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Funds (13F)

Dendur Capital LP

Backtest from 21 Feb 2020 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+7.0%
S&P 500 +14.6%
Last 12 months
+1.3%
S&P 500 +12.1%
Sharpe ratio
0.27
S&P 500 0.66
Biggest drop
−47.0%
S&P 500 −31.0%
$5.0k$10.0k$20.0k 2020202120222023202420252026 $24.9k$15.7k
Dendur Capital LPS&P 500 $10,000 in Dendur Capital LP from 21 Feb 2020 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Dendur Capital LP'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.

Dendur Capital LP's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+7.0%+14.6%
Total return+57%+149%
Last 12 months+1.3%+12.1%
Last 3 months−13.5%—
Last month−9.6%—
This year so far−2.9%—
Volatility a year29.9%18.9%
Sharpe ratio0.270.66
Biggest drop−47.0%−31.0%
Beta to the S&P 5001.321.00
Alpha a year (t-statistic)−8.1% (−1.25)—
Share of weeks up55%—

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
DIS13.7%——
ATI12.9%——
VSEC12.2%——
FWONK8.8%——
FUN6.8%——
TTMI5.8%——
LYV5.2%——
MSGE4.5%——
COMP4.3%——
HUT4.3%——
MKSI3.6%——
UNP3.3%——
SHC3.2%——
TLN3.1%——
GDS2.8%——
DPC2.4%——
AEIS1.8%——
BTDR0.9%——
WOLF0.4%——

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

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest21 Feb 2020 to 2 Nov 2026+7.0%+14.6%0.270.66−47.0%1.32−8.1% (−1.25)
Last three years3 Nov 2023 to 2 Nov 2026+15.6%+21.8%0.541.16−26.1%1.26−7.6% (−0.84)
Last year7 Nov 2025 to 2 Nov 2026+5.2%+14.2%0.170.84−24.1%1.33−9.2% (−0.50)
DateCompanyAction
21 Aug 2026WOLFBought
21 Aug 2026SHCBought
21 Aug 2026DPCBought
21 Aug 2026COMPBought
21 Aug 2026BTDRBought
21 Aug 2026AEISBought
22 May 2026TTMIBought
22 May 2026TLNBought
22 May 2026TDSBought
22 May 2026MKSIBought
22 May 2026GDSBought
22 May 2026CORZBought
22 May 2026AERBought
20 Feb 2026VSECBought
20 Feb 2026UNPBought
20 Feb 2026REZIBought
20 Feb 2026MIDDBought
20 Feb 2026FWONKBought
21 Nov 2025RALBought
21 Nov 2025DISBought
21 Nov 2025CNMBought
21 Nov 2025ATROBought
15 Aug 2025KVUEBought
15 Aug 2025JBSBought
15 Aug 2025COFBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026TDSSold
21 Aug 2026FLUTSold
21 Aug 2026CORZSold
21 Aug 2026COFSold
21 Aug 2026CNMSold
21 Aug 2026AERSold
22 May 2026REZISold
22 May 2026MIDDSold
20 Feb 2026WDCSold
20 Feb 2026RALSold
20 Feb 2026NWSASold
20 Feb 2026MTHSold
20 Feb 2026ATROSold
21 Nov 2025WSCSold
21 Nov 2025SGISold
21 Nov 2025RIOTSold
21 Nov 2025KVUESold
21 Nov 2025JBSSold
21 Nov 2025CZRSold
21 Nov 2025BLDRSold
21 Nov 2025ACISold
15 Aug 2025MSGSSold
15 Aug 2025MMMSold
15 Aug 2025HHHSold
15 Aug 2025ASPNSold

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