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Funds (13F)

Anson Funds Management LP

Backtest from 20 Feb 2015 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+19.0%
S&P 500 +13.4%
Last 12 months
−13.8%
S&P 500 +12.1%
Sharpe ratio
0.70
S&P 500 0.71
Biggest drop
−34.2%
S&P 500 −31.8%
$10.0k$20.0k$40.0k$80.0k 201520172019202120232025 $76.3k$43.5k
Anson Funds Management LPS&P 500 $10,000 in Anson Funds Management LP from 20 Feb 2015 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Anson Funds Management LP'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.

Anson Funds Management LP's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+19.0%+13.4%
Total return+663%+335%
Last 12 months−13.8%+12.1%
Last 3 months−10.2%—
Last month−9.0%—
This year so far−3.8%—
Volatility a year26.8%16.5%
Sharpe ratio0.700.71
Biggest drop−34.2%−31.8%
Beta to the S&P 5001.171.00
Alpha a year (t-statistic)+5.0% (0.92)—
Share of weeks up56%—

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
SLS9.0%——
LION9.0%——
MTCH7.5%——
FIVN7.2%——
NVDA6.2%——
SPSC5.8%——
SSMR4.4%——
GIL3.6%——
SHAZ3.1%——
LOVE2.7%——
TSLA2.5%——
SIND2.1%——
TMC1.6%——
FPS1.6%——
VENU1.5%——
GLXY1.5%——
IMPP1.0%——
TMCR1.0%——
RDDT0.9%——
EQIX0.9%——
CAE0.9%——
XXI0.9%——
SE0.9%——
MU0.8%——
BKD0.8%——
TSM0.8%——
SGHC0.8%——
LRCX0.8%——
MKSI0.8%——
CBRE0.8%——
AVGO0.8%——
CORZ0.7%——
CPT0.6%——
TPR0.6%——
AHR0.5%——
RVMD0.5%——
DAVE0.5%——
CVE0.5%——
TOON0.5%——
HUT0.5%——
DLR0.5%——
APP0.5%——
PLD0.4%——
TER0.4%——
CVNA0.4%——
SUI0.4%——
AADX0.4%——
BGSI0.4%——
NKTR0.4%——
PPC0.4%——
ENHA0.4%——
JAKK0.3%——
PZZA0.3%——
FRMI0.3%——
GROY0.3%——
MITK0.3%——
STI0.3%——
FVR0.3%——
QNT0.3%——
ASML0.3%——
GDS0.3%——
IMO0.3%——
NMG0.3%——
FIVE0.2%——
RNA0.2%——
LAR0.2%——
DASH0.2%——
CNQ0.2%——
INMD0.2%——
CIGI0.2%——
VG0.2%——
RKT0.2%——
OVV0.2%——
WK0.2%——
GLAS0.1%——
REZI0.1%——
LITE0.1%——
CIFR0.1%——
BTDR0.1%——
RIOT0.1%——
IREN0.1%——
INIO0.1%——
WULF0.1%——
Z0.1%——
AMZN0.1%——
XE0.1%——
MKL0.1%——
COST0.1%——
NFGC0.1%——
BABA0.1%——
FRVO0.1%——
HIVE0.1%——
DDC0.1%——
SSM0.1%——
CAPR0.1%——
CLSK0.1%——
KEEL0.1%——
DPC0.1%——
RSKD0.0%——
PR0.0%——
BIRD0.0%——
CELZ0.0%——
XXII0.0%——
DLHC0.0%——
SVIA0.0%——

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

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest20 Feb 2015 to 2 Nov 2026+19.0%+13.4%0.700.71−34.2%1.17+5.0% (0.92)
2018 onwards5 Jan 2018 to 2 Nov 2026+20.4%+13.9%0.690.66−34.2%1.16+6.2% (0.92)
Last three years3 Nov 2023 to 2 Nov 2026+16.9%+21.8%0.571.16−27.9%1.17−4.7% (−0.43)
Last year7 Nov 2025 to 2 Nov 2026−5.2%+14.2%−0.260.84−17.7%1.15−17.8% (−0.88)
DateCompanyAction
14 Aug 2026XXIIBought
14 Aug 2026XEBought
14 Aug 2026WULFBought
14 Aug 2026WKBought
14 Aug 2026TMCRBought
14 Aug 2026TMCBought
14 Aug 2026SUIBought
14 Aug 2026STIBought
14 Aug 2026SSMRBought
14 Aug 2026SLSBought
14 Aug 2026SINDBought
14 Aug 2026RVMDBought
14 Aug 2026RNABought
14 Aug 2026RIOTBought
14 Aug 2026QNTBought
14 Aug 2026PRBought
14 Aug 2026PPCBought
14 Aug 2026OVVBought
14 Aug 2026NMGBought
14 Aug 2026NKTRBought
14 Aug 2026NFGCBought
14 Aug 2026MUBought
14 Aug 2026LITEBought
14 Aug 2026LARBought
14 Aug 2026KEELBought

Dated at the rebalance that made the change.

DateCompanyAction
14 Aug 2026WFGSold
14 Aug 2026VMETSold
14 Aug 2026TTDSold
14 Aug 2026SPROSold
14 Aug 2026SPGSold
14 Aug 2026SNSold
14 Aug 2026PSASold
14 Aug 2026OSold
14 Aug 2026MLCISold
14 Aug 2026LAESSold
14 Aug 2026IRMSold
14 Aug 2026GSATSold
14 Aug 2026DTCXSold
14 Aug 2026DJTSold
14 Aug 2026CURBSold
14 Aug 2026CPSold
14 Aug 2026COLDSold
14 Aug 2026BNLSold
14 Aug 2026BILLSold
14 Aug 2026BHRSold
14 Aug 2026AVRSold
14 Aug 2026AQNSold
14 Aug 2026AMTSold
22 May 2026WOLFSold
22 May 2026WELLSold

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