Funds (13F)
Browning West LP
Backtest from 19 Feb 2021 to 2 Nov 2026 · weekly · hypothetical
- Return a year
- +14.1% S&P 500 +13.8%
- Last 12 months
- −15.1% S&P 500 +12.1%
- Sharpe ratio
- 0.49 S&P 500 0.68
- Biggest drop
- −47.9% S&P 500 −23.9%
About
Copies Browning West LP'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.
Key statistics
| Measure | Strategy | S&P 500 |
|---|---|---|
| Return a year (compound) | +14.1% | +13.8% |
| Total return | +112% | +109% |
| Last 12 months | −15.1% | +12.1% |
| Last 3 months | −8.7% | — |
| Last month | +6.9% | — |
| This year so far | −24.2% | — |
| Volatility a year | 27.1% | 15.6% |
| Sharpe ratio | 0.49 | 0.68 |
| Biggest drop | −47.9% | −23.9% |
| Beta to the S&P 500 | 1.09 | 1.00 |
| Alpha a year (t-statistic) | +1.8% (0.20) | — |
| Share of weeks up | 53% | — |
Insights
| Period | Return a year | S&P 500 | Sharpe | S&P 500 | Biggest drop | Beta | Alpha (t) |
|---|---|---|---|---|---|---|---|
| Whole backtest19 Feb 2021 to 2 Nov 2026 | +14.1% | +13.8% | 0.49 | 0.68 | −47.9% | 1.09 | +1.8% (0.20) |
| Last three years3 Nov 2023 to 2 Nov 2026 | +20.1% | +21.8% | 0.70 | 1.16 | −32.6% | 0.90 | +2.0% (0.17) |
| Last year7 Nov 2025 to 2 Nov 2026 | −19.7% | +14.2% | −0.93 | 0.84 | −32.6% | 0.69 | −29.3% (−1.27) |