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Funds (13F)

Price T Rowe Associates Inc

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

Watch this strategy
Return a year
+14.7%
S&P 500 +14.1%
Last 12 months
+9.0%
S&P 500 +12.1%
Sharpe ratio
0.77
S&P 500 0.78
Biggest drop
−32.3%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $61.1k$57.0k
Price T Rowe Associates IncS&P 500 $10,000 in Price T Rowe Associates 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 Price T Rowe Associates 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.

Price T Rowe Associates Inc's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+14.7%+14.1%
Total return+512%+470%
Last 12 months+9.0%+12.1%
Last 3 months0.0%—
Last month−3.8%—
This year so far+7.3%—
Volatility a year17.2%16.0%
Sharpe ratio0.770.78
Biggest drop−32.3%−31.8%
Beta to the S&P 5001.051.00
Alpha a year (t-statistic)+0.1% (0.05)—
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
NVDA7.8%——
AAPL4.9%——
GOOGL3.8%——
MSFT3.4%——
AVGO3.3%——
AMZN2.7%——
AMD2.2%——
META1.8%——
LLY1.8%——
MU1.7%——
V1.3%——
LRCX1.1%——
TSLA1.1%——
UNH1.0%——
MA1.0%——
AMAT1.0%——
JPM0.9%——
GE0.8%——
INTC0.8%——
NFLX0.7%——
CAT0.7%——
LIN0.7%——
JNJ0.6%——
APH0.6%——
CVNA0.6%——
TSM0.6%——
KLAC0.6%——
CB0.6%——
CSCO0.5%——
BAC0.5%——
DE0.5%——
BKNG0.5%——
COP0.5%——
ISRG0.5%——
SO0.5%——
TMUS0.5%——
PG0.5%——
WELL0.4%——
MRVL0.4%——
MS0.4%——
SCHW0.4%——
ANET0.4%——
HD0.4%——
ASML0.4%——
GILD0.4%——
SYK0.4%——
ABBV0.4%——
SNDK0.4%——
HWM0.4%——
PM0.4%——
SE0.4%——
CSX0.3%——
KEYS0.3%——
CRWD0.3%——
C0.3%——
GEV0.3%——
AZN0.3%——
ADI0.3%——
VRT0.3%——
XYZ0.3%——
CVX0.3%——
SLB0.3%——
ORCL0.3%——
SHOP0.3%——
DDOG0.3%——
TXN0.3%——
DASH0.3%——
GS0.3%——
TMO0.3%——
CL0.3%——
CVS0.3%——
WMT0.3%——
ARGX0.3%——
KO0.3%——
APP0.3%——
NTRA0.3%——
MCD0.3%——
BA0.3%——
MRK0.3%——
AXP0.3%——
QCOM0.3%——
AEE0.3%——
ENTG0.2%——
MRSH0.2%——
IR0.2%——
FITB0.2%——
DHR0.2%——
ODFL0.2%——
TDY0.2%——
LSCC0.2%——
ABT0.2%——
COR0.2%——
CIEN0.2%——
WAB0.2%——
MELI0.2%——
COST0.2%——
PH0.2%——
MDLZ0.2%——
ALL0.2%——
TSEM0.2%——
SPCX0.2%——
BMY0.2%——
PSA0.2%——
MET0.2%——
IP0.2%——
FTI0.2%——
DIS0.2%——
SPOT0.2%——
AME0.2%——
NEE0.2%——
TJX0.2%——
NOW0.2%——
IOT0.2%——
ELV0.2%——
GLW0.2%——
TEL0.2%——
EQIX0.2%——
USB0.2%——
FTV0.2%——
THC0.2%——
CRM0.2%——
HLT0.1%——
AMGN0.1%——
PANW0.1%——
PKG0.1%——
RSG0.1%——
STX0.1%——
SARO0.1%——
SNOW0.1%——
MPWR0.1%——
ICE0.1%——
WDC0.1%——
CMG0.1%——
AZO0.1%——
HBAN0.1%——
ROST0.1%——
WFC0.1%——
EMR0.1%——
COHR0.1%——
COF0.1%——
VMRK0.1%——
ELS0.1%——
ALAB0.1%——
DGX0.1%——
HEI0.1%——
PGR0.1%——
WMB0.1%——
MEDP0.1%——
FN0.1%——
VTRS0.1%——

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+14.7%+14.1%0.770.78−32.3%1.05+0.1% (0.05)
2018 onwards5 Jan 2018 to 2 Nov 2026+12.8%+13.9%0.580.66−32.3%1.06−1.4% (−1.12)
Last three years3 Nov 2023 to 2 Nov 2026+19.7%+21.8%0.991.16−17.8%1.05−2.3% (−1.66)
Last year7 Nov 2025 to 2 Nov 2026+11.1%+14.2%0.580.84−10.2%1.04−2.9% (−0.88)
DateCompanyAction
21 Aug 2026ZURABought
21 Aug 2026ZUMZBought
21 Aug 2026ZSQRBought
21 Aug 2026ZNTLBought
21 Aug 2026ZENABought
21 Aug 2026YSWYBought
21 Aug 2026XMAXBought
21 Aug 2026XFORBought
21 Aug 2026XEBought
21 Aug 2026WHWKBought
21 Aug 2026VORBought
21 Aug 2026VIABought
21 Aug 2026VGZBought
21 Aug 2026VGNTBought
21 Aug 2026VEONBought
21 Aug 2026VENUBought
21 Aug 2026VELOBought
21 Aug 2026USAUBought
21 Aug 2026USASBought
21 Aug 2026URGBought
21 Aug 2026UNCYBought
21 Aug 2026UMACBought
21 Aug 2026TYGOBought
21 Aug 2026TWINBought
21 Aug 2026TRONBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026ZLABSold
21 Aug 2026VTEXSold
21 Aug 2026UPXISold
21 Aug 2026TUSKSold
21 Aug 2026TMCISold
21 Aug 2026TEADSold
21 Aug 2026SRFMSold
21 Aug 2026SPWRSold
21 Aug 2026SLRCSold
21 Aug 2026SLQTSold
21 Aug 2026SKYXSold
21 Aug 2026SBSWSold
21 Aug 2026SAFXSold
21 Aug 2026RZLVSold
21 Aug 2026RVSBSold
21 Aug 2026QSISold
21 Aug 2026PROPSold
21 Aug 2026PNBKSold
21 Aug 2026PGYSold
21 Aug 2026PAASSold
21 Aug 2026NRDYSold
21 Aug 2026NNOXSold
21 Aug 2026MYPSSold
21 Aug 2026MYOSold
21 Aug 2026MXCTSold

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