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Funds (13F)

Loomis Sayles & Co L P

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

Watch this strategy
Return a year
+15.7%
S&P 500 +14.1%
Last 12 months
+0.2%
S&P 500 +12.1%
Sharpe ratio
0.79
S&P 500 0.78
Biggest drop
−30.8%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $68.3k$57.0k
Loomis Sayles & Co L PS&P 500 $10,000 in Loomis Sayles & Co L P 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 Loomis Sayles & Co L P'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.

Loomis Sayles & Co L P's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+15.7%+14.1%
Total return+583%+470%
Last 12 months+0.2%+12.1%
Last 3 months+3.1%—
Last month−1.7%—
This year so far+0.2%—
Volatility a year18.0%16.0%
Sharpe ratio0.790.78
Biggest drop−30.8%−31.8%
Beta to the S&P 5001.081.00
Alpha a year (t-statistic)+0.8% (0.50)—
Share of weeks up58%—

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
NVDA10.4%——
GOOGL8.1%——
TSLA7.0%——
AMZN5.7%——
META5.6%——
V4.1%——
BA4.0%——
MSFT3.8%——
NFLX3.8%——
ORCL3.2%——
MNST3.1%——
VRTX2.6%——
SHOP2.2%——
DIS1.7%——
ADSK1.6%——
REGN1.5%——
CRM1.3%——
SBUX1.2%——
EXPD1.2%——
NVO1.2%——
DE1.1%——
SEIC1.0%——
TMO0.9%——
ISRG0.9%——
BKNG0.8%——
YUM0.8%——
XYZ0.7%——
MA0.5%——
ILMN0.5%——
SPGI0.4%——
FDS0.4%——
AVGO0.4%——
NKE0.4%——
TT0.4%——
WDAY0.4%——
ARM0.4%——
CMI0.3%——
TSM0.3%——
KLAC0.3%——
MELI0.3%——
PH0.3%——
HLT0.3%——
GS0.3%——
BLK0.3%——
JPM0.3%——
ORLY0.3%——
ALNY0.2%——
COST0.2%——
PGR0.2%——
ABNB0.2%——
HD0.2%——
AEIS0.2%——
LIN0.1%——
ATI0.1%——
ALGM0.1%——
LTH0.1%——
ROP0.1%——
DHR0.1%——
MTD0.1%——
LGND0.1%——
UNH0.1%——
ESE0.1%——
TWST0.1%——
ABEV0.1%——
MRCY0.1%——
AIR0.1%——
ALKS0.1%——
EXTR0.1%——
HXL0.1%——
HQY0.1%——
MTSI0.1%——
SNX0.1%——
MYRG0.1%——
YUMC0.1%——
SUPN0.1%——
APP0.1%——
ITT0.1%——
ECG0.1%——
STRL0.1%——
COCO0.1%——
GKOS0.1%——
OII0.1%——
YETI0.1%——
TCOM0.1%——
RMBS0.1%——
LGN0.1%——
BOOT0.1%——
ROAD0.1%——
NXPI0.1%——
AXSM0.1%——
DCO0.1%——
CWST0.1%——
TXRH0.1%——
SIMO0.1%——
TYL0.1%——
VCEL0.1%——
MGY0.1%——
MIRM0.1%——
ALHC0.1%——
OSW0.1%——
CRL0.1%——
SMTC0.1%——
PTRN0.1%——
ONTO0.1%——
GTX0.1%——
VSEC0.1%——
FBK0.1%——
RYTM0.1%——
PTCT0.1%——
CXT0.1%——
JAZZ0.1%——
ADEA0.1%——
MGRC0.1%——
PDFS0.1%——
SF0.1%——
DOCS0.1%——
MIR0.1%——
AGM0.1%——
BIDU0.1%——
DORM0.1%——
Q0.1%——
FTRE0.1%——
RACE0.1%——
RDNT0.1%——
MKSI0.1%——
TTMI0.1%——
PJT0.1%——
IRTC0.1%——
BMRN0.1%——
VEEV0.1%——
ENVA0.1%——
WHD0.1%——
SSB0.1%——
VIAV0.1%——
CIGI0.1%——
RGA0.1%——
GNRC0.1%——
PB0.1%——
AIT0.1%——
PATK0.1%——
NTRA0.1%——
MOD0.1%——
WT0.1%——
NEO0.1%——
HOMB0.1%——
GRDN0.1%——
PIPR0.1%——
RYAN0.1%——
BWXT0.1%——
SOLS0.1%——

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+15.7%+14.1%0.790.78−30.8%1.08+0.8% (0.50)
2018 onwards5 Jan 2018 to 2 Nov 2026+14.7%+13.9%0.640.66−30.8%1.07+0.2% (0.09)
Last three years3 Nov 2023 to 2 Nov 2026+19.2%+21.8%0.811.16−21.5%1.23−5.2% (−1.52)
Last year7 Nov 2025 to 2 Nov 2026+3.2%+14.2%0.040.84−14.9%1.24−11.8% (−1.57)
DateCompanyAction
21 Aug 2026WSTBought
21 Aug 2026WPCBought
21 Aug 2026WHKBought
21 Aug 2026VSHBought
21 Aug 2026VLOBought
21 Aug 2026UEBought
21 Aug 2026TWLOBought
21 Aug 2026TTANBought
21 Aug 2026TGTBought
21 Aug 2026SXTBought
21 Aug 2026SUNBBought
21 Aug 2026SUBought
21 Aug 2026SNDXBought
21 Aug 2026SMTCBought
21 Aug 2026SEPNBought
21 Aug 2026RYANBought
21 Aug 2026RRXBought
21 Aug 2026ROGBought
21 Aug 2026RELYBought
21 Aug 2026PFGBought
21 Aug 2026PAYXBought
21 Aug 2026OVVBought
21 Aug 2026NTRSBought
21 Aug 2026NFGBought
21 Aug 2026NETBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026WRBSold
21 Aug 2026WOLFSold
21 Aug 2026WECSold
21 Aug 2026VTRSold
21 Aug 2026VRDNSold
21 Aug 2026VIRTSold
21 Aug 2026UFPTSold
21 Aug 2026STVNSold
21 Aug 2026STESold
21 Aug 2026STAGSold
21 Aug 2026SLABSold
21 Aug 2026SITESold
21 Aug 2026SESold
21 Aug 2026RYAAYSold
21 Aug 2026QXOSold
21 Aug 2026PODDSold
21 Aug 2026PLNTSold
21 Aug 2026PENSold
21 Aug 2026PATHSold
21 Aug 2026OPTUSold
21 Aug 2026OLLISold
21 Aug 2026OKESold
21 Aug 2026NOWSold
21 Aug 2026NHISold
21 Aug 2026NCNOSold

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