarter.

Last Updated: February 16, 2019
based on prior day closing prices
  1-Wk YTD 1Y 3Y 5Y Total Return Annualized Std Dev BETA ALPHA Sortino Sharpe
Russell 2000 Total Return 4.22% 16.52% 3.46% 64.25% 44.7% 158.31% 7.52% 18.97% 1.0 0.45 0.34
Whale 30 Mid/Small/Micro Cap Omega 2.59% 15.99% 4.04% 147.0% 189.27% 714.45% 17.39% 29.22% 1.29 6.95% 0.8 0.56
Name Ticker Sector Div. Yield 1 Market Cap 1 Date Added Return 1 Month Return Ytd Return All-time
A subscription is required to view index holdings

Whale 30 Mid/Small/Micro Cap Omega Ending Sector Allocation

The Whale 30 Mid/Small/Micro Cap Conservative portfolio represents the top 30 holdings of the Mid/Small/Micro WhaleIndex with a focus on reducing turnover by not replacing stocks that remain in the top 50 holdings of the WhaleIndex. Once a stock falls out of the top 50 holdings of the WhaleIndex it is replaced with the most popular stock not currently in the portfolio. The portfolio is equally weighted and rebalanced quarterly 46 days after the end of each quarter. The portfolio is restricted to mid, small, and micro cap stocks only. The top 30 filers by Calmar and Sortino ratios whose WhaleScore beats the S&P WhaleScore are used each quarter.

Last Updated: February 16, 2019
based on prior day closing prices
  1-Wk YTD 1Y 3Y 5Y Total Return Annualized Std Dev BETA ALPHA Sortino Sharpe
Russell 2000 Total Return 4.22% 16.52% 3.46% 64.25% 44.7% 158.31% 7.52% 18.97% 1.0 0.45 0.34
Whale 30 Mid/Small/Micro Cap Conservative 2.99% 21.47% 12.65% 89.46% 50.25% 214.77% 9.16% 19.3% 1.16 -0.32% 0.5 0.42
Name Ticker Sector Div. Yield 1 Market Cap 1 Date Added Return 1 Month Return Ytd Return All-time
A subscription is required to view index holdings

Whale 30 Mid/Small/Micro Cap Conservative Ending Sector Allocation

The Whale 20 Mid/Small/Micro Cap Omega portfolio represents the top 20 holdings of the Mid/Small/Micro WhaleIndex with a focus on maximizing Alpha. This portfolio will be more aggressive with higher turnover and risk compared to the other portfolio offerings. The portfolio is equally weighted and rebalanced quarterly 46 days after the end of each quarter. The portfolio is restricted to mid, small, and micro cap stocks only. The top 30 filers by Omega ratio whose WhaleScore beats the S&P WhaleScore are used.

Last Updated: February 16, 2019
based on prior day closing prices
  1-Wk YTD 1Y 3Y 5Y Total Return Annualized Std Dev BETA ALPHA Sortino Sharpe
Russell 2000 Total Return 4.22% 16.52% 3.46% 64.25% 44.7% 158.31% 7.52% 18.97% 1.0 0.45 0.34
Whale 20 Mid/Small/Micro Cap Omega 2.37% 15.62% 2.48% 183.15% 240.53% 931.89% 19.53% 31.3% 1.33 8.78% 0.8 0.59
Name Ticker Sector Div. Yield 1 Market Cap 1 Date Added Return 1 Month Return Ytd Return All-time
A subscription is required to view index holdings

Whale 20 Mid/Small/Micro Cap Omega Ending Sector Allocation

The Whale 20 Mid/Small/Micro Cap Conservative portfolio represents the top 20 holdings of the Mid/Small/Micro WhaleIndex with a focus on reducing turnover by not replacing stocks that remain in the top 50 holdings of the WhaleIndex. Once a stock falls out of the top 50 holdings of the WhaleIndex it is replaced with the most popular stock not currently in the portfolio. The portfolio is equally weighted and rebalanced quarterly 46 days after the end of each quarter. The portfolio is restricted to mid, small, and micro cap stocks only. The top 30 filers by Calmar and Sortino ratios whose WhaleScore beats the S&P WhaleScore are used.

Last Updated: February 16, 2019
based on prior day closing prices
  1-Wk YTD 1Y 3Y 5Y Total Return Annualized Std Dev BETA ALPHA Sortino Sharpe
Russell 2000 Total Return 4.22% 16.52% 3.46% 64.25% 44.7% 158.31% 7.52% 18.97% 1.0 0.45 0.34
Whale 20 Mid/Small/Micro Cap Conservative 2.51% 18.52% 20.03% 93.99% 63.68% 263.6% 10.37% 19.24% 1.12 1.19% 0.61 0.48
Name Ticker Sector Div. Yield 1 Market Cap 1 Date Added Return 1 Month Return Ytd Return All-time
A subscription is required to view index holdings

Whale 20 Mid/Small/Micro Cap Conservative Ending Sector Allocation

Liability Disclaimer

Please see our disclaimer and terms of use pages for further detail. IN NO EVENT SHALL WHALEWISDOM BE LIABLE FOR ANY INVESTMENT GAIN/LOSS YOU MAY INCUR. INVESTING IN STOCKS IS RISKY AND THE PAST PERFORMANCE OF ANY INDEX DOES NOT GUARANTEE THEIR FUTURE PERFORMANCE. IF YOU INVEST BASED ON THE INFORMATION PROVIDED AT THIS WEBSITE, IT MEANS THAT YOU ACCEPT THE TERMS AND CONDITIONS OF USING THIS WEBSITE. YOU ARE RESPONSIBLE FOR ANY OF YOUR OWN ACTIONS.

ABSOLUTELY NO GUARANTEE CAN BE MADE IF YOU INVEST BASED ON THE INFORMATION PROVIDED ON THIS WEBSITE.

Elevate your investments