Soros Fund Management LLC 13F holdings and portfolio analysis
Sign in to clone a new branch from the selected plan, then continue optimizing in the new branch.
Baseline
Analysis messagesPre-generated Q&A about this fund. Use as reference context for your own analysis.
Following Baseline means accepting the manager's disclosed sizing almost directly. Here that means broadly spread position sizing: top 5 22.41%, top 10 33.05%, top 20 48.88%, with AMZN 10.68%, GOOGL 3.92%, CRM 2.70%, TKO 2.61%, MSFT 2.50%, NVDA 2.44%. The baseline result is return 7.35%, alpha -0.90%, beta 0.63, Sharpe 0.59, Sortino 0.68, max drawdown -33.71%. That is the right reference case, but it is not automatically the safest case because the largest names and sector mix (Information Technology 22.01%, Financials 16.01%, Consumer Discretionary 15.54%, Industrials 13.05%) still dominate the realized path.
The period rows show the character of the baseline. The strongest relative period was 2024-09-30 (3.59% vs SPY 2.76%, excess 0.83%, turnover 54.49%); the weakest was 2025-03-31 (2.32% vs SPY 9.22%, excess -6.90%, turnover 55.84%). The latest rows (2025-03-31 (2.32% vs SPY 9.22%, excess -6.90%, turnover 55.84%); 2025-06-30 (-0.80% vs SPY 4.20%, excess -5.00%, turnover 41.19%); 2025-09-30 (2.12% vs SPY 1.49%, excess 0.64%, turnover 50.78%)) show whether recent results are confirming or reversing the long-term profile.
Before accepting Baseline, I would inspect three things: whether AMZN 10.68%, GOOGL 3.92%, CRM 2.70%, TKO 2.61% still have current theses, whether recent changes such as no large named moves and no large named moves indicate a shift, and whether max drawdown of -33.71% is acceptable for the user's risk budget.