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Funds (13F)

Sculptor Capital LP

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

Watch this strategy
Return a year
+11.8%
S&P 500 +14.1%
Last 12 months
+15.1%
S&P 500 +12.1%
Sharpe ratio
0.51
S&P 500 0.68
Biggest drop
−44.8%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$43.9k
Sculptor Capital LPS&P 500 $10,000 in Sculptor Capital LP 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 Sculptor Capital 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.

Sculptor Capital LP's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+11.8%+14.1%
Total return+339%+470%
Last 12 months+15.1%+12.1%
Last 3 months−2.5%—
Last month−6.8%—
This year so far+4.0%—
Volatility a year19.1%16.4%
Sharpe ratio0.510.68
Biggest drop−44.8%−31.8%
Beta to the S&P 5001.031.00
Alpha a year (t-statistic)−1.6% (−0.70)—
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
TSM11.5%——
SHC8.0%——
FWONK7.1%——
BRKR5.2%——
AMD4.5%——
GMED4.4%——
LYV4.1%——
VIK3.8%——
META3.2%——
MU3.0%——
MSFT3.0%——
ASML2.4%——
AER2.4%——
NVDA2.3%——
SPCX2.2%——
PLTR2.2%——
BAC2.2%——
NSC2.1%——
GOOGL2.0%——
LLYVK1.9%——
FHN1.6%——
KVUE1.4%——
AGX1.4%——
ECHO1.3%——
INTC1.3%——
AMZN1.3%——
HWM1.2%——
SPOT1.2%——
ROKU1.1%——
ALLE1.1%——
BURL1.1%——
GWRE1.0%——
COF0.7%——
DLR0.6%——
VOYA0.6%——
BKD0.5%——
AMAT0.5%——
IRDM0.5%——
TECH0.5%——
LRCX0.4%——
CCXI0.4%——
TMO0.4%——
ABNB0.4%——
PEN0.3%——
BTDR0.2%——
RIVN0.2%——
MCHB0.1%——
KLAC0.1%——
TER0.1%——
STX0.1%——
V0.1%——
FRMI0.1%——
ONDS0.1%——
NBIS0.1%——
ABCL0.1%——
BIRK0.1%——
QXO0.1%——
MDLN0.0%——
COGT0.0%——
WEN0.0%——
GROV0.0%——
WLFC0.0%——
WIX0.0%——
POET0.0%——
BCYC0.0%——
LCID0.0%——
IBRX0.0%——
VERX0.0%——
KEEL0.0%——
SLS0.0%——
XXI0.0%——
CGC0.0%——
ACB0.0%——
LYB0.0%——
QUBT0.0%——
RUM0.0%——
SERV0.0%——
WOLF0.0%——
RZLV0.0%——
FOUR0.0%——
AIRS0.0%——
NRGV0.0%——
ALVO0.0%——
HTZ0.0%——

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+11.8%+14.1%0.510.68−44.8%1.03−1.6% (−0.70)
2018 onwards5 Jan 2018 to 2 Nov 2026+9.6%+13.9%0.340.55−44.8%1.02−2.9% (−0.92)
Last three years3 Nov 2023 to 2 Nov 2026+21.4%+21.8%0.650.67−20.9%0.80+2.0% (0.40)
Last year7 Nov 2025 to 2 Nov 2026+29.4%+14.2%0.510.19−20.9%0.73+6.3% (0.81)
DateCompanyAction
21 Aug 2026XXIBought
21 Aug 2026WLFCBought
21 Aug 2026WIXBought
21 Aug 2026WENBought
21 Aug 2026VOYABought
21 Aug 2026VERXBought
21 Aug 2026VBought
21 Aug 2026TMOBought
21 Aug 2026TERBought
21 Aug 2026TECHBought
21 Aug 2026STXBought
21 Aug 2026SPCXBought
21 Aug 2026SLSBought
21 Aug 2026ROKUBought
21 Aug 2026QXOBought
21 Aug 2026QUBTBought
21 Aug 2026POETBought
21 Aug 2026PLTRBought
21 Aug 2026NRGVBought
21 Aug 2026MUBought
21 Aug 2026MSFTBought
21 Aug 2026LCIDBought
21 Aug 2026KLACBought
21 Aug 2026KEELBought
21 Aug 2026IRDMBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026WYFISold
21 Aug 2026VOYGSold
21 Aug 2026TSLASold
21 Aug 2026TACSold
21 Aug 2026SOUNSold
21 Aug 2026SCHWSold
21 Aug 2026SAROSold
21 Aug 2026QGENSold
21 Aug 2026PKSold
21 Aug 2026NRGSold
21 Aug 2026MMEDSold
21 Aug 2026LBRTSold
21 Aug 2026JPMSold
21 Aug 2026JOBYSold
21 Aug 2026IRHOSold
21 Aug 2026IPXGSold
21 Aug 2026HLNSold
21 Aug 2026GSATSold
21 Aug 2026GEMISold
21 Aug 2026FPSSold
21 Aug 2026FBIOSold
21 Aug 2026FSold
21 Aug 2026CRMDSold
21 Aug 2026CLDTSold
21 Aug 2026CARSold

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