undamentalytics Newsletter
Sign in

Funds (13F)

FMR LLC

Backtest from 27 Sept 2013 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+15.6%
S&P 500 +14.0%
Last 12 months
+9.7%
S&P 500 +12.1%
Sharpe ratio
0.79
S&P 500 0.77
Biggest drop
−32.1%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $66.4k$55.7k
FMR LLCS&P 500 $10,000 in FMR LLC from 27 Sept 2013 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies FMR 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.

FMR LLC's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+15.6%+14.0%
Total return+564%+457%
Last 12 months+9.7%+12.1%
Last 3 months−0.9%—
Last month−5.2%—
This year so far+8.4%—
Volatility a year17.8%16.0%
Sharpe ratio0.790.77
Biggest drop−32.1%−31.8%
Beta to the S&P 5001.091.00
Alpha a year (t-statistic)+0.5% (0.57)—
Share of weeks up59%—

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
NVDA9.8%——
AAPL4.5%——
GOOGL4.3%——
AMZN4.2%——
MSFT3.3%——
AVGO2.6%——
META2.6%——
SPCX2.5%——
LLY1.6%——
MU1.5%——
TSM1.4%——
GEV0.9%——
GE0.9%——
SNDK0.9%——
MRVL0.8%——
TSLA0.8%——
WDC0.8%——
AMD0.7%——
V0.7%——
LRCX0.7%——
INTC0.6%——
KLAC0.6%——
BA0.6%——
WFC0.6%——
APH0.6%——
MA0.6%——
ALAB0.6%——
UNH0.6%——
ASML0.5%——
BAC0.5%——
NFLX0.5%——
CIEN0.5%——
CSCO0.4%——
APP0.4%——
KO0.4%——
JPM0.4%——
GILD0.4%——
PM0.4%——
LOW0.4%——
ANET0.4%——
STX0.4%——
MPWR0.3%——
NXPI0.3%——
TMO0.3%——
PANW0.3%——
SHEL0.3%——
AMAT0.3%——
HD0.3%——
CAT0.3%——
GLW0.3%——
CRWD0.3%——
IMO0.3%——
MRK0.3%——
COST0.3%——
WAB0.3%——
GFS0.3%——
JNJ0.3%——
KDP0.3%——
DHR0.3%——
AZN0.3%——
SHOP0.3%——
ON0.3%——
ABBV0.3%——
MS0.3%——
DDOG0.3%——
TT0.2%——
ARGX0.2%——
DE0.2%——
CB0.2%——
ALNY0.2%——
FNV0.2%——
C0.2%——
WELL0.2%——
COHR0.2%——
CMI0.2%——
RBLX0.2%——
LIN0.2%——
PG0.2%——
AJG0.2%——
HWM0.2%——
SCHW0.2%——
CRH0.2%——
MTSI0.2%——
BIIB0.2%——
P0.2%——
GS0.2%——
TJX0.2%——
ORCL0.2%——
PH0.2%——
BNY0.2%——
HLT0.2%——
RY0.2%——
MRNA0.2%——
CDNS0.2%——
ETN0.2%——
WMT0.2%——
UPS0.2%——
PNC0.2%——
CTVA0.2%——
GSK0.2%——
TRV0.2%——
FIX0.2%——
TGT0.1%——
FLEX0.1%——
DAL0.1%——
NET0.1%——
USB0.1%——
ADI0.1%——
CLS0.1%——
LITE0.1%——
DLTR0.1%——
KVUE0.1%——
HOOD0.1%——
EQIX0.1%——
CVS0.1%——
COP0.1%——
MTB0.1%——
SN0.1%——
ROIV0.1%——
APO0.1%——
UBS0.1%——
ODFL0.1%——
BTI0.1%——
SBUX0.1%——
SNPS0.1%——
UAL0.1%——
PLTR0.1%——
NEE0.1%——
CRS0.1%——
SHW0.1%——
CNQ0.1%——
PWR0.1%——
MAR0.1%——
NRG0.1%——
PGR0.1%——
DIS0.1%——
DELL0.1%——
STT0.1%——
PLD0.1%——
ROST0.1%——
VTR0.1%——
TWLO0.1%——
RVMD0.1%——
MCO0.1%——
VST0.1%——
NXT0.1%——
COF0.1%——
OKTA0.1%——
VLO0.1%——
CVNA0.1%——

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

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest27 Sept 2013 to 2 Nov 2026+15.6%+14.0%0.790.77−32.1%1.09+0.5% (0.57)
2018 onwards5 Jan 2018 to 2 Nov 2026+15.4%+13.9%0.670.66−32.1%1.09+0.5% (0.41)
Last three years3 Nov 2023 to 2 Nov 2026+23.0%+21.8%1.071.16−20.5%1.16−1.2% (−0.68)
Last year7 Nov 2025 to 2 Nov 2026+12.0%+14.2%0.590.84−9.7%1.16−3.3% (−0.99)
DateCompanyAction
14 Aug 2026ZSQRBought
14 Aug 2026ZENABought
14 Aug 2026YSWYBought
14 Aug 2026XPLBought
14 Aug 2026XMAXBought
14 Aug 2026XGNBought
14 Aug 2026XEBought
14 Aug 2026WVVIBought
14 Aug 2026WSHPBought
14 Aug 2026WSEBought
14 Aug 2026WRAPBought
14 Aug 2026WHWKBought
14 Aug 2026WATTBought
14 Aug 2026VGZBought
14 Aug 2026VENUBought
14 Aug 2026VELOBought
14 Aug 2026VATEBought
14 Aug 2026UPLDBought
14 Aug 2026UPBought
14 Aug 2026UONEBought
14 Aug 2026UNCYBought
14 Aug 2026UAVSBought
14 Aug 2026TRONBought
14 Aug 2026TRIBought
14 Aug 2026TRAXBought

Dated at the rebalance that made the change.

DateCompanyAction
14 Aug 2026ZDGESold
14 Aug 2026YCBDSold
14 Aug 2026XTNTSold
14 Aug 2026XLOSold
14 Aug 2026WYYSold
14 Aug 2026WRNSold
14 Aug 2026WKHSSold
14 Aug 2026VWAVSold
14 Aug 2026VTSISold
14 Aug 2026VNCESold
14 Aug 2026TXMDSold
14 Aug 2026TPSTSold
14 Aug 2026TLPHSold
14 Aug 2026TAOXSold
14 Aug 2026STVNSold
14 Aug 2026SRADSold
14 Aug 2026SPHSold
14 Aug 2026SDEVSold
14 Aug 2026SACHSold
14 Aug 2026RDISold
14 Aug 2026POLASold
14 Aug 2026PNBKSold
14 Aug 2026PARKSold
14 Aug 2026PAGPSold
14 Aug 2026OSTXSold

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