Institution
Rothschild & Co Asset Management Us Inc.
13F for December 31, 2022, filed February 14, 2023 · SEC CIK 71259 · Holdings history from December 31, 1999
The latest available holdings for this manager are dated December 31, 2022.
- Reported value
- $6.6bn 91% in companies we cover
- Positions we cover
- 217 Largest JPM 2.7%
- Copy, a year
- +10.6% S&P 500 +9.8%
- Copy Sharpe ratio
- 0.56 S&P 500 0.55
Historical holdings
| Issuer | Class / type | Reported value | Quantity |
|---|---|---|---|
| REVANCE THERAPEUTICS INC761330109 | COM | $6.8m | 369,648 |
| REVOLVE GROUP INC76156B107 · RVLV | CL A | $3.6m | 163,789 |
| SAIA INC78709Y105 · SAIA | COM | $4.5m | 21,627 |
| SALESFORCE INC79466L302 · CRM | COM | $3.6m | 27,042 |
| SCHLUMBERGER LTD806857108 · SLB | COM STK | $112.3m | 2,099,718 |
| SCHWAB CHARLES CORP808513105 · SCHW | COM | $115.8m | 1,390,283 |
| SEACOAST BKG CORP FLA811707801 · SBCF | COM NEW | $7.5m | 239,687 |
| SEASPINE HLDGS CORP81255T108 | COM | $3.7m | 440,467 |
| SEAWORLD ENTMT INC81282V100 · PRKS | COM | $11.6m | 217,024 |
| SELECTIVE INS GROUP INC816300107 · SIGI | COM | $2.3m | 25,605 |
| SENTINELONE INC81730H109 · S | CL A | $2.3m | 156,045 |
| SERVICE CORP INTL817565104 · SCI | COM | $3.0m | 43,483 |
| SILICON LABORATORIES INC826919102 · SLAB | COM | $10.6m | 78,131 |
| SITE CTRS CORP82981J109 | COM | $7.9m | 578,212 |
| SITIME CORP82982T106 | COM | $2.6m | 25,809 |
| SITIO ROYALTIES CORP82983N108 | CLASS A COM | $7.1m | 245,840 |
| SOUTHWEST AIRLS CO844741108 · LUV | COM | $48.3m | 1,434,341 |
| SP PLUS CORP78469C103 | COM | $6.7m | 192,860 |
| SPDR S&P 500 ETF TR78462F103 | TR UNIT | $5.6m | 14,538 |
| SPECTRUM BRANDS HLDGS INC NE84790A105 · SPB | COM | $12.8m | 210,738 |
| SPROUT SOCIAL INC85209W109 · SPT | COM CL A | $7.1m | 125,019 |
| STARBUCKS CORP855244109 · SBUX | COM | $6.0m | 60,176 |
| STATE STR CORP857477103 · STT | COM | $74.5m | 959,829 |
| STERIS PLCG8473T100 · STE | SHS USD | $811,528 | 4,394 |
| STIFEL FINL CORP860630102 · SF | COM | $12.5m | 214,629 |
| STRYKER CORPORATION863667101 · SYK | COM | $1.9m | 7,973 |
| SUNNOVA ENERGY INTL INC.86745K104 | COM | $4.3m | 238,156 |
| SYNAPTICS INC87157D109 · SYNA | COM | $591,990 | 6,221 |
| SYNOPSYS INC871607107 · SNPS | COM | $245,215 | 768 |
| TAKE-TWO INTERACTIVE SOFTWAR874054109 · TTWO | COM | $3.5m | 33,279 |
| TARGET CORP87612E106 · TGT | COM | $69.2m | 464,463 |
| TEXTAINER GROUP HOLDINGS LTDG8766E109 | SHS | $13.0m | 418,636 |
