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Funds (13F)

Moore Capital Management, LP

Backtest from 16 Aug 2013 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+15.1%
S&P 500 +14.1%
Last 12 months
−1.1%
S&P 500 +12.1%
Sharpe ratio
0.72
S&P 500 0.78
Biggest drop
−32.5%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $64.4k$57.0k
Moore Capital Management, LPS&P 500 $10,000 in Moore Capital Management, LP from 16 Aug 2013 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Moore Capital Management, 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.

Moore Capital Management, LP's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+15.1%+14.1%
Total return+544%+470%
Last 12 months−1.1%+12.1%
Last 3 months−8.0%—
Last month−7.7%—
This year so far−2.3%—
Volatility a year19.6%16.0%
Sharpe ratio0.720.78
Biggest drop−32.5%−31.8%
Beta to the S&P 5001.131.00
Alpha a year (t-statistic)−0.1% (−0.03)—
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
NVDA3.2%——
UBS2.9%——
AMAT2.8%——
HUT2.5%——
RRX2.3%——
DVN2.2%——
APO2.2%——
LRCX2.1%——
BE2.1%——
CSX1.8%——
GLXY1.8%——
ALLY1.8%——
AMZN1.7%——
COF1.7%——
RAL1.6%——
TSM1.5%——
HUBG1.4%——
DCO1.4%——
VGNT1.2%——
RIOT1.2%——
CIFR1.1%——
SXT1.1%——
ITT1.1%——
UHS1.0%——
Q1.0%——
FCX0.9%——
WWD0.9%——
TEX0.9%——
FLR0.8%——
GPN0.8%——
AMD0.8%——
FLEX0.8%——
SNOW0.8%——
PLD0.7%——
VTRS0.7%——
QXO0.7%——
THC0.7%——
FDXF0.7%——
HBAN0.7%——
FIS0.7%——
WELL0.6%——
VST0.6%——
GOOGL0.6%——
CI0.6%——
RITM0.6%——
CDNS0.6%——
JHX0.6%——
FIX0.6%——
ZBH0.5%——
SPXC0.5%——
GPC0.5%——
MSFT0.5%——
LPLA0.5%——
V0.5%——
RVMD0.5%——
EQH0.5%——
NOW0.5%——
INTU0.5%——
ZTS0.5%——
CTSH0.4%——
SAIA0.4%——
VLO0.4%——
KO0.4%——
KKR0.4%——
WFC0.4%——
BLDR0.4%——
TPG0.4%——
BAC0.4%——
BWXT0.4%——
FTNT0.4%——
CCXI0.4%——
JPM0.4%——
UMAC0.4%——
APH0.4%——
TLN0.4%——
FTAI0.3%——
IQV0.3%——
BEAG0.3%——
KDP0.3%——
PUMP0.3%——
FPS0.3%——
ROKU0.3%——
GLNG0.3%——
CGNX0.3%——
CRDO0.3%——
CME0.3%——
IR0.3%——
LIN0.3%——
COP0.3%——
TECH0.3%——
SLB0.3%——
SNPS0.3%——
IMCR0.3%——
HAPN0.3%——
MPWR0.3%——
C0.3%——
NTR0.3%——
BCRX0.3%——
KLAR0.3%——
LSCC0.3%——
CACI0.3%——
PWR0.3%——
BSX0.3%——
ALB0.3%——
EQIX0.3%——
MMM0.3%——
IREN0.3%——
TNET0.3%——
RLAY0.2%——
JBL0.2%——
AMTM0.2%——
PH0.2%——
WCN0.2%——
ECL0.2%——
UNP0.2%——
RELY0.2%——
TKR0.2%——
U0.2%——
DYN0.2%——
TFX0.2%——
SHAZ0.2%——
STRL0.2%——
NRG0.2%——
MCO0.2%——
HWM0.2%——
PTCT0.2%——
AVGO0.2%——
ATI0.2%——
ANET0.2%——
SLDB0.2%——
EQT0.2%——
COO0.2%——
PRGO0.2%——
QSR0.2%——
SLAB0.2%——
CVNA0.2%——
FANG0.2%——
LCII0.2%——
CORZ0.2%——
RGEN0.2%——
CSTM0.2%——
TGT0.2%——
AES0.2%——
GSAT0.1%——
GPK0.1%——
ZM0.1%——
TMUS0.1%——
CRWD0.1%——
NSC0.1%——
XRAY0.1%——

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

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest16 Aug 2013 to 2 Nov 2026+15.1%+14.1%0.720.78−32.5%1.13−0.1% (−0.03)
2018 onwards5 Jan 2018 to 2 Nov 2026+13.7%+13.9%0.570.66−32.5%1.12−0.9% (−0.30)
Last three years3 Nov 2023 to 2 Nov 2026+24.6%+21.8%1.011.16−24.1%1.23−0.6% (−0.13)
Last year7 Nov 2025 to 2 Nov 2026+1.6%+14.2%−0.060.84−13.0%1.13−12.2% (−1.24)
DateCompanyAction
21 Aug 2026ZTSBought
21 Aug 2026ZMBought
21 Aug 2026ZBHBought
21 Aug 2026WOLFBought
21 Aug 2026WINGBought
21 Aug 2026WFCBought
21 Aug 2026WELLBought
21 Aug 2026WCNBought
21 Aug 2026VTRSBought
21 Aug 2026VLOBought
21 Aug 2026VGNTBought
21 Aug 2026UNHBought
21 Aug 2026UCTTBought
21 Aug 2026UBought
21 Aug 2026TXNBought
21 Aug 2026TTANBought
21 Aug 2026TRUBought
21 Aug 2026TMQBought
21 Aug 2026TKRBought
21 Aug 2026THCBought
21 Aug 2026THBought
21 Aug 2026TGTBought
21 Aug 2026TEXBought
21 Aug 2026TECHBought
21 Aug 2026SYNABought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026WMTSold
21 Aug 2026WSold
21 Aug 2026VOYGSold
21 Aug 2026VISNSold
21 Aug 2026VGSold
21 Aug 2026UNMSold
21 Aug 2026TJXSold
21 Aug 2026TELSold
21 Aug 2026TESold
21 Aug 2026TCOMSold
21 Aug 2026SSTKSold
21 Aug 2026SPWRSold
21 Aug 2026SPOTSold
21 Aug 2026SOLSSold
21 Aug 2026SHWSold
21 Aug 2026SHOPSold
21 Aug 2026SESold
21 Aug 2026SDRLSold
21 Aug 2026SCHWSold
21 Aug 2026RTXSold
21 Aug 2026RACESold
21 Aug 2026QURESold
21 Aug 2026QGENSold
21 Aug 2026PENSold
21 Aug 2026PANWSold

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