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Funds (13F)

Tudor Investment Corp Et Al

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

Watch this strategy
Return a year
+13.4%
S&P 500 +14.1%
Last 12 months
+12.2%
S&P 500 +12.1%
Sharpe ratio
0.66
S&P 500 0.78
Biggest drop
−37.4%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$53.0k
Tudor Investment Corp Et AlS&P 500 $10,000 in Tudor Investment Corp Et Al 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 Tudor Investment Corp Et Al'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.

Tudor Investment Corp Et Al's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+13.4%+14.1%
Total return+430%+470%
Last 12 months+12.2%+12.1%
Last 3 months−1.0%—
Last month−3.6%—
This year so far+10.5%—
Volatility a year18.7%16.0%
Sharpe ratio0.660.78
Biggest drop−37.4%−31.8%
Beta to the S&P 5001.101.00
Alpha a year (t-statistic)−1.3% (−0.75)—
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
TSM3.6%——
MSFT3.5%——
NVDA2.6%——
MU2.1%——
TSLA1.8%——
AMZN1.6%——
META1.4%——
KVUE1.2%——
NSC1.1%——
SPCX1.1%——
NFLX1.1%——
ORCL1.0%——
SNDK1.0%——
ALAB1.0%——
INTC0.9%——
WFC0.8%——
PLTR0.8%——
PEN0.7%——
UNH0.7%——
GOOGL0.7%——
INTU0.6%——
ROKU0.6%——
BA0.6%——
MCK0.6%——
PPL0.5%——
ICE0.5%——
TXN0.5%——
AMD0.5%——
SNPS0.4%——
HLT0.4%——
CBRE0.4%——
MA0.4%——
PCG0.4%——
GS0.4%——
COF0.4%——
MRVL0.4%——
TECH0.4%——
ABT0.4%——
NOW0.4%——
NCLH0.4%——
ORLY0.4%——
IBKR0.4%——
CVX0.4%——
BSX0.3%——
HIG0.3%——
BR0.3%——
JKHY0.3%——
TEL0.3%——
FTNT0.3%——
HWM0.3%——
FN0.3%——
MS0.3%——
AVGO0.3%——
CME0.3%——
CORZ0.3%——
ADC0.3%——
DLTR0.3%——
KEYS0.3%——
CBRS0.3%——
MELI0.3%——
TT0.3%——
SCHW0.3%——
HDB0.3%——
AEIS0.3%——
ACM0.3%——
QCOM0.3%——
WDC0.3%——
NTRA0.3%——
PG0.3%——
ROST0.3%——
SHW0.2%——
COHR0.2%——
MXL0.2%——
EPRT0.2%——
TDG0.2%——
WRB0.2%——
FORM0.2%——
PSX0.2%——
HST0.2%——
OTIS0.2%——
HPE0.2%——
CVS0.2%——
GFS0.2%——
IONQ0.2%——
PTC0.2%——
LLY0.2%——
DHI0.2%——
RTX0.2%——
BRX0.2%——
STRL0.2%——
TMO0.2%——
SYY0.2%——
VST0.2%——
HAL0.2%——
HLI0.2%——
ON0.2%——
VSH0.2%——
Z0.2%——
CSCO0.2%——
XYZ0.2%——
RPRX0.2%——
HUBB0.2%——
LEN0.2%——
ALLE0.2%——
BG0.2%——
FHN0.2%——
ATO0.2%——
XENE0.2%——
SF0.2%——
EXLS0.2%——
AMH0.2%——
AMT0.2%——
VRSN0.2%——
AMP0.2%——
VICR0.2%——
COO0.2%——
LHX0.2%——
PEG0.2%——
VG0.2%——
ONB0.2%——
LMT0.2%——
CRDO0.2%——
FLG0.2%——
MCD0.2%——
NEM0.2%——
ATI0.2%——
OSCR0.2%——
VIAV0.2%——
APTV0.2%——
MTB0.2%——
AGNC0.2%——
SM0.2%——
TRNO0.2%——
NKE0.2%——
SHOP0.1%——
OXY0.1%——
GATX0.1%——
ARMK0.1%——
PNC0.1%——
SYF0.1%——
DDOG0.1%——
CALY0.1%——
TROW0.1%——
AAPL0.1%——
EOG0.1%——
VICI0.1%——
RSG0.1%——
PHM0.1%——
CPRT0.1%——
DAL0.1%——

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+13.4%+14.1%0.660.78−37.4%1.10−1.3% (−0.75)
2018 onwards5 Jan 2018 to 2 Nov 2026+10.9%+13.9%0.460.66−37.4%1.10−3.2% (−1.31)
Last three years3 Nov 2023 to 2 Nov 2026+18.7%+21.8%0.901.16−19.8%0.97−1.9% (−0.46)
Last year7 Nov 2025 to 2 Nov 2026+14.6%+14.2%0.830.84−8.0%0.88+1.6% (0.23)
DateCompanyAction
21 Aug 2026ZTSBought
21 Aug 2026ZSBought
21 Aug 2026ZBHBought
21 Aug 2026ZBought
21 Aug 2026YETIBought
21 Aug 2026XZOBought
21 Aug 2026XYZBought
21 Aug 2026XEBought
21 Aug 2026WYBought
21 Aug 2026WSOBought
21 Aug 2026WSCBought
21 Aug 2026WNCBought
21 Aug 2026WLKBought
21 Aug 2026WLFCBought
21 Aug 2026WKCBought
21 Aug 2026WHRBought
21 Aug 2026WESTBought
21 Aug 2026WDAYBought
21 Aug 2026WCCBought
21 Aug 2026WAFDBought
21 Aug 2026WABBought
21 Aug 2026VVXBought
21 Aug 2026VVVBought
21 Aug 2026VTEXBought
21 Aug 2026VSTSBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026ZUMZSold
21 Aug 2026ZNTLSold
21 Aug 2026ZMSold
21 Aug 2026XYLSold
21 Aug 2026XPSold
21 Aug 2026WYFISold
21 Aug 2026WWDSold
21 Aug 2026WULFSold
21 Aug 2026WTSold
21 Aug 2026WRBYSold
21 Aug 2026WDSold
21 Aug 2026WCNSold
21 Aug 2026WBISold
21 Aug 2026VZLASold
21 Aug 2026VTRSSold
21 Aug 2026VTGNSold
21 Aug 2026VRTSSold
21 Aug 2026VRNSSold
21 Aug 2026VNDASold
21 Aug 2026VMISold
21 Aug 2026VMCSold
21 Aug 2026VLYSold
21 Aug 2026VLTOSold
21 Aug 2026VITLSold
21 Aug 2026VISNSold

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