hedge fund analysis

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Hedge Fund Tracking

Similar to mutual fund performance analysis, hedge funds should be evaluated for both absolute and relative return performance. However, because of the variety of hedge fund strategies and the uniqueness of each hedge fund, it is absolutely crucial to understand the different types of funds and follow only those that can give you an accurate picture of developing market trends. We are using different performance metrics in order to evaluate the performance of a particular hedge fund. Among those metrics are standard deviation, value at risk (metric based on standard deviation and mean), skewness (shed additional light on the risk of a fund), omega ratio and calmar ratio.

When it comes to replicating hedge funds and their portfolios we are using sophisticated computer algorithms. We are always measuring the performance metrics of a fund and identify the winners among them. We aim to include funds that have at least a 3 year track record and at least 30% of their holdings in their top 10.

  • 13 F snapshot of holdings
  • 13 D/13 G filed within 10 days
  • Form D
  • Forms 3,4,5 insider transactions
  • N-SAR
  • 8-K used by public companies

  • Reading Hedge Fund Letters
  • Analyzing individual Hedge Fund Perfomance
  • Reporting on Top Hedge Fund Managers
  • Tracking their positions
  • Statistics on over 3000 stocks
  • Equity analysis on stocks they buy/sell
  • Quarterly Newsletter with in depth research

  • Replicating top hedge funds
  • Finding funds with¬†low turnover rate
  • Long term investment horizon
  • Consistently outperform the S&P 500
  • Global Macro
  • Value Investing
  • Event Driven

individual investors

Please choose your desired subscription. The buttons below will route you to complete the order. Once completed you will have access to the member area found under the account menu.

institutional investors

Banks, hedge funds, insurance companies, registered investment advisers, CTAs, mutual funds, endowments and pension plans . Two sub-accounts for your employees are included.

Things we can do for you

Replicate the portfolio of the best fund managers.

We find the best managers that are long only and we track managers that run net long.

Ad Hoc reports on newly established positions and stocks that are currently trending.

Our quarterly newsletter includes in depth research on 30 different hedge fund managers with consensus buy/sell lists.

An equity analysis of stocks they have been active in. Included are the number of filers currently increasing or decreasing their positions in a particular stock.

Analyzing the price behavior of the stocks in question. Which funds are the biggest holders and at what levels they might start liquidating their positions.

  • 13 F Stock Statistics
  • 13 F Statistics
  • Number of filers in each stock

  • Top holdings by value
  • Top holdings by filer count
  • Changes by sector

  • Largest filer increases
  • Largest decreases
  • Changes to prior quarter