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Funds (13F)

Crake Asset Management LLP

Backtest from 10 Dec 2021 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+21.2%
S&P 500 +11.7%
Last 12 months
+22.3%
S&P 500 +12.1%
Sharpe ratio
0.77
S&P 500 0.51
Biggest drop
−27.1%
S&P 500 −23.9%
$10.0k$20.0k 202120222023202420252026 $25.6k$17.2k
Crake Asset Management LLPS&P 500 $10,000 in Crake Asset Management LLP from 10 Dec 2021 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Crake Asset Management LLP'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.

Crake Asset Management LLP's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+21.2%+11.7%
Total return+156%+72%
Last 12 months+22.3%+12.1%
Last 3 months+2.7%—
Last month−2.3%—
This year so far+18.6%—
Volatility a year22.7%16.2%
Sharpe ratio0.770.51
Biggest drop−27.1%−23.9%
Beta to the S&P 5001.221.00
Alpha a year (t-statistic)+7.5% (1.51)—
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
FCX15.4%——
AMZN14.5%——
HCA11.9%——
LUV9.6%——
MSFT9.5%——
AAPL6.8%——
NVDA6.2%——
NFLX4.8%——
AVGO4.2%——
DHI3.5%——
BAC2.6%——
TMUS2.4%——
DIS2.0%——
MU1.9%——
META1.9%——
C1.1%——
WFC1.0%——
VZ0.3%——
THC0.2%——
JD0.2%——
PDD0.1%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest10 Dec 2021 to 2 Nov 2026+21.2%+11.7%0.770.51−27.1%1.22+7.5% (1.51)
Last three years3 Nov 2023 to 2 Nov 2026+33.1%+21.8%1.171.16−27.1%1.42+3.6% (0.55)
Last year7 Nov 2025 to 2 Nov 2026+25.9%+14.2%1.010.84−8.8%1.50+6.0% (0.57)
DateCompanyAction
14 Aug 2026WFCBought
14 Aug 2026VZBought
14 Aug 2026THCBought
14 Aug 2026JDBought
14 Aug 2026HCABought
14 Aug 2026AAPLBought
22 May 2026UNHBought
22 May 2026MUBought
22 May 2026JPMBought
22 May 2026DHIBought
22 May 2026CRMBought
22 May 2026CBought
22 May 2026AVGOBought
13 Feb 2026PDDBought
13 Feb 2026NFLXBought
14 Nov 2025MARBought
15 Aug 2025UNHBought
15 Aug 2025TMUSBought
15 Aug 2025LUVBought
15 Aug 2025JDBought
15 Aug 2025HUMBought
15 Aug 2025AAPLBought
16 May 2025ORCLBought
16 May 2025NVDABought
16 May 2025MUBought

Dated at the rebalance that made the change.

DateCompanyAction
14 Aug 2026UNHSold
14 Aug 2026JPMSold
14 Aug 2026CRMSold
22 May 2026MARSold
22 May 2026JDSold
22 May 2026HUMSold
22 May 2026DELLSold
22 May 2026AAPLSold
13 Feb 2026ACNSold
14 Nov 2025UNHSold
14 Nov 2025MUSold
14 Nov 2025MRVLSold
15 Aug 2025ORCLSold
15 Aug 2025DHISold
15 Aug 2025AMDSold
16 May 2025MARSold
16 May 2025HCASold
21 Feb 2025UBERSold
21 Feb 2025NVDASold
21 Feb 2025JDSold

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