| TEXTRON INC883203101 · TXT | COM | $64.3m | 908,735 |
| THERMO FISHER SCIENTIFIC INC883556102 · TMO | COM | $139.5m | 253,285 |
| TIMKEN CO887389104 · TKR | COM | $7.9m | 112,042 |
| TJX COS INC NEW872540109 · TJX | COM | $5.1m | 64,166 |
| TRAVELERS COMPANIES INC89417E109 · TRV | COM | $29.4m | 156,864 |
| TRUIST FINL CORP89832Q109 · TFC | COM | $32.1m | 744,996 |
| TYSON FOODS INC902494103 · TSN | CL A | $61.5m | 987,827 |
| UFP INDUSTRIES INC90278Q108 · UFPI | COM | $765,238 | 9,656 |
| UFP TECHNOLOGIES INC902673102 · UFPT | COM | $839,613 | 7,122 |
| ULTRAGENYX PHARMACEUTICAL IN90400D108 · RARE | COM | $6.5m | 139,517 |
| UNITED CMNTY BKS BLAIRSVLE G90984P303 · UCB | COM | $7.3m | 215,130 |
| UNITEDHEALTH GROUP INC91324P102 · UNH | COM | $115.8m | 218,441 |
| UNITIL CORP913259107 · UTL | COM | $9.5m | 184,261 |
| VERITEX HLDGS INC923451108 | COM | $5.5m | 197,057 |
| VERIZON COMMUNICATIONS INC92343V104 · VZ | COM | $38.9m | 987,211 |
| VIAVI SOLUTIONS INC925550105 · VIAV | COM | $3.7m | 353,818 |
| WELLS FARGO CO NEW949746101 · WFC | COM | $100.7m | 2,437,976 |
| WESTERN ALLIANCE BANCORP957638109 · WAL | COM | $6.7m | 111,865 |
| WSFS FINL CORP929328102 · WSFS | COM | $1.4m | 30,801 |
| XCEL ENERGY INC98389B100 · XEL | COM | $88.3m | 1,259,733 |
| ZIFF DAVIS INC48123V102 · ZD | COM | $11.6m | 146,650 |
| ZOETIS INC98978V103 · ZTS | CL A | $740,224 | 5,051 |
| ZOOMINFO TECHNOLOGIES INC98980F104 · GTM | COMMON STOCK | $3.1m | 101,418 |
How copying its 13F would have done
Reported value by quarter
View chart data
| Period | Reported value |
|---|---|
| 2010-03-31 | $5B |
| 2010-05-31 | $4.2B |
| 2010-06-30 | $4.1B |
| 2010-09-30 | $4.7B |
| 2010-12-31 | $4.2B |
| 2011-06-30 | $4.2B |
| 2011-09-30 | $3.2B |
| 2011-12-31 | $3.6B |
| 2012-03-31 | $3.9B |
| 2012-06-30 | $3.5B |
| 2012-09-30 | $3.7B |
| 2012-12-31 | $3.7B |
| 2013-03-31 | $4.2B |
| 2013-06-30 | $4.3B |
| 2013-09-30 | $4.6B |
| 2013-12-31 | $4.5B |
| 2014-03-31 | $4.5B |
| 2014-06-30 | $4.9B |
| 2014-09-30 | $4.7B |
| 2014-12-31 | $5B |
| 2015-03-31 | $5.3B |
| 2015-06-30 | $5.4B |
| 2015-09-30 | $5.1B |
| 2015-12-31 | $5.5B |
| 2016-03-31 | $5.3B |
| 2016-06-30 | $5.5B |
| 2016-09-30 | $5.8B |
| 2016-12-31 | $7.9B |
| 2017-03-31 | $8.7B |
| 2017-06-30 | $8.9B |
| 2017-09-30 | $9.1B |
| 2017-12-31 | $9.5B |
| 2018-03-31 | $9B |
| 2018-06-30 | $9.3B |
| 2018-09-30 | $9.7B |
| 2018-12-31 | $8.3B |
| 2019-03-31 | $9.3B |
| 2019-06-30 | $9.4B |
| 2019-09-30 | $9.2B |
| 2019-12-31 | $9.6B |
