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Funds (13F)

Canyon Capital Advisors LLC

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

Watch this strategy
Return a year
+10.4%
S&P 500 +14.1%
Last 12 months
+55.5%
S&P 500 +12.1%
Sharpe ratio
0.43
S&P 500 0.78
Biggest drop
−55.5%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$37.0k
Canyon Capital Advisors LLCS&P 500 $10,000 in Canyon Capital Advisors 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 Canyon Capital Advisors 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.

Canyon Capital Advisors LLC's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+10.4%+14.1%
Total return+270%+470%
Last 12 months+55.5%+12.1%
Last 3 months−8.0%—
Last month−1.8%—
This year so far+37.1%—
Volatility a year26.8%16.0%
Sharpe ratio0.430.78
Biggest drop−55.5%−31.8%
Beta to the S&P 5001.281.00
Alpha a year (t-statistic)−4.4% (−0.91)—
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
CBL51.6%——
FSUN9.8%——
AMBP6.5%——
COMP5.6%——
RUN4.3%——
CNM3.2%——
TPG3.1%——
UNF2.6%——
AMCR2.5%——
JHX1.7%——
SDRL1.6%——
ASH1.6%——
MBC1.4%——
ATKR1.4%——
MAGN1.3%——
SWKS1.1%——
UWMC0.8%——

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+10.4%+14.1%0.430.78−55.5%1.28−4.4% (−0.91)
2018 onwards5 Jan 2018 to 2 Nov 2026+9.2%+13.9%0.350.66−55.5%1.29−4.6% (−0.70)
Last three years3 Nov 2023 to 2 Nov 2026+19.9%+21.8%0.681.16−40.5%0.82+3.4% (0.27)
Last year7 Nov 2025 to 2 Nov 2026+56.5%+14.2%2.120.84−14.5%0.18+40.6% (2.01)
DateCompanyAction
21 Aug 2026UWMCBought
21 Aug 2026UNFBought
21 Aug 2026TPGBought
21 Aug 2026SWKSBought
21 Aug 2026FSUNBought
21 Aug 2026CNMBought
21 Aug 2026ASHBought
22 May 2026PFSIBought
22 May 2026OCFCBought
22 May 2026JHXBought
22 May 2026ATKRBought
22 May 2026AMCRBought
20 Feb 2026KVUEBought
20 Feb 2026COMPBought
15 Aug 2025MBCBought
16 May 2025ALLYBought
16 May 2025ACHCBought
21 Feb 2025MAGNBought
15 Nov 2024SDRLBought
15 Nov 2024RUNBought
15 Nov 2024RSIBought
15 Nov 2024NEBought
15 Nov 2024CBLBought
15 Nov 2024AMBPBought
15 Nov 2024ALLYBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026PFSISold
21 Aug 2026OCFCSold
21 Aug 2026KVUESold
22 May 2026NESold
20 Feb 2026ACHCSold
21 Nov 2025ALLYSold
21 Feb 2025RSISold
21 Feb 2025ALLYSold

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