Fund Rankings
Fund RankingsHow to read this list (plain language)
| What this page computes | A "copycat" simulation — not the funds' own reported performance. Buy the disclosed stock list on the date the fund files it with the SEC, rebalance each quarter to the new list, price everything with real split/dividend-adjusted market data through the latest reported quarter. What the fund actually earned is invisible: shorts, cash and unlisted stakes are not in the 13F list. |
| Default ranking | By "13F Score" (0–100): five report-card subjects — return, Sharpe, Alpha, Max Drawdown and Calmar — each scored as your percentile among 8,000+ filers, then averaged. A high score means gains that are strong AND steady AND skill-based AND drawdown-resistant — not simply the biggest return. |
| Reading returns (1Y/3Y/5Y…) | Compounded and annualized. 3Y = +121% means copying the list for about 3 years turned the money into ~10× (roughly ×2.2 per year). Higher returns usually mean bumpier rides — read them next to Sharpe and MaxDD. |
| Sharpe | Reward per unit of volatility. ≥1 is decent, ≥2 is excellent; very low means the gains were gut-churning. |
| Alpha | The extra return after removing "what the market did". Positive = genuine stock-picking skill; negative = just riding the index. |
| Max Drawdown | The worst peak-to-trough loss of the simulated curve (negative; more negative = scarier). |
| Stability | A 0–100 blend of monthly win rates vs SPY and similar — consistency vs luck. |
| Why some numbers look extreme | Two normal causes: ① a fund with only 3–5 quarters of history gets annualized into a full-year figure that looks enormous; ② a tiny, concentrated book that hit a multi-bagger. The numbers come from real prices, but short + concentrated = low evidential value — judge on the 3Y/5Y windows or the composite score instead. |
| Remember | This is simulated research output, not investment advice; past results do not guarantee future performance. |
Metric guide (click to expand)
| Total | Annualized return since the earliest quarter available (full backtest history) |
| 1Y / 3Y / 5Y / 7Y / 10Y | Annualized (compounded) return over the trailing 1/3/5/7/10 years |
| Vol 3Y | Annualized volatility of daily returns over 3 years; higher = bumpier |
| MaxDD | Deepest peak-to-trough decline of the backtested curve (negative; more negative = worse) |
| Worst 12M | Worst rolling 12-month return over the backtest |
| Alpha 3Y | 3Y annualized excess return vs SPY after removing market beta (>0 = genuine outperformance) |
| Sharpe | Annualized return / volatility (risk-free = 0). Higher = steadier gains per unit of risk |
| Sortino | Same as Sharpe but only downside volatility counts |
| IR 3Y | Information ratio: excess return vs SPY / tracking error |
| BA 3Y | % of months the portfolio beat SPY over 3 years |
| Up Capt / Dn Capt | Average fund gain/loss in up/down months vs SPY (100 = moves with market) |
| Spread | Up capture minus down capture; higher = gains more, loses less |
| Beta | Sensitivity to SPY: 1 = in line, >1 more aggressive, <1 more defensive |
| 13F Score 3Y / 7Y | 0–100 composite: equal-weight percentile blend of Return/Sharpe/Alpha/MaxDD/Calmar |
| Stability | 0–100: blends IR, win rate vs SPY, capture spread and rolling 12M win rate |
| AUM / Q | Latest disclosed portfolio value / quarters included in the backtest |
⚠️ Data & Disclaimer: all metrics are simulated from quarterly SEC 13F holdings — value-weighted long portfolios rebalanced on each fund's actual SEC filing date (13Fs are due within 45 days of quarter-end; simulation uses the real public date), using only direct equity positions (option/warrant disclosure lines are excluded from the backtest but still count toward AUM), priced with adjusted market data. 13F Score / Stability are platform-constructed peer-percentile composites, not official ratings. 13F filings only show quarter-end long positions (no shorts, option strategies or intra-quarter trades), so simulated results can differ materially from actual fund performance. For research only — not investment advice or a guarantee of returns.
⏳ No data yet (pipeline has not generated results)
