ELLIOTT MANAGEMENT CORP
What you'd have made by mirroring ELLIOTT MANAGEMENT CORP's public 13F filings, starting with $10,000 on Aug 14, 2013 and rebalancing at every disclosure through May 31, 2026.
Equity curve
$10,000 mirrored · vs AGGRisk profile
Weekly mirror returns vs AGG · rf ≈ 4%Drawdown
Underwater curve — distance below running peakLargest drawdown: -61.4% from 2018-06-06 to 2020-03-18 · not yet recovered.
Style decomposition
R² 14% · 668 weekly obsMultivariate regression of weekly mirror excess return on five style factors built from the benchmark ETFs: SPY (market), IWM−SPY (size), QQQ−SPY (growth), EFA−SPY (international), AGG−SPY (bonds). The intercept is the “true alpha” after stripping these passive tilts. ✓ marks loadings whose |t-stat| ≥ 2 (≈ 95% confidence the loading is non-zero).
Rolling 1y alpha
Trailing 52w mirror return − AGG returnWhether the headline alpha was earned recently or decades ago. Bands above the zero line are quarters where the mirror beat AGG on a trailing-year basis; bands below are quarters where it lost ground. A flat positive line = steady outperformance; a curve that crosses often = regime-dependent strategy.
Realized P&L · closed trades
Cumulative profit from positions opened and later soldBiggest closed trades
| Issuer | Entry | Exit | Held | Return | P&L |
|---|---|---|---|---|---|
PEABODY ENERGY CORP NEW BTU | Q3 2017 | Q2 2020 | 11Q | -89% | −$459.15M |
FIRSTENERGY CORP FE | Q4 2018 | Q4 2019 | 4Q | +26% | +$245.5M |
NETAPP INC NTAP | Q3 2013 | Q2 2014 | 3Q | -17% | −$98.66M |
ALCOA CORP AA | Q1 2017 | Q2 2018 | 5Q | +31% | +$89.31M |
MARATHON PETE CORP MPC | Q3 2019 | Q2 2020 | 3Q | -30% | −$77.33M |
MARATHON PETE CORP MPC | Q4 2016 | Q1 2018 | 5Q | +61% | +$77.32M |
DELL TECHNOLOGIES INC DELL | Q1 2019 | Q2 2020 | 5Q | -23% | −$73.19M |
MEDNAX INC MD | Q1 2018 | Q2 2019 | 5Q | -48% | −$63.45M |
DEVON ENERGY CORP NEW DVN | Q3 2018 | Q1 2020 | 6Q | -45% | −$59.89M |
RYANAIR HLDGS PLC RYAAY | Q1 2016 | Q1 2018 | 8Q | +53% | +$58.35M |