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Funds (13F)

Verition Fund Management LLC

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

Watch this strategy
Return a year
+13.2%
S&P 500 +14.1%
Last 12 months
+17.5%
S&P 500 +12.1%
Sharpe ratio
0.69
S&P 500 0.78
Biggest drop
−32.4%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$51.6k
Verition Fund Management LLCS&P 500 $10,000 in Verition Fund Management LLC 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 Verition Fund Management 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.

Verition Fund Management LLC's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+13.2%+14.1%
Total return+416%+470%
Last 12 months+17.5%+12.1%
Last 3 months−0.8%—
Last month+1.3%—
This year so far+13.5%—
Volatility a year17.3%16.0%
Sharpe ratio0.690.78
Biggest drop−32.4%−31.8%
Beta to the S&P 5001.001.00
Alpha a year (t-statistic)−0.6% (−0.33)—
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
NSC2.8%——
MU1.9%——
AON1.5%——
ALL1.2%——
BEN1.2%——
TRV1.2%——
KVUE1.0%——
GOOGL0.9%——
BBT0.9%——
CME0.8%——
AMZN0.8%——
AMD0.8%——
TXNM0.8%——
TSM0.8%——
AES0.8%——
DPC0.8%——
ONB0.8%——
STM0.7%——
WDC0.7%——
PH0.6%——
INDB0.6%——
SIGI0.6%——
ETR0.6%——
SO0.6%——
ASB0.6%——
AEP0.6%——
SSB0.6%——
WSBC0.5%——
FBIN0.5%——
CCK0.5%——
PEN0.5%——
JPM0.5%——
CZR0.5%——
HBAN0.5%——
STX0.5%——
AMTM0.5%——
AMT0.5%——
AXTA0.5%——
LRCX0.5%——
SLAB0.5%——
COMP0.5%——
CR0.5%——
JNJ0.5%——
RGLD0.5%——
BPOP0.5%——
CRWD0.5%——
EVRG0.5%——
WAB0.5%——
CBRS0.5%——
ROKU0.5%——
EQIX0.4%——
AMAT0.4%——
BG0.4%——
EL0.4%——
ONON0.4%——
MDLN0.4%——
SHEL0.4%——
NVDA0.4%——
META0.4%——
USB0.4%——
MSFT0.4%——
PNFP0.4%——
VAL0.4%——
PPL0.4%——
DDOG0.4%——
XEL0.4%——
ORLY0.4%——
AHR0.4%——
GLW0.4%——
WFC0.4%——
TECH0.4%——
CTRE0.4%——
ORCL0.4%——
LLYVK0.4%——
FHN0.4%——
AAPL0.4%——
SPXC0.4%——
SPGI0.4%——
TOL0.3%——
PNC0.3%——
SNOW0.3%——
DTE0.3%——
TGT0.3%——
EME0.3%——
SNDK0.3%——
KTB0.3%——
OR0.3%——
AGI0.3%——
APTV0.3%——
NBIS0.3%——
NEE0.3%——
KR0.3%——
MA0.3%——
BCC0.3%——
ACM0.3%——
WMT0.3%——
UNH0.3%——
EXP0.3%——
BRX0.3%——
VRT0.3%——
INTC0.3%——
CCL0.3%——
PANW0.3%——
AVGO0.3%——
NVT0.3%——
QCOM0.3%——
INVH0.3%——
FIVE0.3%——
WTRG0.3%——
AEE0.3%——
VRNS0.2%——
DT0.2%——
ZION0.2%——
TMUS0.2%——
NWE0.2%——
NI0.2%——
BE0.2%——
SPOT0.2%——
HONA0.2%——
WTFC0.2%——
WYNN0.2%——
SSRM0.2%——
BUSE0.2%——
HD0.2%——
BRZE0.2%——
PCG0.2%——
LPX0.2%——
EW0.2%——
TFC0.2%——
SGI0.2%——
HDB0.2%——
BSX0.2%——
TJX0.2%——
DTM0.2%——
LGN0.2%——
CSCO0.2%——
BBY0.2%——
ES0.2%——
AS0.2%——
FIX0.2%——
MRVL0.2%——
CMI0.2%——
LITE0.2%——
MDB0.2%——
NTST0.2%——
DOV0.2%——
KDP0.2%——
ASX0.2%——
REXR0.2%——
ALSN0.2%——

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+13.2%+14.1%0.690.78−32.4%1.00−0.6% (−0.33)
2018 onwards5 Jan 2018 to 2 Nov 2026+11.2%+13.9%0.500.66−32.4%1.00−2.2% (−0.89)
Last three years3 Nov 2023 to 2 Nov 2026+22.2%+21.8%1.131.16−18.3%0.91+1.9% (0.43)
Last year7 Nov 2025 to 2 Nov 2026+18.8%+14.2%1.140.84−8.2%0.72+6.7% (0.76)
DateCompanyAction
21 Aug 2026ZDBought
21 Aug 2026ZBIOBought
21 Aug 2026XRXBought
21 Aug 2026WULFBought
21 Aug 2026WTSBought
21 Aug 2026WTFCBought
21 Aug 2026WSTBought
21 Aug 2026WSCBought
21 Aug 2026WMGBought
21 Aug 2026WKBought
21 Aug 2026WGOBought
21 Aug 2026VSXYBought
21 Aug 2026VSECBought
21 Aug 2026VMRKBought
21 Aug 2026VIAVBought
21 Aug 2026VGNTBought
21 Aug 2026VERABought
21 Aug 2026UTHRBought
21 Aug 2026UMCBought
21 Aug 2026UFPIBought
21 Aug 2026UAABought
21 Aug 2026TXTBought
21 Aug 2026TVTXBought
21 Aug 2026TSCOBought
21 Aug 2026TNLBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026ZMSold
21 Aug 2026ZETASold
21 Aug 2026YMMSold
21 Aug 2026YEXTSold
21 Aug 2026YELPSold
21 Aug 2026XPOSold
21 Aug 2026XIFRSold
21 Aug 2026WYSold
21 Aug 2026WTISold
21 Aug 2026WTSold
21 Aug 2026WSOSold
21 Aug 2026WSMSold
21 Aug 2026WRDSold
21 Aug 2026WRBYSold
21 Aug 2026WPPSold
21 Aug 2026WPMSold
21 Aug 2026WKCSold
21 Aug 2026WELLSold
21 Aug 2026WDFCSold
21 Aug 2026WCCSold
21 Aug 2026WBSold
21 Aug 2026WASHSold
21 Aug 2026VTRSSold
21 Aug 2026VSATSold
21 Aug 2026VRSNSold

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