undamentalytics Newsletter
Sign in

Funds (13F)

Coatue Management LLC

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

Watch this strategy
Return a year
+17.7%
S&P 500 +14.1%
Last 12 months
−11.3%
S&P 500 +12.1%
Sharpe ratio
0.67
S&P 500 0.78
Biggest drop
−63.3%
S&P 500 −31.8%
$10.0k$20.0k$40.0k$80.0k 2013201520172019202120232025 $85.9k$57.0k
Coatue Management LLCS&P 500 $10,000 in Coatue Management 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 Coatue 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.

Coatue Management LLC's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+17.7%+14.1%
Total return+759%+470%
Last 12 months−11.3%+12.1%
Last 3 months−10.3%—
Last month−18.3%—
This year so far−7.1%—
Volatility a year26.5%16.0%
Sharpe ratio0.670.78
Biggest drop−63.3%−31.8%
Beta to the S&P 5001.301.00
Alpha a year (t-statistic)+1.6% (0.34)—
Share of weeks up58%—

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
TSM8.8%——
LRCX8.5%——
MU7.5%——
SPCX6.6%——
AMAT6.3%——
GEV6.2%——
AMZN5.8%——
AVGO4.6%——
ETN4.4%——
GOOGL3.6%——
INTC3.5%——
CBRS3.2%——
META3.0%——
EQIX2.8%——
NVDA2.5%——
CEG2.4%——
FPS2.4%——
HUT2.3%——
MSFT2.3%——
NTRA1.4%——
APP1.3%——
SPOT1.3%——
ASML1.2%——
RDDT1.0%——
NU0.8%——
NFLX0.7%——
ISRG0.7%——
FCNCA0.6%——
VRT0.6%——
QCOM0.5%——
CVNA0.5%——
MTZ0.5%——
CAI0.4%——
SNPS0.3%——
GNRC0.2%——
SFM0.2%——
DASH0.2%——
ENPH0.2%——
BAH0.1%——
AMD0.1%——
PYPL0.1%——
NVAX0.1%——
FIX0.1%——
QS0.1%——
UPST0.1%——
AGX0.1%——
TSLA0.1%——
PINS0.1%——
TTD0.1%——
Z0.1%——
ABR0.1%——
PATH0.0%——
MPT0.0%——
RNG0.0%——
PTON0.0%——
PLUG0.0%——
SFIX0.0%——
LCID0.0%——
CHPT0.0%——
AMC0.0%——
HTZ0.0%——

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+17.7%+14.1%0.670.78−63.3%1.30+1.6% (0.34)
2018 onwards5 Jan 2018 to 2 Nov 2026+12.9%+13.9%0.460.66−63.3%1.32−1.8% (−0.29)
Last three years3 Nov 2023 to 2 Nov 2026+24.5%+21.8%0.801.16−31.2%1.62−5.3% (−0.71)
Last year7 Nov 2025 to 2 Nov 2026−6.0%+14.2%−0.270.84−18.3%1.69−23.7% (−1.58)
DateCompanyAction
21 Aug 2026SPCXBought
21 Aug 2026INTCBought
21 Aug 2026HUTBought
21 Aug 2026FPSBought
21 Aug 2026FIXBought
21 Aug 2026CBRSBought
21 Aug 2026BAHBought
21 Aug 2026AMDBought
21 Aug 2026AGXBought
22 May 2026VRTBought
22 May 2026VBought
22 May 2026SOLSBought
22 May 2026SFMBought
22 May 2026QCOMBought
22 May 2026MUBought
22 May 2026MTZBought
22 May 2026GNRCBought
22 May 2026EQIXBought
22 May 2026CHRWBought
22 May 2026ASMLBought
22 May 2026ABRBought
21 Nov 2025SNPSBought
21 Nov 2025SNOWBought
21 Nov 2025NTRABought
21 Nov 2025LCIDBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026VSold
21 Aug 2026SOLSSold
21 Aug 2026CHYMSold
21 Aug 2026CHRWSold
22 May 2026VSTSold
22 May 2026TEAMSold
22 May 2026SWKSSold
22 May 2026SNOWSold
22 May 2026SESold
22 May 2026ORCLSold
22 May 2026MRVLSold
22 May 2026MBLYSold
22 May 2026KLARSold
22 May 2026KKRSold
22 May 2026JOYYSold
22 May 2026INTUSold
22 May 2026HNGESold
22 May 2026FUTUSold
22 May 2026FIGSold
22 May 2026CRWVSold
22 May 2026CHASold
22 May 2026CDNSSold
22 May 2026BULLSold
22 May 2026BABASold
22 May 2026ARMSold

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