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Funds (13F)

Flossbach Von Storch Se

Backtest from 27 Jun 2014 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+12.0%
S&P 500 +13.4%
Last 12 months
+9.1%
S&P 500 +12.1%
Sharpe ratio
0.65
S&P 500 0.72
Biggest drop
−31.8%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2014201620182020202220242026 $47.4k$40.7k
Flossbach Von Storch SeS&P 500 $10,000 in Flossbach Von Storch Se from 27 Jun 2014 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Flossbach Von Storch Se'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.

Flossbach Von Storch Se's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+12.0%+13.4%
Total return+307%+374%
Last 12 months+9.1%+12.1%
Last 3 months+4.2%—
Last month+4.1%—
This year so far+5.8%—
Volatility a year16.2%16.4%
Sharpe ratio0.650.72
Biggest drop−31.8%−31.8%
Beta to the S&P 5000.921.00
Alpha a year (t-statistic)−0.3% (−0.18)—
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
GOOGL7.6%——
AMZN6.3%——
MSFT6.1%——
APH4.8%——
SCHW4.8%——
TMO4.6%——
AAPL4.5%——
ABT4.3%——
DHR3.6%——
FTV3.6%——
AME3.2%——
ICE3.1%——
SPGI3.1%——
V2.5%——
NKE2.4%——
SYK2.2%——
ROP2.2%——
LIN2.1%——
NVDA1.9%——
PEP1.7%——
MELI1.5%——
ACN1.5%——
ZTS1.5%——
PG1.4%——
MA1.3%——
RAL1.1%——
MICC1.1%——
ADI1.0%——
META1.0%——
LULU1.0%——
BNTX1.0%——
TSM0.9%——
MCD0.8%——
AMAT0.7%——
IEX0.7%——
AVGO0.7%——
JNJ0.7%——
SHW0.7%——
MSCI0.5%——
INTU0.4%——
MDT0.4%——
DG0.4%——
MMM0.4%——
CPRT0.3%——
NDAQ0.3%——
HD0.3%——
CRM0.3%——
IBM0.3%——
VRSK0.3%——
UBER0.3%——
TT0.3%——
BKNG0.2%——
BLK0.2%——
KO0.2%——
NFLX0.2%——
SPOT0.2%——
AXP0.1%——
HDB0.1%——
TJX0.1%——
CL0.1%——
RACE0.1%——
ITW0.1%——
WMT0.1%——
BDX0.1%——
SBUX0.1%——
ADP0.1%——
ROST0.1%——
MCO0.1%——
DIS0.1%——
IDXX0.0%——
MKTX0.0%——
VZ0.0%——
ABNB0.0%——
ORLY0.0%——
NU0.0%——
BX0.0%——
UNP0.0%——
MDLZ0.0%——
MMYT0.0%——
COP0.0%——
FTNT0.0%——
CPNG0.0%——
SE0.0%——
YUMC0.0%——
TCOM0.0%——
NTES0.0%——
CHKP0.0%——
ODFL0.0%——
CDNS0.0%——
EL0.0%——
PDD0.0%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest27 Jun 2014 to 2 Nov 2026+12.0%+13.4%0.650.72−31.8%0.92−0.3% (−0.18)
2018 onwards5 Jan 2018 to 2 Nov 2026+10.9%+13.9%0.510.66−31.8%0.91−1.7% (−0.80)
Last three years3 Nov 2023 to 2 Nov 2026+16.4%+21.8%0.861.16−15.9%0.84−2.1% (−0.55)
Last year7 Nov 2025 to 2 Nov 2026+10.3%+14.2%0.510.84−13.6%0.82−1.5% (−0.17)
DateCompanyAction
14 Aug 2026ZTSBought
14 Aug 2026ELBought
1 May 2026SLBBought
1 May 2026FASTBought
1 May 2026DEBought
6 Feb 2026SEBought
6 Feb 2026MICCBought
7 Nov 2025TTBought
7 Nov 2025PDDBought
7 Nov 2025ORCLBought
7 Nov 2025IBMBought
7 Nov 2025FTNTBought
7 Nov 2025CHKPBought
8 Aug 2025TCOMBought
8 Aug 2025RALBought
8 Aug 2025CSGPBought
8 Aug 2025CDNSBought
2 May 2025ZTSBought
2 May 2025WMBought
2 May 2025VEEVBought
2 May 2025UPSBought
2 May 2025UNMBought
2 May 2025TRGPBought
2 May 2025TELBought
2 May 2025TBought

Dated at the rebalance that made the change.

DateCompanyAction
14 Aug 2026SLBSold
14 Aug 2026FASTSold
14 Aug 2026DESold
14 Aug 2026CHDSold
14 Aug 2026BABASold
1 May 2026PYPLSold
1 May 2026GGGSold
1 May 2026ELSold
1 May 2026ADBESold
6 Feb 2026SWSold
6 Feb 2026SLBSold
6 Feb 2026ORCLSold
6 Feb 2026GLOBSold
6 Feb 2026FASTSold
6 Feb 2026CSGPSold
8 Aug 2025ZTSSold
8 Aug 2025WMSold
8 Aug 2025VEEVSold
8 Aug 2025UPSSold
8 Aug 2025UNMSold
8 Aug 2025TRGPSold
8 Aug 2025TELSold
8 Aug 2025TSold
8 Aug 2025SAIASold
8 Aug 2025RJFSold

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