| 2020-03-31 | $6.4B |
| 2020-06-30 | $6.8B |
| 2020-09-30 | $5.6B |
| 2020-12-31 | $7.8B |
| 2021-03-31 | $8.1B |
| 2021-06-30 | $8.4B |
| 2021-09-30 | $8.1B |
| 2021-12-31 | $8.5B |
| 2022-03-31 | $7.8B |
| 2022-06-30 | $6.5B |
| 2022-09-30 | $5.8B |
| 2022-12-31 | $6.6B |
Latest covered holdings and moves
| Company | Share of portfolio | Value | Shares | Change in shares |
|---|---|---|---|---|
| JPMJPMorgan Chase | 2.65% | $174.5m | 1.30M | +1.9% Added |
| BACBank of America | 2.28% | $150.0m | 4.53M | +1.8% Added |
| TMOThermo Fisher Scientific | 2.12% | $139.5m | 253.3K | +2.1% Added |
| COPConocoPhillips | 1.97% | $129.9m | 1.10M | −17.4% Reduced |
| GOOGLAlphabet Inc. (Class A) | 1.93% | $127.2m | 1.44M | +2.9% Added |
| UNHUnitedHealth Group | 1.76% | $115.8m | 218.4K | +1.4% Added |
| SCHWCharles Schwab Corporation | 1.76% | $115.8m | 1.39M | −7.8% Reduced |
| SLBSchlumberger | 1.71% | $112.3m | 2.10M | +2.2% Added |
| PWRQuanta Services | 1.69% | $111.3m | 781.2K | −8.7% Reduced |
| NOCNorthrop Grumman | 1.63% | $107.4m | 196.8K | +1.5% Added |
| DUKDuke Energy | 1.63% | $107.0m | 1.04M | +8.1% Added |
| BMYBristol Myers Squibb | 1.62% | $106.7m | 1.48M | +2.0% Added |
| BLKBlackRock | 1.59% | $104.7m | 147.7K | +2.3% Added |
| HIGThe Hartford | 1.59% | $104.3m | 1.38M | +1.9% Added |
| MSFTMicrosoft Corporation | 1.58% | $103.7m | 432.4K | +1.2% Added |
| BSXBoston Scientific | 1.56% | $103.0m | 2.23M | +81.8% Added |
| PEPPepsiCo | 1.55% | $102.1m | 564.9K | +1.4% Added |
| APDAir Products | 1.54% | $101.6m | 329.6K | +2.0% Added |
| CORCencora | 1.54% | $101.6m | 613.0K | +1.6% Added |
| WFCWells Fargo | 1.53% | $100.7m | 2.44M | +1.6% Added |
| LLYLilly (Eli) | 1.52% | $100.3m | 274.3K | −13.0% Reduced |
| PHParker Hannifin | 1.50% | $98.5m | 338.6K | +1.5% Added |
| CATCaterpillar Inc. | 1.45% | $95.1m | 397.2K | +2.0% Added |
| ABBVAbbVie | 1.41% | $92.6m | 573.2K | +1.7% Added |
| AMTAmerican Tower | 1.37% | $90.1m | 425.1K | +33.7% Added |
| DISThe Walt Disney Company | 1.37% | $90.0m | 1.04M | +20.1% Added |
| XELXcel Energy | 1.34% | $88.3m | 1.26M | +3.5% Added |
| PLDPrologis | 1.33% | $87.5m | 776.5K | +2.4% Added |
| PYPLPayPal | 1.27% | $83.6m | 1.17M | +2495.8% Added |
| MLMMartin Marietta Materials | 1.27% | $83.4m | 246.7K | +2.2% Added |
| LOWLowe's | 1.25% | $82.1m | 412.3K | +2.1% Added |
| MSIMotorola Solutions | 1.24% | $81.5m | 316.1K | +2.2% Added |
| STTState Street Corporation | 1.13% | $74.5m | 959.8K | +2.6% Added |
| CSXCSX Corporation | 1.13% | $74.4m | 2.40M | +2.4% Added |
| JNJJohnson & Johnson | 1.05% | $69.4m | 392.8K | +4.5% Added |
| TGTTarget Corporation | 1.05% | $69.2m | 464.5K | +2.0% Added |
| METAMeta Platforms | 0.99% | $65.3m | 542.5K | +1.9% Added |
| TXTTextron | 0.98% | $64.3m | 908.7K | −18.0% Reduced |
| MDLZMondelez International | 0.97% | $63.7m | 955.7K | +2.5% Added |
| NEENextEra Energy | 0.97% | $63.5m | 759.9K | +17.3% Added |
| FOXAFox Corporation (Class A) | 0.95% | $62.8m | 2.07M | +18.2% Added |
| TSNTyson Foods | 0.94% | $61.5m | 987.8K | +1.2% Added |
| CVSCVS Health | 0.93% | $61.2m | 656.2K | +3.9% Added |
| GMGeneral Motors | 0.89% | $58.8m | 1.75M | +1.8% Added |
| MUMicron Technology | 0.75% | $49.4m | 988.7K | +2.4% Added |
| EOGEOG Resources | 0.75% | $49.1m | 379.3K | +3.7% Added |
| LUVSouthwest Airlines | 0.73% | $48.3m | 1.43M | +1.6% Added |
| ONON Semiconductor Corp | 0.70% | $45.8m | 734.6K | −1.4% Reduced |
| MRKMerck & Co. | 0.66% | $43.3m | 389.9K | +3.4% Added |
| AVGOBroadcom | 0.64% | $42.4m | 75.8K | +1.8% Added |
| DRIDarden Restaurants | 0.64% | $41.9m | 303.2K | +1.0% Added |
| ICEIntercontinental Exchange | 0.63% | $41.6m | 405.4K | +28.3% Added |
| EMREmerson Electric | 0.60% | $39.3m | 409.1K | +0.6% Added |
| CMCSAComcast | 0.59% | $38.9m | 1.11M | −36.9% Reduced |
| VZVerizon | 0.59% | $38.9m | 987.2K | +3.2% Added |
| PGProcter & Gamble | 0.57% | $37.8m | 249.2K | +11.3% Added |
| PRUPrudential Financial | 0.56% | $37.1m | 373.5K | +3.8% Added |
| ALLAllstate | 0.55% | $36.5m | 268.9K | +2.0% Added |
| RTXRTX Corporation | 0.55% | $36.0m | 356.4K | +5.6% Added |
| TFCTruist Financial | 0.49% | $32.1m | 745.0K | +3.7% Added |
| CSCOCisco | 0.48% | $31.6m | 662.7K | +4.8% Added |
| TRVThe Travelers Companies | 0.45% | $29.4m | 156.9K | +3.9% Added |
| BAXBaxter International | 0.42% | $28.0m | 548.7K | −54.1% Reduced |
| PSXPhillips 66 | 0.41% | $27.0m | 259.2K | +3.5% Added |
| HUNHuntsman Corp | 0.40% | $26.3m | 958.8K | +2.8% Added |
| AAPLApple Inc. | 0.39% | $25.7m | 198.2K | −3.3% Reduced |
| OCOwens Corning | 0.39% | $25.5m | 299.4K | +4.1% Added |
| AXPAmerican Express | 0.39% | $25.3m | 171.5K | +3.0% Added |
| ELSEquity Lifestyle Properties Inc | 0.30% | $20.1m | 310.4K | +5.0% Added |
| HWCHancock Whitney Corp | 0.30% | $19.8m | 410.0K | −6.4% Reduced |
| PORPortland General Electric Co | 0.27% | $17.8m | 362.9K | −5.7% Reduced |
| ADCAgree Realty Corp | 0.25% | $16.5m | 231.9K | +8.0% Added |
| BXPBXP, Inc. | 0.25% | $16.4m | 242.8K | +0.8% Added |
| BOXBOX Inc | 0.25% | $16.4m | 525.3K | −6.6% Reduced |
| PBHPrestige Consumer Healthcare Inc. | 0.24% | $16.1m | 256.6K | −6.1% Reduced |
| HOMBHome Bancshares Inc | 0.23% | $14.8m | 650.5K | +80.4% Added |
| ATKRAtkore Inc. | 0.21% | $13.7m | 120.5K | −32.7% Reduced |
| NPOEnpro Inc. | 0.21% | $13.6m | 124.8K | −6.6% Reduced |
| FRFirst Industrial Realty Trust Inc | 0.20% | $13.3m | 275.4K | +1.5% Added |
| MGYMagnolia Oil & Gas Corp | 0.20% | $13.2m | 561.0K | +15.7% Added |
| SPBSpectrum Brands Holdings, Inc. | 0.20% | $12.8m | 210.7K | −6.3% Reduced |
| SFStifel Financial Corp | 0.19% | $12.5m | 214.6K | −6.6% Reduced |
| CALXCalix, Inc | 0.19% | $12.4m | 181.3K | −6.6% Reduced |
| AHCOAdapthealth Corp. | 0.18% | $11.9m | 620.6K | −0.8% Reduced |
| ASIXAdvansix Inc. | 0.18% | $11.9m | 313.3K | −5.1% Reduced |
| PRKSUnited Parks & Resorts Inc. | 0.18% | $11.6m | 217.0K | −6.0% Reduced |
| BRXBrixmor Property Group Inc. | 0.18% | $11.6m | 512.1K | −9.5% Reduced |
| ZDZiff Davis, Inc. | 0.18% | $11.6m | 146.7K | −5.4% Reduced |
| SLABSilicon Laboratories Inc. | 0.16% | $10.6m | 78.1K | −7.8% Reduced |
| JRVRJames River Group Holdings, Inc. | 0.16% | $10.6m | 506.6K | −5.7% Reduced |
| DECKDeckers Brands | 0.16% | $10.3m | 25.8K | −18.7% Reduced |
| ABTAbbott Laboratories | 0.15% | $10.2m | 93.1K | −1.8% Reduced |
| HALOHalozyme Therapeutics, Inc. | 0.15% | $10.0m | 176.5K | −3.4% Reduced |
| AMZNAmazon | 0.15% | $10.0m | 119.2K | +0.1% |
| BLMNBloomin' Brands, Inc. | 0.15% | $10.0m | 496.6K | −6.3% Reduced |
| MAMastercard | 0.15% | $9.9m | 28.6K | −3.4% Reduced |
| HGVHilton Grand Vacations Inc. | 0.15% | $9.8m | 253.5K | −5.7% Reduced |
| KNXKnight-swift Transportation Holdings Inc. | 0.15% | $9.7m | 184.5K | −9.8% Reduced |
| EGEverest Group | 0.14% | $9.5m | 28.8K | −1.8% Reduced |
| UTLUnitil Corp | 0.14% | $9.5m | 184.3K | −0.6% Reduced |
| CVLTCommvault Systems Inc | 0.14% | $9.4m | 149.9K | −6.1% Reduced |
| PFGCPerformance Food Group Co | 0.14% | $9.4m | 160.5K | −34.6% Reduced |
| SHOOSteven Madden, LTD. | 0.14% | $9.2m | 287.9K | −5.2% Reduced |
| ASOAcademy Sports & Outdoors, Inc. | 0.14% | $9.2m | 175.0K | New |
| HRMYHarmony Biosciences Holdings, Inc. | 0.14% | $9.1m | 165.1K | −14.1% Reduced |
| RDNRadian Group Inc | 0.14% | $8.9m | 469.3K | −7.4% Reduced |
| KBHKB Home | 0.14% | $8.9m | 278.6K | −5.8% Reduced |
| LNTHLantheus Holdings, Inc. | 0.13% | $8.8m | 173.6K | New |
