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Funds (13F)

D. E. Shaw & Co., Inc.

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

Watch this strategy
Return a year
+15.6%
S&P 500 +14.1%
Last 12 months
+12.6%
S&P 500 +12.1%
Sharpe ratio
0.76
S&P 500 0.76
Biggest drop
−34.8%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $67.7k$57.0k
D. E. Shaw & Co., Inc.S&P 500 $10,000 in D. E. Shaw & Co., Inc. 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 D. E. Shaw & Co., Inc.'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.

D. E. Shaw & Co., Inc.'s 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+15.6%+14.1%
Total return+577%+470%
Last 12 months+12.6%+12.1%
Last 3 months−0.4%—
Last month−4.3%—
This year so far+10.0%—
Volatility a year18.2%16.0%
Sharpe ratio0.760.76
Biggest drop−34.8%−31.8%
Beta to the S&P 5001.101.00
Alpha a year (t-statistic)+0.5% (0.36)—
Share of weeks up60%—

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
NVDA3.1%——
GOOGL2.2%——
AMZN2.0%——
META1.5%——
TSLA1.4%——
AMD1.4%——
CRWD1.3%——
AAPL1.3%——
HD1.2%——
MSFT1.0%——
STX1.0%——
SNDK1.0%——
BE1.0%——
WDC0.9%——
INTC0.9%——
GM0.9%——
BSX0.8%——
AVGO0.8%——
MA0.8%——
COF0.7%——
SPCX0.7%——
MU0.7%——
V0.7%——
NSC0.6%——
COST0.6%——
MMM0.6%——
C0.6%——
MRVL0.6%——
FTNT0.6%——
SHW0.6%——
WFC0.6%——
CLS0.5%——
COHR0.5%——
ICE0.5%——
INSM0.5%——
TRGP0.5%——
LLY0.5%——
LITE0.4%——
INTU0.4%——
AXP0.4%——
SCHW0.4%——
ABBV0.4%——
RTX0.4%——
LNG0.4%——
SYY0.4%——
T0.4%——
DVN0.4%——
CSCO0.4%——
NET0.4%——
FANG0.4%——
AMGN0.4%——
JPM0.4%——
TEL0.3%——
ORCL0.3%——
GD0.3%——
DELL0.3%——
LVS0.3%——
TGT0.3%——
GE0.3%——
OTIS0.3%——
PLTR0.3%——
TSM0.3%——
MCK0.3%——
RIVN0.3%——
FWONK0.3%——
OSCR0.3%——
BKNG0.3%——
WAT0.3%——
CIFR0.3%——
MRK0.3%——
NTRA0.3%——
MDT0.3%——
ORLY0.3%——
CMG0.3%——
FCX0.3%——
CNC0.3%——
ALNY0.3%——
ALAB0.3%——
MP0.3%——
PL0.3%——
TMO0.3%——
KKR0.2%——
FSLR0.2%——
TXN0.2%——
LHX0.2%——
GS0.2%——
EXEL0.2%——
UAL0.2%——
CME0.2%——
GILD0.2%——
CVX0.2%——
AMAT0.2%——
GNRC0.2%——
CBRE0.2%——
EQIX0.2%——
DLR0.2%——
JCI0.2%——
SHOP0.2%——
ESTC0.2%——
BBIO0.2%——
TJX0.2%——
SOFI0.2%——
U0.2%——
ROST0.2%——
CRDO0.2%——
BAC0.2%——
PH0.2%——
SPGI0.2%——
SHEL0.2%——
WMT0.2%——
MDB0.2%——
MXL0.2%——
ZM0.2%——
ICLR0.2%——
GWW0.2%——
VNOM0.2%——
CMI0.2%——
W0.2%——
UL0.2%——
AXTA0.2%——
NOC0.2%——
SAP0.2%——
CNM0.2%——
HUT0.2%——
FISV0.2%——
AEIS0.2%——
HDB0.2%——
MS0.2%——
HBAN0.2%——
SANM0.2%——
RBLX0.2%——
WELL0.2%——
NDAQ0.2%——
WSM0.2%——
AZN0.2%——
UNH0.2%——
RIG0.2%——
BX0.2%——
DOW0.1%——
GDDY0.1%——
A0.1%——
CFG0.1%——
NXPI0.1%——
ENB0.1%——
CCJ0.1%——
LMT0.1%——
GH0.1%——
AA0.1%——
TGTX0.1%——
EXE0.1%——

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+15.6%+14.1%0.760.76−34.8%1.10+0.5% (0.36)
2018 onwards5 Jan 2018 to 2 Nov 2026+15.2%+13.9%0.640.64−34.8%1.09+0.5% (0.28)
Last three years3 Nov 2023 to 2 Nov 2026+28.1%+21.8%1.191.02−20.6%1.07+4.0% (1.13)
Last year7 Nov 2025 to 2 Nov 2026+15.3%+14.2%0.770.84−10.4%1.11+0.2% (0.03)
DateCompanyAction
21 Aug 2026YSWYBought
21 Aug 2026XZOBought
21 Aug 2026XRNBought
21 Aug 2026XNCRBought
21 Aug 2026XMTRBought
21 Aug 2026XEBought
21 Aug 2026WYFIBought
21 Aug 2026WUBought
21 Aug 2026WTWBought
21 Aug 2026WTBABought
21 Aug 2026WSBCBought
21 Aug 2026WSBought
21 Aug 2026WOLFBought
21 Aug 2026WINABought
21 Aug 2026WHRBought
21 Aug 2026WHKBought
21 Aug 2026WENBought
21 Aug 2026WBIBought
21 Aug 2026WASHBought
21 Aug 2026VPGBought
21 Aug 2026VORBought
21 Aug 2026VLOBought
21 Aug 2026VITLBought
21 Aug 2026VIABought
21 Aug 2026VGNTBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026ZBRASold
21 Aug 2026YSSSold
21 Aug 2026YORWSold
21 Aug 2026WRBYSold
21 Aug 2026WMSSold
21 Aug 2026VSTMSold
21 Aug 2026VRASold
21 Aug 2026VNOSold
21 Aug 2026VLTOSold
21 Aug 2026UTHRSold
21 Aug 2026URGSold
21 Aug 2026UPSTSold
21 Aug 2026UMBFSold
21 Aug 2026UEICSold
21 Aug 2026UDRSold
21 Aug 2026UAMYSold
21 Aug 2026TTCSold
21 Aug 2026TPGSold
21 Aug 2026TOLSold
21 Aug 2026TMDXSold
21 Aug 2026TLNSold
21 Aug 2026TKSold
21 Aug 2026TEMSold
21 Aug 2026SWSold
21 Aug 2026SVMSold

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