Funds (13F)
Coliseum Capital Management, LLC
Backtest from 16 Aug 2013 to 2 Nov 2026 · weekly · hypothetical
- Return a year
- +10.0% S&P 500 +14.1%
- Last 12 months
- −12.2% S&P 500 +12.1%
- Sharpe ratio
- 0.40 S&P 500 0.78
- Biggest drop
- −46.6% S&P 500 −31.8%
About
Copies Coliseum Capital 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.
Key statistics
| Measure | Strategy | S&P 500 |
|---|---|---|
| Return a year (compound) | +10.0% | +14.1% |
| Total return | +254% | +470% |
| Last 12 months | −12.2% | +12.1% |
| Last 3 months | −10.9% | — |
| Last month | +5.9% | — |
| This year so far | −12.4% | — |
| Volatility a year | 32.1% | 16.0% |
| Sharpe ratio | 0.40 | 0.78 |
| Biggest drop | −46.6% | −31.8% |
| Beta to the S&P 500 | 1.08 | 1.00 |
| Alpha a year (t-statistic) | −0.7% (−0.10) | — |
| Share of weeks up | 49% | — |
Insights
| Period | Return a year | S&P 500 | Sharpe | S&P 500 | Biggest drop | Beta | Alpha (t) |
|---|---|---|---|---|---|---|---|
| Whole backtest16 Aug 2013 to 2 Nov 2026 | +10.0% | +14.1% | 0.40 | 0.78 | −46.6% | 1.08 | −0.7% (−0.10) |
| 2018 onwards5 Jan 2018 to 2 Nov 2026 | +19.2% | +13.9% | 0.61 | 0.66 | −41.4% | 1.05 | +7.7% (0.84) |
| Last three years3 Nov 2023 to 2 Nov 2026 | +8.4% | +21.8% | 0.26 | 1.16 | −26.9% | 1.08 | −10.1% (−0.76) |
| Last year7 Nov 2025 to 2 Nov 2026 | −7.2% | +14.2% | −0.24 | 0.84 | −26.9% | 1.00 | −16.9% (−0.62) |
| Date | Company | Action |
|---|---|---|
| 21 Aug 2026 | FOXF | Bought |
| 20 Feb 2026 | PRMB | Bought |
| 20 Feb 2026 | BLDR | Bought |
| 20 Feb 2026 | ATKR | Bought |
| 16 May 2025 | PACK | Bought |
| 16 May 2025 | NATL | Bought |
| 16 May 2025 | MBC | Bought |
| 21 Feb 2025 | BLDR | Bought |
| 15 Nov 2024 | WSC | Bought |
| 15 Nov 2024 | UTI | Bought |
| 15 Nov 2024 | SONO | Bought |
| 15 Nov 2024 | MCFT | Bought |
| 15 Nov 2024 | INNV | Bought |
| 15 Nov 2024 | HRI | Bought |
| 15 Nov 2024 | GIL | Bought |
| 15 Nov 2024 | FTRE | Bought |
| 15 Nov 2024 | ACH | Bought |