undamentalytics Newsletter
Sign in

Funds (13F)

Franklin Resources Inc

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

Watch this strategy
Return a year
+12.8%
S&P 500 +14.1%
Last 12 months
+12.5%
S&P 500 +12.1%
Sharpe ratio
0.71
S&P 500 0.78
Biggest drop
−33.2%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$49.3k
Franklin Resources IncS&P 500 $10,000 in Franklin Resources 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 Franklin Resources 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.

Franklin Resources Inc's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+12.8%+14.1%
Total return+393%+470%
Last 12 months+12.5%+12.1%
Last 3 months+1.2%—
Last month−0.4%—
This year so far+10.0%—
Volatility a year16.1%16.0%
Sharpe ratio0.710.78
Biggest drop−33.2%−31.8%
Beta to the S&P 5001.001.00
Alpha a year (t-statistic)−1.0% (−1.44)—
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
AAPL4.7%——
NVDA4.3%——
MSFT4.2%——
AMZN3.3%——
AVGO2.2%——
GOOGL1.9%——
LRCX1.3%——
LLY1.3%——
META1.3%——
AMD1.3%——
CSCO1.2%——
C1.2%——
ABBV1.2%——
JPM1.2%——
MU1.0%——
BAC1.0%——
PG0.9%——
NEE0.9%——
TMO0.9%——
V0.8%——
UNH0.8%——
KO0.8%——
PM0.8%——
SCHW0.8%——
TSM0.8%——
AZN0.7%——
TSLA0.7%——
WMT0.7%——
COF0.6%——
MA0.6%——
JNJ0.6%——
CVX0.6%——
MRK0.6%——
AMAT0.6%——
GM0.6%——
LIN0.6%——
LUV0.6%——
FCX0.6%——
RTX0.6%——
MCK0.5%——
PHM0.5%——
PNC0.5%——
ALL0.5%——
URI0.5%——
GS0.5%——
NRG0.5%——
CTVA0.5%——
HLT0.4%——
COP0.4%——
MRVL0.4%——
MS0.4%——
HD0.4%——
STX0.4%——
REGN0.4%——
NOC0.4%——
ABT0.4%——
SNDK0.4%——
ANET0.4%——
ADI0.4%——
FDX0.4%——
PEP0.4%——
VRTX0.4%——
APH0.4%——
VLO0.4%——
KLAC0.4%——
TT0.4%——
UNP0.4%——
ASML0.4%——
GEV0.4%——
SO0.4%——
ORCL0.4%——
HON0.3%——
CRH0.3%——
PLD0.3%——
HONA0.3%——
MDT0.3%——
MCD0.3%——
DUK0.3%——
JCI0.3%——
IR0.3%——
AEP0.3%——
APO0.3%——
BLK0.3%——
SNOW0.3%——
PH0.3%——
TMUS0.3%——
MPWR0.3%——
COST0.3%——
ETR0.3%——
TXN0.3%——
BDX0.3%——
CDNS0.3%——
CVS0.2%——
NFLX0.2%——
CLS0.2%——
APD0.2%——
WFC0.2%——
ACN0.2%——
PPG0.2%——
SRE0.2%——
EOG0.2%——
NET0.2%——
FERG0.2%——
PANW0.2%——
CAT0.2%——
AIG0.2%——
DIS0.2%——
ISRG0.2%——
COHR0.2%——
SYK0.2%——
GE0.2%——
CME0.2%——
PGR0.2%——
OTIS0.2%——
KR0.2%——
PWR0.2%——
LOW0.2%——
SPGI0.2%——
IBM0.2%——
SHOP0.2%——
LMT0.2%——
VZ0.2%——
NVT0.2%——
STT0.2%——
GWW0.2%——
NTRA0.2%——
BJ0.2%——
ARM0.2%——
NDAQ0.2%——
SPCX0.2%——
INTC0.2%——
DHR0.2%——
ECL0.2%——
AEE0.2%——
GLW0.2%——
BKNG0.2%——
SNPS0.2%——
CRWD0.1%——
BE0.1%——
XEL0.1%——
NVO0.1%——
SW0.1%——
CASY0.1%——
USB0.1%——
CNH0.1%——
CTAS0.1%——
PPL0.1%——
BSX0.1%——
APP0.1%——
FITB0.1%——

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+12.8%+14.1%0.710.78−33.2%1.00−1.0% (−1.44)
2018 onwards5 Jan 2018 to 2 Nov 2026+12.2%+13.9%0.570.66−33.2%1.00−1.5% (−1.50)
Last three years3 Nov 2023 to 2 Nov 2026+19.6%+21.8%1.051.16−16.8%0.96−1.2% (−0.67)
Last year7 Nov 2025 to 2 Nov 2026+14.3%+14.2%0.910.84−8.4%0.86+1.3% (0.37)
DateCompanyAction
14 Aug 2026ZUMZBought
14 Aug 2026YSWYBought
14 Aug 2026XPERBought
14 Aug 2026WSEBought
14 Aug 2026WHKBought
14 Aug 2026VGNTBought
14 Aug 2026VETBought
14 Aug 2026VERXBought
14 Aug 2026VATEBought
14 Aug 2026UTLBought
14 Aug 2026USDEBought
14 Aug 2026USAUBought
14 Aug 2026USARBought
14 Aug 2026UHTBought
14 Aug 2026UHALBought
14 Aug 2026TRIBought
14 Aug 2026TREEBought
14 Aug 2026TNETBought
14 Aug 2026TICBought
14 Aug 2026TGBought
14 Aug 2026TENXBought
14 Aug 2026TENBBought
14 Aug 2026SYNABought
14 Aug 2026STRZBought
14 Aug 2026STLNBought

Dated at the rebalance that made the change.

DateCompanyAction
14 Aug 2026YSSSold
14 Aug 2026WYNNSold
14 Aug 2026WRLDSold
14 Aug 2026WBTNSold
14 Aug 2026WAYSold
14 Aug 2026VYXSold
14 Aug 2026VUZISold
14 Aug 2026VRRMSold
14 Aug 2026VERISold
14 Aug 2026VERASold
14 Aug 2026UPBSold
14 Aug 2026TRSSold
14 Aug 2026TRDASold
14 Aug 2026TCPCSold
14 Aug 2026TBCHSold
14 Aug 2026STGWSold
14 Aug 2026STCSold
14 Aug 2026SPRYSold
14 Aug 2026SMRSold
14 Aug 2026SIISold
14 Aug 2026SHOESold
14 Aug 2026SHAKSold
14 Aug 2026SGRYSold
14 Aug 2026SANASold
14 Aug 2026RBCAASold

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