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Funds (13F)

Oberweis Asset Management Inc/

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

Watch this strategy
Return a year
+14.3%
S&P 500 +14.1%
Last 12 months
+17.6%
S&P 500 +12.1%
Sharpe ratio
0.57
S&P 500 0.78
Biggest drop
−42.4%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $58.2k$57.0k
StrategyS&P 500 $10,000 in Oberweis Asset Management Inc/ 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 Oberweis Asset Management Inc/'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.

Oberweis Asset Management Inc/'s 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+14.3%+14.1%
Total return+482%+470%
Last 12 months+17.6%+12.1%
Last 3 months−8.9%—
Last month−12.2%—
This year so far+14.7%—
Volatility a year25.8%16.0%
Sharpe ratio0.570.78
Biggest drop−42.4%−31.8%
Beta to the S&P 5001.281.00
Alpha a year (t-statistic)−1.3% (−0.31)—
Share of weeks up55%—

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
CRDO6.0%——
AAOI5.8%——
DOCN3.2%——
SIMO2.3%——
UCTT2.0%——
SN2.0%——
BTSG1.8%——
HNGE1.5%——
RMBS1.5%——
MTSI1.5%——
LITE1.4%——
LSCC1.3%——
NVMI1.3%——
CRS1.3%——
FTDR1.2%——
ECG1.2%——
VCYT1.1%——
POWL1.1%——
LTH1.1%——
RSI1.1%——
MRCY1.0%——
BROS1.0%——
CLH1.0%——
SEI1.0%——
DIOD1.0%——
BLBD0.9%——
CAMT0.9%——
LIVN0.9%——
AMSC0.9%——
MXL0.9%——
GMED0.9%——
NOVT0.9%——
SKYW0.8%——
VIAV0.8%——
LFUS0.8%——
ARQT0.8%——
FCFS0.8%——
BLLN0.8%——
DAN0.8%——
ESI0.8%——
AIR0.8%——
RELY0.8%——
ICUI0.8%——
FSS0.8%——
OUST0.7%——
LEVI0.7%——
MMSI0.7%——
AIZ0.7%——
WAY0.7%——
LQDA0.7%——
EHC0.7%——
INDV0.7%——
CGNX0.7%——
GVA0.7%——
PDFS0.7%——
NVST0.6%——
DAVE0.6%——
AMBA0.6%——
LASR0.6%——
MYRG0.6%——
ADPT0.6%——
DRS0.6%——
TPC0.6%——
KGS0.6%——
KNSA0.6%——
CHYM0.6%——
ALHC0.6%——
HALO0.6%——
IRTC0.5%——
ABCB0.5%——
ZWS0.5%——
OSIS0.5%——
OMDA0.5%——
URBN0.5%——
ANIP0.5%——
EZPW0.5%——
CNR0.5%——
DCO0.5%——
SKWD0.5%——
WLDN0.5%——
ATEN0.5%——
HQY0.5%——
SGHC0.5%——
SPXC0.5%——
FORM0.4%——
WTS0.4%——
OPLN0.4%——
QTWO0.4%——
BOX0.4%——
VSEC0.4%——
BHE0.4%——
NYT0.4%——
AEIS0.4%——
ETON0.4%——
AXGN0.4%——
FN0.4%——
AGX0.4%——
VISN0.4%——
TRS0.3%——
ZETA0.3%——
SBCF0.3%——
TILE0.3%——
MD0.3%——
PUMP0.3%——
FSLY0.3%——
MTDR0.3%——
OSW0.3%——
LMAT0.3%——
CALX0.3%——
ARLO0.3%——
INOD0.3%——
MGNI0.3%——
NIC0.3%——
LOPE0.3%——
IMAX0.3%——
PLUS0.3%——
KN0.3%——
IDCC0.3%——
BOOT0.3%——
LIND0.3%——
MGY0.3%——
VVX0.2%——
EVLV0.2%——
CRMD0.2%——
GRC0.2%——
FBK0.2%——
PAHC0.2%——
NPKI0.2%——
APEI0.2%——
ADUS0.2%——
BW0.2%——
RDWR0.2%——
AMPX0.2%——
PDS0.2%——
KFRC0.2%——
SRCE0.2%——
CNXN0.2%——
BVS0.1%——
XPRO0.1%——
CHEF0.1%——
COCO0.1%——
RCKY0.1%——
ACMR0.0%——
JPM0.0%——
AAPL0.0%——
MSFT0.0%——
MU0.0%——
FRSH0.0%——
JNJ0.0%——
TRV0.0%——

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+14.3%+14.1%0.570.78−42.4%1.28−1.3% (−0.31)
2018 onwards5 Jan 2018 to 2 Nov 2026+10.0%+13.9%0.380.66−42.4%1.27−4.3% (−0.76)
Last three years3 Nov 2023 to 2 Nov 2026+19.5%+21.8%0.711.16−25.3%1.28−4.9% (−0.63)
Last year7 Nov 2025 to 2 Nov 2026+20.5%+14.2%0.780.84−17.1%1.24+4.5% (0.28)
DateCompanyAction
21 Aug 2026XPROBought
21 Aug 2026WTSBought
21 Aug 2026WLDNBought
21 Aug 2026VVXBought
21 Aug 2026TRSBought
21 Aug 2026PDFSBought
21 Aug 2026OUSTBought
21 Aug 2026OPLNBought
21 Aug 2026OMDABought
21 Aug 2026NOVTBought
21 Aug 2026MYRGBought
21 Aug 2026MXLBought
21 Aug 2026LLYBought
21 Aug 2026KGSBought
21 Aug 2026KFRCBought
21 Aug 2026INTCBought
21 Aug 2026INODBought
21 Aug 2026GVABought
21 Aug 2026FORMBought
21 Aug 2026ESIBought
21 Aug 2026CHEFBought
21 Aug 2026CGNXBought
21 Aug 2026BLLNBought
22 May 2026SHAKBought
22 May 2026SBCFBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026WGSSold
21 Aug 2026WEAVSold
21 Aug 2026TCMDSold
21 Aug 2026SHAKSold
21 Aug 2026QLYSSold
21 Aug 2026PRIMSold
21 Aug 2026PISold
21 Aug 2026PEGASold
21 Aug 2026MIRSold
21 Aug 2026LINCSold
21 Aug 2026HURNSold
21 Aug 2026GSold
21 Aug 2026FUTUSold
21 Aug 2026FLSSold
21 Aug 2026EYESold
21 Aug 2026CRAISold
21 Aug 2026COURSold
21 Aug 2026CLMBSold
21 Aug 2026BRCBSold
21 Aug 2026ATECSold
21 Aug 2026AORTSold
21 Aug 2026AEOSold
22 May 2026WKSold
22 May 2026TPBSold
22 May 2026SXTSold

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