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Ken Griffin

Mega-cap AI concentration: $4B NVDA + $3.2B AMZN, $67B AUM

Ken Griffin (Citadel)

3Y
Total Return
+118.8%
3Y
Sharpe Ratio
1.34
3Y
Max Drawdown
-16.4%
3Y
Win Rate
54.1%
3Y
Alpha
+6.8%
3Y
Comp. Score *
0.27
Risk Parameters
Max Allocation12.7%
Stop Loss16.4%
Take Profit15.0%
Max DD Tolerance16.4%
Rebalanceweekly
Execution Guidance
Order TypeLimit
Entry RuleBuy 0.5% below market in uptrend.
TimingSAFE TO BUY. *
ScalingEnter in 3 tranches over 1-2 weeks.
Positions — Vol-Adjusted Sizing
SymbolActionVol Stop LossTake ProfitSizeLinks
AVGO BUY 55% 37.9% below entry 34.6% above entry 5.5% TVYH
SPY BUY 17% 11.8% below entry 10.7% above entry 17.7% TVYH
QQQ BUY 22% 14.9% below entry 13.6% above entry 13.9% TVYH
GOOGL BUY 30% 20.6% below entry 18.8% above entry 10.1% TVYH
AAPL BUY 29% 19.7% below entry 18.0% above entry 10.5% TVYH
AMZN BUY 33% 22.7% below entry 20.7% above entry 9.2% TVYH
▶ For Passive Investors (Buy & Hold)

This strategy is suitable for passive investing. - Take profit: Rebalance when any position exceeds 2x its target weight. Trim back to target, redeploy to underweight positions. - Stop loss: NO price-based stop loss. This strategy recovered from -37% drawdown to return 562% long-term. - Exit rule: Review annually. Exit if strategy underperforms its benchmark for 3 consecutive years.

Avg 5Y Return
169.8%
Avg 5Y Sharpe
0.85
10Y Return
562.3%
10Y Sharpe
0.85
HODL Composite
1.32
Consistency
92%
Suitable for passive
Yes