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Funds (13F)

Algert Global LLC

Backtest from 16 Aug 2013 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+10.6%
S&P 500 +14.1%
Last 12 months
+13.9%
S&P 500 +12.1%
Sharpe ratio
0.51
S&P 500 0.78
Biggest drop
−38.6%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$38.0k
Algert Global LLCS&P 500 $10,000 in Algert Global LLC from 16 Aug 2013 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Algert Global LLC's quarterly 13F holdings in the companies we cover, weighted by reported value: it buys on the first trading day after each 13F is filed (up to 45 days after the quarter) and holds until the next filing. A 13F shows long US-listed positions only, at the quarter's end, so this misses shorts, cash, bonds, non-US holdings and trading within the quarter.

Algert Global LLC's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+10.6%+14.1%
Total return+280%+470%
Last 12 months+13.9%+12.1%
Last 3 months−3.1%—
Last month−2.6%—
This year so far+9.8%—
Volatility a year19.6%16.0%
Sharpe ratio0.510.78
Biggest drop−38.6%−31.8%
Beta to the S&P 5001.101.00
Alpha a year (t-statistic)−3.6% (−1.49)—
Share of weeks up57%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck.

Insights

CompanyWeightHeld sinceReturn since
SNDK3.3%——
WWD0.6%——
KLIC0.5%——
NVDA0.5%——
AAPL0.5%——
ENS0.5%——
JXN0.5%——
ECG0.4%——
BCPC0.4%——
MSFT0.4%——
APG0.4%——
POR0.4%——
MSGE0.4%——
SNX0.4%——
CRS0.4%——
OUT0.4%——
BGC0.4%——
TPC0.4%——
ALLY0.4%——
SOLS0.4%——
AVA0.4%——
CWK0.4%——
LEA0.4%——
PCVX0.4%——
ROIV0.4%——
MTH0.4%——
SWX0.4%——
SF0.3%——
HST0.3%——
GNRC0.3%——
WAL0.3%——
DT0.3%——
NVT0.3%——
AIT0.3%——
FTDR0.3%——
AR0.3%——
MWA0.3%——
FHN0.3%——
AVGO0.3%——
MXL0.3%——
AMBA0.3%——
STRL0.3%——
XENE0.3%——
ZION0.3%——
AVT0.3%——
CNX0.3%——
LASR0.3%——
KALU0.3%——
EPR0.3%——
AXS0.3%——
CLDX0.3%——
CRVL0.3%——
LOB0.3%——
MYRG0.3%——
RVLV0.3%——
PLOW0.3%——
NNN0.3%——
TTC0.3%——
AXSM0.3%——
SNDX0.3%——
MLI0.3%——
COKE0.3%——
S0.3%——
WCC0.3%——
DFIN0.3%——
ATI0.3%——
LOPE0.3%——
GTX0.3%——
REXR0.3%——
KMT0.3%——
ALB0.3%——
PODD0.3%——
MCY0.3%——
STRA0.3%——
IP0.3%——
CTRI0.3%——
MU0.3%——
NVR0.3%——
AMKR0.3%——
KRP0.3%——
MKSI0.3%——
MOS0.3%——
WULF0.3%——
ALGN0.2%——
VVX0.2%——
COCO0.2%——
XHR0.2%——
RRC0.2%——
FNB0.2%——
VLY0.2%——
CVSA0.2%——
RUSHA0.2%——
MRNA0.2%——
UNM0.2%——
AMZN0.2%——
NMRK0.2%——
NHI0.2%——
BFAM0.2%——
LSCC0.2%——
KEX0.2%——
GPK0.2%——
CUBE0.2%——
NJR0.2%——
MEDP0.2%——
LLY0.2%——
GOOGL0.2%——
COHU0.2%——
MLYS0.2%——
MTSI0.2%——
GNTX0.2%——
NVST0.2%——
LRN0.2%——
OGE0.2%——
LAUR0.2%——
LEVI0.2%——
VICR0.2%——
JANX0.2%——
OFG0.2%——
HII0.2%——
VTOL0.2%——
DECK0.2%——
BANC0.2%——
PGC0.2%——
ARW0.2%——
DINO0.2%——
MOD0.2%——
BPOP0.2%——
AAOI0.2%——
IONS0.2%——
URBN0.2%——
CRBG0.2%——
DOCS0.2%——
ARMK0.2%——
DOLE0.2%——
CCK0.2%——
APLD0.2%——
TTMI0.2%——
SSB0.2%——
FRSH0.2%——
MSGS0.2%——
PECO0.2%——
VSXY0.2%——
AX0.2%——
BBIO0.2%——
LQDA0.2%——
BFLY0.2%——
SPHR0.2%——
PBF0.2%——
AFG0.2%——
GHC0.2%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest16 Aug 2013 to 2 Nov 2026+10.6%+14.1%0.510.78−38.6%1.10−3.6% (−1.49)
2018 onwards5 Jan 2018 to 2 Nov 2026+9.0%+13.9%0.380.66−38.6%1.09−4.7% (−1.48)
Last three years3 Nov 2023 to 2 Nov 2026+15.1%+21.8%0.651.16−22.3%0.96−4.5% (−0.76)
Last year7 Nov 2025 to 2 Nov 2026+15.0%+14.2%0.800.84−9.0%0.77+3.3% (0.32)
DateCompanyAction
14 Aug 2026ZWSBought
14 Aug 2026ZBought
14 Aug 2026XRAYBought
14 Aug 2026XPERBought
14 Aug 2026XOSBought
14 Aug 2026XMTRBought
14 Aug 2026XIFRBought
14 Aug 2026XERSBought
14 Aug 2026WWDBought
14 Aug 2026WULFBought
14 Aug 2026WTRGBought
14 Aug 2026WTBought
14 Aug 2026WSFSBought
14 Aug 2026WSBFBought
14 Aug 2026WRBYBought
14 Aug 2026WORBought
14 Aug 2026WOLFBought
14 Aug 2026WMTBought
14 Aug 2026WMKBought
14 Aug 2026WMGBought
14 Aug 2026WLFCBought
14 Aug 2026WKBought
14 Aug 2026WHBought
14 Aug 2026WGSBought
14 Aug 2026WFCBought

Dated at the rebalance that made the change.

DateCompanyAction
14 Aug 2026ZTSSold
14 Aug 2026ZIPSold
14 Aug 2026YEXTSold
14 Aug 2026YETISold
14 Aug 2026YELPSold
14 Aug 2026XPOFSold
14 Aug 2026XPELSold
14 Aug 2026WTTRSold
14 Aug 2026WTMSold
14 Aug 2026WTFCSold
14 Aug 2026WSTSold
14 Aug 2026WSOSold
14 Aug 2026WSMSold
14 Aug 2026WMSSold
14 Aug 2026WINASold
14 Aug 2026WGOSold
14 Aug 2026WFRDSold
14 Aug 2026WDAYSold
14 Aug 2026WATSold
14 Aug 2026WAFDSold
14 Aug 2026VYXSold
14 Aug 2026VVVSold
14 Aug 2026VRSNSold
14 Aug 2026VNTSold
14 Aug 2026VNDASold

Dated at the rebalance that made the change.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest