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Congress: members

Katherine M. Clark

Backtest from 9 Jan 2015 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+13.6%
S&P 500 +13.6%
Last 12 months
+18.0%
S&P 500 +12.1%
Sharpe ratio
0.69
S&P 500 0.72
Biggest drop
−30.4%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 201520172019202120232025 $45.2k$45.0k
Katherine M. ClarkS&P 500 $10,000 in Katherine M. Clark from 9 Jan 2015 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Mirrors the disclosed stock holdings of Rep. Katherine M. Clark (Democrat, MA) and family. It buys on the first trading day after each report is filed, sized by the middle of the value band reported, starts from the holdings listed in the member's annual disclosure report once that report is public, and holds each position until a sale is reported. Call options count as the stock until they expire. Members often report weeks or months late, so this is what a follower could actually have done.

Katherine M. Clark's trades →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+13.6%+13.6%
Total return+352%+350%
Last 12 months+18.0%+12.1%
Last 3 months+4.5%—
Last month+1.1%—
This year so far+15.7%—
Volatility a year17.6%16.5%
Sharpe ratio0.690.72
Biggest drop−30.4%−31.8%
Beta to the S&P 5000.921.00
Alpha a year (t-statistic)+1.1% (0.44)—
Share of weeks up57%—

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. 360 reported trades were copied.

Insights

CompanyWeightHeld sinceReturn since
AAPL48.8%15 Aug 2022+98.4%
BRK.B21.2%17 Mar 2015+283.8%
MSFT7.8%9 Jun 2023+62.3%
JPM6.6%15 Aug 2022+208.6%
GOOGL5.5%9 Jun 2023+134.0%
CSCO5.1%9 Jun 2023+126.3%
DIS1.4%15 Aug 2016+27.1%
VZ1.3%8 Sept 2015+78.8%
BAC1.1%15 May 2024+36.0%
T0.5%5 Apr 2019+49.6%
PFE0.4%13 Aug 2020+15.6%
F0.3%19 Feb 2016+80.0%
PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest9 Jan 2015 to 2 Nov 2026+13.6%+13.6%0.690.72−30.4%0.92+1.1% (0.44)
2018 onwards5 Jan 2018 to 2 Nov 2026+15.8%+13.9%0.730.66−30.4%0.90+2.9% (0.95)
Last three years3 Nov 2023 to 2 Nov 2026+21.8%+21.8%1.001.16−15.8%0.86+2.6% (0.40)
Last year7 Nov 2025 to 2 Nov 2026+18.7%+14.2%0.930.84−10.8%0.72+7.0% (0.55)
DateCompanyAction
15 May 2024BACBought
9 Jun 2023MSFTBought
9 Jun 2023GOOGLBought
9 Jun 2023CSCOBought
15 Aug 2022JPMBought
15 Aug 2022AAPLBought
16 Aug 2021VBought
16 Aug 2021UBSBought
16 Aug 2021MRKBought
16 Aug 2021HONBought
16 Aug 2021HDBought
16 Aug 2021BBYBought
3 Mar 2021SPGBought
3 Mar 2021CLNEBought
29 Dec 2020XYLBought
29 Dec 2020STTBought
29 Dec 2020SPGIBought
29 Dec 2020SBUXBought
29 Dec 2020SAPBought
29 Dec 2020PHGBought
29 Dec 2020PEPBought
29 Dec 2020ORCLBought
29 Dec 2020NVOBought
29 Dec 2020MABought
29 Dec 2020IRMBought

Dated on the first trading day after the report was filed, when a follower could have acted.

DateCompanyAction
18 May 2026IBMSold
6 Oct 2025PGSold
7 Nov 2023KOSold
9 Jun 2023NLYSold
9 Jun 2023BACSold
15 Oct 2021VSold
15 Oct 2021UBSSold
15 Oct 2021SPGISold
15 Oct 2021SBUXSold
15 Oct 2021SAPSold
15 Oct 2021PHGSold
15 Oct 2021PEPSold
15 Oct 2021ORCLSold
15 Oct 2021NVOSold
15 Oct 2021MSFTSold
15 Oct 2021MRKSold
15 Oct 2021MASold
15 Oct 2021INTCSold
15 Oct 2021HONSold
15 Oct 2021HDSold
15 Oct 2021FSLRSold
15 Oct 2021CSCOSold
15 Oct 2021CLNESold
15 Oct 2021BBYSold
16 Aug 2021XYLSold

Dated on the first trading day after the report was filed, when a follower could have acted.

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