As free preview to the Chimera article, below is a list of the best performing healthcare specialists, judged by replicating the holdings disclosed in their 13F filings. For details on how these portfolios were constructed, see the geek notes below.
To be perfectly clear: These are the not returns of the funds listed, rather they are the returns of buying the stocks listed on the fund's 13F filing.
Portfolio Construction Notes:
- All data pulled from 13F filings.
- Top 20 holdings, equally weighted, long only.
- Healthcare stocks only.
- Portfolio rebalanced 46 days after quarter end, as filings are due 45 days after quarter end.
- Backtesting all 35 healthcare hedge fund 13F by the criteria above, these are the best performing 13F portfolios over the past one, two, and three years. The data is from Whalewisdom.com.
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