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Funds (13F)

Engineers Gate Manager LP

Backtest from 20 Feb 2015 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+13.2%
S&P 500 +13.4%
Last 12 months
+13.8%
S&P 500 +12.1%
Sharpe ratio
0.61
S&P 500 0.71
Biggest drop
−38.0%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 201520172019202120232025 $43.5k$42.4k
Engineers Gate Manager LPS&P 500 $10,000 in Engineers Gate Manager LP from 20 Feb 2015 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Engineers Gate Manager 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.

Engineers Gate Manager LP's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+13.2%+13.4%
Total return+324%+335%
Last 12 months+13.8%+12.1%
Last 3 months+0.6%—
Last month+1.3%—
This year so far+11.3%—
Volatility a year19.8%16.5%
Sharpe ratio0.610.71
Biggest drop−38.0%−31.8%
Beta to the S&P 5001.121.00
Alpha a year (t-statistic)−1.0% (−0.48)—
Share of weeks up58%—

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
BKH1.5%——
FWONK1.4%——
GM1.4%——
MA1.2%——
ITT1.1%——
TPR0.9%——
AMZN0.9%——
SHEL0.9%——
BA0.8%——
SGI0.8%——
DECK0.8%——
MUSA0.8%——
PH0.8%——
CRH0.7%——
TGT0.7%——
LYV0.7%——
JBL0.7%——
SU0.7%——
MMM0.6%——
FCX0.6%——
XYZ0.6%——
PFGC0.6%——
LUV0.6%——
AMAT0.6%——
SNOW0.6%——
COF0.5%——
PPG0.5%——
NOW0.5%——
LNG0.5%——
CRM0.5%——
SW0.5%——
GOOGL0.5%——
IVZ0.5%——
LFUS0.5%——
NBR0.5%——
WFC0.5%——
IP0.5%——
GXO0.5%——
SPOT0.4%——
USB0.4%——
ECL0.4%——
URBN0.4%——
AMD0.4%——
AHR0.4%——
C0.4%——
ON0.4%——
DDOG0.4%——
EQIX0.4%——
HAL0.4%——
DAR0.4%——
SUI0.4%——
PG0.4%——
CFG0.4%——
NVDA0.4%——
CRWD0.4%——
BJ0.4%——
P0.4%——
WDC0.3%——
CMG0.3%——
UNM0.3%——
TSM0.3%——
FR0.3%——
STT0.3%——
ABNB0.3%——
GD0.3%——
PPL0.3%——
SOLS0.3%——
SYY0.3%——
CBRS0.3%——
AS0.3%——
PEP0.3%——
MCK0.3%——
BRX0.3%——
IR0.3%——
SBRA0.3%——
LEVI0.3%——
TXT0.3%——
CVX0.3%——
AIG0.3%——
JHX0.3%——
ALGN0.3%——
CME0.3%——
MANH0.3%——
VTR0.3%——
OMC0.3%——
B0.3%——
APH0.3%——
LYB0.3%——
RTX0.3%——
HWM0.2%——
FDX0.2%——
AMG0.2%——
TER0.2%——
INTC0.2%——
ATI0.2%——
LEA0.2%——
JCI0.2%——
A0.2%——
ICE0.2%——
BG0.2%——
VOYA0.2%——
CCL0.2%——
DT0.2%——
STX0.2%——
MBLY0.2%——
JAN0.2%——
CBRE0.2%——
CPRT0.2%——
ORLY0.2%——
AME0.2%——
ROL0.2%——
FIVE0.2%——
ARMK0.2%——
CL0.2%——
CNC0.2%——
EVR0.2%——
WH0.2%——
ORCL0.2%——
GILD0.2%——
LIN0.2%——
DOW0.2%——
IRT0.2%——
NOC0.2%——
TPG0.2%——
KNX0.2%——
ISRG0.2%——
MDT0.2%——
ATO0.2%——
INSM0.2%——
HPE0.2%——
COO0.2%——
ELV0.2%——
CLF0.2%——
META0.2%——
WU0.2%——
MU0.2%——
TSN0.2%——
GH0.2%——
BSX0.2%——
HUBS0.2%——
EW0.2%——
PECO0.2%——
AER0.2%——
CMI0.2%——
Q0.2%——
DOCU0.2%——
RRX0.2%——
AMT0.2%——
AWI0.2%——
CNM0.1%——

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

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest20 Feb 2015 to 2 Nov 2026+13.2%+13.4%0.610.71−38.0%1.12−1.0% (−0.48)
2018 onwards5 Jan 2018 to 2 Nov 2026+12.9%+13.9%0.540.66−38.0%1.11−1.6% (−0.61)
Last three years3 Nov 2023 to 2 Nov 2026+19.2%+21.8%0.951.16−18.6%0.93−0.8% (−0.18)
Last year7 Nov 2025 to 2 Nov 2026+15.2%+14.2%0.940.84−7.8%0.71+3.7% (0.47)
DateCompanyAction
21 Aug 2026ZGNBought
21 Aug 2026ZBIOBought
21 Aug 2026ZBHBought
21 Aug 2026ZBought
21 Aug 2026YSWYBought
21 Aug 2026YETIBought
21 Aug 2026XZOBought
21 Aug 2026XTIABought
21 Aug 2026XELBought
21 Aug 2026WSMBought
21 Aug 2026WSFSBought
21 Aug 2026WSCBought
21 Aug 2026WRNBought
21 Aug 2026WPPBought
21 Aug 2026WOLFBought
21 Aug 2026WMTBought
21 Aug 2026WLYBought
21 Aug 2026WHRBought
21 Aug 2026WFGBought
21 Aug 2026WEXBought
21 Aug 2026WECBought
21 Aug 2026WDBought
21 Aug 2026WCCBought
21 Aug 2026WABBought
21 Aug 2026VWAVBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026ZYMESold
21 Aug 2026ZVRASold
21 Aug 2026YELPSold
21 Aug 2026XYLSold
21 Aug 2026XPERSold
21 Aug 2026XPELSold
21 Aug 2026XMTRSold
21 Aug 2026XERSSold
21 Aug 2026WYNNSold
21 Aug 2026WWWSold
21 Aug 2026WTWSold
21 Aug 2026WTSSold
21 Aug 2026WSBFSold
21 Aug 2026WRLDSold
21 Aug 2026WNEBSold
21 Aug 2026WNCSold
21 Aug 2026WLDNSold
21 Aug 2026WINASold
21 Aug 2026WGSSold
21 Aug 2026WENSold
21 Aug 2026WELLSold
21 Aug 2026WEAVSold
21 Aug 2026WDAYSold
21 Aug 2026WASHSold
21 Aug 2026WABCSold

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