Funds (13F)
Mantle Ridge LP
Backtest from 16 Feb 2018 to 2 Nov 2026 · weekly · hypothetical
- Return a year
- +0.2% S&P 500 +14.1%
- Last 12 months
- +47.0% S&P 500 +12.1%
- Sharpe ratio
- 0.12 S&P 500 0.67
- Biggest drop
- −62.6% S&P 500 −31.8%
About
Copies Mantle Ridge 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.
Key statistics
| Measure | Strategy | S&P 500 |
|---|---|---|
| Return a year (compound) | +0.2% | +14.1% |
| Total return | +2% | +216% |
| Last 12 months | +47.0% | +12.1% |
| Last 3 months | +3.4% | — |
| Last month | 0.0% | — |
| This year so far | +29.2% | — |
| Volatility a year | 38.2% | 17.9% |
| Sharpe ratio | 0.12 | 0.67 |
| Biggest drop | −62.6% | −31.8% |
| Beta to the S&P 500 | 1.26 | 1.00 |
| Alpha a year (t-statistic) | −10.4% (−1.00) | — |
| Share of weeks up | 50% | — |
Insights
| Period | Return a year | S&P 500 | Sharpe | S&P 500 | Biggest drop | Beta | Alpha (t) |
|---|---|---|---|---|---|---|---|
| Whole backtest16 Feb 2018 to 2 Nov 2026 | +0.2% | +14.1% | 0.12 | 0.67 | −62.6% | 1.26 | −10.4% (−1.00) |
| Last three years3 Nov 2023 to 2 Nov 2026 | −1.1% | +21.8% | −0.03 | 1.16 | −56.6% | 0.66 | −11.5% (−0.67) |
| Last year7 Nov 2025 to 2 Nov 2026 | +38.2% | +14.2% | 1.02 | 0.84 | −17.6% | 0.50 | +28.0% (0.87) |