Allocate like a sovereign wealth fund. Combine high-conviction holdings from world-class managers, verify your strategy with professional-grade risk metrics, and backtest against global benchmarks.
Add funds using the search bar above to begin engineering your custom portfolio.
| Freq | Net Return | Est. Trades/Yr |
|---|---|---|
| Quarterly | - | - |
| Monthly | - | - |
Net returns account for commissions and projected rebalancing premium.
| Ticker | Name | Weight | Value |
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| Fund | Total Ret | Ann Ret | Vol | Sharpe | Sortino | Beta | Max DD |
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Correlation measures how closely fund returns move together. A diversified portfolio typically combines funds with low correlation to reduce overall volatility.
Proper diversification isn't just about owning many stocksβit's about owning stocks that don't move together. By combining assets with low correlation, you can achieve the "Holy Grail" of investing: Earn more by risking less through significant volatility reduction.
Correlation Matrix and ENB Analysis are limited to Pro users.
An equal-weight 13F strategy assigns the same portfolio allocation to every position reported in a fund's SEC 13F filing, regardless of the fund's own weighting. This removes concentration risk from the largest positions and lets you test whether a manager's stock-picking skill is consistent across all holdings β not just their highest-conviction bets.
Yes. The Portfolio Builder lets you add up to 5 funds on the free plan (unlimited on Premium) and merge their disclosed holdings into a single blended portfolio. You can weight funds equally or by manager allocation, then backtest the combined strategy against S&P 500, NASDAQ, and Russell 2000.
13Foresight holds 13F filing data going back to 1998 for funds that have filed continuously. Most institutional managers have data from 2013 onwards. You can backtest any strategy across the full available history for each fund in your portfolio.
The backtester computes CAGR, Sharpe ratio, Sortino ratio, maximum drawdown, alpha (Jensen's), beta, up/down capture, batting average, and correlation matrix between selected funds. All metrics account for the 45-day SEC filing lag so results reflect realistic entry timing.
We track 13F filings from thousands of hedge funds and alert you when your followed funds file new positions.