Quantbase

Quantbase

Quiver Insider Purchases
This strategy uses a proprietary model to score purchases made by Insiders within companies based on factors related to the trade, the insider, and the company. Scores are then rolled up to a company level based on a decaying trailing window, where the top 10 companies are equally weighted at the start of every week.
Fund
-28.04%
vs
Benchmark
15.88%
* 1-year, 5-year, and 10-year performance shown below is a rolling measure, dynamically updated weekly. For example, 1-year performance reflects returns over the last 365 days, measured from the right-most datapoint in graph. Since inception reflects returns from left-most datapoint on graph.

** Performance data is calculated using the average returns of all accounts with more than $100 invested in this strategy.
Fund Holdings
Fund details
Stats
3.02/5
Risk score
Max draw down (of range)
Daily Sharpe (of range)
Daily Volatility (of range)
Monthly Volatility (of range)
46.00%
Correlation to SPY (total)
-23.35%
1-year performance
N/A
5-year performance
N/A
10-year performance
-28.04%
Inception performance
Description
Key Considerations