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Funds (13F)

Atalanta Sosnoff Capital, LLC

Backtest from 12 Jul 2013 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+14.9%
S&P 500 +13.9%
Last 12 months
+4.3%
S&P 500 +12.1%
Sharpe ratio
0.77
S&P 500 0.77
Biggest drop
−31.8%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $63.8k$56.5k
StrategyS&P 500 $10,000 in Atalanta Sosnoff Capital, LLC from 12 Jul 2013 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Atalanta Sosnoff Capital, 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.

Atalanta Sosnoff Capital, LLC's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+14.9%+13.9%
Total return+538%+465%
Last 12 months+4.3%+12.1%
Last 3 months−4.3%—
Last month−6.5%—
This year so far+3.4%—
Volatility a year17.4%15.9%
Sharpe ratio0.770.77
Biggest drop−31.8%−31.8%
Beta to the S&P 5001.071.00
Alpha a year (t-statistic)+0.3% (0.33)—
Share of weeks up60%—

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
NVDA8.3%——
GOOGL7.6%——
AAPL7.6%——
AMZN4.8%——
AVGO3.6%——
MU3.5%——
CAT3.4%——
MSFT3.4%——
GS3.3%——
JPM3.1%——
GEV2.7%——
AMAT2.6%——
GE2.2%——
DAL2.2%——
UNH2.2%——
CSCO2.1%——
AMD2.0%——
COST2.0%——
TTWO1.9%——
LRCX1.7%——
BAC1.7%——
LLY1.7%——
MCK1.6%——
WMT1.6%——
MS1.6%——
TSLA1.5%——
RTX1.5%——
MRK1.5%——
ANET1.4%——
ORCL1.4%——
AXP1.3%——
ADI1.2%——
SCHW1.1%——
META1.1%——
MCD1.0%——
TJX0.9%——
PCAR0.9%——
FCX0.8%——
RCL0.8%——
NOW0.7%——
LITE0.5%——
VRT0.5%——
WDC0.5%——
SPCX0.4%——
KO0.4%——
DKS0.3%——
FDX0.3%——
IBM0.3%——
SHOP0.2%——
ETN0.1%——
APP0.1%——
CVX0.1%——
VLO0.1%——
NOC0.1%——
ABBV0.0%——
GLW0.0%——
PANW0.0%——
TXN0.0%——
ARM0.0%——
C0.0%——
AEP0.0%——
WFC0.0%——
CVS0.0%——
DUK0.0%——
PFE0.0%——
IRM0.0%——
JNJ0.0%——
NFLX0.0%——
EPD0.0%——
DDOG0.0%——
SJM0.0%——
NI0.0%——
CFG0.0%——
ULTA0.0%——
CPB0.0%——
PM0.0%——
ROST0.0%——
PG0.0%——
MRVL0.0%——
PSA0.0%——
HD0.0%——
LAMR0.0%——
BMY0.0%——
GSK0.0%——
GILD0.0%——
MDT0.0%——
V0.0%——
URI0.0%——
AMGN0.0%——
GD0.0%——
ITW0.0%——
LHX0.0%——
PSX0.0%——
LYB0.0%——
IP0.0%——
YUM0.0%——
MO0.0%——
PLTR0.0%——
TMUS0.0%——

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

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest12 Jul 2013 to 2 Nov 2026+14.9%+13.9%0.770.77−31.8%1.07+0.3% (0.33)
2018 onwards5 Jan 2018 to 2 Nov 2026+15.1%+13.9%0.680.66−31.8%1.06+0.7% (0.49)
Last three years3 Nov 2023 to 2 Nov 2026+22.9%+21.8%1.051.16−20.8%1.17−1.4% (−0.64)
Last year7 Nov 2025 to 2 Nov 2026+6.4%+14.2%0.230.84−12.8%1.19−8.4% (−2.10)
DateCompanyAction
14 Aug 2026WDCBought
14 Aug 2026VRTBought
14 Aug 2026SPCXBought
14 Aug 2026SJMBought
14 Aug 2026ROSTBought
14 Aug 2026MRVLBought
14 Aug 2026MOBought
14 Aug 2026LITEBought
14 Aug 2026JNJBought
14 Aug 2026FDXBought
14 Aug 2026EPDBought
14 Aug 2026DDOGBought
14 Aug 2026CPBBought
14 Aug 2026APPBought
14 Aug 2026AMDBought
22 May 2026VLOBought
22 May 2026PCARBought
22 May 2026NIBought
22 May 2026GEVBought
22 May 2026FCXBought
22 May 2026DPZBought
22 May 2026DALBought
22 May 2026ARMBought
22 May 2026APHBought
22 May 2026AMATBought

Dated at the rebalance that made the change.

DateCompanyAction
14 Aug 2026TSCOSold
14 Aug 2026SNOWSold
14 Aug 2026NEMSold
14 Aug 2026DPZSold
14 Aug 2026CBRESold
14 Aug 2026BSXSold
14 Aug 2026APHSold
22 May 2026VRTXSold
22 May 2026SPOTSold
22 May 2026MSold
22 May 2026KKRSold
22 May 2026KHCSold
22 May 2026HPQSold
22 May 2026EQTSold
22 May 2026CRMSold
22 May 2026CMCSASold
22 May 2026CEGSold
22 May 2026BXSold
22 May 2026AMDSold
22 May 2026ALLSold
20 Feb 2026TSold
20 Feb 2026NKESold
20 Feb 2026EPDSold
20 Feb 2026DHISold
20 Feb 2026BASold

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