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Funds (13F)

Deprince Race & Zollo Inc

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

Watch this strategy
Return a year
+11.6%
S&P 500 +14.1%
Last 12 months
+28.8%
S&P 500 +12.1%
Sharpe ratio
0.56
S&P 500 0.78
Biggest drop
−41.3%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$42.7k
Deprince Race & Zollo IncS&P 500 $10,000 in Deprince Race & Zollo 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 Deprince Race & Zollo 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.

Deprince Race & Zollo Inc's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+11.6%+14.1%
Total return+327%+470%
Last 12 months+28.8%+12.1%
Last 3 months+0.4%—
Last month+5.9%—
This year so far+20.4%—
Volatility a year19.6%16.0%
Sharpe ratio0.560.78
Biggest drop−41.3%−31.8%
Beta to the S&P 5001.021.00
Alpha a year (t-statistic)−1.8% (−0.61)—
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
NWL2.3%——
WERN2.2%——
BC2.1%——
PRMB2.0%——
FLS1.7%——
CXT1.6%——
C1.6%——
MSFT1.5%——
RYN1.5%——
RHI1.4%——
SMG1.3%——
TKR1.3%——
TSM1.3%——
SNDR1.2%——
WFC1.2%——
LPX1.2%——
WH1.2%——
WTTR1.2%——
IEX1.2%——
SNDK1.2%——
JPM1.1%——
MSM1.1%——
GEF1.0%——
JNJ1.0%——
UFPI1.0%——
RPM0.9%——
WDC0.9%——
MTCH0.9%——
MLKN0.9%——
VFC0.9%——
TTC0.9%——
SCL0.9%——
FITB0.9%——
POOL0.9%——
VAC0.9%——
KFY0.9%——
GBCI0.8%——
UNP0.8%——
IPAR0.8%——
DCI0.8%——
FUL0.8%——
PH0.8%——
KNX0.8%——
ALL0.8%——
UGI0.8%——
KBR0.8%——
AVY0.8%——
OC0.8%——
ABT0.8%——
WHD0.8%——
EG0.8%——
USB0.7%——
HUBG0.7%——
EMR0.7%——
CARR0.7%——
DLX0.7%——
KWR0.7%——
NBHC0.7%——
AVNT0.7%——
IFF0.7%——
WD0.7%——
RTX0.7%——
FCX0.7%——
MDLZ0.6%——
CFR0.6%——
HD0.6%——
TFC0.6%——
JCI0.6%——
MKC0.6%——
WFRD0.6%——
HIG0.6%——
COLM0.6%——
EMN0.6%——
SBCF0.6%——
NX0.6%——
EXE0.6%——
AIN0.6%——
SIRI0.6%——
LHX0.6%——
AIZ0.6%——
INDB0.6%——
KBH0.5%——
BOH0.5%——
NXPI0.5%——
TRGP0.5%——
COF0.5%——
FBK0.5%——
MGEE0.5%——
CMC0.5%——
DTE0.5%——
MRSH0.5%——
ADI0.5%——
OMC0.4%——
PTEN0.4%——
HLNE0.4%——
SSB0.4%——
BANR0.4%——
SHOO0.4%——
NOG0.4%——
NEE0.4%——
CBU0.4%——
CCK0.4%——
WGO0.4%——
ELV0.4%——
ICE0.4%——
BALL0.4%——
CG0.4%——
ABM0.4%——
GNTX0.4%——
CVX0.4%——
RNST0.4%——
THO0.4%——
KFRC0.4%——
GBX0.4%——
FAF0.3%——
SIGI0.3%——
NTST0.3%——
TEL0.3%——
COP0.3%——
UPS0.3%——
LCII0.3%——
GM0.3%——
FELE0.3%——
BYD0.3%——
SAP0.3%——
NSSC0.3%——
ACN0.3%——
TNC0.3%——
LECO0.3%——
HY0.3%——
LW0.2%——
NTAP0.2%——
VSH0.2%——
MRTN0.2%——
CLX0.2%——
CUZ0.2%——
LKQ0.2%——
SCCO0.1%——
MNRO0.1%——
IOSP0.1%——
CHCT0.1%——
AU0.1%——
GABC0.1%——
OSPN0.1%——
MYE0.1%——
CDRE0.1%——
HVT0.1%——
SYBT0.1%——
RCKY0.1%——
MMI0.1%——

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+11.6%+14.1%0.560.78−41.3%1.02−1.8% (−0.61)
2018 onwards5 Jan 2018 to 2 Nov 2026+10.0%+13.9%0.420.66−41.3%1.00−2.7% (−0.65)
Last three years3 Nov 2023 to 2 Nov 2026+17.0%+21.8%0.751.16−19.7%0.76+0.3% (0.04)
Last year7 Nov 2025 to 2 Nov 2026+30.1%+14.2%1.530.84−11.7%0.53+18.0% (1.28)
DateCompanyAction
21 Aug 2026WFRDBought
21 Aug 2026VTOLBought
21 Aug 2026UGIBought
21 Aug 2026TELBought
21 Aug 2026SIRIBought
21 Aug 2026SIGIBought
21 Aug 2026SHOOBought
21 Aug 2026PTENBought
21 Aug 2026OCBought
21 Aug 2026MCFTBought
21 Aug 2026LCIIBought
21 Aug 2026KFYBought
21 Aug 2026KBRBought
21 Aug 2026HDBought
21 Aug 2026GNTXBought
21 Aug 2026DCIBought
21 Aug 2026CXTBought
21 Aug 2026CUZBought
21 Aug 2026CMCBought
21 Aug 2026CCSBought
21 Aug 2026CASSBought
21 Aug 2026AUBought
21 Aug 2026ABMBought
1 May 2026WHDBought
1 May 2026SAPBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026WYSold
21 Aug 2026WTISold
21 Aug 2026WLKSold
21 Aug 2026SFBSSold
21 Aug 2026NNNSold
21 Aug 2026MOVSold
21 Aug 2026KMTSold
21 Aug 2026KALUSold
21 Aug 2026JOUTSold
21 Aug 2026IVTSold
21 Aug 2026HDBSold
21 Aug 2026CMCSASold
21 Aug 2026AVBCSold
21 Aug 2026ATENSold
21 Aug 2026ASOSold
1 May 2026WTRGSold
1 May 2026WFRDSold
1 May 2026SONSold
1 May 2026REXRSold
1 May 2026QCOMSold
1 May 2026PZZASold
1 May 2026PTENSold
1 May 2026OLEDSold
1 May 2026NBTBSold
1 May 2026KLICSold

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