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Funds (13F)

Hotchkis & Wiley Capital Management LLC

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

Watch this strategy
Return a year
+13.4%
S&P 500 +14.1%
Last 12 months
+27.2%
S&P 500 +12.1%
Sharpe ratio
0.63
S&P 500 0.78
Biggest drop
−43.8%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$52.8k
StrategyS&P 500 $10,000 in Hotchkis & Wiley Capital Management LLC 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 Hotchkis & Wiley Capital Management 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.

Hotchkis & Wiley Capital Management LLC's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+13.4%+14.1%
Total return+428%+470%
Last 12 months+27.2%+12.1%
Last 3 months+4.7%—
Last month+6.3%—
This year so far+19.6%—
Volatility a year19.9%16.0%
Sharpe ratio0.630.78
Biggest drop−43.8%−31.8%
Beta to the S&P 5001.071.00
Alpha a year (t-statistic)−0.8% (−0.28)—
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
WDAY4.6%——
APA3.0%——
AIG2.6%——
FFIV2.5%——
GEHC2.3%——
ELV2.3%——
PPG2.3%——
ERIC2.3%——
CMCSA2.2%——
D2.0%——
USB1.9%——
C1.9%——
GM1.8%——
WFC1.7%——
MGA1.7%——
CI1.6%——
CRM1.6%——
CNH1.6%——
CDW1.6%——
FISV1.5%——
OMC1.5%——
SHEL1.4%——
OVV1.4%——
MDT1.3%——
FDX1.3%——
UNH1.3%——
PCAR1.2%——
SAP1.1%——
TFC1.1%——
GOOGL1.1%——
KHC1.1%——
HUM1.0%——
SWK1.0%——
STT1.0%——
CRBG1.0%——
MDLZ1.0%——
STZ1.0%——
FCNCA0.9%——
OLN0.9%——
SLB0.9%——
SJM0.9%——
GPC0.9%——
BAC0.9%——
APTV0.9%——
NOV0.8%——
TEL0.8%——
WPP0.8%——
FLR0.7%——
QCOM0.7%——
FIS0.7%——
ZBH0.7%——
NSC0.7%——
FTV0.7%——
LH0.6%——
CTSH0.6%——
BA0.6%——
SLM0.6%——
COP0.6%——
GSK0.5%——
CMI0.5%——
LDOS0.5%——
DE0.5%——
CNC0.5%——
STGW0.5%——
UL0.5%——
GD0.4%——
LAD0.4%——
CHKP0.4%——
LMT0.4%——
AVT0.4%——
PPL0.4%——
WK0.4%——
BWA0.3%——
CFG0.3%——
CRC0.3%——
MUR0.3%——
EEFT0.3%——
FHB0.3%——
UHS0.2%——
CAG0.2%——
RUSHA0.2%——
TKR0.2%——
BPOP0.2%——
OGE0.2%——
MSFT0.2%——
DOX0.2%——
JLL0.2%——
SOLV0.2%——
WEX0.2%——
BCO0.2%——
SF0.2%——
VAC0.1%——
ARE0.1%——
LIVN0.1%——
ADNT0.1%——
NTB0.1%——
VGNT0.1%——
RHI0.1%——
KOS0.1%——
ASB0.1%——
HII0.1%——
NCMI0.1%——
AVA0.1%——
LEA0.1%——
TSM0.1%——
ZION0.1%——
HMN0.1%——
CRGY0.1%——
MLR0.1%——
BKH0.1%——
BMRN0.1%——
OCFC0.1%——
GBX0.1%——
VNT0.1%——
GBLI0.1%——
WAFD0.1%——
FBIN0.1%——
ARW0.1%——
WFRD0.1%——
UPBD0.1%——
ECVT0.1%——
CXT0.1%——
BRBR0.1%——
MOH0.1%——
REYN0.1%——
IPAR0.1%——
BNY0.1%——
AXTA0.1%——
MSBI0.1%——
PK0.1%——
NEXT0.1%——
CROX0.1%——
SMPL0.1%——
MYE0.1%——
WEN0.1%——
SAH0.1%——
PEB0.1%——
LNTH0.1%——
DCOM0.1%——
BFH0.1%——
CFFN0.1%——
HAFC0.0%——
UFPI0.0%——
TRST0.0%——
TNL0.0%——
HOPE0.0%——
MSM0.0%——
BUSE0.0%——
CNOB0.0%——
EGBN0.0%——

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+13.4%+14.1%0.630.78−43.8%1.07−0.8% (−0.28)
2018 onwards5 Jan 2018 to 2 Nov 2026+11.8%+13.9%0.490.66−43.8%1.06−1.7% (−0.42)
Last three years3 Nov 2023 to 2 Nov 2026+20.4%+21.8%1.031.16−16.7%0.71+3.6% (0.57)
Last year7 Nov 2025 to 2 Nov 2026+27.9%+14.2%1.890.84−6.4%0.33+17.8% (1.68)
DateCompanyAction
21 Aug 2026TTGTBought
21 Aug 2026QCOMBought
21 Aug 2026MBCBought
21 Aug 2026LMTBought
21 Aug 2026LDOSBought
21 Aug 2026CHKPBought
21 Aug 2026CCLBought
21 Aug 2026BMRNBought
21 Aug 2026AVOBought
22 May 2026WENBought
22 May 2026WDBought
22 May 2026VNOBought
22 May 2026VIRTBought
22 May 2026VGNTBought
22 May 2026STBABought
22 May 2026SRPTBought
22 May 2026SMPLBought
22 May 2026SFSTBought
22 May 2026SEVNBought
22 May 2026SBSIBought
22 May 2026SAPBought
22 May 2026RRCBought
22 May 2026PTLOBought
22 May 2026PFISBought
22 May 2026PEBOBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026WCCSold
21 Aug 2026PETSSold
21 Aug 2026HIGSold
21 Aug 2026CVSSold
22 May 2026WNCSold
22 May 2026UFCSSold
22 May 2026TPCSold
22 May 2026TMPSold
22 May 2026SIGISold
22 May 2026SIGSold
22 May 2026RTXSold
22 May 2026QCRHSold
22 May 2026PWPSold
22 May 2026PLXSSold
22 May 2026PLAYSold
22 May 2026PHINSold
22 May 2026NXTSold
22 May 2026NVSTSold
22 May 2026NPKSold
22 May 2026NGVTSold
22 May 2026MRTNSold
22 May 2026MMISold
22 May 2026MICCSold
22 May 2026MDUSold
22 May 2026MCHBSold

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