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Funds (13F)

Fayez Sarofim & Co

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
+16.9%
S&P 500 +12.1%
Sharpe ratio
0.67
S&P 500 0.78
Biggest drop
−31.3%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$42.4k
Fayez Sarofim & CoS&P 500 $10,000 in Fayez Sarofim & Co 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 Fayez Sarofim & Co'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.

Fayez Sarofim & Co's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+11.6%+14.1%
Total return+324%+470%
Last 12 months+16.9%+12.1%
Last 3 months+6.4%—
Last month+2.7%—
This year so far+14.6%—
Volatility a year15.0%16.0%
Sharpe ratio0.670.78
Biggest drop−31.3%−31.8%
Beta to the S&P 5000.901.00
Alpha a year (t-statistic)−1.2% (−1.03)—
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
AAPL10.7%——
MSFT8.2%——
NVDA5.3%——
AMZN5.3%——
PM5.2%——
META3.3%——
KO3.3%——
TSM3.2%——
ASML3.1%——
JPM2.8%——
CVX2.8%——
V2.7%——
TXN2.3%——
MCD2.0%——
ABBV1.9%——
UNH1.7%——
ETN1.7%——
SPGI1.6%——
MA1.6%——
BLK1.6%——
EPD1.6%——
AVGO1.4%——
PGR1.4%——
LLY1.4%——
BX1.3%——
TROW1.2%——
PG1.0%——
ISRG1.0%——
CP0.9%——
CB0.9%——
MS0.9%——
MAR0.8%——
ABT0.8%——
MO0.8%——
ADP0.8%——
HD0.7%——
DE0.7%——
CME0.7%——
BNY0.7%——
ICE0.6%——
EOG0.6%——
MRK0.6%——
UNP0.6%——
SHW0.5%——
CAT0.5%——
LIN0.5%——
NOW0.5%——
JNJ0.5%——
INTU0.5%——
WMT0.5%——
NVO0.4%——
PEP0.3%——
RTX0.3%——
MDLZ0.3%——
TDY0.3%——
CW0.2%——
COST0.2%——
COP0.2%——
SPOT0.2%——
PSX0.2%——
KMI0.2%——
AXP0.2%——
INTC0.1%——
SHEL0.1%——
GOOGL0.1%——
PAA0.1%——
LECO0.1%——
APD0.1%——
PLD0.1%——
RACE0.1%——
SAP0.1%——
AMGN0.1%——
DIS0.1%——
DUK0.1%——
TGT0.0%——
BR0.0%——
EL0.0%——
ZTS0.0%——
KMPR0.0%——
CPT0.0%——
ORCL0.0%——
SBUX0.0%——
VRSK0.0%——
MSCI0.0%——
Z0.0%——
AON0.0%——
AMD0.0%——
ACN0.0%——
EMR0.0%——
BSM0.0%——
BUD0.0%——
OVV0.0%——
OTIS0.0%——
LMT0.0%——
CMCSA0.0%——
OKE0.0%——
AMAT0.0%——
CSX0.0%——
SBR0.0%——
SCI0.0%——
PFE0.0%——
CARR0.0%——
VRTX0.0%——
ITW0.0%——
IBM0.0%——
WFC0.0%——
EQIX0.0%——
CMI0.0%——
ROK0.0%——
ODFL0.0%——
TSLA0.0%——
CPRT0.0%——
APH0.0%——
GE0.0%——
CSCO0.0%——
ADBE0.0%——
IT0.0%——
DELL0.0%——
WYNN0.0%——
GS0.0%——
LRCX0.0%——
STT0.0%——
MU0.0%——
FCX0.0%——
GD0.0%——
CSGP0.0%——
TPR0.0%——
AMT0.0%——
ALG0.0%——
SLB0.0%——
GLW0.0%——
CL0.0%——
DLR0.0%——
SHAK0.0%——
MRVL0.0%——
MAS0.0%——
TRGP0.0%——
TRV0.0%——
BAC0.0%——
DKNG0.0%——
RL0.0%——
NKE0.0%——
CCK0.0%——
TMO0.0%——
DHR0.0%——
LOW0.0%——
KEX0.0%——
WM0.0%——
REGN0.0%——
VLO0.0%——

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+11.6%+14.1%0.670.78−31.3%0.90−1.2% (−1.03)
2018 onwards5 Jan 2018 to 2 Nov 2026+11.7%+13.9%0.580.66−31.3%0.90−0.9% (−0.65)
Last three years3 Nov 2023 to 2 Nov 2026+15.9%+21.8%0.951.16−13.5%0.76−1.3% (−0.50)
Last year7 Nov 2025 to 2 Nov 2026+18.1%+14.2%1.390.84−8.1%0.67+6.4% (1.27)
DateCompanyAction
21 Aug 2026VRTBought
21 Aug 2026USBBought
21 Aug 2026LUVBought
21 Aug 2026KIMBought
21 Aug 2026HPEBought
21 Aug 2026HHHBought
21 Aug 2026FDXBought
21 Aug 2026CXTBought
21 Aug 2026CNPBought
21 Aug 2026CBought
21 Aug 2026BABought
21 Aug 2026AXONBought
22 May 2026WWDBought
22 May 2026VSNTBought
22 May 2026QBought
22 May 2026IRMBought
22 May 2026HBANBought
22 May 2026CTVABought
20 Feb 2026TERBought
20 Feb 2026PWRBought
20 Feb 2026MSGSBought
21 Nov 2025SIGIBought
21 Nov 2025SAPBought
21 Nov 2025JCIBought
21 Nov 2025HHHBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026YUMCSold
21 Aug 2026XYLSold
21 Aug 2026TSCOSold
21 Aug 2026POOLSold
21 Aug 2026OXYSold
21 Aug 2026HDBSold
21 Aug 2026CHKPSold
21 Aug 2026CGSold
21 Aug 2026BSXSold
21 Aug 2026ALCSold
21 Aug 2026ASold
22 May 2026PAYXSold
22 May 2026MELISold
22 May 2026HHHSold
22 May 2026GPCSold
22 May 2026CXTSold
22 May 2026CRMSold
20 Feb 2026VZSold
20 Feb 2026VTOLSold
20 Feb 2026TMUSSold
20 Feb 2026ROPSold
20 Feb 2026NOMDSold
20 Feb 2026IRMSold
20 Feb 2026HWCSold
20 Feb 2026CQPSold

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