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Funds (13F)

Cooke & Bieler LP

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

Watch this strategy
Return a year
+11.0%
S&P 500 +13.8%
Last 12 months
+18.5%
S&P 500 +12.1%
Sharpe ratio
0.55
S&P 500 0.76
Biggest drop
−41.6%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $55.3k$40.0k
Cooke & Bieler LPS&P 500 $10,000 in Cooke & Bieler LP 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 Cooke & Bieler 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.

Cooke & Bieler LP's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+11.0%+13.8%
Total return+300%+453%
Last 12 months+18.5%+12.1%
Last 3 months+3.3%—
Last month+10.4%—
This year so far+13.8%—
Volatility a year18.5%16.0%
Sharpe ratio0.550.76
Biggest drop−41.6%−31.8%
Beta to the S&P 5001.001.00
Alpha a year (t-statistic)−2.0% (−0.76)—
Share of weeks up58%—

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
GIL4.0%——
RBA3.4%——
RNR2.9%——
FNF2.6%——
ACGL2.5%——
CCI2.4%——
SUNB2.3%——
PPG2.3%——
LH2.2%——
AJG2.1%——
WTM2.1%——
BDX2.0%——
CRL2.0%——
OMC1.9%——
FISV1.7%——
DIS1.7%——
UNH1.6%——
BAM1.6%——
VVV1.6%——
AER1.6%——
RHP1.6%——
WWD1.6%——
CBRE1.6%——
ARMK1.6%——
ALLE1.5%——
TFX1.5%——
COP1.5%——
MSA1.5%——
ESAB1.5%——
WMG1.5%——
CSL1.4%——
GBCI1.4%——
CB1.4%——
AVY1.4%——
MIDD1.3%——
OXY1.3%——
ESNT1.3%——
BAC1.2%——
INGR1.2%——
HAS1.1%——
LKQ1.1%——
LAD1.1%——
KHC1.0%——
EOG1.0%——
VZ0.9%——
WAT0.9%——
APG0.9%——
UL0.9%——
ADP0.9%——
XRAY0.9%——
MKSI0.9%——
MTB0.8%——
NXPI0.8%——
JNJ0.8%——
FUL0.8%——
SCHW0.7%——
MDT0.7%——
C0.7%——
MKL0.7%——
TTEK0.6%——
PGR0.6%——
TKR0.6%——
COLB0.6%——
IFF0.6%——
EPAC0.5%——
WGO0.5%——
HCA0.4%——
AWI0.4%——
BV0.4%——
CBSH0.4%——
ITGR0.4%——
DFH0.4%——
HNI0.4%——
MBUU0.4%——
JBI0.3%——
MKTX0.3%——
MBC0.3%——
IPAR0.3%——
TGLS0.3%——
WSFS0.3%——
STC0.3%——
RUSHA0.3%——
CNMD0.2%——
BUR0.2%——
SSD0.2%——
IDT0.2%——
PRGO0.1%——
EPAM0.1%——
VREX0.1%——
STT0.0%——
TEL0.0%——
GOOGL0.0%——
JPM0.0%——
PM0.0%——
ATO0.0%——
TJX0.0%——
AESI0.0%——

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+11.0%+13.8%0.550.76−41.6%1.00−2.0% (−0.76)
2018 onwards5 Jan 2018 to 2 Nov 2026+9.7%+13.9%0.410.66−41.6%0.99−3.0% (−0.80)
Last three years3 Nov 2023 to 2 Nov 2026+13.7%+21.8%0.661.16−15.9%0.65−1.2% (−0.18)
Last year7 Nov 2025 to 2 Nov 2026+20.4%+14.2%1.170.84−10.6%0.40+11.3% (0.91)
DateCompanyAction
31 Jul 2026TTEKBought
31 Jul 2026TGLSBought
31 Jul 2026IPARBought
31 Jul 2026EPAMBought
8 May 2026WATBought
8 May 2026SUNBBought
8 May 2026PGRBought
8 May 2026LADBought
8 May 2026IFFBought
8 May 2026AYIBought
8 May 2026AJGBought
8 May 2026ADPBought
13 Feb 2026ULBought
13 Feb 2026MKTXBought
13 Feb 2026MIDDBought
13 Feb 2026MICCBought
13 Feb 2026MBCBought
13 Feb 2026IDTBought
13 Feb 2026GLOBBought
13 Feb 2026FGBought
13 Feb 2026AVYBought
13 Feb 2026ARMKBought
7 Nov 2025SSDBought
7 Nov 2025HNIBought
7 Nov 2025FISVBought

Dated at the rebalance that made the change.

DateCompanyAction
31 Jul 2026WFRDSold
31 Jul 2026SWKSold
31 Jul 2026GLOBSold
31 Jul 2026BOOMSold
31 Jul 2026AYISold
31 Jul 2026ARWSold
8 May 2026XPOSold
8 May 2026OTEXSold
8 May 2026MICCSold
8 May 2026GRCSold
8 May 2026GISSold
8 May 2026FGSold
13 Feb 2026KMXSold
13 Feb 2026FLOSold
13 Feb 2026BAXSold
7 Nov 2025RSSold
7 Nov 2025KVUESold
7 Nov 2025ITWSold
7 Nov 2025AMESold
8 Aug 2025SRISold
8 Aug 2025LYVSold
8 Aug 2025EMRSold
8 Aug 2025AEOSold
9 May 2025WMBSold
9 May 2025GNTXSold

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