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Funds (13F)

Coliseum Capital Management, LLC

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

Watch this strategy
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%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$35.4k
StrategyS&P 500 $10,000 in Coliseum Capital 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 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.

Coliseum Capital Management, LLC's 13F holdings →

Key statistics

MeasureStrategyS&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 year32.1%16.0%
Sharpe ratio0.400.78
Biggest drop−46.6%−31.8%
Beta to the S&P 5001.081.00
Alpha a year (t-statistic)−0.7% (−0.10)—
Share of weeks up49%—

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
SONO21.3%——
BLDR20.3%——
HRI14.0%——
MBC11.9%——
WSC11.0%——
MCFT8.3%——
NATL4.1%——
ACH3.9%——
UTI3.6%——
FOXF1.6%——

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+10.0%+14.1%0.400.78−46.6%1.08−0.7% (−0.10)
2018 onwards5 Jan 2018 to 2 Nov 2026+19.2%+13.9%0.610.66−41.4%1.05+7.7% (0.84)
Last three years3 Nov 2023 to 2 Nov 2026+8.4%+21.8%0.261.16−26.9%1.08−10.1% (−0.76)
Last year7 Nov 2025 to 2 Nov 2026−7.2%+14.2%−0.240.84−26.9%1.00−16.9% (−0.62)
DateCompanyAction
21 Aug 2026FOXFBought
20 Feb 2026PRMBBought
20 Feb 2026BLDRBought
20 Feb 2026ATKRBought
16 May 2025PACKBought
16 May 2025NATLBought
16 May 2025MBCBought
21 Feb 2025BLDRBought
15 Nov 2024WSCBought
15 Nov 2024UTIBought
15 Nov 2024SONOBought
15 Nov 2024MCFTBought
15 Nov 2024INNVBought
15 Nov 2024HRIBought
15 Nov 2024GILBought
15 Nov 2024FTREBought
15 Nov 2024ACHBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026PRMBSold
21 Aug 2026INNVSold
21 Aug 2026ATKRSold
21 Nov 2025PACKSold
21 Nov 2025GILSold
21 Nov 2025FTRESold
21 Nov 2025BLDRSold

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