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Hedge Fund 13F Holdings Index vs Axiom 13F Equal-Weight Replica (Tech and AI)

Every published figureShow 44 attributes

Each row is one exact variant (window and basis), so a value appears only where a source publishes it.

Classification

AI categories (Composer)

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13f replication, concentrated growth, large-cap tech, nasdaq-100 exposure, semiconductors

Asset classes / instruments

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equities

Market-relative

Alpha vs SPY, out-of-sample (out-of-sample)

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0.04

Beta vs SPY, out-of-sample (out-of-sample)

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1.33

Correlation (R) vs SPY, out-of-sample (out-of-sample)

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0.90

Trading activity

Annualized turnover, backtest period (backtest)

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1.17

Annualized turnover, out-of-sample period (out-of-sample)

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1.19

Daily win rate, backtest period (backtest)

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55.13%

Daily win rate, out-of-sample period (out-of-sample)

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57.00%

Backtest

Backtest final value (from $10,000)

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$81k

Backtest regulatory fees

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Backtest slippage cost

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Returns

Backtest length

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1,890

Out-of-sample length

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507

Return, backtest period (annualized) (backtest)

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32.08%

Return, backtest period (cumulative) (backtest)

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706.59%

Return, out-of-sample period (annualized) (out-of-sample)

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28.49%

Return, out-of-sample period (cumulative) (out-of-sample)

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65.75%

Return, trailing 1 day (out-of-sample)

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0.42%

Return, trailing 1 month (out-of-sample)

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4.47%

Return, trailing 1 week (out-of-sample)

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-0.31%

Return, trailing 1 year (backtest)

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20.49%

Return, trailing 1 year (out-of-sample)

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21.46%

Return, trailing 2 weeks (out-of-sample)

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1.55%

Return, trailing 3 months (out-of-sample)

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7.19%

SPY annualized return over the backtest window (backtest)

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15.93%

Risk metrics

Calmar ratio, backtest period (backtest)

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0.68

Calmar ratio, out-of-sample period (out-of-sample)

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1.18

Maximum drawdown, backtest period (backtest)

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-47.26%

Maximum drawdown, out-of-sample period (out-of-sample)

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-24.20%

Sharpe ratio, backtest period (backtest)

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1.12

Sharpe ratio, out-of-sample period (out-of-sample)

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1.15

Sortino ratio, backtest period (backtest)

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1.64

Sortino ratio, out-of-sample period (out-of-sample)

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1.71

Standard deviation, backtest period (backtest)

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28.34%

Standard deviation, out-of-sample period (out-of-sample)

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24.33%

Quality

Community review status

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ACTIVE

Holdings

Concentration (Herfindahl index, out-of-sample, as Composer reports it)

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0.17

Construction

Logic complexity (node count)

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Rebalance corridor width

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10.00%

Rebalance frequency

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none

Rebalancing (methodology text)

Quarterly filings

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Popularity

Remixes (copies)

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Watchers

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Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources

Compare investment strategies

At a glance

Growth of $10,000

What they say: stated rules

What they hold

Do the holdings back the rules?

Costs, access & sources