A guide to the data points, metrics, and analytical tools available on 13Foresight. Understand how we process 13F filings to generate actionable institutional intelligence.
Every fund page begins with a comprehensive profile derived from regulatory filings and market data. We classify funds based on their trading behavior and reported assets.
We distinguish between Hedge Funds (active, absolute return), VC/PE (private markets), and Asset Managers (long-only, indexers) based on portfolio turnover and concentration.
Total Assets reported vs. Public Equity Value. Large discrepancies often indicate significant use of leverage, derivatives, or private holdings.
Track the Chief Investment Officers (CIOs) and Portfolio Managers responsible for capital allocation decisions.
We simulate the performance of a fund's public long portfolio to estimate their stock-picking ability. Note that this excludes short positions, private assets, and derivatives.
Excess return generated by the fund relative to the market benchmark. A positive alpha indicates superior stock selection skill.
Risk-adjusted return metric. Calculates how much return the fund generates for every unit of volatility risk taken.
The percentage of positions that generated a positive return during the holding period. Useful for assessing consistency.
Visualizing how capital is allocated across sectors, asset classes, and individual convictions to understand the fund's macro view.
The percentage of the portfolio allocated to the top 10 holdings. High concentration (>60%) suggests a high-conviction, stock-picking strategy.
Breakdown of exposure by GICS sectors (e.g., Technology, Healthcare). Helps identify funds making big sector bets.
A measure of how frequently assets are bought and sold. High turnover indicates active trading; low turnover suggests a long-term "buy and hold" approach.
Detailed quarterly data for every position, including estimated entry prices and confidence rankings.
Positions are ranked by portfolio weight. The #1 position represents the manager's highest weight holding in the reported 13F portfolio.
We estimate the cost basis for each position using the Volume Weighted Average Price (VWAP) specific to the quarter of acquisition.
Quickly filter positions to see what the fund is buying (New Entries) and what they are completely exiting (Sold Out).
Beyond individual fund pages, 13Foresight provides market-wide analytical tools.
A leaderboard of funds sorted by 3-year risk-adjusted returns. Find the consistent outliers beating the market.
A visual map of where institutional capital is flowing in real-time. Identify hot sectors and crowded trades.
Simulate the historical returns of replicating a fund's 13F portfolio. Test custom rebalancing rules and lag assumptions.