Fund Score
Multi-year risk-adjusted performance ratings for institutional funds, based on trailing quarterly returns.
Computing Fund Scores...
Analyzing up to 10 years of portfolio performance using real stock prices. This may take 1-2 minutes on first load.
How Fund Score Works
Multi-Quarter Trailing Returns: For each fund, we reconstruct their top holdings from SEC 13-F filings for up to 40 trailing quarters (10 years). Each quarter's portfolio-weighted return is calculated using actual stock prices.
Risk-Adjusted Rating: The star rating is based on the fund's Sharpe ratio: annualized return divided by annualized volatility. Higher stars mean better risk-adjusted performance over the long term. Minimum 4 quarters of data required.
Star Scale: 5 stars = exceptional risk-adjusted returns, 4 stars = strong, 3 stars = above average, 2 stars = average, 1 star = below average
Data: Stock prices from Tiingo. Holdings from SEC 13-F filings (top 10 equity positions per quarter). Only positions with resolved tickers and available prices are scored.
