Hedge Fund Conviction — Concentration & Holding Period
Top-10 concentration, time in top holdings, and turnover discipline.
as of Oct 15, 2024, 8:00 PM · published Oct 16, 2024, 12:00 PM
Part of Hedge Fund Conviction
The Hedge Fund Conviction subscore rewards thoughtful concentration: meaningful top-10 weights, longer average time in top holdings, and lower turnover than peers. High conviction can amplify returns—but also drawdowns if the thesis is wrong. Use with risk and quality composites. Formula: 0.35×z(pct_top10) + 0.25×z(avg_time_top10) + 0.25×z(avg_held) − 0.15×z(turnover). Ideal for identifying managers with research depth vs portfolio churn.
Rankings in this snapshot
| 1 | 126 | AMERICAN FINANCIAL GROUP INC 401(K) RETIREMENT & SAVINGS PLAN | 100 |
| 2 | 76 | ALESCO ADVISORS LLC | 44.9133810122715 |
| 3 | 43469 | ALLIANCEBERNSTEIN L.P. | 31.6714277563751 |
| 4 | 500883 | ACCEL GROWTH FUND V ASSOCIATES L.L.C. | 30.7628768261327 |
| 5 | 122 | AMERICAN CAPITAL MANAGEMENT INC | 30.3581108114398 |
| 6 | 93649 | AMALGAMATED BANK | 30.0337201072961 |
| 7 | 199949 | ADDENDA CAPITAL INC. | 28.6250680588445 |
| 8 | 25 | ACADEMY CAPITAL MANAGEMENT | 27.7158727848788 |
| 9 | 462727 | ALTUS WEALTH MANAGEMENT, LLC | 25.7147874963699 |
| 10 | 1091 | ADVISORS ASSET MANAGEMENT, INC. | 25.6277203631643 |
This page is a point-in-time snapshot. Prefer the formula hub for the latest ranking and schedule. Not investment advice.
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