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Funds (13F)

Man Group PLC

Backtest from 18 May 2018 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+10.3%
S&P 500 +14.6%
Last 12 months
+10.4%
S&P 500 +12.1%
Sharpe ratio
0.47
S&P 500 0.69
Biggest drop
−35.1%
S&P 500 −31.8%
$10.0k$20.0k 201820192020202120222023202420252026 $31.7k$22.9k
Man Group PLCS&P 500 $10,000 in Man Group PLC from 18 May 2018 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Man Group PLC'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.

Man Group PLC's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+10.3%+14.6%
Total return+129%+217%
Last 12 months+10.4%+12.1%
Last 3 months+1.5%—
Last month−0.9%—
This year so far+8.2%—
Volatility a year18.1%17.9%
Sharpe ratio0.470.69
Biggest drop−35.1%−31.8%
Beta to the S&P 5000.951.00
Alpha a year (t-statistic)−3.1% (−1.44)—
Share of weeks up52%—

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
NVDA4.4%——
AAPL3.9%——
AMZN2.1%——
MSFT2.1%——
GOOGL1.8%——
AVGO1.6%——
MU1.1%——
TSM1.1%——
META1.0%——
LLY1.0%——
MA0.9%——
AMD0.9%——
APH0.9%——
ABBV0.9%——
COST0.8%——
TEL0.8%——
C0.8%——
V0.8%——
JPM0.7%——
AME0.7%——
TT0.7%——
BAC0.7%——
KEYS0.7%——
LRCX0.7%——
PEP0.7%——
AMAT0.7%——
VICI0.6%——
ADBE0.6%——
ORLY0.6%——
TSLA0.6%——
TMUS0.6%——
KLAC0.6%——
REGN0.6%——
BMY0.5%——
AIG0.5%——
ABNB0.5%——
CMG0.5%——
GE0.5%——
BKNG0.5%——
AMP0.5%——
GM0.5%——
CAH0.5%——
ROST0.4%——
TJX0.4%——
ADSK0.4%——
NXPI0.4%——
ANET0.4%——
UBER0.4%——
CVX0.4%——
CDNS0.4%——
SCHW0.4%——
PCG0.4%——
HUBB0.4%——
CNC0.4%——
A0.4%——
CMCSA0.4%——
ADI0.3%——
ASX0.3%——
LYB0.3%——
SHW0.3%——
CIEN0.3%——
F0.3%——
LHX0.3%——
INTU0.3%——
STT0.3%——
AMT0.3%——
PH0.3%——
QCOM0.3%——
GILD0.3%——
SYF0.3%——
UMC0.3%——
HPQ0.3%——
EXE0.3%——
NTRS0.3%——
GD0.3%——
ECL0.3%——
SYY0.3%——
BSX0.3%——
EXPE0.3%——
NOW0.3%——
CMI0.3%——
JNJ0.3%——
CRH0.3%——
ROK0.3%——
ZTS0.3%——
MCK0.3%——
AZN0.3%——
MRK0.3%——
B0.3%——
MFC0.3%——
NEM0.3%——
NFLX0.3%——
PG0.3%——
STN0.2%——
GRMN0.2%——
MCHP0.2%——
KO0.2%——
AU0.2%——
EME0.2%——
CTAS0.2%——
BNY0.2%——
CI0.2%——
AXP0.2%——
DG0.2%——
PINS0.2%——
CASY0.2%——
NTRA0.2%——
TSN0.2%——
ETN0.2%——
INCY0.2%——
ROKU0.2%——
TXN0.2%——
FIX0.2%——
BABA0.2%——
PAAS0.2%——
MMYT0.2%——
OTIS0.2%——
MRVL0.2%——
HWM0.2%——
TEAM0.2%——
MET0.2%——
SU0.2%——
ACN0.2%——
NBIX0.2%——
RTX0.2%——
INTC0.2%——
TMO0.2%——
WWD0.2%——
DIS0.2%——
GFI0.2%——
NEE0.2%——
NTES0.2%——
FERG0.2%——
JCI0.2%——
CBRE0.2%——
AER0.2%——
XYL0.2%——
WMT0.2%——
CRM0.2%——
CL0.2%——
BE0.2%——
ONC0.2%——
FTNT0.2%——
CSCO0.2%——
SPOT0.2%——
AMGN0.2%——
EW0.2%——
HIG0.2%——
T0.2%——
DECK0.2%——

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

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest18 May 2018 to 2 Nov 2026+10.3%+14.6%0.470.69−35.1%0.95−3.1% (−1.44)
Last three years3 Nov 2023 to 2 Nov 2026+15.1%+21.8%0.761.16−17.3%0.95−4.7% (−1.78)
Last year7 Nov 2025 to 2 Nov 2026+12.4%+14.2%0.720.84−9.3%0.91−0.7% (−0.15)
DateCompanyAction
21 Aug 2026ZTOBought
21 Aug 2026YMMBought
21 Aug 2026XENEBought
21 Aug 2026WTRGBought
21 Aug 2026WSCBought
21 Aug 2026WSBCBought
21 Aug 2026WNCBought
21 Aug 2026WMKBought
21 Aug 2026WMGBought
21 Aug 2026WAFDBought
21 Aug 2026VRDNBought
21 Aug 2026VISNBought
21 Aug 2026VIPSBought
21 Aug 2026VGBought
21 Aug 2026VALBought
21 Aug 2026USARBought
21 Aug 2026UPLDBought
21 Aug 2026ULCCBought
21 Aug 2026UHALBought
21 Aug 2026UDRBought
21 Aug 2026TRSBought
21 Aug 2026TRMBBought
21 Aug 2026TRIBought
21 Aug 2026TREEBought
21 Aug 2026TNXPBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026ZIMSold
21 Aug 2026ZSold
21 Aug 2026XRAYSold
21 Aug 2026XMTRSold
21 Aug 2026XHRSold
21 Aug 2026WWWSold
21 Aug 2026WRLDSold
21 Aug 2026WRBYSold
21 Aug 2026WINASold
21 Aug 2026WHSold
21 Aug 2026WGSSold
21 Aug 2026WFRDSold
21 Aug 2026WEXSold
21 Aug 2026WATSold
21 Aug 2026VVXSold
21 Aug 2026VSTSSold
21 Aug 2026VRTSSold
21 Aug 2026VNOSold
21 Aug 2026VITLSold
21 Aug 2026VIRTSold
21 Aug 2026VCTRSold
21 Aug 2026VCSold
21 Aug 2026UVESold
21 Aug 2026UTLSold
21 Aug 2026USPHSold

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