undamentalytics Newsletter
Sign in

Funds (13F)

Jackson Square Capital, LLC

Backtest from 22 May 2020 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+21.0%
S&P 500 +17.3%
Last 12 months
+27.0%
S&P 500 +12.1%
Sharpe ratio
0.86
S&P 500 0.88
Biggest drop
−30.3%
S&P 500 −23.9%
$10.0k$20.0k$40.0k 2020202120222023202420252026 $34.2k$28.0k
Jackson Square Capital, LLCS&P 500 $10,000 in Jackson Square Capital, LLC from 22 May 2020 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Jackson Square Capital, 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.

Jackson Square Capital, LLC's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+21.0%+17.3%
Total return+242%+180%
Last 12 months+27.0%+12.1%
Last 3 months−4.5%—
Last month−14.3%—
This year so far+24.7%—
Volatility a year21.1%16.0%
Sharpe ratio0.860.88
Biggest drop−30.3%−23.9%
Beta to the S&P 5001.171.00
Alpha a year (t-statistic)+1.6% (0.43)—
Share of weeks up59%—

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
MU15.6%——
NVDA6.2%——
AAPL5.0%——
GOOGL4.5%——
AVGO4.2%——
COHR3.8%——
LLY3.4%——
LITE3.1%——
KLAC3.1%——
AMZN2.9%——
LRCX2.7%——
MSFT2.5%——
CAT2.5%——
VRT2.3%——
CSCO2.2%——
GLW2.1%——
ANET2.0%——
PANW1.9%——
AMAT1.8%——
GEV1.6%——
ARM1.5%——
LIN1.3%——
TJX1.3%——
CDNS1.2%——
HWM1.2%——
COST1.0%——
DELL0.9%——
CRWD0.9%——
ASML0.8%——
IBM0.7%——
NET0.7%——
CVS0.7%——
MRK0.7%——
GE0.7%——
AMKR0.6%——
TSM0.6%——
ABBV0.5%——
INTC0.5%——
APH0.5%——
EQIX0.5%——
CIEN0.4%——
FN0.4%——
V0.4%——
BE0.4%——
NFLX0.3%——
TMO0.3%——
JNJ0.3%——
WMT0.3%——
MA0.3%——
DHR0.3%——
MRVL0.3%——
DDOG0.3%——
ETR0.2%——
TRP0.2%——
TT0.2%——
DFH0.2%——
WELL0.2%——
SNPS0.2%——
BHP0.2%——
RTX0.2%——
CFG0.2%——
AEP0.2%——
LHX0.2%——
AGX0.2%——
BRX0.1%——
SYK0.1%——
RVLV0.1%——
CRVS0.1%——
CALX0.1%——
KO0.1%——
HII0.1%——
CDW0.1%——
WDC0.1%——
ECL0.1%——
VLY0.1%——
WMB0.1%——
T0.1%——
JCI0.1%——
HD0.1%——
TENB0.1%——
AMD0.1%——
VLO0.1%——
MMM0.1%——
WAL0.1%——
BMY0.1%——
HPE0.1%——
EPR0.1%——
GTX0.1%——
MCK0.1%——
SHEL0.1%——
JPM0.1%——
AMGN0.1%——
DLR0.1%——
ITW0.1%——
MET0.1%——
ETN0.1%——
CNQ0.1%——
ABT0.1%——
PCAR0.1%——
TSLA0.1%——
THC0.1%——
AEG0.1%——
TXN0.1%——
NEE0.1%——
HON0.1%——
ISRG0.1%——
HONA0.0%——
HLIO0.0%——
ROKU0.0%——
META0.0%——
GTLB0.0%——
URI0.0%——
VICI0.0%——
MS0.0%——
TFII0.0%——
CCJ0.0%——
OBE0.0%——

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

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest22 May 2020 to 2 Nov 2026+21.0%+17.3%0.860.88−30.3%1.17+1.6% (0.43)
Last three years3 Nov 2023 to 2 Nov 2026+32.1%+21.8%1.191.16−23.3%1.37+3.5% (0.60)
Last year7 Nov 2025 to 2 Nov 2026+29.5%+14.2%1.060.84−14.3%1.49+9.6% (0.64)
DateCompanyAction
24 Jul 2026URIBought
24 Jul 2026TXNBought
24 Jul 2026THCBought
24 Jul 2026TFIIBought
24 Jul 2026TENBBought
24 Jul 2026ROKUBought
24 Jul 2026OBEBought
24 Jul 2026MSBought
24 Jul 2026JPMBought
24 Jul 2026JCIBought
24 Jul 2026INTCBought
24 Jul 2026IBMBought
24 Jul 2026HONABought
24 Jul 2026HONBought
24 Jul 2026HLIOBought
24 Jul 2026GTLBBought
24 Jul 2026EQIXBought
24 Jul 2026DLRBought
24 Jul 2026DDOGBought
24 Jul 2026CVSBought
24 Jul 2026CRWDBought
24 Jul 2026CDWBought
24 Jul 2026BEBought
24 Jul 2026APHBought
17 Apr 2026VLOBought

Dated at the rebalance that made the change.

DateCompanyAction
24 Jul 2026TRSSold
24 Jul 2026TMUSSold
24 Jul 2026TDSSold
24 Jul 2026REGNSold
24 Jul 2026NEMSold
24 Jul 2026LOWSold
24 Jul 2026ICESold
24 Jul 2026GILDSold
24 Jul 2026DOWSold
24 Jul 2026CRCSold
24 Jul 2026CHRWSold
24 Jul 2026ADISold
17 Apr 2026XELSold
17 Apr 2026VSTSold
17 Apr 2026URISold
17 Apr 2026ULTASold
17 Apr 2026UALSold
17 Apr 2026TRMBSold
17 Apr 2026SSNCSold
17 Apr 2026SPOTSold
17 Apr 2026ROKUSold
17 Apr 2026QCOMSold
17 Apr 2026PYPLSold
17 Apr 2026PDSold
17 Apr 2026NWGSold

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