| ONTOOnto Innovation Inc. | 0.13% | $8.8m | 129.5K | −6.4% Reduced |
| COHRCoherent Corp. | 0.13% | $8.6m | 244.5K | +12.6% Added |
| AEOAmerican Eagle Outfitters Inc | 0.13% | $8.6m | 613.0K | −5.8% Reduced |
| BJBj's Wholesale Club Holdings, Inc. | 0.13% | $8.5m | 127.7K | −25.7% Reduced |
| JAZZJazz Pharmaceuticals plc | 0.13% | $8.3m | 52.2K | −11.2% Reduced |
| EFSCEnterprise Financial Services Corp | 0.12% | $8.2m | 167.1K | −1.0% Reduced |
| WOOFPetco Health & Wellness Company, Inc. | 0.12% | $8.1m | 857.2K | +31.3% Added |
| TKRTimken Co | 0.12% | $7.9m | 112.0K | −10.7% Reduced |
| MMSIMerit Medical Systems Inc | 0.12% | $7.9m | 111.5K | −9.0% Reduced |
| LADLithia Motors Inc | 0.12% | $7.7m | 37.7K | −7.7% Reduced |
| MRVLMarvell Technology | 0.12% | $7.6m | 204.6K | +26.3% Added |
| IIIVI3 Verticals, Inc. | 0.12% | $7.6m | 310.7K | +74.9% Added |
| SBCFSeacoast Banking Corp Of Florida | 0.11% | $7.5m | 239.7K | +18.8% Added |
| EPCEdgewell Personal Care Co | 0.11% | $7.4m | 191.2K | New |
| MAAMid-America Apartment Communities | 0.11% | $7.3m | 46.8K | −11.2% Reduced |
| UCBUnited Community Banks Inc | 0.11% | $7.3m | 215.1K | −13.0% Reduced |
| FCNFTI Consulting, Inc | 0.11% | $7.3m | 45.7K | −0.6% Reduced |
| NINiSource | 0.11% | $7.2m | 261.7K | −11.2% Reduced |
| AESAES Corporation | 0.11% | $7.2m | 249.0K | −11.3% Reduced |
| GPKGraphic Packaging Holding Co | 0.11% | $7.1m | 318.8K | −11.3% Reduced |
| SPTSprout Social, Inc. | 0.11% | $7.1m | 125.0K | −7.1% Reduced |
| AVTRAvantor, Inc. | 0.11% | $7.1m | 334.6K | +7.2% Added |
| HRIHerc Holdings Inc | 0.10% | $6.9m | 52.4K | −1.1% Reduced |
| ELFE.l.f. Beauty, Inc. | 0.10% | $6.9m | 124.6K | −9.6% Reduced |
| MYRGMYR Group Inc. | 0.10% | $6.8m | 74.2K | +5.6% Added |
| NBIXNeurocrine Biosciences Inc | 0.10% | $6.8m | 57.1K | −11.3% Reduced |
| DRHDiamondrock Hospitality Co | 0.10% | $6.7m | 815.3K | −1.1% Reduced |
| FANGDiamondback Energy | 0.10% | $6.7m | 48.7K | −11.2% Reduced |
| WALWestern Alliance Bancorporation | 0.10% | $6.7m | 111.9K | −11.3% Reduced |
| LAMRLamar Advertising Co | 0.10% | $6.5m | 68.9K | −11.2% Reduced |
| RAREUltragenyx Pharmaceutical Inc. | 0.10% | $6.5m | 139.5K | +15.6% Added |
| PGNYProgyny, Inc. | 0.09% | $6.2m | 198.9K | −6.7% Reduced |
| JCIJohnson Controls | 0.09% | $6.2m | 96.3K | −2.5% Reduced |
| DOXAmdocs LTD | 0.09% | $6.0m | 65.8K | −2.0% Reduced |
| SBUXStarbucks | 0.09% | $6.0m | 60.2K | −2.6% Reduced |
