undamentalytics Newsletter
Sign in

Funds (13F)

Disciplined Growth Investors Inc

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

Watch this strategy
Return a year
+13.3%
S&P 500 +14.1%
Last 12 months
+15.3%
S&P 500 +12.1%
Sharpe ratio
0.60
S&P 500 0.78
Biggest drop
−38.5%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$51.9k
StrategyS&P 500 $10,000 in Disciplined Growth Investors 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 Disciplined Growth Investors 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.

Disciplined Growth Investors Inc's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+13.3%+14.1%
Total return+419%+470%
Last 12 months+15.3%+12.1%
Last 3 months+1.9%—
Last month−7.0%—
This year so far+22.6%—
Volatility a year21.4%16.0%
Sharpe ratio0.600.78
Biggest drop−38.5%−31.8%
Beta to the S&P 5001.201.00
Alpha a year (t-statistic)−2.2% (−0.84)—
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
PLXS7.3%——
VSAT7.2%——
P6.2%——
GRMN5.3%——
ANET5.1%——
CGNX5.1%——
EXE3.6%——
PRLB3.3%——
AKAM3.3%——
DVN3.0%——
ALRM2.8%——
GNRC2.8%——
POWI2.7%——
SMTC2.6%——
IDCC2.5%——
ZETA2.3%——
ALGN2.2%——
SNA2.1%——
SPSC2.1%——
GNTX1.9%——
SN1.9%——
DV1.8%——
GTLB1.7%——
MNDY1.6%——
SMCI1.3%——
SFIX1.3%——
TTWO1.2%——
DLB1.1%——
FND1.1%——
IPGP1.1%——
ADSK1.0%——
LGIH0.9%——
SSD0.8%——
KRNT0.8%——
IT0.8%——
MCHP0.7%——
CELH0.7%——
ISRG0.7%——
DT0.7%——
CLB0.6%——
PGNY0.6%——
CEVA0.5%——
TREX0.5%——
VEEV0.4%——
GGG0.4%——
AIOT0.4%——
INTU0.4%——
WEAV0.3%——
ZIP0.3%——
PAYX0.3%——
MTLS0.3%——
YETI0.3%——
AXGN0.1%——
INMD0.1%——
GLOB0.1%——
MDXG0.0%——
AAPL0.0%——
CCC0.0%——

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+13.3%+14.1%0.600.78−38.5%1.20−2.2% (−0.84)
2018 onwards5 Jan 2018 to 2 Nov 2026+10.7%+13.9%0.420.66−38.5%1.21−4.1% (−1.12)
Last three years3 Nov 2023 to 2 Nov 2026+18.1%+21.8%0.671.16−25.5%1.28−6.2% (−0.88)
Last year7 Nov 2025 to 2 Nov 2026+21.6%+14.2%0.820.84−10.2%1.37+4.1% (0.28)
DateCompanyAction
21 Aug 2026VEEVBought
21 Aug 2026DVNBought
21 Aug 2026CCCBought
22 May 2026GTLBBought
22 May 2026DTBought
20 Feb 2026MNDYBought
21 Nov 2025ZETABought
21 Nov 2025YETIBought
21 Nov 2025WEAVBought
21 Nov 2025ITBought
21 Nov 2025GLOBBought
15 Aug 2025SNBought
15 Aug 2025BACBought
15 Aug 2025AXGNBought
15 Aug 2025AVGOBought
16 May 2025SSDBought
16 May 2025CELHBought
21 Feb 2025EXEBought
21 Feb 2025ANETBought
22 Nov 2024ZUMZBought
22 Nov 2024ZIPBought
22 Nov 2024VSATBought
22 Nov 2024VLOBought
22 Nov 2024UAABought
22 Nov 2024TTWOBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026SSTISold
21 Aug 2026SRISold
21 Aug 2026MLKNSold
21 Aug 2026GEOSSold
21 Aug 2026EGANSold
22 May 2026MSFTSold
22 May 2026AVGOSold
20 Feb 2026FOXFSold
21 Nov 2025UAASold
21 Nov 2025MYGNSold
21 Nov 2025LSTRSold
21 Nov 2025BACSold
15 Aug 2025THRMSold
15 Aug 2025STRASold
15 Aug 2025RCLSold
15 Aug 2025MSMSold
16 May 2025CHRSSold
16 May 2025AVGOSold
16 May 2025AMZNSold
21 Feb 2025ZUMZSold
21 Feb 2025VLOSold

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