WhaleIndex® Portfolio Strategies

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The Whale 30 Omega portfolio represents the top 30 holdings of the 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 top 30 filers by Omega ratio whose WhaleScore beats the S&P WhaleScore are used each quarter.

Last Updated: December 16, 2017
based on prior day closing prices
  1-Wk YTD 1Y 3Y 5Y Total Return Annualized Std Dev BETA ALPHA Sortino Sharpe
S&P 500 Total Return 0.95% 21.86% 20.7% 43.25% 107.75% 168.67% 8.65% 14.15% 1.0 0.66 0.54
Whale 30 Omega -1.12% 45.37% 38.53% 64.28% 193.83% 436.63% 15.14% 25.28% 1.12 5.57% 0.73 0.56
Name Ticker Date Added Return 1 Month Return Ytd Return All-time
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Whale 30 Omega Ending Sector Allocation

The Whale 30 Conservative portfolio represents the top 30 holdings of the 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 top 30 filers by Calmar and Sortino ratios whose WhaleScore beats the S&P WhaleScore are used each quarter.

Last Updated: December 16, 2017
based on prior day closing prices
  1-Wk YTD 1Y 3Y 5Y Total Return Annualized Std Dev BETA ALPHA Sortino Sharpe
S&P 500 Total Return 0.95% 21.86% 20.7% 43.25% 107.75% 168.67% 8.65% 14.15% 1.0 0.66 0.54
Whale 30 Conservative 1.55% 28.11% 26.23% 41.22% 122.2% 261.21% 11.38% 15.21% 0.9 3.51% 0.87 0.68
Name Ticker Date Added Return 1 Month Return Ytd Return All-time
A subscription is required to view index holdings

Whale 30 Conservative Ending Sector Allocation

The Whale 20 Omega portfolio represents the top 20 holdings of the 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 top 30 filers by Omega ratio whose WhaleScore beats the S&P WhaleScore are used.

Last Updated: December 16, 2017
based on prior day closing prices
  1-Wk YTD 1Y 3Y 5Y Total Return Annualized Std Dev BETA ALPHA Sortino Sharpe
S&P 500 Total Return 0.95% 21.86% 20.7% 43.25% 107.75% 168.67% 8.65% 14.15% 1.0 0.66 0.54
Whale 20 Omega -2.32% 33.87% 26.94% 75.93% 229.16% 459.73% 15.55% 26.82% 1.11 6.08% 0.7 0.54
Name Ticker Date Added Return 1 Month Return Ytd Return All-time
A subscription is required to view index holdings

Whale 20 Omega Ending Sector Allocation

The Whale 20 Conservative portfolio represents the top 20 holdings of the 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 top 30 filers by Calmar and Sortino ratios whose WhaleScore beats the S&P WhaleScore are used.

Last Updated: December 16, 2017
based on prior day closing prices
  1-Wk YTD 1Y 3Y 5Y Total Return Annualized Std Dev BETA ALPHA Sortino Sharpe
S&P 500 Total Return 0.95% 21.86% 20.7% 43.25% 107.75% 168.67% 8.65% 14.15% 1.0 0.66 0.54
Whale 20 Conservative 1.49% 32.76% 30.88% 52.13% 142.68% 307.16% 12.5% 15.26% 0.93 4.39% 1.06 0.75
Name Ticker Date Added Return 1 Month Return Ytd Return All-time
A subscription is required to view index holdings

Whale 20 Conservative Ending Sector Allocation

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