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Funds (13F)

Intech Investment Management LLC

Backtest from 12 Aug 2022 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+16.4%
S&P 500 +16.0%
Last 12 months
+10.3%
S&P 500 +12.1%
Sharpe ratio
0.73
S&P 500 0.71
Biggest drop
−17.6%
S&P 500 −16.9%
$10.0k$20.0k 20222023202420252026 $19.0k$18.7k
StrategyS&P 500 $10,000 in Intech Investment Management LLC from 12 Aug 2022 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Intech Investment 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.

Intech Investment Management LLC's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+16.4%+16.0%
Total return+90%+87%
Last 12 months+10.3%+12.1%
Last 3 months−0.0%—
Last month−1.7%—
This year so far+8.5%—
Volatility a year14.9%15.1%
Sharpe ratio0.730.71
Biggest drop−17.6%−16.9%
Beta to the S&P 5000.931.00
Alpha a year (t-statistic)+1.0% (0.43)—
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
NVDA7.1%——
AAPL4.4%——
MSFT4.0%——
GOOGL3.2%——
AVGO2.9%——
AMZN2.0%——
META1.9%——
AMD1.4%——
MU1.3%——
TSLA1.3%——
LLY1.0%——
TD0.9%——
PLTR0.7%——
CSCO0.7%——
JNJ0.7%——
BNS0.7%——
GEV0.7%——
UNH0.6%——
INTC0.6%——
MMM0.6%——
AXP0.5%——
C0.5%——
AMT0.5%——
RY0.5%——
MCK0.5%——
EOG0.4%——
ORCL0.4%——
HWM0.4%——
JPM0.4%——
CM0.4%——
HCA0.4%——
LMT0.4%——
AMAT0.4%——
IBM0.4%——
KEYS0.4%——
CAT0.4%——
WMT0.4%——
SYY0.4%——
GS0.4%——
BKNG0.4%——
CL0.4%——
GLW0.3%——
BMO0.3%——
WELL0.3%——
FDX0.3%——
VRT0.3%——
PCG0.3%——
GM0.3%——
LRCX0.3%——
WDC0.3%——
STX0.3%——
EME0.3%——
NFLX0.3%——
CBRE0.3%——
VZ0.3%——
AER0.3%——
SCHW0.3%——
MA0.3%——
TRV0.3%——
DASH0.3%——
ALL0.3%——
EXPE0.3%——
ADBE0.3%——
SHOP0.3%——
P0.3%——
DELL0.2%——
DIS0.2%——
ABT0.2%——
Q0.2%——
KO0.2%——
DUK0.2%——
TXN0.2%——
AZN0.2%——
RTX0.2%——
CVX0.2%——
XPO0.2%——
CAH0.2%——
WTW0.2%——
PEP0.2%——
ISRG0.2%——
V0.2%——
BNY0.2%——
TPR0.2%——
SO0.2%——
JLL0.2%——
SNDK0.2%——
TER0.2%——
AEP0.2%——
THC0.2%——
BMY0.2%——
EXC0.2%——
MTZ0.2%——
GILD0.2%——
EL0.2%——
KLAC0.2%——
NTAP0.2%——
IRM0.2%——
CASY0.2%——
LHX0.2%——
AON0.2%——
PM0.2%——
COST0.2%——
MRK0.2%——
EXEL0.2%——
VST0.2%——
BAC0.2%——
ROST0.2%——
TEVA0.2%——
INCY0.2%——
ESLT0.1%——
UTHR0.1%——
VICI0.1%——
MS0.1%——
B0.1%——
NOC0.1%——
UPS0.1%——
T0.1%——
WSM0.1%——
CTVA0.1%——
GE0.1%——
AIG0.1%——
USFD0.1%——
LVS0.1%——
REGN0.1%——
VTR0.1%——
COF0.1%——
ELV0.1%——
ACM0.1%——
PG0.1%——
CF0.1%——
TMUS0.1%——
TJX0.1%——
LAMR0.1%——
BLK0.1%——
MSI0.1%——
DECK0.1%——
HALO0.1%——
MPC0.1%——
NEM0.1%——
LIN0.1%——
CBOE0.1%——
MRVL0.1%——
SYF0.1%——
RMBS0.1%——
OHI0.1%——
ECL0.1%——
INTU0.1%——
LNG0.1%——
APH0.1%——
USB0.1%——

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

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest12 Aug 2022 to 2 Nov 2026+16.4%+16.0%0.730.71−17.6%0.93+1.0% (0.43)
Last three years3 Nov 2023 to 2 Nov 2026+23.1%+21.8%1.131.05−17.6%0.90+2.4% (0.75)
Last year7 Nov 2025 to 2 Nov 2026+12.1%+14.2%0.680.84−8.0%0.95−1.3% (−0.34)
DateCompanyAction
14 Aug 2026ZNTLBought
14 Aug 2026ZMBought
14 Aug 2026XRAYBought
14 Aug 2026XMAXBought
14 Aug 2026XFORBought
14 Aug 2026WOLFBought
14 Aug 2026WLTHBought
14 Aug 2026WENBought
14 Aug 2026VTRSBought
14 Aug 2026VSNTBought
14 Aug 2026VREXBought
14 Aug 2026VPGBought
14 Aug 2026VGZBought
14 Aug 2026VGNTBought
14 Aug 2026VERIBought
14 Aug 2026VENUBought
14 Aug 2026URGNBought
14 Aug 2026URGBought
14 Aug 2026UMACBought
14 Aug 2026ULSBought
14 Aug 2026UAABought
14 Aug 2026TTANBought
14 Aug 2026TSEMBought
14 Aug 2026TRUBought
14 Aug 2026TRONBought

Dated at the rebalance that made the change.

DateCompanyAction
14 Aug 2026ZBRASold
14 Aug 2026ZSold
14 Aug 2026YUMCSold
14 Aug 2026WULFSold
14 Aug 2026WTFCSold
14 Aug 2026WSOSold
14 Aug 2026WDAYSold
14 Aug 2026VTSSold
14 Aug 2026VTEXSold
14 Aug 2026VNTSold
14 Aug 2026VITLSold
14 Aug 2026UTLSold
14 Aug 2026UDRSold
14 Aug 2026TYLSold
14 Aug 2026TTDSold
14 Aug 2026TMCISold
14 Aug 2026STWDSold
14 Aug 2026SPXCSold
14 Aug 2026SPWRSold
14 Aug 2026SNAPSold
14 Aug 2026SMHISold
14 Aug 2026SLQTSold
14 Aug 2026SKYXSold
14 Aug 2026SKINSold
14 Aug 2026SHENSold

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