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Funds (13F)

Palisade Capital Management, LP

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

Watch this strategy
Return a year
+10.8%
S&P 500 +14.1%
Last 12 months
+18.9%
S&P 500 +12.1%
Sharpe ratio
0.53
S&P 500 0.78
Biggest drop
−38.4%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$38.6k
StrategyS&P 500 $10,000 in Palisade Capital Management, LP 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 Palisade Capital Management, LP'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.

Palisade Capital Management, LP's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+10.8%+14.1%
Total return+286%+470%
Last 12 months+18.9%+12.1%
Last 3 months+1.3%—
Last month+0.2%—
This year so far+14.9%—
Volatility a year19.0%16.0%
Sharpe ratio0.530.78
Biggest drop−38.4%−31.8%
Beta to the S&P 5001.081.00
Alpha a year (t-statistic)−3.4% (−1.57)—
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
APH4.1%——
AAPL3.9%——
NVDA3.0%——
AMD2.4%——
MSFT1.9%——
JPM1.9%——
LFUS1.7%——
AME1.6%——
AIT1.6%——
AVGO1.6%——
V1.6%——
IDA1.4%——
RJF1.4%——
GOOGL1.4%——
DHR1.3%——
AMZN1.3%——
WSFS1.1%——
ONTO1.1%——
SMTC1.0%——
WLY1.0%——
HCSG0.9%——
ABBV0.9%——
FNV0.9%——
TDY0.9%——
NGVT0.9%——
OSW0.9%——
ETN0.9%——
MLI0.9%——
ACIW0.9%——
PRMB0.9%——
EGP0.9%——
CFR0.9%——
PRG0.8%——
PB0.8%——
PWR0.8%——
AVNT0.8%——
RGEN0.8%——
DPZ0.8%——
COLB0.8%——
META0.8%——
FA0.8%——
LLY0.8%——
RNST0.8%——
NVST0.8%——
PFGC0.7%——
RLI0.7%——
MTD0.7%——
ACHC0.7%——
RLJ0.7%——
COST0.7%——
BRKR0.7%——
FULT0.7%——
RDNT0.7%——
CTAS0.7%——
AIR0.6%——
WWD0.6%——
CUZ0.6%——
CMC0.6%——
NEE0.6%——
AMAT0.6%——
SM0.6%——
HNGE0.6%——
VNT0.6%——
PLXS0.6%——
SEI0.6%——
AHCO0.6%——
VLTO0.6%——
ORLY0.5%——
ICE0.5%——
CAKE0.5%——
SAIA0.5%——
MYRG0.5%——
ITGR0.5%——
TXRH0.5%——
TKO0.5%——
KKR0.5%——
CCC0.5%——
BKE0.5%——
BFAM0.5%——
KWR0.5%——
HD0.4%——
FOUR0.4%——
UNP0.4%——
VSTS0.4%——
QCOM0.4%——
ROCK0.4%——
AZTA0.4%——
FLYW0.4%——
HMN0.4%——
LKQ0.4%——
UMBF0.4%——
ARCC0.4%——
HCA0.3%——
VERX0.3%——
BLKB0.3%——
AXSM0.3%——
WHD0.3%——
NOG0.3%——
MATW0.3%——
LGND0.3%——
CNC0.3%——
JNJ0.3%——
BL0.3%——
NOC0.3%——
TMO0.3%——
RVLV0.3%——
CSTL0.3%——
WRBY0.3%——
NVO0.3%——
DCO0.3%——
CRSR0.3%——
CPRT0.3%——
MSA0.3%——
BV0.3%——
ZBRA0.3%——
POWI0.3%——
DEA0.3%——
BWIN0.2%——
PR0.2%——
EVTC0.2%——
BURL0.2%——
TXN0.2%——
PFSI0.2%——
FNF0.2%——
EBS0.2%——
MDLZ0.2%——
ICLR0.2%——
SHW0.2%——
HRI0.2%——
CHCT0.2%——
KRYS0.2%——
LRN0.2%——
HLIO0.2%——
ARMK0.2%——
NCNO0.2%——
GS0.2%——
GPI0.2%——
DCI0.2%——
GEV0.2%——
MIDD0.2%——
RBA0.2%——
AMSF0.2%——
THG0.1%——
CWK0.1%——
WMT0.1%——
ELF0.1%——
PLTR0.1%——
XYZ0.1%——
HSIC0.1%——
KLAC0.1%——

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+10.8%+14.1%0.530.78−38.4%1.08−3.4% (−1.57)
2018 onwards5 Jan 2018 to 2 Nov 2026+9.5%+13.9%0.400.66−38.4%1.07−4.2% (−1.42)
Last three years3 Nov 2023 to 2 Nov 2026+14.7%+21.8%0.671.16−21.1%0.91−4.2% (−0.78)
Last year7 Nov 2025 to 2 Nov 2026+21.3%+14.2%1.250.84−9.5%0.75+8.6% (0.91)
DateCompanyAction
21 Aug 2026UMBFBought
21 Aug 2026POWIBought
21 Aug 2026PLTRBought
21 Aug 2026MTDBought
21 Aug 2026KRYSBought
21 Aug 2026HRIBought
21 Aug 2026HLIOBought
21 Aug 2026HCABought
21 Aug 2026GNRCBought
21 Aug 2026DCOBought
21 Aug 2026CTASBought
21 Aug 2026CPRTBought
21 Aug 2026ABEVBought
22 May 2026URIBought
22 May 2026SLBBought
22 May 2026SEIBought
22 May 2026ROKBought
22 May 2026ORCLBought
22 May 2026LGNDBought
22 May 2026LECOBought
22 May 2026COPBought
22 May 2026BWINBought
22 May 2026BKRBought
22 May 2026AZNBought
22 May 2026AXSMBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026WABCSold
21 Aug 2026VRRMSold
21 Aug 2026TTWOSold
21 Aug 2026STZSold
21 Aug 2026ROPSold
21 Aug 2026PGSold
21 Aug 2026HRTXSold
21 Aug 2026BDXSold
22 May 2026SPGISold
22 May 2026PACKSold
22 May 2026OWLSold
22 May 2026NFLXSold
22 May 2026FWONKSold
22 May 2026DISSold
22 May 2026DINOSold
20 Feb 2026ZTSSold
20 Feb 2026UPSSold
20 Feb 2026SHAKSold
20 Feb 2026FSKSold
20 Feb 2026FISVSold
20 Feb 2026EDSold
20 Feb 2026DHSold
20 Feb 2026DFDVSold
20 Feb 2026BILLSold
20 Feb 2026AXONSold

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