| MEDPMedpace Holdings, Inc. | 0.09% | $5.8m | 27.4K | −13.4% Reduced |
| JJacobs Solutions | 0.09% | $5.8m | 48.1K | −11.7% Reduced |
| OIIOceaneering International Inc | 0.09% | $5.8m | 328.9K | −0.6% Reduced |
| CECelanese Corp | 0.08% | $5.4m | 53.1K | −11.2% Reduced |
| PLAYDave & Buster's Entertainment, Inc. | 0.08% | $5.4m | 152.7K | −0.7% Reduced |
| NXRTNexpoint Residential Trust, Inc. | 0.08% | $5.3m | 121.5K | −0.8% Reduced |
| ADUSAddus Homecare Corp | 0.08% | $5.3m | 53.2K | −0.9% Reduced |
| Company | Bought (value) | Shares |
|---|---|---|
| PYPLPayPal | $80.4m | 1.13M |
| BSXBoston Scientific | $46.3m | 1.00M |
| AMTAmerican Tower | $22.7m | 107.1K |
| DISThe Walt Disney Company | $15.1m | 173.5K |
| FOXAFox Corporation (Class A) | $9.7m | 318.7K |
| NEENextEra Energy | $9.3m | 111.8K |
| ASOAcademy Sports & Outdoors, Inc. | $9.2m | 175.0K |
| ICEIntercontinental Exchange | $9.2m | 89.4K |
| LNTHLantheus Holdings, Inc. | $8.8m | 173.6K |
| DUKDuke Energy | $8.0m | 78.1K |
| EPCEdgewell Personal Care Co | $7.4m | 191.2K |
| HOMBHome Bancshares Inc | $6.6m | 290.0K |
| HFWAHeritage Financial Corp | $5.0m | 164.0K |
| PGProcter & Gamble | $3.8m | 25.3K |
| GOOGLAlphabet Inc. (Class A) | $3.6m | 41.2K |
| Company | Sold (value) | Shares |
|---|---|---|
| GPNGlobal Payments | −$58.0m | −536.8K |
| BAXBaxter International | −$32.9m | −645.4K |
| COPConocoPhillips | −$27.4m | −231.9K |
| CMCSAComcast | −$22.8m | −650.6K |
| LLYLilly (Eli) | −$15.1m | −41.2K |
| TXTTextron | −$14.2m | −199.9K |
| PWRQuanta Services | −$10.6m | −74.4K |
| WTFCWintrust Financial Corp | −$10.3m | −126.9K |
| SCHWCharles Schwab Corporation | −$9.9m | −118.3K |
| INTCIntel | −$8.6m | −333.6K |
| ATKRAtkore Inc. | −$6.6m | −58.5K |
| KSSKohls Corp | −$5.8m | −228.7K |
| GNRCGenerac | −$5.3m | −29.9K |
| PFGCPerformance Food Group Co | −$5.0m | −84.9K |
| CDWCDW Corporation | −$4.1m | −26.5K |
| Period | Copy, a year | S&P 500 | Sharpe | S&P 500 | Biggest drop | Beta |
|---|---|---|---|---|---|---|
| Whole backtestFebruary 15, 2008 to May 26, 2023 | +10.6% | +9.8% | 0.56 | 0.55 | −46.4% | 1.03 |
| 2010 to 2017January 8, 2010 to December 29, 2017 | +16.6% | +13.5% | 1.05 | 0.98 | −19.2% | 1.11 |
| 2018 onwardsJanuary 5, 2018 to May 26, 2023 | +7.0% | +10.1% | 0.35 | 0.50 | −38.8% | 1.05 |
| Last three yearsMay 29, 2020 to May 26, 2023 | +14.9% | +13.1% | 0.76 | 0.69 | −19.4% | 0.96 |
| Last yearMay 27, 2022 to May 26, 2023 | −2.0% | +2.9% | −0.20 | 0.05 | −14.1% | 0.93 |