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Funds (13F)

LSV Asset Management

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

Watch this strategy
Return a year
+12.3%
S&P 500 +14.1%
Last 12 months
+31.0%
S&P 500 +12.1%
Sharpe ratio
0.63
S&P 500 0.78
Biggest drop
−39.5%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$46.4k
LSV Asset ManagementS&P 500 $10,000 in LSV Asset Management 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 LSV Asset Management'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.

LSV Asset Management's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+12.3%+14.1%
Total return+364%+470%
Last 12 months+31.0%+12.1%
Last 3 months+1.8%—
Last month+1.9%—
This year so far+22.6%—
Volatility a year17.7%16.0%
Sharpe ratio0.630.78
Biggest drop−39.5%−31.8%
Beta to the S&P 5000.991.00
Alpha a year (t-statistic)−1.1% (−0.52)—
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
GOOGL2.1%——
DELL1.9%——
CSCO1.5%——
C1.5%——
STT1.3%——
MRK1.3%——
QCOM1.2%——
SNX1.1%——
HPE1.1%——
BMY1.1%——
JAZZ1.0%——
VZ1.0%——
GM1.0%——
MU1.0%——
WFC0.9%——
AMAT0.9%——
T0.9%——
CVS0.9%——
MO0.9%——
INCY0.9%——
PFE0.8%——
EXEL0.8%——
DIS0.8%——
BWA0.8%——
TXT0.8%——
CFG0.7%——
ARW0.7%——
EXPE0.7%——
BAC0.7%——
EBAY0.7%——
PHM0.7%——
UAL0.7%——
HIG0.7%——
MPC0.7%——
KR0.7%——
CRM0.7%——
NEM0.7%——
ADBE0.7%——
ALL0.7%——
CMCSA0.7%——
CRUS0.7%——
FOXA0.6%——
FHN0.6%——
GILD0.6%——
AIG0.6%——
OSK0.6%——
BNY0.6%——
GS0.6%——
DAL0.6%——
VLO0.6%——
DBX0.6%——
HCA0.6%——
R0.6%——
AVT0.5%——
HPQ0.5%——
MTG0.5%——
GTX0.5%——
RF0.5%——
ZION0.5%——
SON0.5%——
HAL0.5%——
HST0.5%——
DINO0.5%——
GEN0.5%——
MTCH0.5%——
ALSN0.5%——
TGT0.5%——
F0.5%——
OC0.5%——
RDN0.4%——
TAP0.4%——
DOX0.4%——
AGCO0.4%——
GEHC0.4%——
AMGN0.4%——
CROX0.4%——
CMI0.4%——
UNM0.4%——
AMP0.4%——
UGI0.4%——
CART0.4%——
INGR0.4%——
ALV0.4%——
FDX0.4%——
ADT0.4%——
DVA0.4%——
MTDR0.4%——
BPOP0.4%——
M0.4%——
CCK0.3%——
SYF0.3%——
META0.3%——
NEU0.3%——
KHC0.3%——
NFG0.3%——
PYPL0.3%——
AMG0.3%——
SAIC0.3%——
SFD0.3%——
CF0.3%——
MLI0.3%——
UPS0.3%——
NXST0.3%——
ACI0.3%——
JPM0.3%——
APA0.3%——
FAF0.3%——
CI0.3%——
FHI0.3%——
REGN0.3%——
TDC0.3%——
PVH0.3%——
CNO0.3%——
RNG0.3%——
NTAP0.3%——
ASO0.3%——
SNDK0.3%——
ENS0.3%——
UTHR0.3%——
GIS0.3%——
UHS0.3%——
EG0.3%——
NTCT0.3%——
TNL0.3%——
VTRS0.3%——
TOL0.3%——
CRBG0.3%——
PSX0.2%——
ADM0.2%——
NTRS0.2%——
PBI0.2%——
SWKS0.2%——
BCO0.2%——
CNH0.2%——
HOG0.2%——
PAG0.2%——
SIG0.2%——
MET0.2%——
G0.2%——
JXN0.2%——
FLEX0.2%——
PHIN0.2%——
PLGO0.2%——
ASB0.2%——
EPR0.2%——
RNR0.2%——
LYFT0.2%——
STZ0.2%——
ALGN0.2%——
HALO0.2%——

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+12.3%+14.1%0.630.78−39.5%0.99−1.1% (−0.52)
2018 onwards5 Jan 2018 to 2 Nov 2026+11.3%+13.9%0.490.66−39.5%0.98−1.7% (−0.53)
Last three years3 Nov 2023 to 2 Nov 2026+22.4%+21.8%1.191.16−16.6%0.76+4.5% (0.82)
Last year7 Nov 2025 to 2 Nov 2026+30.9%+14.2%2.190.84−6.8%0.53+18.1% (2.06)
DateCompanyAction
7 Aug 2026YUMCBought
7 Aug 2026WMBought
7 Aug 2026WASHBought
7 Aug 2026WABCBought
7 Aug 2026VVXBought
7 Aug 2026VGNTBought
7 Aug 2026TMUSBought
7 Aug 2026STRTBought
7 Aug 2026STBABought
7 Aug 2026SLGNBought
7 Aug 2026SAHBought
7 Aug 2026ROCKBought
7 Aug 2026PINSBought
7 Aug 2026PDBought
7 Aug 2026OPCHBought
7 Aug 2026NUEBought
7 Aug 2026NSITBought
7 Aug 2026NGSBought
7 Aug 2026NEXNBought
7 Aug 2026MATVBought
7 Aug 2026LVSBought
7 Aug 2026KMDABought
7 Aug 2026JBSSBought
7 Aug 2026INTUBought
7 Aug 2026INSWBought

Dated at the rebalance that made the change.

DateCompanyAction
7 Aug 2026WEYSSold
7 Aug 2026WCCSold
7 Aug 2026VIRCSold
7 Aug 2026TRINSold
7 Aug 2026TFXSold
7 Aug 2026SPGISold
7 Aug 2026SPGSold
7 Aug 2026SOLSSold
7 Aug 2026SMSold
7 Aug 2026SLBSold
7 Aug 2026SKYDSold
7 Aug 2026PNFPSold
7 Aug 2026PLAYSold
7 Aug 2026PDEXSold
7 Aug 2026NRGSold
7 Aug 2026MDXGSold
7 Aug 2026LOWSold
7 Aug 2026LSold
7 Aug 2026KRTSold
7 Aug 2026KROSSold
7 Aug 2026JELDSold
7 Aug 2026IIISold
7 Aug 2026HFWASold
7 Aug 2026HBNCSold
7 Aug 2026GNWSold

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