undamentalytics Newsletter
Sign in

Funds (13F)

Schroder Investment Management Group

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

Watch this strategy
Return a year
+12.8%
S&P 500 +14.1%
Last 12 months
+7.5%
S&P 500 +12.1%
Sharpe ratio
0.70
S&P 500 0.78
Biggest drop
−31.4%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$49.1k
StrategyS&P 500 $10,000 in Schroder Investment Management Group 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 Schroder Investment Management Group'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.

Schroder Investment Management Group's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+12.8%+14.1%
Total return+391%+470%
Last 12 months+7.5%+12.1%
Last 3 months−0.1%—
Last month−2.5%—
This year so far+6.6%—
Volatility a year16.3%16.0%
Sharpe ratio0.700.78
Biggest drop−31.4%−31.8%
Beta to the S&P 5001.001.00
Alpha a year (t-statistic)−1.1% (−1.19)—
Share of weeks up59%—

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
NVDA7.2%——
GOOGL6.1%——
AAPL4.7%——
MSFT4.6%——
AVGO3.2%——
AMZN2.7%——
META2.3%——
TSM2.1%——
V2.0%——
JPM1.7%——
MS1.7%——
ANET1.3%——
LLY1.2%——
AMD1.1%——
KLAC1.0%——
KO0.9%——
MELI0.9%——
MA0.8%——
TPR0.8%——
UNH0.8%——
NEE0.8%——
MU0.8%——
MNST0.7%——
CDNS0.7%——
PH0.7%——
JNJ0.7%——
TMO0.6%——
GEV0.6%——
BMY0.6%——
TSLA0.6%——
SE0.6%——
SYK0.5%——
ARM0.5%——
PANW0.5%——
EMR0.5%——
HTHT0.5%——
TJX0.5%——
LRCX0.5%——
AXP0.5%——
MDT0.5%——
GE0.5%——
ABBV0.5%——
HDB0.4%——
ETN0.4%——
DE0.4%——
PG0.4%——
VRT0.4%——
LITE0.4%——
EWBC0.4%——
CB0.4%——
CSCO0.4%——
TXN0.4%——
BKNG0.4%——
SPOT0.4%——
CAT0.4%——
ADI0.4%——
WAT0.4%——
UBER0.4%——
VTR0.3%——
HWM0.3%——
AMAT0.3%——
CARR0.3%——
FWONK0.3%——
HD0.3%——
CRM0.3%——
ITW0.3%——
MMYT0.3%——
NFLX0.3%——
TT0.3%——
VEEV0.3%——
TME0.3%——
COP0.3%——
VZ0.3%——
SNOW0.3%——
COST0.3%——
BZ0.3%——
MCO0.3%——
WELL0.3%——
BAC0.3%——
AZO0.3%——
INTC0.3%——
MRK0.3%——
PFE0.2%——
BKR0.2%——
ORLY0.2%——
BLK0.2%——
EL0.2%——
MCD0.2%——
LOW0.2%——
ROKU0.2%——
APH0.2%——
GS0.2%——
BBY0.2%——
CVX0.2%——
QCOM0.2%——
WMT0.2%——
PGR0.2%——
CSX0.2%——
NEM0.2%——
HPQ0.2%——
NOW0.2%——
SWK0.2%——
ECL0.2%——
HCA0.2%——
DVN0.2%——
EOG0.2%——
AMGN0.2%——
FSLR0.2%——
GILD0.2%——
EQIX0.2%——
C0.2%——
IBM0.2%——
VMC0.2%——
PLD0.2%——
MRVL0.2%——
USB0.2%——
BSX0.2%——
ADBE0.1%——
WDC0.1%——
UNP0.1%——
CL0.1%——
ISRG0.1%——
OTIS0.1%——
PBR0.1%——
SPG0.1%——
WFC0.1%——
PEP0.1%——
LEA0.1%——
MCK0.1%——
CAH0.1%——
DLR0.1%——
ORCL0.1%——
PNC0.1%——
DELL0.1%——
ROK0.1%——
GLW0.1%——
MAS0.1%——
CIEN0.1%——
AIZ0.1%——
SHW0.1%——
MSI0.1%——
PLTR0.1%——
BNY0.1%——
ATAT0.1%——
TMUS0.1%——
WU0.1%——
NTAP0.1%——
CRWD0.1%——
HAL0.1%——
ICE0.1%——

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+12.8%+14.1%0.700.78−31.4%1.00−1.1% (−1.19)
2018 onwards5 Jan 2018 to 2 Nov 2026+11.2%+13.9%0.520.66−31.4%0.99−2.3% (−1.82)
Last three years3 Nov 2023 to 2 Nov 2026+18.7%+21.8%0.951.16−17.4%1.02−2.9% (−2.08)
Last year7 Nov 2025 to 2 Nov 2026+9.6%+14.2%0.470.84−11.0%1.05−4.5% (−1.72)
DateCompanyAction
14 Aug 2026YETIBought
14 Aug 2026WSBought
14 Aug 2026WMGBought
14 Aug 2026WERNBought
14 Aug 2026VTOLBought
14 Aug 2026VSXYBought
14 Aug 2026VIVBought
14 Aug 2026TIGOBought
14 Aug 2026TENBBought
14 Aug 2026TDWBought
14 Aug 2026TDCBought
14 Aug 2026STNEBought
14 Aug 2026SNDXBought
14 Aug 2026SIGIBought
14 Aug 2026SHOBought
14 Aug 2026SEZLBought
14 Aug 2026SAICBought
14 Aug 2026RNGBought
14 Aug 2026RHIBought
14 Aug 2026RGNXBought
14 Aug 2026QLYSBought
14 Aug 2026PRSUBought
14 Aug 2026PRAXBought
14 Aug 2026PLXSBought
14 Aug 2026PHATBought

Dated at the rebalance that made the change.

DateCompanyAction
14 Aug 2026ZYMESold
14 Aug 2026ZBIOSold
14 Aug 2026ZSold
14 Aug 2026WWWSold
14 Aug 2026WPMSold
14 Aug 2026VRRMSold
14 Aug 2026VNTSold
14 Aug 2026VKTXSold
14 Aug 2026UPWKSold
14 Aug 2026TMSold
14 Aug 2026SRRKSold
14 Aug 2026SRPTSold
14 Aug 2026SOLVSold
14 Aug 2026SOLSSold
14 Aug 2026SNAPSold
14 Aug 2026SIGSold
14 Aug 2026SAPSold
14 Aug 2026SANMSold
14 Aug 2026RIGLSold
14 Aug 2026QURESold
14 Aug 2026PTENSold
14 Aug 2026PHVSSold
14 Aug 2026PEGASold
14 Aug 2026PCTSold
14 Aug 2026PATKSold

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