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Funds (13F)

Schonfeld Strategic Advisors LLC

Backtest from 20 May 2016 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+15.5%
S&P 500 +15.1%
Last 12 months
+18.1%
S&P 500 +12.1%
Sharpe ratio
0.70
S&P 500 0.77
Biggest drop
−39.0%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 201620182020202220242026 $44.9k$43.6k
StrategyS&P 500 $10,000 in Schonfeld Strategic Advisors LLC from 20 May 2016 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Schonfeld Strategic Advisors LLC'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.

Schonfeld Strategic Advisors LLC's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+15.5%+15.1%
Total return+349%+336%
Last 12 months+18.1%+12.1%
Last 3 months−1.1%—
Last month−3.3%—
This year so far+13.9%—
Volatility a year19.6%16.8%
Sharpe ratio0.700.77
Biggest drop−39.0%−31.8%
Beta to the S&P 5001.101.00
Alpha a year (t-statistic)−0.5% (−0.26)—
Share of weeks up59%—

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
MU4.7%——
NVDA3.5%——
MSFT2.5%——
GOOGL2.0%——
AMZN1.7%——
SPCX1.4%——
AVGO1.1%——
VALE1.0%——
AMD1.0%——
QXO0.9%——
RTX0.8%——
SNDK0.7%——
STX0.7%——
INTC0.7%——
BKNG0.6%——
ADBE0.6%——
APH0.6%——
BE0.6%——
CSX0.6%——
PHM0.6%——
CART0.6%——
TEX0.5%——
V0.5%——
WMS0.5%——
SGI0.5%——
PBR0.5%——
DOV0.5%——
IEX0.5%——
INBX0.5%——
TSM0.5%——
COF0.5%——
TTWO0.5%——
SPOT0.5%——
AMAT0.5%——
VSH0.4%——
CRH0.4%——
TSLA0.4%——
DLR0.4%——
MMM0.4%——
BSX0.4%——
VRSN0.4%——
XYZ0.4%——
AME0.4%——
NAVN0.4%——
SNOW0.4%——
TMUS0.4%——
JHX0.4%——
LMT0.4%——
J0.4%——
FIGR0.3%——
BA0.3%——
MSCI0.3%——
LLY0.3%——
HD0.3%——
U0.3%——
TT0.3%——
AFRM0.3%——
CMCSA0.3%——
MDLN0.3%——
ASML0.3%——
NSC0.3%——
LITE0.3%——
LYV0.3%——
POOL0.3%——
MA0.3%——
NVT0.3%——
ECL0.3%——
MATX0.3%——
JKHY0.3%——
ICE0.3%——
DASH0.3%——
TXN0.3%——
NDSN0.3%——
TDY0.3%——
MAIR0.3%——
BWA0.3%——
TFII0.3%——
RSG0.3%——
XPO0.3%——
HWM0.3%——
JCI0.3%——
FRVO0.3%——
LFTO0.3%——
NWE0.3%——
AIG0.3%——
SMTC0.3%——
KKR0.3%——
ATI0.3%——
NU0.3%——
BLK0.2%——
CCI0.2%——
CRWD0.2%——
PINS0.2%——
CME0.2%——
WTS0.2%——
OKTA0.2%——
VNT0.2%——
FHN0.2%——
NXST0.2%——
CCL0.2%——
OPRA0.2%——
LPLA0.2%——
CTRI0.2%——
ALSN0.2%——
CPNG0.2%——
WFC0.2%——
SHW0.2%——
TPG0.2%——
INVH0.2%——
HBAN0.2%——
FIVE0.2%——
UMAC0.2%——
TTMI0.2%——
STZ0.2%——
AMBQ0.2%——
GLW0.2%——
TRU0.2%——
AJG0.2%——
KBH0.2%——
GH0.2%——
NDAQ0.2%——
ABBV0.2%——
UNH0.2%——
RKT0.2%——
SKY0.2%——
MDT0.2%——
AS0.2%——
VISN0.2%——
LII0.2%——
ARMK0.2%——
MSM0.2%——
ARXS0.2%——
DDOG0.2%——
BAC0.2%——
RGA0.2%——
ORLY0.2%——
BBY0.2%——
NOW0.2%——
SYY0.2%——
FWONK0.2%——
GAP0.2%——
DT0.2%——
ADI0.2%——
ZION0.2%——
KHC0.2%——
GWW0.2%——
KLIC0.2%——
WH0.2%——
LIN0.2%——
COMP0.2%——

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

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest20 May 2016 to 2 Nov 2026+15.5%+15.1%0.700.77−39.0%1.10−0.5% (−0.26)
2018 onwards5 Jan 2018 to 2 Nov 2026+13.7%+13.9%0.580.66−39.0%1.10−0.8% (−0.37)
Last three years3 Nov 2023 to 2 Nov 2026+22.7%+21.8%1.081.16−20.9%1.03+0.7% (0.16)
Last year7 Nov 2025 to 2 Nov 2026+19.4%+14.2%1.020.84−8.8%1.01+4.6% (0.57)
DateCompanyAction
21 Aug 2026ZSBought
21 Aug 2026ZLABBought
21 Aug 2026ZIMBought
21 Aug 2026ZDBought
21 Aug 2026ZBHBought
21 Aug 2026ZBought
21 Aug 2026YUMCBought
21 Aug 2026YORWBought
21 Aug 2026YEXTBought
21 Aug 2026YETIBought
21 Aug 2026XYLBought
21 Aug 2026XRXBought
21 Aug 2026XPERBought
21 Aug 2026XPBought
21 Aug 2026WYNNBought
21 Aug 2026WTFCBought
21 Aug 2026WSTBought
21 Aug 2026WSOBought
21 Aug 2026WSFSBought
21 Aug 2026WSEBought
21 Aug 2026WSCBought
21 Aug 2026WRLDBought
21 Aug 2026WOLFBought
21 Aug 2026WNCBought
21 Aug 2026WMKBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026ZURASold
21 Aug 2026ZNTLSold
21 Aug 2026ZETASold
21 Aug 2026ZBIOSold
21 Aug 2026YSSSold
21 Aug 2026XRAYSold
21 Aug 2026XMAXSold
21 Aug 2026XIFRSold
21 Aug 2026XGNSold
21 Aug 2026XFORSold
21 Aug 2026WYFISold
21 Aug 2026WWWSold
21 Aug 2026WTISold
21 Aug 2026WTSold
21 Aug 2026WRNSold
21 Aug 2026WRAPSold
21 Aug 2026WPMSold
21 Aug 2026WOOFSold
21 Aug 2026WMGSold
21 Aug 2026WFRDSold
21 Aug 2026WBISold
21 Aug 2026VZSold
21 Aug 2026VYXSold
21 Aug 2026VTRSold
21 Aug 2026VTGNSold

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