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Funds (13F)

Aristotle Capital Management, LLC

Backtest from 16 Aug 2013 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+13.8%
S&P 500 +14.1%
Last 12 months
+15.1%
S&P 500 +12.1%
Sharpe ratio
0.68
S&P 500 0.74
Biggest drop
−37.3%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$55.0k
StrategyS&P 500 $10,000 in Aristotle Capital Management, LLC from 16 Aug 2013 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Aristotle Capital 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.

Aristotle Capital Management, LLC's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+13.8%+14.1%
Total return+450%+470%
Last 12 months+15.1%+12.1%
Last 3 months+5.3%—
Last month+6.8%—
This year so far+10.3%—
Volatility a year17.3%16.0%
Sharpe ratio0.680.74
Biggest drop−37.3%−31.8%
Beta to the S&P 5001.001.00
Alpha a year (t-statistic)−0.1% (−0.03)—
Share of weeks up59%—

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
WSM6.8%——
PH5.2%——
CTVA4.0%——
COF3.4%——
MSFT3.1%——
USB2.8%——
MLM2.8%——
AMGN2.8%——
QCOM2.7%——
TDY2.7%——
MCHP2.6%——
ECL2.6%——
AMP2.5%——
PNC2.5%——
KO2.5%——
MSI2.3%——
MRK2.2%——
XEL2.2%——
GD2.2%——
WFC2.1%——
EW2.1%——
SNPS2.0%——
RPM2.0%——
VZ2.0%——
AIG1.9%——
APD1.9%——
OSK1.9%——
AWK1.9%——
LEN1.9%——
UBER1.9%——
ADSK1.8%——
CFR1.8%——
CVX1.8%——
LOW1.8%——
PG1.7%——
ALC1.6%——
BX1.5%——
MKC1.5%——
ELS1.4%——
MDT1.3%——
ADBE1.1%——
CCEP0.5%——
MS0.3%——
CCJ0.3%——
TT0.3%——
IR0.3%——
DVN0.2%——
SUNB0.2%——
GSK0.2%——
MICC0.2%——
HLN0.2%——
ACN0.1%——
RTO0.1%——
FCFS0.1%——
JAZZ0.1%——
ABBV0.0%——
NCLH0.0%——
RY0.0%——
JNJ0.0%——
CTAS0.0%——
ATO0.0%——
ABT0.0%——
AXP0.0%——
JPM0.0%——
PEP0.0%——
CHD0.0%——
GWW0.0%——
ITW0.0%——
AAPL0.0%——
DHR0.0%——
FELE0.0%——
SYY0.0%——
EMR0.0%——
COST0.0%——
PFE0.0%——
XYL0.0%——
MMM0.0%——
SJM0.0%——
KMB0.0%——
BAC0.0%——
GLW0.0%——
V0.0%——
DOV0.0%——
DCI0.0%——
GOOGL0.0%——
HON0.0%——
UNP0.0%——
HONA0.0%——
FITB0.0%——
PSX0.0%——
RTX0.0%——
SBUX0.0%——
CSCO0.0%——
CBSH0.0%——
INTC0.0%——
ETR0.0%——
PM0.0%——
ZBH0.0%——
CMI0.0%——
DTM0.0%——
SNA0.0%——
MTB0.0%——
WMT0.0%——
PKG0.0%——
WSO0.0%——
TXN0.0%——
DRI0.0%——
KTB0.0%——
CINF0.0%——
ORCL0.0%——
EVRG0.0%——
HD0.0%——

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

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest16 Aug 2013 to 2 Nov 2026+13.8%+14.1%0.680.74−37.3%1.00−0.1% (−0.03)
2018 onwards5 Jan 2018 to 2 Nov 2026+12.4%+13.9%0.520.62−37.3%0.99−0.9% (−0.38)
Last three years3 Nov 2023 to 2 Nov 2026+15.1%+21.8%0.771.16−16.8%0.75−1.6% (−0.32)
Last year7 Nov 2025 to 2 Nov 2026+15.4%+14.2%0.950.84−9.8%0.51+5.9% (0.59)
DateCompanyAction
21 Aug 2026WSOBought
21 Aug 2026TXNBought
21 Aug 2026SNABought
21 Aug 2026PKGBought
21 Aug 2026MTBBought
21 Aug 2026INTCBought
21 Aug 2026HONABought
21 Aug 2026HONBought
21 Aug 2026HDBought
21 Aug 2026EWBought
21 Aug 2026EVRGBought
21 Aug 2026DVNBought
21 Aug 2026DRIBought
21 Aug 2026CSCOBought
21 Aug 2026CMIBought
21 Aug 2026CINFBought
22 May 2026ULBought
22 May 2026SUNBBought
22 May 2026MSIBought
22 May 2026KTBBought
22 May 2026FITBBought
22 May 2026DTMBought
20 Feb 2026MKCBought
20 Feb 2026MICCBought
21 Nov 2025MCDBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026ULSold
21 Aug 2026DLBSold
21 Aug 2026AERSold
22 May 2026STZSold
22 May 2026MTBSold
22 May 2026CMISold
22 May 2026CINFSold
20 Feb 2026SCISold
20 Feb 2026MDLZSold
20 Feb 2026MCDSold
20 Feb 2026KTBSold
20 Feb 2026FMCSold
15 Aug 2025VLTOSold
15 Aug 2025PYPLSold
15 Aug 2025MCDSold
16 May 2025MGASold
16 May 2025KTBSold
21 Feb 2025CLSold

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