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Funds (13F)

Point72 Asset Management, L.P.

Backtest from 15 Aug 2014 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+13.4%
S&P 500 +13.6%
Last 12 months
+14.0%
S&P 500 +12.1%
Sharpe ratio
0.64
S&P 500 0.73
Biggest drop
−37.3%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2014201620182020202220242026 $47.4k$46.5k
StrategyS&P 500 $10,000 in Point72 Asset Management, L.P. from 15 Aug 2014 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Point72 Asset Management, L.P.'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.

Point72 Asset Management, L.P.'s 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+13.4%+13.6%
Total return+365%+374%
Last 12 months+14.0%+12.1%
Last 3 months−3.1%—
Last month−3.7%—
This year so far+10.2%—
Volatility a year19.3%16.4%
Sharpe ratio0.640.73
Biggest drop−37.3%−31.8%
Beta to the S&P 5001.111.00
Alpha a year (t-statistic)−1.0% (−0.54)—
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
CRDO2.8%——
ASML1.8%——
AMZN1.8%——
MKSI1.5%——
ANET1.5%——
STX1.3%——
AMD1.3%——
TSM1.3%——
SNOW1.2%——
PG1.1%——
RTX1.0%——
COF0.8%——
ORCL0.8%——
MDLZ0.8%——
KDP0.8%——
AMAT0.7%——
TXN0.7%——
CPNG0.7%——
HD0.7%——
SPOT0.7%——
AVGO0.6%——
ONTO0.6%——
MU0.6%——
FIX0.6%——
UNH0.6%——
STZ0.6%——
XYZ0.6%——
AS0.6%——
EQIX0.6%——
META0.5%——
AKAM0.5%——
PPL0.5%——
SE0.5%——
INTC0.5%——
V0.5%——
VSH0.5%——
CCL0.4%——
UNP0.4%——
OKTA0.4%——
OXY0.4%——
UAL0.4%——
ATI0.4%——
AEE0.4%——
MA0.4%——
VST0.4%——
ATO0.4%——
STM0.4%——
LSCC0.4%——
SGI0.4%——
TER0.4%——
AEP0.4%——
CRH0.4%——
AMKR0.4%——
YUM0.3%——
FLEX0.3%——
TPR0.3%——
FWONK0.3%——
IEX0.3%——
CVS0.3%——
JBL0.3%——
LNG0.3%——
PINS0.3%——
U0.3%——
ORLY0.3%——
OC0.3%——
BUD0.3%——
NWSA0.3%——
WMB0.3%——
TMUS0.3%——
AZO0.3%——
CGNX0.3%——
GILD0.3%——
ETR0.3%——
FDXF0.3%——
KLIC0.3%——
BAC0.3%——
INIO0.3%——
GD0.3%——
PNC0.3%——
HAS0.3%——
MCD0.3%——
BLK0.3%——
NRG0.3%——
COR0.3%——
ESI0.3%——
WAT0.3%——
MTD0.3%——
CME0.3%——
BKH0.3%——
EW0.3%——
LNT0.3%——
ROIV0.3%——
MSCI0.3%——
ON0.3%——
CNM0.3%——
FNV0.3%——
VNET0.3%——
AIG0.3%——
HAL0.2%——
CDW0.2%——
LPLA0.2%——
BWA0.2%——
ABT0.2%——
WFC0.2%——
MGM0.2%——
AMT0.2%——
SMCI0.2%——
TMO0.2%——
GSK0.2%——
IDXX0.2%——
GH0.2%——
GM0.2%——
STT0.2%——
DVN0.2%——
SYK0.2%——
CYTK0.2%——
USB0.2%——
AZN0.2%——
RACE0.2%——
GOOGL0.2%——
ADI0.2%——
WULF0.2%——
KKR0.2%——
ETSY0.2%——
MSGE0.2%——
ICE0.2%——
GPN0.2%——
JCI0.2%——
HPE0.2%——
TTWO0.2%——
FDX0.2%——
EVR0.2%——
OLLI0.2%——
AME0.2%——
JHX0.2%——
SYY0.2%——
BBIO0.2%——
SNDK0.2%——
XEL0.2%——
CSX0.2%——
HIG0.2%——
RL0.2%——
GIL0.2%——
SMTC0.2%——
APH0.2%——
UTHR0.2%——
TRGP0.2%——
CROX0.2%——
CDNS0.2%——
PSX0.2%——

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

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest15 Aug 2014 to 2 Nov 2026+13.4%+13.6%0.640.73−37.3%1.11−1.0% (−0.54)
2018 onwards5 Jan 2018 to 2 Nov 2026+13.5%+13.9%0.570.66−37.3%1.11−1.1% (−0.47)
Last three years3 Nov 2023 to 2 Nov 2026+23.2%+21.8%1.091.16−20.3%1.06+0.6% (0.15)
Last year7 Nov 2025 to 2 Nov 2026+16.1%+14.2%0.810.84−8.7%1.06+1.4% (0.18)
DateCompanyAction
21 Aug 2026ZWSBought
21 Aug 2026ZETABought
21 Aug 2026ZBRABought
21 Aug 2026ZBIOBought
21 Aug 2026ZBHBought
21 Aug 2026YSWYBought
21 Aug 2026YETIBought
21 Aug 2026XRXBought
21 Aug 2026XPEVBought
21 Aug 2026XPERBought
21 Aug 2026XNCRBought
21 Aug 2026XFORBought
21 Aug 2026XENEBought
21 Aug 2026XEBought
21 Aug 2026WTFCBought
21 Aug 2026WSFSBought
21 Aug 2026WSEBought
21 Aug 2026WLKBought
21 Aug 2026WLFCBought
21 Aug 2026WKBought
21 Aug 2026WGOBought
21 Aug 2026WFCBought
21 Aug 2026WEXBought
21 Aug 2026WESTBought
21 Aug 2026WEAVBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026ZVRASold
21 Aug 2026ZURASold
21 Aug 2026ZNTLSold
21 Aug 2026ZLABSold
21 Aug 2026ZIMSold
21 Aug 2026ZHSold
21 Aug 2026ZEPPSold
21 Aug 2026YORWSold
21 Aug 2026YEXTSold
21 Aug 2026XYLSold
21 Aug 2026XGNSold
21 Aug 2026WYFISold
21 Aug 2026WWWSold
21 Aug 2026WKCSold
21 Aug 2026WDFCSold
21 Aug 2026WDSold
21 Aug 2026WBISold
21 Aug 2026WABCSold
21 Aug 2026VTSSold
21 Aug 2026VSXYSold
21 Aug 2026VRNSSold
21 Aug 2026VIRTSold
21 Aug 2026VIASold
21 Aug 2026VFCSold
21 Aug 2026VETSold

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