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Funds (13F)

Clough Capital Partners L P

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

Watch this strategy
Return a year
+11.9%
S&P 500 +14.1%
Last 12 months
+9.5%
S&P 500 +12.1%
Sharpe ratio
0.58
S&P 500 0.77
Biggest drop
−37.6%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$44.2k
Clough Capital Partners L PS&P 500 $10,000 in Clough Capital Partners L P 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 Clough Capital Partners L P'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.

Clough Capital Partners L P's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+11.9%+14.1%
Total return+342%+470%
Last 12 months+9.5%+12.1%
Last 3 months+0.3%—
Last month+0.9%—
This year so far+9.2%—
Volatility a year18.9%16.0%
Sharpe ratio0.580.77
Biggest drop−37.6%−31.8%
Beta to the S&P 5001.101.00
Alpha a year (t-statistic)−2.6% (−1.32)—
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
AMZN4.4%——
NVDA4.0%——
PHM3.7%——
DHI3.7%——
RCL3.5%——
BA3.3%——
CCL3.3%——
RTX3.1%——
ETN3.1%——
RKT2.7%——
GE2.5%——
POOL2.4%——
MSFT2.3%——
LLY2.2%——
WST2.0%——
FERG2.0%——
KDP1.9%——
ASML1.9%——
AAPL1.8%——
LMT1.8%——
TXG1.8%——
JBL1.8%——
HDB1.7%——
SGI1.7%——
GD1.6%——
MKSI1.6%——
NVO1.5%——
NOC1.5%——
TDY1.4%——
ILMN1.4%——
JPM1.4%——
AAON1.4%——
CLS1.4%——
AVGO1.3%——
PLGO1.2%——
LNG1.2%——
BKD1.1%——
BWXT1.1%——
META1.0%——
SSRM0.9%——
EG0.8%——
HAL0.8%——
ACHC0.7%——
RIG0.7%——
UNH0.7%——
SLB0.7%——
COHR0.5%——
CRSP0.5%——
C0.3%——
TENB0.3%——
VG0.3%——
SLG0.3%——
AR0.3%——
FWONK0.3%——
IBRX0.3%——
SEI0.3%——
KRYS0.3%——
SCI0.3%——
SBUX0.3%——
ALAB0.3%——
WTTR0.3%——
TSM0.3%——
GTX0.3%——
AMAT0.3%——
MPWR0.3%——
NBIS0.3%——
PFSI0.3%——
STRL0.3%——
MGNI0.3%——
MGM0.3%——
NU0.3%——
OSW0.3%——
FCX0.2%——
MELI0.2%——
RH0.2%——
WMT0.2%——
SCCO0.2%——
VRT0.2%——
CEG0.2%——
TJX0.2%——
J0.2%——
MS0.2%——
SE0.1%——
ROL0.1%——
GRAL0.1%——
MOS0.1%——
DUK0.1%——
EXE0.1%——
SXT0.1%——
HYLN0.1%——
HOS0.1%——
BAC0.1%——
AER0.1%——
MEOH0.1%——
OSCR0.1%——
SPG0.1%——
GILD0.1%——
JNJ0.1%——

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+11.9%+14.1%0.580.77−37.6%1.10−2.6% (−1.32)
2018 onwards5 Jan 2018 to 2 Nov 2026+9.6%+13.9%0.410.66−37.6%1.10−4.4% (−1.75)
Last three years3 Nov 2023 to 2 Nov 2026+17.7%+21.8%0.871.16−17.0%0.98−2.9% (−0.88)
Last year7 Nov 2025 to 2 Nov 2026+11.8%+14.2%0.640.84−8.6%0.86−0.6% (−0.08)
DateCompanyAction
21 Aug 2026WTTRBought
21 Aug 2026WSTBought
21 Aug 2026WMTBought
21 Aug 2026VRTBought
21 Aug 2026TXGBought
21 Aug 2026TSMBought
21 Aug 2026TJXBought
21 Aug 2026TENBBought
21 Aug 2026SXTBought
21 Aug 2026SLGBought
21 Aug 2026SGIBought
21 Aug 2026SEBought
21 Aug 2026SCCOBought
21 Aug 2026SBUXBought
21 Aug 2026RHBought
21 Aug 2026POOLBought
21 Aug 2026OSWBought
21 Aug 2026OSCRBought
21 Aug 2026NVOBought
21 Aug 2026NUBought
21 Aug 2026NBISBought
21 Aug 2026MKSIBought
21 Aug 2026MGNIBought
21 Aug 2026LLYBought
21 Aug 2026KDPBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026VIKSold
21 Aug 2026VALESold
21 Aug 2026UPSSold
21 Aug 2026USold
21 Aug 2026TBNSold
21 Aug 2026SPOTSold
21 Aug 2026SOCSold
21 Aug 2026SCHWSold
21 Aug 2026RDDTSold
21 Aug 2026PWRSold
21 Aug 2026PMSold
21 Aug 2026PDDSold
21 Aug 2026PANWSold
21 Aug 2026ONTOSold
21 Aug 2026NVTSold
21 Aug 2026NRGSold
21 Aug 2026NEXTSold
21 Aug 2026NCLHSold
21 Aug 2026MUSold
21 Aug 2026LRCXSold
21 Aug 2026LITESold
21 Aug 2026KLACSold
21 Aug 2026HIISold
21 Aug 2026DOWSold
21 Aug 2026DELLSold

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