Funds (13F)
Cevian Capital Ii Gp Ltd
Backtest from 5 Feb 2016 to 2 Nov 2026 · weekly · hypothetical
- Return a year
- +7.7% S&P 500 +15.7%
- Last 12 months
- +15.5% S&P 500 +12.1%
- Sharpe ratio
- 0.31 S&P 500 0.81
- Biggest drop
- −62.9% S&P 500 −31.8%
About
Copies Cevian Capital Ii Gp Ltd'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.
Key statistics
| Measure | Strategy | S&P 500 |
|---|---|---|
| Return a year (compound) | +7.7% | +15.7% |
| Total return | +122% | +379% |
| Last 12 months | +15.5% | +12.1% |
| Last 3 months | −4.7% | — |
| Last month | +5.8% | — |
| This year so far | −0.4% | — |
| Volatility a year | 32.5% | 16.6% |
| Sharpe ratio | 0.31 | 0.81 |
| Biggest drop | −62.9% | −31.8% |
| Beta to the S&P 500 | 1.23 | 1.00 |
| Alpha a year (t-statistic) | −6.5% (−0.85) | — |
| Share of weeks up | 42% | — |
Insights
| Period | Return a year | S&P 500 | Sharpe | S&P 500 | Biggest drop | Beta | Alpha (t) |
|---|---|---|---|---|---|---|---|
| Whole backtest5 Feb 2016 to 2 Nov 2026 | +7.7% | +15.7% | 0.31 | 0.81 | −62.9% | 1.23 | −6.5% (−0.85) |
| 2018 onwards5 Jan 2018 to 2 Nov 2026 | +9.4% | +13.9% | 0.35 | 0.66 | −62.9% | 1.29 | −2.8% (−0.30) |
| Last three years3 Nov 2023 to 2 Nov 2026 | +29.3% | +21.8% | 1.02 | 1.16 | −22.1% | 1.22 | +4.3% (0.45) |
| Last year7 Nov 2025 to 2 Nov 2026 | +15.7% | +14.2% | 0.60 | 0.84 | −22.1% | 1.11 | +1.8% (0.10) |