Funds (13F)
VY Capital Management Co. Ltd.
Backtest from 19 Feb 2016 to 2 Nov 2026 · weekly · hypothetical
- Return a year
- +4.9% S&P 500 +15.5%
- Last 12 months
- −0.9% S&P 500 +12.1%
- Sharpe ratio
- 0.21 S&P 500 0.80
- Biggest drop
- −27.2% S&P 500 −31.8%
About
Copies VY Capital Management Co. Ltd.'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.
Key statistics
| Measure | Strategy | S&P 500 |
|---|---|---|
| Return a year (compound) | +4.9% | +15.5% |
| Total return | +67% | +369% |
| Last 12 months | −0.9% | +12.1% |
| Last 3 months | −0.9% | — |
| Last month | −14.4% | — |
| This year so far | −0.9% | — |
| Volatility a year | 19.4% | 16.7% |
| Sharpe ratio | 0.21 | 0.80 |
| Biggest drop | −27.2% | −31.8% |
| Beta to the S&P 500 | 0.02 | 1.00 |
| Alpha a year (t-statistic) | +3.9% (0.65) | — |
| Share of weeks up | 9% | — |
Insights
| Period | Return a year | S&P 500 | Sharpe | S&P 500 | Biggest drop | Beta | Alpha (t) |
|---|---|---|---|---|---|---|---|
| Whole backtest19 Feb 2016 to 2 Nov 2026 | +4.9% | +15.5% | 0.21 | 0.80 | −27.2% | 0.02 | +3.9% (0.65) |
| 2018 onwards5 Jan 2018 to 2 Nov 2026 | −0.1% | +13.9% | −0.49 | 0.66 | −17.3% | 0.01 | −2.8% (−1.49) |
| Last three years3 Nov 2023 to 2 Nov 2026 | −0.3% | +21.8% | −0.45 | 1.16 | −17.3% | 0.04 | −5.0% (−0.89) |
| Last year7 Nov 2025 to 2 Nov 2026 | −1.0% | +14.2% | −0.20 | 0.84 | −17.3% | 0.16 | −5.0% (−0.30) |
| Date | Company | Action |
|---|---|---|
| 28 Jul 2017 | MMYT | Sold |