undamentalytics Newsletter
Sign in

Funds (13F)

BAMCO Inc

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

Watch this strategy
Return a year
+12.9%
S&P 500 +14.1%
Last 12 months
+1.6%
S&P 500 +12.1%
Sharpe ratio
0.60
S&P 500 0.78
Biggest drop
−38.7%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$49.9k
BAMCO IncS&P 500 $10,000 in BAMCO Inc 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 BAMCO Inc'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.

BAMCO Inc's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+12.9%+14.1%
Total return+399%+470%
Last 12 months+1.6%+12.1%
Last 3 months+9.2%—
Last month−0.8%—
This year so far−0.7%—
Volatility a year20.7%16.0%
Sharpe ratio0.600.78
Biggest drop−38.7%−31.8%
Beta to the S&P 5001.171.00
Alpha a year (t-statistic)−2.2% (−0.89)—
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.

Insights

CompanyWeightHeld sinceReturn since
SPCX37.8%——
TSLA8.0%——
MSCI2.7%——
ACGL2.3%——
H2.1%——
SHOP1.9%——
SPOT1.7%——
GWRE1.7%——
SCHW1.6%——
RRR1.6%——
IDXX1.6%——
CHH1.6%——
IT1.5%——
FDS1.5%——
MTN1.4%——
KNSL1.3%——
VRSK1.3%——
BIRK1.0%——
FIGS0.9%——
CSGP0.9%——
ONON0.9%——
NVDA0.9%——
MORN0.8%——
AMZN0.7%——
IBKR0.6%——
VRT0.5%——
TSM0.5%——
APH0.4%——
WELL0.4%——
IOT0.4%——
ABNB0.4%——
SITE0.3%——
FPS0.3%——
PWR0.3%——
EQIX0.3%——
LOAR0.3%——
GOOGL0.3%——
AVGO0.3%——
PRI0.3%——
MTD0.3%——
LVS0.3%——
LLY0.3%——
TOL0.3%——
BXDC0.3%——
NPO0.2%——
MRNA0.2%——
NOVT0.2%——
DDOG0.2%——
CBRE0.2%——
META0.2%——
LLYVK0.2%——
GDS0.2%——
ARGX0.2%——
MAC0.2%——
HLI0.2%——
NET0.2%——
MTH0.2%——
PLD0.2%——
JEF0.2%——
WMS0.2%——
TDG0.2%——
INDI0.2%——
RGEN0.2%——
CRWD0.1%——
HLT0.1%——
JBTM0.1%——
DKNG0.1%——
HTFL0.1%——
CWST0.1%——
HNGE0.1%——
CGNX0.1%——
RBRK0.1%——
BLLN0.1%——
SNOW0.1%——
AXON0.1%——
GLPI0.1%——
MPWR0.1%——
MELI0.1%——
HEI0.1%——
RDNT0.1%——
FIG0.1%——
PSA0.1%——
FWONK0.1%——
BFAM0.1%——
NU0.1%——
WING0.1%——
MRCY0.1%——
KRMN0.1%——
ASML0.1%——
BWIN0.1%——
BABA0.1%——
MIR0.1%——
BX0.1%——
CRH0.1%——
AAON0.1%——
DT0.1%——
HQY0.1%——
WYNN0.1%——
ICLR0.1%——
CBRS0.1%——
VMC0.1%——
FBIN0.1%——
FA0.1%——
DRVN0.1%——
PCOR0.1%——
V0.1%——
MSGS0.1%——
TXRH0.1%——
WST0.1%——
ROP0.1%——
PENN0.1%——
HD0.1%——
SHAK0.1%——
LYV0.1%——
PLNT0.1%——
LRCX0.1%——
CDNA0.1%——
PRMB0.1%——
KTOS0.1%——
TEM0.1%——
AEIS0.1%——
DPC0.1%——
INTA0.1%——
MU0.1%——
NTSK0.1%——
TTAN0.1%——
CZR0.1%——
AADX0.1%——
CPNG0.1%——
DLR0.1%——
JLL0.1%——
MAIR0.1%——
IBP0.1%——
ARXS0.1%——
PHM0.1%——
NEOG0.1%——
STVN0.1%——
LOW0.1%——
ONT0.1%——
XP0.1%——
ROL0.1%——
BYD0.1%——
MA0.1%——
LGN0.1%——
ILMN0.1%——
IRM0.1%——
TRU0.1%——
VCYT0.1%——
KBH0.1%——
ISRG0.1%——

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+12.9%+14.1%0.600.78−38.7%1.17−2.2% (−0.89)
2018 onwards5 Jan 2018 to 2 Nov 2026+11.2%+13.9%0.450.66−38.7%1.19−3.4% (−0.99)
Last three years3 Nov 2023 to 2 Nov 2026+10.5%+21.8%0.401.16−21.9%1.03−9.7% (−1.65)
Last year7 Nov 2025 to 2 Nov 2026+3.3%+14.2%0.050.84−16.0%0.99−8.9% (−0.64)
DateCompanyAction
21 Aug 2026XPEVBought
21 Aug 2026XEBought
21 Aug 2026WHBought
21 Aug 2026VIKBought
21 Aug 2026VALEBought
21 Aug 2026UNHBought
21 Aug 2026TXNBought
21 Aug 2026TNGXBought
21 Aug 2026SPCXBought
21 Aug 2026SHAKBought
21 Aug 2026SCCOBought
21 Aug 2026PHMBought
21 Aug 2026PBRBought
21 Aug 2026NAMSBought
21 Aug 2026MTHBought
21 Aug 2026MRNABought
21 Aug 2026MHKBought
21 Aug 2026MAIRBought
21 Aug 2026LINBought
21 Aug 2026LCLNBought
21 Aug 2026KBHBought
21 Aug 2026JPMBought
21 Aug 2026JHXBought
21 Aug 2026INIOBought
21 Aug 2026HROWBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026WIXSold
21 Aug 2026VRNSSold
21 Aug 2026VKTXSold
21 Aug 2026VIASold
21 Aug 2026TEAMSold
21 Aug 2026SYKSold
21 Aug 2026SPRYSold
21 Aug 2026SKYSold
21 Aug 2026SHWSold
21 Aug 2026SEISold
21 Aug 2026RMBSSold
21 Aug 2026RHISold
21 Aug 2026PODDSold
21 Aug 2026PDDSold
21 Aug 2026NOWSold
21 Aug 2026MDLNSold
21 Aug 2026KMXSold
21 Aug 2026INSPSold
21 Aug 2026FVRRSold
21 Aug 2026EPRTSold
21 Aug 2026CGSold
21 Aug 2026BMISold
21 Aug 2026ARXSold
21 Aug 2026AMTSold
21 Aug 2026AMHSold

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