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Funds (13F)

Southeastern Asset Management Inc

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

Watch this strategy
Return a year
+8.8%
S&P 500 +14.1%
Last 12 months
+11.7%
S&P 500 +12.1%
Sharpe ratio
0.41
S&P 500 0.78
Biggest drop
−50.1%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$30.4k
StrategyS&P 500 $10,000 in Southeastern 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 Southeastern 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.

Southeastern Asset Management Inc's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+8.8%+14.1%
Total return+204%+470%
Last 12 months+11.7%+12.1%
Last 3 months+0.1%—
Last month+9.1%—
This year so far+4.8%—
Volatility a year20.6%16.0%
Sharpe ratio0.410.78
Biggest drop−50.1%−31.8%
Beta to the S&P 5001.011.00
Alpha a year (t-statistic)−4.1% (−1.14)—
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
RYN11.1%——
MAT9.4%——
CNX8.7%——
PPLI7.9%——
ACI6.4%——
REGN5.2%——
FBIN5.1%——
KHC4.7%——
ABT4.2%——
FDX3.3%——
MGM3.1%——
ESRT2.6%——
AVTR2.6%——
PVH2.6%——
CNH2.2%——
SHEN2.2%——
WTM1.9%——
GHC1.8%——
TRIP1.7%——
FIS1.6%——
ALX1.5%——
SAM1.4%——
CLW1.3%——
DOLE1.3%——
TME1.1%——
EDU1.0%——
ACMR1.0%——
MICC1.0%——
SN0.5%——
HTHT0.5%——
MLCO0.5%——
AMG0.1%——
CAH0.1%——
GLIBA0.1%——
LYV0.1%——
H0.1%——
HSIC0.1%——
XPO0.1%——
MSGS0.1%——
RXO0.1%——
PYPL0.1%——
ENOV0.1%——
LAZ0.0%——
HDB0.0%——

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+8.8%+14.1%0.410.78−50.1%1.01−4.1% (−1.14)
2018 onwards5 Jan 2018 to 2 Nov 2026+5.5%+13.9%0.220.66−50.1%1.00−6.7% (−1.37)
Last three years3 Nov 2023 to 2 Nov 2026+14.1%+21.8%0.641.16−18.5%0.70−1.4% (−0.19)
Last year7 Nov 2025 to 2 Nov 2026+11.5%+14.2%0.540.84−10.1%0.50+3.0% (0.22)
DateCompanyAction
21 Aug 2026TMEBought
21 Aug 2026ABTBought
20 Feb 2026MICCBought
20 Feb 2026LPXBought
20 Feb 2026FISVBought
20 Feb 2026EDUBought
21 Nov 2025STZBought
21 Nov 2025RYNBought
21 Nov 2025GLIBABought
21 Nov 2025CLVTBought
21 Nov 2025AVTRBought
15 Aug 2025FBINBought
15 Aug 2025DISBought
15 Aug 2025CLWBought
15 Aug 2025ANGIBought
15 Aug 2025ALXBought
15 Aug 2025ACMRBought
15 Aug 2025ACHBought
16 May 2025TRIPBought
16 May 2025SHENBought
16 May 2025REGNBought
21 Feb 2025TIGOBought
21 Feb 2025KHCBought
21 Feb 2025DINOBought
15 Nov 2024XPOBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026STZSold
21 Aug 2026FISVSold
21 Aug 2026CLVTSold
21 Aug 2026BIOSold
22 May 2026LPXSold
22 May 2026DISSold
22 May 2026ACHSold
21 Nov 2025WESTSold
21 Nov 2025TIGOSold
21 Nov 2025PKSold
21 Nov 2025OSCRSold
21 Nov 2025DINOSold
21 Nov 2025ANGISold
15 Aug 2025HHHSold
16 May 2025RTXSold
21 Feb 2025WMGSold
21 Feb 2025SEGSold

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