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Funds (13F)

Boothbay Fund Management, LLC

Backtest from 21 Jul 2017 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+14.4%
S&P 500 +14.6%
Last 12 months
+15.7%
S&P 500 +12.1%
Sharpe ratio
0.62
S&P 500 0.70
Biggest drop
−33.0%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 20172019202120232025 $35.3k$34.8k
StrategyS&P 500 $10,000 in Boothbay Fund Management, LLC from 21 Jul 2017 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Boothbay Fund Management, 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.

Boothbay Fund Management, LLC's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+14.4%+14.6%
Total return+248%+253%
Last 12 months+15.7%+12.1%
Last 3 months−4.1%—
Last month−2.2%—
This year so far+11.8%—
Volatility a year20.2%17.5%
Sharpe ratio0.620.70
Biggest drop−33.0%−31.8%
Beta to the S&P 5001.071.00
Alpha a year (t-statistic)−0.5% (−0.21)—
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
RVMD1.9%——
ABVX1.7%——
LQDA1.1%——
AMT1.0%——
EQIX1.0%——
EXEL1.0%——
STX0.9%——
AMZN0.9%——
MMM0.8%——
ADI0.7%——
PCVX0.7%——
DLR0.7%——
SBAC0.7%——
NVDA0.6%——
FND0.6%——
COGT0.6%——
DOX0.6%——
LRCX0.6%——
CTRE0.6%——
BZH0.6%——
APH0.6%——
SHEL0.5%——
CURB0.5%——
AME0.5%——
W0.5%——
ESTA0.5%——
PG0.5%——
AMAT0.5%——
FIVE0.5%——
SMTC0.5%——
AR0.5%——
MDLZ0.5%——
CBRE0.5%——
AMD0.5%——
ANET0.4%——
CGEM0.4%——
AHR0.4%——
HPE0.4%——
AXON0.4%——
CIEN0.4%——
CDP0.4%——
PZZA0.4%——
BURL0.4%——
MCD0.4%——
VRT0.4%——
LYV0.4%——
ENTG0.4%——
LITE0.4%——
KEYS0.4%——
CCL0.3%——
IRM0.3%——
REXR0.3%——
TNGX0.3%——
PFGC0.3%——
MSI0.3%——
CRC0.3%——
SXT0.3%——
BE0.3%——
CHRW0.3%——
VSH0.3%——
TSM0.3%——
TTMI0.3%——
TMUS0.3%——
AS0.3%——
SN0.3%——
RHP0.3%——
NFLX0.3%——
HWM0.3%——
WMG0.3%——
DIS0.3%——
NTST0.3%——
NNDM0.3%——
HZO0.3%——
GOOGL0.3%——
INTC0.3%——
BNL0.3%——
AVTX0.3%——
SPRY0.3%——
SPOT0.3%——
PWR0.3%——
TREX0.3%——
GVA0.3%——
UMH0.3%——
OUT0.3%——
VSXY0.3%——
WDC0.3%——
SKT0.3%——
URBN0.3%——
HAL0.3%——
SGI0.3%——
ROOT0.3%——
CWST0.3%——
OKE0.3%——
XENE0.3%——
NSC0.3%——
CRM0.2%——
WULF0.2%——
AAP0.2%——
CIFR0.2%——
JBHT0.2%——
MTH0.2%——
FLG0.2%——
DTIL0.2%——
WWD0.2%——
H0.2%——
NWG0.2%——
KOD0.2%——
TNL0.2%——
VOR0.2%——
CLH0.2%——
WSM0.2%——
VRDN0.2%——
ADMA0.2%——
IRT0.2%——
PYPL0.2%——
DRTS0.2%——
LINE0.2%——
CVBF0.2%——
LECO0.2%——
CMCSA0.2%——
IMCR0.2%——
BOOT0.2%——
BTI0.2%——
AAUC0.2%——
LBRX0.2%——
TXN0.2%——
SEI0.2%——
PTEN0.2%——
GWW0.2%——
FERG0.2%——
PLXS0.2%——
CRBG0.2%——
TPR0.2%——
FLEX0.2%——
STZ0.2%——
XMTR0.2%——
TEL0.2%——
LNG0.2%——
ARCL0.2%——
GSK0.2%——
VST0.2%——
BWXT0.2%——
DY0.2%——
WTS0.2%——
AMTM0.2%——
HIW0.2%——
CHRD0.2%——
CTRI0.2%——
ANIK0.2%——
BPOP0.2%——

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

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest21 Jul 2017 to 2 Nov 2026+14.4%+14.6%0.620.70−33.0%1.07−0.5% (−0.21)
2018 onwards5 Jan 2018 to 2 Nov 2026+12.9%+13.9%0.550.66−33.0%1.07−1.3% (−0.50)
Last three years3 Nov 2023 to 2 Nov 2026+23.3%+21.8%1.071.16−21.4%1.05+0.9% (0.18)
Last year7 Nov 2025 to 2 Nov 2026+17.4%+14.2%0.880.84−10.0%1.00+3.2% (0.35)
DateCompanyAction
21 Aug 2026ZWSBought
21 Aug 2026ZTSBought
21 Aug 2026ZIONBought
21 Aug 2026ZBIOBought
21 Aug 2026ZBHBought
21 Aug 2026ZBought
21 Aug 2026XPOBought
21 Aug 2026XPBought
21 Aug 2026XIFRBought
21 Aug 2026XEBought
21 Aug 2026WTFCBought
21 Aug 2026WPPBought
21 Aug 2026WPCBought
21 Aug 2026WORBought
21 Aug 2026WOOFBought
21 Aug 2026WLYBought
21 Aug 2026WINABought
21 Aug 2026WHRBought
21 Aug 2026WERNBought
21 Aug 2026WEAVBought
21 Aug 2026WDFCBought
21 Aug 2026WCNBought
21 Aug 2026WCCBought
21 Aug 2026WATTBought
21 Aug 2026WATBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026ZIMSold
21 Aug 2026XYLSold
21 Aug 2026WUSold
21 Aug 2026WPMSold
21 Aug 2026WKCSold
21 Aug 2026WECSold
21 Aug 2026WDAYSold
21 Aug 2026VTRSold
21 Aug 2026VSTSSold
21 Aug 2026VRSKSold
21 Aug 2026VREXSold
21 Aug 2026VITLSold
21 Aug 2026VIRSold
21 Aug 2026VIKSold
21 Aug 2026VERUSold
21 Aug 2026VEEVSold
21 Aug 2026VALSold
21 Aug 2026USPHSold
21 Aug 2026URISold
21 Aug 2026URGSold
21 Aug 2026UPWKSold
21 Aug 2026UMBFSold
21 Aug 2026UDRSold
21 Aug 2026USold
21 Aug 2026TYLSold

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