undamentalytics Newsletter
Sign in

Funds (13F)

Aristeia Capital, L.L.C.

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

Watch this strategy
Return a year
+29.3%
S&P 500 +14.1%
Last 12 months
+23.8%
S&P 500 +12.1%
Sharpe ratio
1.06
S&P 500 0.78
Biggest drop
−43.8%
S&P 500 −31.8%
$10.0k$20.0k$40.0k$80.0k$160k$320k 2013201520172019202120232025 $298k$57.0k
Aristeia Capital, L.L.C.S&P 500 $10,000 in Aristeia Capital, L.L.C. 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 Aristeia Capital, L.L.C.'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.

Aristeia Capital, L.L.C.'s 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+29.3%+14.1%
Total return+2875%+470%
Last 12 months+23.8%+12.1%
Last 3 months+13.5%—
Last month−2.2%—
This year so far+21.7%—
Volatility a year25.4%16.0%
Sharpe ratio1.060.78
Biggest drop−43.8%−31.8%
Beta to the S&P 5001.011.00
Alpha a year (t-statistic)+14.4% (2.64)—
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
SM34.8%——
PPLI28.9%——
TDS4.4%——
KNX2.5%——
NWSA1.9%——
AMKR1.7%——
GOOGL1.6%——
IPXG1.3%——
TONX1.3%——
LGND1.2%——
WW1.2%——
BIII1.1%——
ARCL1.0%——
HOOD1.0%——
SVAQ0.8%——
MIRM0.8%——
DAAQ0.7%——
HDRN0.6%——
MMTX0.5%——
SSAC0.4%——
CMS0.4%——
NBRG0.4%——
ADPT0.4%——
ALIS0.3%——
BE0.3%——
WSTN0.3%——
DPC0.3%——
BZH0.2%——
MKLY0.2%——
NEO0.2%——
EBS0.1%——
FVN0.1%——
ARKO0.1%——
SABR0.1%——
TPC0.1%——
BLMN0.1%——
VRRM0.1%——
NWL0.1%——
TNET0.1%——
ATKR0.1%——
FTRE0.1%——
GTX0.1%——
CPS0.1%——
WLFC0.1%——
BCC0.1%——
AMN0.1%——
EAT0.1%——
WWW0.1%——
CMP0.1%——
ADV0.1%——
CENX0.1%——
LEVI0.1%——
LXU0.1%——
W0.1%——
GPI0.1%——
MWA0.1%——
UNFI0.1%——
KTB0.1%——
CRS0.1%——
CAR0.1%——
BBWI0.1%——
REZI0.1%——
BXC0.1%——
CE0.1%——
FOR0.1%——
IBP0.1%——
GDDY0.1%——
IMKTA0.1%——
TTMI0.1%——
CTEV0.1%——
NMRK0.1%——
THC0.1%——
DCH0.1%——
ACM0.1%——
MTX0.1%——
FLR0.1%——
HROW0.1%——
WOOF0.1%——
IQV0.1%——
CMC0.1%——
WTG0.1%——
MATV0.1%——
ARMK0.1%——
KALU0.1%——
RBA0.1%——
CCK0.1%——
URI0.1%——
OLN0.1%——
NGVT0.1%——
PRAA0.1%——
WSC0.1%——
WCC0.1%——
CXW0.1%——
EHC0.1%——
VICI0.1%——
FOUR0.1%——
LYV0.1%——
LUMN0.1%——
GEN0.1%——
RACC0.1%——
RBLX0.1%——
BTU0.1%——
OTEX0.1%——
BCO0.1%——
USFD0.1%——
CVS0.1%——
NE0.1%——
HQY0.1%——
LB0.1%——
ENS0.1%——
AVTR0.1%——
ZBRA0.1%——
AHCO0.1%——
AVNT0.1%——
PBH0.1%——
ACCO0.1%——
ALLY0.1%——
PFGC0.1%——
KSS0.1%——
RNG0.1%——
ACHC0.1%——
TALO0.1%——
HRI0.1%——
ALSN0.1%——
PZZA0.1%——
OPCH0.1%——
MUSA0.1%——
VIAV0.1%——
NSIT0.1%——
ACH0.1%——
VAC0.1%——
RRC0.1%——
AXON0.1%——
UAL0.0%——
GPK0.0%——
XPO0.0%——
BGS0.0%——
KGS0.0%——
MBC0.0%——
OII0.0%——
PFSI0.0%——
RYAN0.0%——
GAP0.0%——
GOLF0.0%——
SAH0.0%——
APG0.0%——
LGIH0.0%——
CLH0.0%——
OMF0.0%——
SBGI0.0%——

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+29.3%+14.1%1.060.78−43.8%1.01+14.4% (2.64)
2018 onwards5 Jan 2018 to 2 Nov 2026+34.0%+13.9%1.090.66−43.8%1.00+18.5% (2.58)
Last three years3 Nov 2023 to 2 Nov 2026+22.2%+21.8%0.811.16−28.8%0.97+2.3% (0.23)
Last year7 Nov 2025 to 2 Nov 2026+23.2%+14.2%0.930.84−11.1%0.42+14.6% (0.73)
DateCompanyAction
21 Aug 2026ZBRABought
21 Aug 2026XPOBought
21 Aug 2026XIFRBought
21 Aug 2026WSCBought
21 Aug 2026WNCBought
21 Aug 2026WLFCBought
21 Aug 2026WCCBought
21 Aug 2026VVVBought
21 Aug 2026VRRMBought
21 Aug 2026VICIBought
21 Aug 2026VIAVBought
21 Aug 2026VACBought
21 Aug 2026UWMCBought
21 Aug 2026USFDBought
21 Aug 2026UALBought
21 Aug 2026UAABought
21 Aug 2026TRNBought
21 Aug 2026THCBought
21 Aug 2026TFXBought
21 Aug 2026SXCBought
21 Aug 2026SSACBought
21 Aug 2026SBGIBought
21 Aug 2026SAHBought
21 Aug 2026RYANBought
21 Aug 2026RXOBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026YUMSold
21 Aug 2026WYNNSold
21 Aug 2026WMSSold
21 Aug 2026WIXSold
21 Aug 2026VTOLSold
21 Aug 2026VSXYSold
21 Aug 2026VSTSold
21 Aug 2026VSATSold
21 Aug 2026VGSold
21 Aug 2026VFCSold
21 Aug 2026UNITSold
21 Aug 2026UGISold
21 Aug 2026TLNSold
21 Aug 2026TEXSold
21 Aug 2026SYNASold
21 Aug 2026SSNCSold
21 Aug 2026SLGNSold
21 Aug 2026SGISold
21 Aug 2026SCHLSold
21 Aug 2026SBHSold
21 Aug 2026SAICSold
21 Aug 2026RKTSold
21 Aug 2026RHPSold
21 Aug 2026PURRSold
21 Aug 2026PRMBSold

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