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Funds (13F)

Voloridge Investment Management, LLC

Backtest from 14 Feb 2014 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+11.9%
S&P 500 +13.7%
Last 12 months
+14.6%
S&P 500 +12.1%
Sharpe ratio
0.58
S&P 500 0.74
Biggest drop
−35.8%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2014201620182020202220242026 $50.9k$41.6k
StrategyS&P 500 $10,000 in Voloridge Investment Management, LLC from 14 Feb 2014 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Voloridge Investment 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.

Voloridge Investment Management, LLC's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+11.9%+13.7%
Total return+316%+409%
Last 12 months+14.6%+12.1%
Last 3 months+1.3%—
Last month+0.3%—
This year so far+11.3%—
Volatility a year19.0%16.2%
Sharpe ratio0.580.74
Biggest drop−35.8%−31.8%
Beta to the S&P 5001.101.00
Alpha a year (t-statistic)−2.3% (−1.23)—
Share of weeks up56%—

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
AMZN1.9%——
NVDA1.5%——
PLTR1.4%——
BAC1.4%——
NBIS1.4%——
PEP1.3%——
MRSH1.0%——
INTU0.9%——
TXN0.9%——
CVX0.9%——
MSFT0.9%——
ASML0.9%——
DOW0.8%——
EOG0.8%——
ZTS0.8%——
C0.8%——
WULF0.8%——
TT0.8%——
COST0.7%——
MU0.7%——
ACN0.7%——
GOOGL0.7%——
SHW0.6%——
BSX0.6%——
CMI0.6%——
ORCL0.6%——
FLEX0.6%——
CME0.6%——
AMD0.6%——
WDC0.6%——
T0.6%——
ITW0.6%——
ZS0.6%——
CPRT0.5%——
VICI0.5%——
TTD0.5%——
APLD0.5%——
JCI0.5%——
BLK0.5%——
PYPL0.5%——
CNC0.5%——
CAH0.5%——
REGN0.5%——
NTAP0.5%——
MAR0.5%——
AER0.5%——
HDB0.4%——
ABBV0.4%——
AME0.4%——
XEL0.4%——
JNJ0.4%——
A0.4%——
ROST0.4%——
FTNT0.4%——
DHR0.4%——
HLT0.4%——
RF0.4%——
RKLB0.4%——
WWD0.4%——
FIG0.4%——
ADSK0.4%——
UNP0.4%——
CL0.4%——
STM0.4%——
ORLY0.4%——
ULTA0.4%——
BE0.4%——
GM0.4%——
TPR0.4%——
AXP0.4%——
JD0.4%——
TSM0.4%——
AMT0.4%——
INTC0.4%——
AAL0.3%——
CTSH0.3%——
CTAS0.3%——
SNDK0.3%——
XPO0.3%——
PG0.3%——
PR0.3%——
RIG0.3%——
ODFL0.3%——
ICE0.3%——
GILD0.3%——
HCA0.3%——
AVY0.3%——
LNT0.3%——
MMM0.3%——
PDD0.3%——
WFC0.3%——
MP0.3%——
QCOM0.3%——
CI0.3%——
PBR0.3%——
LLY0.3%——
SWKS0.3%——
LIN0.3%——
LYV0.3%——
DELL0.3%——
LMT0.3%——
ROKU0.3%——
KHC0.3%——
ECHO0.3%——
XYL0.3%——
RPM0.3%——
PFE0.3%——
EQIX0.3%——
MA0.3%——
HUBS0.3%——
TME0.3%——
CCL0.3%——
WSM0.3%——
CRBG0.3%——
SNOW0.3%——
TJX0.3%——
RL0.3%——
H0.3%——
LOGI0.3%——
HUT0.3%——
V0.3%——
PCG0.3%——
EXPE0.3%——
TLN0.3%——
STE0.3%——
GE0.3%——
HPE0.3%——
ALB0.3%——
FNB0.2%——
NOC0.2%——
NXPI0.2%——
RMD0.2%——
EME0.2%——
HAL0.2%——
IRM0.2%——
IONS0.2%——
AES0.2%——
CF0.2%——
TEL0.2%——
STLD0.2%——
ROL0.2%——
AYI0.2%——
WELL0.2%——
CHTR0.2%——
FISV0.2%——
KR0.2%——
LEN0.2%——
RYAAY0.2%——
LVS0.2%——
GS0.2%——

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

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest14 Feb 2014 to 2 Nov 2026+11.9%+13.7%0.580.74−35.8%1.10−2.3% (−1.23)
2018 onwards5 Jan 2018 to 2 Nov 2026+13.4%+13.9%0.570.66−35.8%1.10−1.1% (−0.47)
Last three years3 Nov 2023 to 2 Nov 2026+20.1%+21.8%1.031.16−16.8%0.92−0.1% (−0.02)
Last year7 Nov 2025 to 2 Nov 2026+16.9%+14.2%1.000.84−8.3%0.85+3.8% (0.53)
DateCompanyAction
21 Aug 2026YUMBought
21 Aug 2026WYBought
21 Aug 2026WOLFBought
21 Aug 2026WKBought
21 Aug 2026WDCBought
21 Aug 2026WCCBought
21 Aug 2026VSNTBought
21 Aug 2026VRSKBought
21 Aug 2026VMRKBought
21 Aug 2026TXNBought
21 Aug 2026TWLOBought
21 Aug 2026TTCBought
21 Aug 2026TMUSBought
21 Aug 2026TBought
21 Aug 2026SYYBought
21 Aug 2026SRCEBought
21 Aug 2026SPIRBought
21 Aug 2026SOLSBought
21 Aug 2026SMRBought
21 Aug 2026SMCIBought
21 Aug 2026SHELBought
21 Aug 2026RSBought
21 Aug 2026RPRXBought
21 Aug 2026ROKUBought
21 Aug 2026RIOTBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026ZBIOSold
21 Aug 2026XYZSold
21 Aug 2026XHRSold
21 Aug 2026XERSSold
21 Aug 2026WTSSold
21 Aug 2026WSFSSold
21 Aug 2026WPCSold
21 Aug 2026WMBSold
21 Aug 2026WLYSold
21 Aug 2026WFRDSold
21 Aug 2026WDAYSold
21 Aug 2026WCNSold
21 Aug 2026WBISold
21 Aug 2026WSold
21 Aug 2026VZSold
21 Aug 2026VTRSSold
21 Aug 2026VSHSold
21 Aug 2026VSECSold
21 Aug 2026VRTSold
21 Aug 2026VOYASold
21 Aug 2026VLTOSold
21 Aug 2026VKTXSold
21 Aug 2026VISNSold
21 Aug 2026VIRTSold
21 Aug 2026VIASold

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