undamentalytics Newsletter
Sign in

Funds (13F)

Boston Partners

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

Watch this strategy
Return a year
+12.3%
S&P 500 +13.8%
Last 12 months
+21.3%
S&P 500 +12.1%
Sharpe ratio
0.63
S&P 500 0.76
Biggest drop
−38.6%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $55.3k$46.6k
Boston PartnersS&P 500 $10,000 in Boston Partners from 2 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 Boston Partners'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.

Boston Partners's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+12.3%+13.8%
Total return+366%+453%
Last 12 months+21.3%+12.1%
Last 3 months+1.7%—
Last month+3.1%—
This year so far+16.2%—
Volatility a year17.8%16.0%
Sharpe ratio0.630.76
Biggest drop−38.6%−31.8%
Beta to the S&P 5001.021.00
Alpha a year (t-statistic)−1.3% (−0.64)—
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
AMZN2.8%——
JPM2.2%——
USFD1.7%——
AMAT1.7%——
FLEX1.3%——
COR1.3%——
CRH1.3%——
MU1.3%——
DELL1.3%——
MCHP1.2%——
LPLA1.1%——
ABBV1.1%——
NXPI1.1%——
PM1.0%——
FANG0.9%——
DIS0.9%——
META0.9%——
URI0.9%——
DGX0.9%——
COP0.9%——
MS0.9%——
GS0.9%——
CPAY0.8%——
HBAN0.8%——
MPC0.8%——
WFC0.8%——
MCK0.8%——
FE0.8%——
IQV0.8%——
LH0.8%——
V0.8%——
UBER0.8%——
THC0.8%——
ODFL0.8%——
RS0.8%——
COF0.8%——
NVDA0.7%——
AXP0.7%——
GILD0.7%——
LHX0.7%——
CDW0.7%——
ETR0.7%——
AON0.6%——
FDX0.6%——
ZBRA0.6%——
CMI0.6%——
ALLE0.6%——
BKNG0.6%——
SLB0.6%——
KO0.6%——
ALL0.6%——
CCEP0.6%——
MKL0.6%——
AZN0.5%——
UAL0.5%——
SO0.5%——
FCX0.5%——
HUBB0.5%——
FTI0.5%——
TXT0.5%——
CI0.5%——
CHRW0.5%——
BALL0.5%——
AMP0.5%——
WAB0.5%——
CNP0.5%——
SPG0.5%——
NTAP0.5%——
RNR0.5%——
TPR0.5%——
SYY0.5%——
MRVL0.5%——
GEN0.5%——
GD0.5%——
BAC0.5%——
EXPD0.4%——
EBAY0.4%——
ICE0.4%——
EWBC0.4%——
RRC0.4%——
ARW0.4%——
CVE0.4%——
NEM0.4%——
COKE0.4%——
AZO0.4%——
STLD0.4%——
FTDR0.4%——
NVR0.4%——
FAF0.4%——
APO0.4%——
TMUS0.4%——
WTS0.3%——
GNRC0.3%——
HON0.3%——
DTE0.3%——
HONA0.3%——
MAS0.3%——
NRG0.3%——
CACC0.3%——
MKC0.3%——
LAMR0.3%——
ALSN0.3%——
NTR0.3%——
SGI0.3%——
PKG0.3%——
HWM0.3%——
AME0.3%——
J0.3%——
AMG0.3%——
SYK0.3%——
WSM0.3%——
SPGI0.3%——
PR0.3%——
TRV0.3%——
GEHC0.3%——
PGR0.3%——
GOOGL0.3%——
ORCL0.3%——
IDCC0.3%——
STE0.3%——
SOLV0.3%——
REG0.3%——
SF0.3%——
CB0.3%——
MUSA0.3%——
LSTR0.3%——
MDT0.3%——
FITB0.3%——
PSX0.3%——
JNJ0.3%——
ICLR0.3%——
EXPE0.3%——
MSFT0.3%——
OGE0.3%——
BIIB0.3%——
EGP0.3%——
SEIC0.3%——
VVV0.2%——
RBA0.2%——
NEU0.2%——
ROST0.2%——
CACI0.2%——
XEL0.2%——
YUM0.2%——
RL0.2%——
WHD0.2%——
CMC0.2%——
AMGN0.2%——
LECO0.2%——
DOV0.2%——

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

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest2 Aug 2013 to 2 Nov 2026+12.3%+13.8%0.630.76−38.6%1.02−1.3% (−0.64)
2018 onwards5 Jan 2018 to 2 Nov 2026+11.5%+13.9%0.510.66−38.6%1.01−1.8% (−0.65)
Last three years3 Nov 2023 to 2 Nov 2026+19.3%+21.8%1.051.16−16.8%0.78+1.4% (0.32)
Last year7 Nov 2025 to 2 Nov 2026+21.4%+14.2%1.490.84−7.5%0.59+10.0% (1.23)
DateCompanyAction
7 Aug 2026YSWYBought
7 Aug 2026WHDBought
7 Aug 2026WCCBought
7 Aug 2026VLTOBought
7 Aug 2026VEEVBought
7 Aug 2026USBBought
7 Aug 2026UMCBought
7 Aug 2026ULTABought
7 Aug 2026TXOBought
7 Aug 2026TPRBought
7 Aug 2026TOSTBought
7 Aug 2026STAGBought
7 Aug 2026SRADBought
7 Aug 2026SPGIBought
7 Aug 2026SOCBought
7 Aug 2026SIRIBought
7 Aug 2026SANMBought
7 Aug 2026RVTYBought
7 Aug 2026ROOTBought
7 Aug 2026RDNBought
7 Aug 2026PTCBought
7 Aug 2026POOLBought
7 Aug 2026PLUSBought
7 Aug 2026PAYBought
7 Aug 2026OVVBought

Dated at the rebalance that made the change.

DateCompanyAction
7 Aug 2026YEXTSold
7 Aug 2026WTTRSold
7 Aug 2026WLKSold
7 Aug 2026VITLSold
7 Aug 2026VGNTSold
7 Aug 2026VGSold
7 Aug 2026VALESold
7 Aug 2026TIPTSold
7 Aug 2026THSold
7 Aug 2026SMTCSold
7 Aug 2026RCMTSold
7 Aug 2026RACESold
7 Aug 2026PRMBSold
7 Aug 2026PLAYSold
7 Aug 2026PKSold
7 Aug 2026PFSISold
7 Aug 2026PCYOSold
7 Aug 2026OTEXSold
7 Aug 2026OIISold
7 Aug 2026NWPXSold
7 Aug 2026NSITSold
7 Aug 2026NFLXSold
7 Aug 2026NECBSold
7 Aug 2026NATLSold
7 Aug 2026MPAASold

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