undamentalytics Newsletter
Sign in

Funds (13F)

Jupiter Asset Management Ltd

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

Watch this strategy
Return a year
+13.3%
S&P 500 +13.8%
Last 12 months
+16.8%
S&P 500 +12.1%
Sharpe ratio
0.68
S&P 500 0.77
Biggest drop
−36.3%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $55.9k$52.3k
Jupiter Asset Management LtdS&P 500 $10,000 in Jupiter Asset Management Ltd 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 Jupiter Asset Management Ltd'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.

Jupiter Asset Management Ltd's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+13.3%+13.8%
Total return+423%+459%
Last 12 months+16.8%+12.1%
Last 3 months+1.9%—
Last month+0.9%—
This year so far+10.6%—
Volatility a year17.6%16.0%
Sharpe ratio0.680.77
Biggest drop−36.3%−31.8%
Beta to the S&P 5001.061.00
Alpha a year (t-statistic)−0.9% (−0.69)—
Share of weeks up60%—

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
NVDA4.3%——
AVGO3.2%——
AAPL2.9%——
MSFT2.9%——
AMZN2.6%——
GOOGL1.3%——
MU1.3%——
CMCSA1.2%——
V1.1%——
DIS1.1%——
NFLX1.1%——
TXN1.1%——
CRM1.0%——
A1.0%——
AG0.9%——
GILD0.9%——
BAC0.9%——
DHR0.9%——
MA0.8%——
PODD0.8%——
CHRW0.8%——
KR0.8%——
MTCH0.8%——
ILMN0.8%——
AMD0.8%——
DG0.7%——
SNPS0.7%——
ADBE0.7%——
KO0.7%——
DLTR0.7%——
WPM0.7%——
AIG0.7%——
C0.7%——
ABBV0.7%——
AJG0.7%——
TSM0.7%——
SYK0.6%——
MCK0.6%——
SPGI0.6%——
CME0.6%——
CNL0.6%——
TMO0.6%——
PAAS0.6%——
NTRS0.6%——
ELAN0.6%——
META0.6%——
TD0.5%——
VLY0.5%——
FTNT0.5%——
TJX0.5%——
MRSH0.5%——
LYFT0.5%——
HL0.5%——
ICE0.5%——
VZ0.5%——
IR0.5%——
AIZ0.5%——
PEP0.5%——
CDE0.5%——
VSAT0.5%——
ORLY0.5%——
EXK0.4%——
HDB0.4%——
NOW0.4%——
PATH0.4%——
INTC0.4%——
REGN0.4%——
AEP0.4%——
DE0.4%——
TSLA0.4%——
NEE0.4%——
PTC0.4%——
HIG0.4%——
VSXY0.4%——
CIEN0.4%——
LRCX0.4%——
REXR0.4%——
BKNG0.4%——
ABT0.3%——
LNC0.3%——
MELI0.3%——
HR0.3%——
TXT0.3%——
PFE0.3%——
MCD0.3%——
MNST0.3%——
LVS0.3%——
BDX0.3%——
ENS0.3%——
RNG0.3%——
INCY0.3%——
PTCT0.3%——
BZ0.3%——
TMUS0.3%——
RNR0.3%——
LW0.3%——
APH0.3%——
NEWP0.3%——
JPM0.3%——
GXO0.3%——
AYI0.3%——
ROST0.3%——
JKHY0.3%——
WDC0.3%——
YETI0.3%——
XRAY0.3%——
TER0.3%——
VRSN0.3%——
AME0.3%——
SHW0.3%——
ORA0.3%——
ALLY0.3%——
LITE0.2%——
SCHW0.2%——
FRSH0.2%——
SRE0.2%——
COST0.2%——
USFD0.2%——
DEC0.2%——
ECHO0.2%——
PARR0.2%——
ADSK0.2%——
LHX0.2%——
ATAT0.2%——
EBC0.2%——
FIVE0.2%——
TBBK0.2%——
MRP0.2%——
ATI0.2%——
J0.2%——
VIPS0.2%——
ARR0.2%——
BSX0.2%——
GEV0.2%——
ECL0.2%——
CNX0.2%——
OTEX0.2%——
LLY0.2%——
APA0.2%——
PVH0.2%——
ADP0.2%——
BIIB0.2%——
FDX0.2%——
IDXX0.2%——
NVST0.2%——
MMS0.2%——
TNL0.2%——
MTD0.2%——
POR0.2%——
FHI0.2%——

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+13.3%+13.8%0.680.77−36.3%1.06−0.9% (−0.69)
2018 onwards5 Jan 2018 to 2 Nov 2026+13.1%+13.9%0.580.66−36.3%1.06−1.0% (−0.53)
Last three years3 Nov 2023 to 2 Nov 2026+24.7%+21.8%1.241.16−17.5%1.01+2.4% (0.75)
Last year7 Nov 2025 to 2 Nov 2026+19.0%+14.2%1.050.84−9.4%0.96+4.7% (0.63)
DateCompanyAction
14 Aug 2026YMMBought
14 Aug 2026XYZBought
14 Aug 2026WEXBought
14 Aug 2026VVXBought
14 Aug 2026VTRBought
14 Aug 2026VSXYBought
14 Aug 2026VSATBought
14 Aug 2026VRTXBought
14 Aug 2026VRTBought
14 Aug 2026VFCBought
14 Aug 2026UPSBought
14 Aug 2026UPBDBought
14 Aug 2026UNHBought
14 Aug 2026UCTTBought
14 Aug 2026TXTBought
14 Aug 2026TTCBought
14 Aug 2026TSNBought
14 Aug 2026TRTXBought
14 Aug 2026TRNOBought
14 Aug 2026TERBought
14 Aug 2026TEBought
14 Aug 2026TALBought
14 Aug 2026TACBought
14 Aug 2026SWXBought
14 Aug 2026SWKSBought

Dated at the rebalance that made the change.

DateCompanyAction
14 Aug 2026WWDSold
14 Aug 2026WORSold
14 Aug 2026WOOFSold
14 Aug 2026WMGSold
14 Aug 2026WERNSold
14 Aug 2026WABCSold
14 Aug 2026VZLASold
14 Aug 2026VICISold
14 Aug 2026URISold
14 Aug 2026URBNSold
14 Aug 2026UBSISold
14 Aug 2026USold
14 Aug 2026TTDSold
14 Aug 2026TIGRSold
14 Aug 2026TENBSold
14 Aug 2026TDWSold
14 Aug 2026TDGSold
14 Aug 2026TCOMSold
14 Aug 2026TALOSold
14 Aug 2026STTSold
14 Aug 2026SSRMSold
14 Aug 2026SPTSold
14 Aug 2026SNOWSold
14 Aug 2026SLFSold
14 Aug 2026SKYDSold

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