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Funds (13F)

Panagora 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
+10.2%
S&P 500 +12.1%
Sharpe ratio
0.77
S&P 500 0.78
Biggest drop
−33.0%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $58.7k$57.0k
StrategyS&P 500 $10,000 in Panagora 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 Panagora 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.

Panagora Asset Management Inc's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+14.3%+14.1%
Total return+487%+470%
Last 12 months+10.2%+12.1%
Last 3 months−0.1%—
Last month−3.3%—
This year so far+9.1%—
Volatility a year16.7%16.0%
Sharpe ratio0.770.78
Biggest drop−33.0%−31.8%
Beta to the S&P 5001.041.00
Alpha a year (t-statistic)−0.1% (−0.22)—
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
NVDA7.3%——
AAPL6.4%——
MSFT4.0%——
GOOGL3.7%——
AMZN3.0%——
AVGO2.5%——
MU2.1%——
AMD1.8%——
META1.7%——
LLY1.4%——
TSLA1.4%——
LRCX1.4%——
GE1.1%——
BAC1.1%——
AMAT0.9%——
PM0.9%——
JNJ0.9%——
MA0.9%——
UNH0.8%——
JPM0.8%——
WMT0.8%——
INTC0.7%——
CNC0.6%——
GM0.6%——
STT0.6%——
ADI0.5%——
ALL0.5%——
NEE0.5%——
FIX0.5%——
NTRS0.5%——
ABBV0.5%——
HIG0.5%——
BNY0.5%——
MPC0.5%——
MO0.5%——
SYF0.5%——
CVS0.5%——
DELL0.5%——
SPG0.5%——
APH0.4%——
EOG0.4%——
KO0.4%——
HEI0.4%——
MTB0.4%——
BMY0.4%——
FTNT0.4%——
EBAY0.4%——
VRT0.4%——
EXC0.4%——
MDT0.4%——
JCI0.4%——
BKNG0.4%——
REGN0.3%——
NEM0.3%——
COST0.3%——
ED0.3%——
MET0.3%——
COF0.3%——
BWA0.3%——
GRMN0.3%——
SNX0.3%——
FCX0.3%——
GEV0.3%——
WDC0.3%——
DD0.3%——
HST0.3%——
INCY0.3%——
USB0.3%——
VTR0.3%——
DTE0.3%——
CVX0.3%——
FLEX0.3%——
CSCO0.3%——
COP0.3%——
EXPE0.3%——
MNST0.3%——
ANET0.3%——
MCK0.3%——
ZM0.3%——
PH0.3%——
UBER0.3%——
OSK0.3%——
CMCSA0.3%——
ROST0.3%——
GILD0.3%——
XYZ0.3%——
CEG0.3%——
IBKR0.3%——
FFIV0.3%——
VLTO0.3%——
HWM0.3%——
STX0.3%——
BPOP0.3%——
AMP0.3%——
CMI0.3%——
JBL0.3%——
ETR0.3%——
TSN0.3%——
DASH0.2%——
DDOG0.2%——
V0.2%——
CRH0.2%——
KEYS0.2%——
KEY0.2%——
TT0.2%——
KLAC0.2%——
NRG0.2%——
DAL0.2%——
RS0.2%——
VLO0.2%——
MXL0.2%——
CCK0.2%——
FDX0.2%——
CART0.2%——
EME0.2%——
AME0.2%——
NOW0.2%——
C0.2%——
SCHW0.2%——
ILMN0.2%——
RTX0.2%——
RNG0.2%——
TRGP0.2%——
MRK0.2%——
CW0.2%——
ELV0.2%——
MDB0.2%——
INTU0.2%——
TRV0.2%——
TEL0.1%——
PSX0.1%——
KR0.1%——
GGG0.1%——
PEP0.1%——
NI0.1%——
MELI0.1%——
ROK0.1%——
VSAT0.1%——
NTAP0.1%——
MTRN0.1%——
GD0.1%——
RHP0.1%——
GTX0.1%——
IBP0.1%——
DVN0.1%——
PLTR0.1%——
CRUS0.1%——
ATO0.1%——
Q0.1%——
BIIB0.1%——

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+14.3%+14.1%0.770.78−33.0%1.04−0.1% (−0.22)
2018 onwards5 Jan 2018 to 2 Nov 2026+13.8%+13.9%0.630.66−33.0%1.03−0.4% (−0.51)
Last three years3 Nov 2023 to 2 Nov 2026+21.6%+21.8%1.091.16−18.9%1.04−0.7% (−0.46)
Last year7 Nov 2025 to 2 Nov 2026+12.3%+14.2%0.690.84−8.9%0.98−1.4% (−0.42)
DateCompanyAction
7 Aug 2026ZIONBought
7 Aug 2026XENEBought
7 Aug 2026WTFCBought
7 Aug 2026WTBABought
7 Aug 2026WALBought
7 Aug 2026VYGRBought
7 Aug 2026VSHBought
7 Aug 2026VNOBought
7 Aug 2026UVSPBought
7 Aug 2026UVEBought
7 Aug 2026UNMBought
7 Aug 2026TYGOBought
7 Aug 2026TWINBought
7 Aug 2026TTWOBought
7 Aug 2026TRDABought
7 Aug 2026TPLBought
7 Aug 2026TNXPBought
7 Aug 2026TENXBought
7 Aug 2026TDCBought
7 Aug 2026TBLABought
7 Aug 2026SXTBought
7 Aug 2026SWBought
7 Aug 2026STOKBought
7 Aug 2026STBought
7 Aug 2026SRPTBought

Dated at the rebalance that made the change.

DateCompanyAction
7 Aug 2026ZNTLSold
7 Aug 2026XPOSold
7 Aug 2026VLYSold
7 Aug 2026VICRSold
7 Aug 2026VCYTSold
7 Aug 2026UMHSold
7 Aug 2026ULTASold
7 Aug 2026UISSold
7 Aug 2026TZOOSold
7 Aug 2026TRSSold
7 Aug 2026TRMBSold
7 Aug 2026TNDMSold
7 Aug 2026TMDXSold
7 Aug 2026TITNSold
7 Aug 2026TIGRSold
7 Aug 2026TDSSold
7 Aug 2026TCRXSold
7 Aug 2026TAPSold
7 Aug 2026SYNASold
7 Aug 2026STRLSold
7 Aug 2026STCSold
7 Aug 2026STAGSold
7 Aug 2026SSTISold
7 Aug 2026SPXCSold
7 Aug 2026SONOSold

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