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Funds (13F)

Copeland Capital Management, LLC

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

Watch this strategy
Return a year
+12.0%
S&P 500 +14.1%
Last 12 months
+10.8%
S&P 500 +12.1%
Sharpe ratio
0.64
S&P 500 0.78
Biggest drop
−32.4%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$44.6k
StrategyS&P 500 $10,000 in Copeland Capital Management, LLC 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 Copeland Capital Management, LLC'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.

Copeland Capital Management, LLC's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+12.0%+14.1%
Total return+346%+470%
Last 12 months+10.8%+12.1%
Last 3 months−3.6%—
Last month+0.8%—
This year so far+7.7%—
Volatility a year16.7%16.0%
Sharpe ratio0.640.78
Biggest drop−32.4%−31.8%
Beta to the S&P 5000.951.00
Alpha a year (t-statistic)−1.1% (−0.56)—
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
KLIC2.9%——
PSMT2.6%——
LFUS2.5%——
CGNX2.1%——
AAON2.1%——
VMI2.0%——
ENSG2.0%——
HXL1.9%——
EHC1.9%——
LMAT1.7%——
NSSC1.7%——
EE1.6%——
TNL1.6%——
POWI1.6%——
WCC1.6%——
BC1.6%——
HOMB1.5%——
CTRE1.5%——
MTRN1.5%——
CHE1.5%——
LSTR1.4%——
SFBS1.4%——
MTDR1.3%——
TRNO1.3%——
SXI1.3%——
TPB1.3%——
CNS1.3%——
PATK1.3%——
USPH1.3%——
PRDO1.2%——
CPK1.2%——
UFPI1.1%——
KBR1.1%——
FSV1.1%——
KNSL1.1%——
OLED1.0%——
AGM1.0%——
TILE1.0%——
KFRC0.9%——
WING0.9%——
PEGA0.9%——
KWR0.9%——
WSC0.8%——
HLNE0.8%——
IRMD0.8%——
RS0.8%——
MSA0.8%——
MORN0.8%——
KGS0.8%——
ESQ0.8%——
NVT0.8%——
ALG0.7%——
HSTM0.7%——
WH0.7%——
STE0.7%——
DTM0.7%——
GOOGL0.7%——
NDSN0.7%——
RHP0.7%——
DGX0.7%——
UTZ0.7%——
AAPL0.7%——
AVGO0.6%——
NYT0.6%——
BMI0.6%——
DKS0.6%——
SNX0.6%——
WINA0.6%——
JKHY0.6%——
NXRT0.5%——
NVDA0.5%——
CSL0.5%——
PRI0.5%——
MSFT0.5%——
MS0.5%——
TRU0.5%——
LRCX0.5%——
CASY0.5%——
CHDN0.5%——
RGLD0.5%——
AYI0.5%——
ATR0.5%——
TSM0.5%——
FCFS0.5%——
WLFC0.5%——
LLY0.4%——
GTX0.4%——
JPM0.4%——
APH0.4%——
V0.4%——
VLTO0.4%——
SOLS0.4%——
ABM0.4%——
VRT0.4%——
MPWR0.4%——
ROST0.3%——
BSY0.3%——
BPOP0.3%——
WCN0.3%——
DPZ0.3%——
CNXC0.3%——
EBAY0.3%——
MAR0.3%——
MSI0.3%——
BAH0.3%——
WAB0.3%——
PM0.3%——
COR0.3%——
ARES0.2%——
CTAS0.2%——
ECL0.2%——
NRG0.2%——
FANG0.2%——
COST0.2%——
BWXT0.2%——
ORCL0.2%——
BKNG0.2%——
LNG0.2%——
JBHT0.0%——
WSM0.0%——
WDC0.0%——
ALL0.0%——
CTVA0.0%——
MSCI0.0%——
NDAQ0.0%——
VMC0.0%——
FIX0.0%——
RMD0.0%——
EQIX0.0%——
REGN0.0%——
NEE0.0%——
BR0.0%——
BAM0.0%——
AMP0.0%——
CRM0.0%——
HD0.0%——
SHW0.0%——
NXST0.0%——
EGP0.0%——
VTR0.0%——
IRM0.0%——
AWK0.0%——
EWBC0.0%——
OTIS0.0%——
GE0.0%——
UNF0.0%——
SYF0.0%——
BLK0.0%——
Q0.0%——
SSNC0.0%——

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+12.0%+14.1%0.640.78−32.4%0.95−1.1% (−0.56)
2018 onwards5 Jan 2018 to 2 Nov 2026+10.6%+13.9%0.480.66−32.4%0.94−2.1% (−0.78)
Last three years3 Nov 2023 to 2 Nov 2026+9.8%+21.8%0.391.16−21.5%0.80−6.9% (−1.15)
Last year7 Nov 2025 to 2 Nov 2026+11.8%+14.2%0.640.84−9.0%0.59+2.1% (0.20)
DateCompanyAction
7 Aug 2026WLFCBought
7 Aug 2026WDCBought
7 Aug 2026SYFBought
7 Aug 2026SOLSBought
7 Aug 2026SIIBought
7 Aug 2026QBought
7 Aug 2026PCBBought
7 Aug 2026NVDABought
7 Aug 2026NGSBought
7 Aug 2026MKTWBought
7 Aug 2026LDOSBought
7 Aug 2026KMDABought
7 Aug 2026KGSBought
7 Aug 2026HSYBought
7 Aug 2026GTXBought
7 Aug 2026FCFSBought
7 Aug 2026DVNBought
7 Aug 2026DDBought
7 Aug 2026COPBought
7 Aug 2026CEGBought
7 Aug 2026ABMBought
8 May 2026VLTOBought
8 May 2026TILEBought
8 May 2026SNXBought
8 May 2026SFBSBought

Dated at the rebalance that made the change.

DateCompanyAction
7 Aug 2026WFCSold
7 Aug 2026USLMSold
7 Aug 2026UMHSold
7 Aug 2026TSQSold
7 Aug 2026TSold
7 Aug 2026SYKSold
7 Aug 2026NOGSold
7 Aug 2026MRKSold
7 Aug 2026MMMSold
7 Aug 2026METASold
7 Aug 2026MCDSold
7 Aug 2026LFVNSold
7 Aug 2026JNJSold
7 Aug 2026ISTRSold
7 Aug 2026GEVSold
7 Aug 2026GDSold
7 Aug 2026FDSSold
7 Aug 2026ELSSold
7 Aug 2026CRAISold
7 Aug 2026BROSold
7 Aug 2026ABTSold
7 Aug 2026ABBVSold
8 May 2026WGOSold
8 May 2026UBSSold
8 May 2026SYFSold

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