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Funds (13F)

Capital International, Inc.

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

Watch this strategy
Return a year
+13.6%
S&P 500 +14.1%
Last 12 months
+10.6%
S&P 500 +12.1%
Sharpe ratio
0.68
S&P 500 0.78
Biggest drop
−33.0%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$53.7k
Capital International, Inc.S&P 500 $10,000 in Capital International, 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 Capital International, 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.

Capital International, Inc.'s 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+13.6%+14.1%
Total return+437%+470%
Last 12 months+10.6%+12.1%
Last 3 months+1.7%—
Last month+1.3%—
This year so far+7.8%—
Volatility a year18.4%16.0%
Sharpe ratio0.680.78
Biggest drop−33.0%−31.8%
Beta to the S&P 5001.071.00
Alpha a year (t-statistic)−0.9% (−0.45)—
Share of weeks up56%—

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
AVGO5.9%——
MSFT3.7%——
KLAC2.8%——
NVDA2.8%——
AAPL2.7%——
AZN2.7%——
PM2.6%——
META2.4%——
ASML2.0%——
GOOGL2.0%——
MU1.9%——
LLY1.8%——
AMZN1.6%——
WELL1.6%——
RCL1.5%——
GE1.4%——
JPM1.4%——
V1.4%——
BAC1.1%——
MA1.0%——
UNH1.0%——
B1.0%——
RTX1.0%——
TSM0.9%——
MRSH0.9%——
DE0.9%——
TSLA0.9%——
APH0.8%——
ABBV0.8%——
AMGN0.8%——
SHOP0.8%——
CVS0.8%——
NOC0.8%——
CVE0.8%——
BTI0.7%——
INTC0.7%——
CAT0.7%——
TFC0.7%——
RYAAY0.7%——
CEG0.7%——
ABT0.7%——
ONC0.7%——
VRTX0.6%——
SBUX0.6%——
LIN0.6%——
COP0.6%——
YUM0.5%——
DHR0.5%——
MELI0.5%——
MDLZ0.5%——
GEV0.5%——
FTAI0.5%——
COST0.5%——
APD0.5%——
PSA0.5%——
KDP0.5%——
RPRX0.5%——
MRK0.4%——
OKE0.4%——
TDG0.4%——
KKR0.4%——
ATO0.4%——
KO0.4%——
WPM0.4%——
DAL0.4%——
BA0.4%——
CRM0.4%——
PBR0.4%——
UNP0.4%——
HTHT0.4%——
TCOM0.4%——
PAYX0.3%——
LII0.3%——
TBBB0.3%——
GILD0.3%——
SRE0.3%——
BKNG0.3%——
JNJ0.3%——
BLK0.3%——
AJG0.3%——
NTR0.3%——
CSCO0.3%——
ATI0.3%——
DHI0.3%——
SPGI0.3%——
CTVA0.3%——
IR0.3%——
IBM0.3%——
MS0.3%——
SO0.3%——
HD0.3%——
FE0.3%——
C0.3%——
CNP0.3%——
CNQ0.3%——
COF0.3%——
EOG0.3%——
NET0.3%——
MAR0.3%——
TMO0.3%——
PGR0.3%——
WDC0.3%——
DRI0.3%——
CMCSA0.3%——
AON0.3%——
PG0.3%——
MTD0.2%——
CHD0.2%——
NFLX0.2%——
CB0.2%——
PDD0.2%——
CVX0.2%——
WFC0.2%——
AMAT0.2%——
TRP0.2%——
ITT0.2%——
AMCR0.2%——
WSO0.2%——
LHX0.2%——
TJX0.2%——
NTES0.2%——
HPE0.2%——
CPNG0.2%——
APO0.2%——
EWBC0.2%——
WSE0.2%——
ISRG0.2%——
EXC0.2%——
BX0.2%——
PAAS0.2%——
MO0.2%——
BURL0.2%——
MMM0.2%——
QSR0.2%——
ARM0.2%——
STZ0.2%——
CME0.2%——
CMG0.2%——
TEL0.2%——
DTE0.2%——
NKE0.2%——
TSCO0.1%——
SPOT0.1%——
PH0.1%——
CFG0.1%——
WCN0.1%——
SAP0.1%——
EFX0.1%——
SPG0.1%——
HEI0.1%——

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+13.6%+14.1%0.680.78−33.0%1.07−0.9% (−0.45)
2018 onwards5 Jan 2018 to 2 Nov 2026+13.0%+13.9%0.570.66−33.0%1.05−1.0% (−0.45)
Last three years3 Nov 2023 to 2 Nov 2026+21.0%+21.8%1.101.16−17.3%0.97−0.2% (−0.08)
Last year7 Nov 2025 to 2 Nov 2026+12.3%+14.2%0.720.84−9.7%0.86−0.3% (−0.06)
DateCompanyAction
14 Aug 2026WSEBought
14 Aug 2026TIGOBought
14 Aug 2026TERBought
14 Aug 2026STXBought
14 Aug 2026SPCXBought
14 Aug 2026RKTBought
14 Aug 2026MOSBought
14 Aug 2026GPCBought
14 Aug 2026GLWBought
14 Aug 2026DASHBought
14 Aug 2026CVNABought
14 Aug 2026CSCOBought
14 Aug 2026COHRBought
14 Aug 2026CMSBought
14 Aug 2026BOHBought
14 Aug 2026BHPBought
14 Aug 2026ASNDBought
14 Aug 2026ANETBought
14 Aug 2026AMDBought
15 May 2026WLKBought
15 May 2026WDCBought
15 May 2026VNETBought
15 May 2026TAPBought
15 May 2026STTBought
15 May 2026QGENBought

Dated at the rebalance that made the change.

DateCompanyAction
14 Aug 2026TOSTSold
14 Aug 2026TEAMSold
14 Aug 2026SWSold
14 Aug 2026SOBOSold
14 Aug 2026SCISold
14 Aug 2026QGENSold
14 Aug 2026PEGSold
14 Aug 2026ORCLSold
14 Aug 2026NISold
14 Aug 2026IDXXSold
14 Aug 2026ELSold
14 Aug 2026ECLSold
14 Aug 2026CWSTSold
14 Aug 2026COOSold
14 Aug 2026CHTRSold
14 Aug 2026CGSold
14 Aug 2026BRSold
14 Aug 2026BKRSold
14 Aug 2026ADBESold
15 May 2026YMMSold
15 May 2026VZSold
15 May 2026VLTOSold
15 May 2026VALESold
15 May 2026TGTSold
15 May 2026SUISold

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