undamentalytics Newsletter
Sign in

Funds (13F)

Paloma Partners Management Co

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

Watch this strategy
Return a year
+11.4%
S&P 500 +14.1%
Last 12 months
−7.0%
S&P 500 +12.1%
Sharpe ratio
0.54
S&P 500 0.78
Biggest drop
−37.8%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$41.6k
StrategyS&P 500 $10,000 in Paloma Partners Management Co 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 Paloma Partners Management Co'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.

Paloma Partners Management Co's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+11.4%+14.1%
Total return+316%+470%
Last 12 months−7.0%+12.1%
Last 3 months−20.5%—
Last month−11.6%—
This year so far−3.0%—
Volatility a year20.1%16.0%
Sharpe ratio0.540.78
Biggest drop−37.8%−31.8%
Beta to the S&P 5001.121.00
Alpha a year (t-statistic)−3.2% (−1.28)—
Share of weeks up57%—

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
CTRI30.9%——
ANGX29.1%——
CNF20.6%——
BTDR19.4%——

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+11.4%+14.1%0.540.78−37.8%1.12−3.2% (−1.28)
2018 onwards5 Jan 2018 to 2 Nov 2026+9.3%+13.9%0.380.66−37.8%1.13−4.7% (−1.28)
Last three years3 Nov 2023 to 2 Nov 2026+14.1%+21.8%0.491.16−28.5%1.21−8.2% (−0.87)
Last year7 Nov 2025 to 2 Nov 2026−3.9%+14.2%−0.130.84−28.5%1.48−18.4% (−0.79)
DateCompanyAction
21 Aug 2026BTDRBought
21 Aug 2026ANGXBought
22 May 2026SMTCBought
22 May 2026ROGBought
22 May 2026PENNBought
22 May 2026LTHBought
22 May 2026IPGPBought
22 May 2026IBMBought
22 May 2026HSTBought
22 May 2026HPPBought
22 May 2026GOOGLBought
22 May 2026CZRBought
22 May 2026CTRIBought
22 May 2026BYDBought
22 May 2026ANETBought
22 May 2026ADIBought
20 Feb 2026WMTBought
20 Feb 2026VSATBought
20 Feb 2026STMBought
20 Feb 2026SNPSBought
20 Feb 2026ROKUBought
20 Feb 2026PIBought
20 Feb 2026MTNBought
20 Feb 2026METABought
20 Feb 2026LRCXBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026WHSold
21 Aug 2026VSATSold
21 Aug 2026TTWOSold
21 Aug 2026TNLSold
21 Aug 2026STMSold
21 Aug 2026SMTCSold
21 Aug 2026RRRSold
21 Aug 2026ROGSold
21 Aug 2026PRMBSold
21 Aug 2026PENNSold
21 Aug 2026OPTUSold
21 Aug 2026MTNSold
21 Aug 2026METASold
21 Aug 2026LVSSold
21 Aug 2026LTHSold
21 Aug 2026LRCXSold
21 Aug 2026IPGPSold
21 Aug 2026INTCSold
21 Aug 2026IBMSold
21 Aug 2026HSTSold
21 Aug 2026HPPSold
21 Aug 2026HASSold
21 Aug 2026GOOGLSold
21 Aug 2026ELWTSold
21 Aug 2026CZRSold

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