Some may find this of interest - I only post on ET about once a year, but the full post can be found at this site: http://hedgefundclone.blogspot.com/ I backtested the equity holdings of Buffett since 2000 from the 13F filings. I also included all stocks no longer in the database. I first did it by equal weighting all of his positions, but will re-run it with only the top 10 holdings going forward. Performance was calculated from the day after the 13F is available (45 days after quarters close). Next I will look at a full quarters delay... Taking a look at Greenlight Capital next RESULTS Average Annual Return Buffet Clone: 14.33% (No down years) Berkshire Stock: 10.62% S&P500: 2.35% Russell 2000: 8.26% HedgeFundResearch Equity L/S Category: 7.9%
does anyone have any hedge funds they suggest I take a look at that would be a good fit for this approach? Currently on my to do list is: Baupost Eminence Greenlight Maverick Tiger Global Private Okumus Blue Ridge