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Funds (13F)

Quantbot Technologies LP

Backtest from 9 Aug 2013 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+13.2%
S&P 500 +13.9%
Last 12 months
+14.9%
S&P 500 +12.1%
Sharpe ratio
0.67
S&P 500 0.77
Biggest drop
−36.4%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $55.9k$51.6k
Quantbot Technologies LPS&P 500 $10,000 in Quantbot Technologies LP from 9 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 Quantbot Technologies 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.

Quantbot Technologies LP's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+13.2%+13.9%
Total return+416%+459%
Last 12 months+14.9%+12.1%
Last 3 months+0.4%—
Last month+2.9%—
This year so far+10.1%—
Volatility a year17.8%16.0%
Sharpe ratio0.670.77
Biggest drop−36.4%−31.8%
Beta to the S&P 5001.061.00
Alpha a year (t-statistic)−1.0% (−0.65)—
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
HIG0.9%——
MSFT0.9%——
WFC0.8%——
GGG0.7%——
HLT0.7%——
CVX0.7%——
RMD0.7%——
ICE0.6%——
CPRT0.6%——
MCK0.6%——
AMZN0.6%——
ORLY0.6%——
BLK0.6%——
SU0.6%——
PPL0.5%——
TJX0.5%——
REG0.5%——
HAL0.5%——
INGR0.5%——
CBRE0.5%——
GD0.5%——
ACGL0.5%——
O0.5%——
BSX0.4%——
LHX0.4%——
INTU0.4%——
MRSH0.4%——
WWD0.4%——
MMM0.4%——
GLPI0.4%——
CNQ0.4%——
WEC0.4%——
EXC0.4%——
SSNC0.4%——
CMG0.4%——
TMUS0.4%——
OTIS0.4%——
ZTS0.4%——
KMB0.4%——
GVA0.4%——
TSLA0.4%——
AMAT0.3%——
CNC0.3%——
LYB0.3%——
MSA0.3%——
UBS0.3%——
KHC0.3%——
SYY0.3%——
NOC0.3%——
ADC0.3%——
SF0.3%——
NVR0.3%——
AME0.3%——
ISRG0.3%——
ALV0.3%——
COST0.3%——
SYF0.3%——
ALLY0.3%——
VICI0.3%——
BR0.3%——
T0.3%——
GSK0.3%——
NTST0.3%——
META0.3%——
SSB0.3%——
MCD0.3%——
AOS0.3%——
RTX0.3%——
POR0.3%——
CUBE0.3%——
TFII0.3%——
ZION0.3%——
EQH0.3%——
BNS0.3%——
XEL0.3%——
ITW0.3%——
WPC0.3%——
TAP0.3%——
WTRG0.3%——
PNR0.3%——
TROW0.3%——
AMP0.3%——
AMT0.3%——
SRE0.3%——
AER0.3%——
KNSL0.3%——
AQN0.2%——
INVH0.2%——
COP0.2%——
UL0.2%——
MKL0.2%——
STX0.2%——
CAH0.2%——
AXS0.2%——
ARW0.2%——
STM0.2%——
MU0.2%——
WDC0.2%——
TFC0.2%——
ATI0.2%——
NEE0.2%——
SHW0.2%——
RAL0.2%——
CTAS0.2%——
GOOGL0.2%——
BKU0.2%——
FTNT0.2%——
ENB0.2%——
BANC0.2%——
WAL0.2%——
IDXX0.2%——
PG0.2%——
ZWS0.2%——
R0.2%——
AMD0.2%——
SOLS0.2%——
RJF0.2%——
NVT0.2%——
KEX0.2%——
GSAT0.2%——
IP0.2%——
BB0.2%——
ADBE0.2%——
PCG0.2%——
AAL0.2%——
RSG0.2%——
SLF0.2%——
FNF0.2%——
SM0.2%——
COF0.2%——
PEP0.2%——
FIG0.2%——
RPRX0.2%——
MDT0.2%——
ESLT0.2%——
CM0.2%——
PSX0.2%——
ATO0.2%——
HNGE0.2%——
INTC0.2%——
BROS0.2%——
KIM0.2%——
BMO0.2%——
TTD0.2%——
BAC0.2%——
WAB0.2%——
MWA0.2%——
RNR0.2%——
OGS0.2%——
UAL0.2%——

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

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest9 Aug 2013 to 2 Nov 2026+13.2%+13.9%0.670.77−36.4%1.06−1.0% (−0.65)
2018 onwards5 Jan 2018 to 2 Nov 2026+11.7%+13.9%0.510.66−36.4%1.06−2.3% (−1.03)
Last three years3 Nov 2023 to 2 Nov 2026+19.5%+21.8%0.971.16−17.4%0.91−0.3% (−0.06)
Last year7 Nov 2025 to 2 Nov 2026+16.0%+14.2%0.950.84−8.4%0.76+4.0% (0.48)
DateCompanyAction
14 Aug 2026ZUMZBought
14 Aug 2026ZGNBought
14 Aug 2026ZENABought
14 Aug 2026XYZBought
14 Aug 2026XRNBought
14 Aug 2026XPOFBought
14 Aug 2026XPOBought
14 Aug 2026WYBought
14 Aug 2026WRDBought
14 Aug 2026WPCBought
14 Aug 2026WMTBought
14 Aug 2026WLTHBought
14 Aug 2026WLFCBought
14 Aug 2026WHBought
14 Aug 2026WGSBought
14 Aug 2026WESTBought
14 Aug 2026WDAYBought
14 Aug 2026WCCBought
14 Aug 2026WASHBought
14 Aug 2026WBought
14 Aug 2026VZBought
14 Aug 2026VVVBought
14 Aug 2026VSTSBought
14 Aug 2026VSHBought
14 Aug 2026VSECBought

Dated at the rebalance that made the change.

DateCompanyAction
14 Aug 2026ZVRASold
14 Aug 2026YORWSold
14 Aug 2026YEXTSold
14 Aug 2026XYLSold
14 Aug 2026XXISold
14 Aug 2026XTIASold
14 Aug 2026XNCRSold
14 Aug 2026WYNNSold
14 Aug 2026WWWSold
14 Aug 2026WUSold
14 Aug 2026WSOSold
14 Aug 2026WSMSold
14 Aug 2026WPMSold
14 Aug 2026WOOFSold
14 Aug 2026WMBSold
14 Aug 2026WINASold
14 Aug 2026WGOSold
14 Aug 2026WDFCSold
14 Aug 2026WCNSold
14 Aug 2026WAFDSold
14 Aug 2026VYXSold
14 Aug 2026VUZISold
14 Aug 2026VTRSold
14 Aug 2026VTOLSold
14 Aug 2026VRTXSold

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