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Funds (13F)

Scopus Asset Management, L.P.

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

Watch this strategy
Return a year
+12.8%
S&P 500 +14.1%
Last 12 months
−0.4%
S&P 500 +12.1%
Sharpe ratio
0.61
S&P 500 0.78
Biggest drop
−39.8%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$49.0k
StrategyS&P 500 $10,000 in Scopus Asset Management, L.P. 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 Scopus 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.

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

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+12.8%+14.1%
Total return+390%+470%
Last 12 months−0.4%+12.1%
Last 3 months−2.1%—
Last month+1.0%—
This year so far−2.7%—
Volatility a year19.4%16.0%
Sharpe ratio0.610.78
Biggest drop−39.8%−31.8%
Beta to the S&P 5001.101.00
Alpha a year (t-statistic)−1.8% (−0.80)—
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
ESI4.2%——
CRH2.8%——
AMZN2.7%——
ITT2.6%——
SYY2.6%——
PG2.4%——
CL2.3%——
AAPL2.3%——
ULS2.3%——
ASML2.1%——
SGI2.0%——
CVNA1.9%——
DKS1.9%——
V1.7%——
NVDA1.6%——
BOOT1.6%——
PKG1.6%——
VRSN1.6%——
AME1.6%——
FRVO1.6%——
VST1.5%——
PH1.4%——
PFGC1.4%——
MDLZ1.4%——
TSM1.4%——
SPOT1.4%——
SPCX1.3%——
NXT1.3%——
DASH1.3%——
EQIX1.3%——
RS1.3%——
LNG1.3%——
EL1.2%——
TDY1.2%——
TPR1.2%——
AMD1.1%——
CSX1.1%——
AWI1.1%——
HD1.1%——
HOOD1.0%——
PWR1.0%——
RPM1.0%——
JCI1.0%——
CNR0.9%——
MT0.9%——
RL0.9%——
MMM0.8%——
DOV0.8%——
MWH0.8%——
MTZ0.8%——
WMS0.8%——
CW0.7%——
BA0.7%——
SHOO0.7%——
GEV0.7%——
BURL0.7%——
STZ0.7%——
DNN0.7%——
CFR0.7%——
EYE0.6%——
MA0.6%——
INTC0.5%——
NUE0.5%——
CR0.5%——
VRT0.5%——
CAT0.5%——
MSM0.5%——
GOOGL0.5%——
BKR0.5%——
WWD0.5%——
CARR0.5%——
RTX0.5%——
Q0.5%——
CMI0.4%——
DAL0.4%——
KO0.4%——
AVNT0.4%——
CASY0.4%——
KDP0.4%——
AER0.4%——
FSS0.3%——
CCJ0.3%——
NOVT0.3%——
GE0.3%——
URI0.3%——
NVT0.3%——
GM0.3%——
IEX0.2%——
UNP0.2%——
TEX0.2%——
OC0.2%——
HWM0.2%——
HAYW0.2%——
ROK0.2%——
BWA0.2%——
RSG0.2%——
SUNB0.2%——
DVN0.2%——
MAS0.2%——
TSLA0.2%——
TKR0.2%——
ETN0.1%——
ALM0.1%——
MOD0.1%——
WCN0.1%——
VMI0.1%——
KRMN0.1%——
TTWO0.1%——
ETD0.1%——
ESAB0.1%——
ATRO0.1%——
AN0.1%——
HP0.0%——
NPO0.0%——
ON0.0%——

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+12.8%+14.1%0.610.78−39.8%1.10−1.8% (−0.80)
2018 onwards5 Jan 2018 to 2 Nov 2026+10.5%+13.9%0.440.66−39.8%1.11−3.5% (−1.16)
Last three years3 Nov 2023 to 2 Nov 2026+14.2%+21.8%0.601.16−21.7%1.06−6.9% (−1.41)
Last year7 Nov 2025 to 2 Nov 2026+2.3%+14.2%−0.040.84−11.7%0.96−10.1% (−1.06)
DateCompanyAction
21 Aug 2026WCNBought
21 Aug 2026VRSNBought
21 Aug 2026TDYBought
21 Aug 2026SUNBBought
21 Aug 2026STZBought
21 Aug 2026SPCXBought
21 Aug 2026RSGBought
21 Aug 2026QBought
21 Aug 2026OCBought
21 Aug 2026NUEBought
21 Aug 2026MTBought
21 Aug 2026MODBought
21 Aug 2026KDPBought
21 Aug 2026INTCBought
21 Aug 2026HPBought
21 Aug 2026HOODBought
21 Aug 2026HDBought
21 Aug 2026FRVOBought
21 Aug 2026EYEBought
21 Aug 2026EQIXBought
21 Aug 2026DVNBought
21 Aug 2026DKSBought
21 Aug 2026CMIBought
21 Aug 2026CLBought
21 Aug 2026CFRBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026YSSSold
21 Aug 2026XYLSold
21 Aug 2026WCCSold
21 Aug 2026WSold
21 Aug 2026VSECSold
21 Aug 2026URBNSold
21 Aug 2026UBERSold
21 Aug 2026STLDSold
21 Aug 2026SITESold
21 Aug 2026PNRSold
21 Aug 2026PHMSold
21 Aug 2026PEPSold
21 Aug 2026OSKSold
21 Aug 2026ORASold
21 Aug 2026OKLOSold
21 Aug 2026NRGSold
21 Aug 2026NFLXSold
21 Aug 2026METASold
21 Aug 2026LHXSold
21 Aug 2026JBTMSold
21 Aug 2026HUBBSold
21 Aug 2026GPGISold
21 Aug 2026FNDSold
21 Aug 2026DHISold
21 Aug 2026CTVASold

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