Performance

The Passive Alpha Five Hundred.

More than a decade of systematic participation in American equity markets. Net of fees. Audited annually. The figures below are drawn from live market data.

The Five Hundred — Since Inception
+12.00%
Net annualized
+400%
Cumulative since inception
−33.00%
Max drawdown
15.0%
Annualized volatility
0.55
Sharpe ratio (rf 4.3%)
$300,000
Growth of $100,000
500
Positions held
100.0%
Net exposure, maintained

Computed from live monthly market data over ~15 years. Net of fees.

Track Record

Growth of $100,000.

Passive Alpha Five Hundred (net) Held through every cycle. Rebalanced. Otherwise left alone.

Chart reflects live market data where available.

Live Execution

Order flow across 47 strategies.

Our execution layer routes thousands of low-impact child orders per session. Below is the live blotter, streaming in real time.

PASSIVE ALPHA — EXECUTION GATEWAY — LIVE · SESSION OPEN

Net portfolio exposure is continuously maintained at 100.0%.

Holdings

Active positions (500)

The aggregate book, decomposed by strategy sleeve. A representative selection is shown — every position is a company we hold directly.

SleeveHoldingTickerWeightDay P/L
Momentum / 001NVIDIA CorporationNVDA7.2%+0.44%
Quality / 007Apple Inc.AAPL6.9%+0.31%
ML Alpha / 015Microsoft CorporationMSFT6.5%+0.52%
Reversal / 004Amazon.com, Inc.AMZN3.9%+0.68%
Macro / 017Meta Platforms, Inc.META2.7%+0.57%
Value / 024Alphabet Inc. (Class A)GOOGL2.3%+0.80%
CTA / 028Broadcom Inc.AVGO2.2%+0.56%
Defensive / 009Tesla, Inc.TSLA1.8%+0.22%
Stat-Arb / 031Berkshire Hathaway (B)BRK.B1.7%+0.19%
Risk-Parity / 036JPMorgan Chase & Co.JPM1.4%+0.41%
Volatility / 021Eli Lilly and CompanyLLY1.3%+0.37%
Meta / 047Visa Inc.V1.1%+0.29%

Showing 12 of 500 active positions. The remaining 488 are available to qualified allocators under NDA. Aggregate weight: 100.0%.

The Standing Conclusion

There was nothing to decide. We ran the process and read the result.

output · pa-master · resolved
Recommendation
Buy and hold the five hundred.
Position size100%
ConvictionHigh
Time horizonIndefinite
Action requiredNone, ongoing