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Funds (13F)

Frontier Capital Management Co LLC

Backtest from 26 Jul 2013 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+13.6%
S&P 500 +13.8%
Last 12 months
+18.8%
S&P 500 +12.1%
Sharpe ratio
0.61
S&P 500 0.77
Biggest drop
−40.5%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $55.9k$54.2k
StrategyS&P 500 $10,000 in Frontier Capital Management Co LLC from 26 Jul 2013 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Frontier Capital Management Co 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.

Frontier Capital Management Co LLC's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+13.6%+13.8%
Total return+442%+459%
Last 12 months+18.8%+12.1%
Last 3 months−5.5%—
Last month−3.0%—
This year so far+14.9%—
Volatility a year21.2%16.0%
Sharpe ratio0.610.77
Biggest drop−40.5%−31.8%
Beta to the S&P 5001.221.00
Alpha a year (t-statistic)−1.9% (−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
FTAI3.0%——
GVA1.7%——
ALK1.7%——
AAOI1.4%——
AKAM1.3%——
ASH1.2%——
LSCC1.2%——
BPOP1.1%——
MDB1.1%——
UTHR1.1%——
KNX1.0%——
EXP1.0%——
LRN1.0%——
XPO1.0%——
BBIO1.0%——
LBRT0.9%——
SANM0.9%——
UCTT0.9%——
RARE0.9%——
PODD0.9%——
MOD0.9%——
FLS0.9%——
KEX0.9%——
ALGT0.8%——
P0.8%——
AMTM0.8%——
KYMR0.8%——
INSM0.8%——
ATI0.8%——
RNST0.7%——
ALAB0.7%——
RCL0.7%——
PVLA0.7%——
DT0.7%——
INDI0.7%——
ADC0.7%——
LUNR0.6%——
JAZZ0.6%——
SAIA0.6%——
ENTG0.6%——
FBP0.6%——
CRCL0.6%——
HUBB0.6%——
AXSM0.6%——
FLEX0.6%——
WTFC0.6%——
TDW0.6%——
ATMU0.6%——
JBL0.6%——
BLDR0.6%——
SNOW0.5%——
TRVI0.5%——
GENI0.5%——
BWIN0.5%——
VERA0.5%——
URGN0.5%——
MKSI0.5%——
GTX0.5%——
ELAN0.5%——
EBC0.5%——
FAF0.5%——
APG0.5%——
STAG0.5%——
WFRD0.5%——
AIR0.5%——
CRS0.5%——
PRDO0.5%——
ACHC0.5%——
CGNX0.5%——
FR0.5%——
DDOG0.5%——
NTRA0.4%——
PRIM0.4%——
AR0.4%——
FICO0.4%——
MPWR0.4%——
TFIN0.4%——
DAR0.4%——
SARO0.4%——
VOYG0.4%——
SNX0.4%——
CHE0.4%——
MDU0.4%——
RRX0.4%——
PGY0.4%——
ACVA0.4%——
KBR0.4%——
RYZ0.4%——
ERO0.4%——
NSIT0.4%——
WSFS0.4%——
TER0.4%——
GPOR0.4%——
SBCF0.4%——
CRDO0.4%——
NET0.4%——
LMND0.4%——
IRT0.4%——
PWR0.4%——
FIP0.4%——
CVSA0.4%——
PLNT0.4%——
ROCK0.3%——
SFNC0.3%——
SLGN0.3%——
DXCM0.3%——
SON0.3%——
NVST0.3%——
WAFD0.3%——
LCII0.3%——
BJ0.3%——
RKLB0.3%——
LXP0.3%——
FBK0.3%——
CIFR0.3%——
IONQ0.3%——
NMIH0.3%——
AVTR0.3%——
ALKS0.3%——
SIGI0.3%——
ARW0.3%——
LGIH0.3%——
EPRT0.3%——
HOPE0.3%——
MLI0.3%——
ETOR0.3%——
CDP0.3%——
MMSI0.3%——
MTDR0.3%——
OLED0.3%——
ST0.3%——
ZS0.3%——
MANE0.3%——
UAMY0.3%——
CWK0.3%——
TILE0.3%——
TKR0.3%——
BURL0.3%——
MOH0.3%——
UTL0.3%——
ABG0.3%——
BDC0.3%——
PR0.3%——
KNF0.3%——
RXO0.3%——
TNET0.3%——
ODD0.3%——
FLR0.3%——
CVLT0.3%——
KTB0.3%——

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

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest26 Jul 2013 to 2 Nov 2026+13.6%+13.8%0.610.77−40.5%1.22−1.9% (−0.84)
2018 onwards5 Jan 2018 to 2 Nov 2026+12.6%+13.9%0.500.66−40.5%1.23−2.6% (−0.83)
Last three years3 Nov 2023 to 2 Nov 2026+22.0%+21.8%0.871.16−26.9%1.21−2.1% (−0.34)
Last year7 Nov 2025 to 2 Nov 2026+20.7%+14.2%0.900.84−13.0%1.08+5.6% (0.43)
DateCompanyAction
21 Aug 2026YSSBought
21 Aug 2026WTSBought
21 Aug 2026VRSKBought
21 Aug 2026VIKBought
21 Aug 2026UMACBought
21 Aug 2026UAMYBought
21 Aug 2026TGTXBought
21 Aug 2026SYREBought
21 Aug 2026SXIBought
21 Aug 2026STBought
21 Aug 2026SAROBought
21 Aug 2026PRIMBought
21 Aug 2026PRCHBought
21 Aug 2026PJTBought
21 Aug 2026PCGBought
21 Aug 2026ONTOBought
21 Aug 2026NBISBought
21 Aug 2026MOHBought
21 Aug 2026MIRBought
21 Aug 2026MANEBought
21 Aug 2026LITEBought
21 Aug 2026HTLDBought
21 Aug 2026HOODBought
21 Aug 2026HALOBought
21 Aug 2026FRTBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026VRDNSold
21 Aug 2026TTDSold
21 Aug 2026TSCOSold
21 Aug 2026SHLSSold
21 Aug 2026ROSTSold
21 Aug 2026RMDSold
21 Aug 2026QDELSold
21 Aug 2026PSNSold
21 Aug 2026NDAQSold
21 Aug 2026MRVLSold
21 Aug 2026LULUSold
21 Aug 2026LKQSold
21 Aug 2026KLACSold
21 Aug 2026GDYNSold
21 Aug 2026ECGSold
21 Aug 2026DPZSold
21 Aug 2026DIODSold
21 Aug 2026CZRSold
21 Aug 2026APHSold
21 Aug 2026ANETSold
21 Aug 2026ALHCSold
22 May 2026ZETASold
22 May 2026VMRKSold
22 May 2026UHSSold
22 May 2026USold

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