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Funds (13F)

Sustainable Growth Advisers, LP

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

Watch this strategy
Return a year
+12.5%
S&P 500 +14.1%
Last 12 months
−0.1%
S&P 500 +12.1%
Sharpe ratio
0.64
S&P 500 0.78
Biggest drop
−37.3%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$47.6k
StrategyS&P 500 $10,000 in Sustainable Growth Advisers, 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 Sustainable Growth Advisers, 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.

Sustainable Growth Advisers, LP's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+12.5%+14.1%
Total return+376%+470%
Last 12 months−0.1%+12.1%
Last 3 months+3.8%—
Last month+1.1%—
This year so far−0.4%—
Volatility a year17.8%16.0%
Sharpe ratio0.640.78
Biggest drop−37.3%−31.8%
Beta to the S&P 5001.031.00
Alpha a year (t-statistic)−1.5% (−0.78)—
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
NVDA10.3%——
MSFT6.2%——
AMZN6.0%——
AAPL5.5%——
V5.4%——
AVGO5.3%——
WM5.0%——
YUM4.4%——
EQIX4.0%——
SNPS4.0%——
META3.8%——
AXP3.7%——
DHR3.1%——
CP3.1%——
SPGI3.0%——
GWW2.9%——
ECL2.8%——
CRM2.6%——
CMG2.6%——
MA2.1%——
ANET1.7%——
COO1.5%——
ARM1.5%——
NOW1.4%——
NKE1.1%——
HDB1.1%——
AON0.9%——
STE0.9%——
LIN0.9%——
MELI0.6%——
SAP0.6%——
TSM0.5%——
SE0.4%——
BABA0.2%——
UL0.2%——
WCN0.2%——
GRAB0.2%——
ALC0.2%——
SHOP0.1%——
XP0.1%——
SPOT0.1%——
NU0.1%——

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+12.5%+14.1%0.640.78−37.3%1.03−1.5% (−0.78)
2018 onwards5 Jan 2018 to 2 Nov 2026+10.9%+13.9%0.470.66−37.3%1.03−2.7% (−1.03)
Last three years3 Nov 2023 to 2 Nov 2026+11.4%+21.8%0.491.16−20.0%0.98−8.2% (−1.92)
Last year7 Nov 2025 to 2 Nov 2026+3.1%+14.2%0.020.84−16.9%1.01−9.7% (−1.00)
DateCompanyAction
14 Aug 2026NUBought
14 Aug 2026EQIXBought
14 Aug 2026ANETBought
15 May 2026SPOTBought
15 May 2026MABought
13 Feb 2026ULBought
13 Feb 2026SEBought
13 Feb 2026AVGOBought
21 Nov 2025NKEBought
21 Nov 2025GWWBought
15 Aug 2025MMYTBought
15 Aug 2025COOBought
15 Aug 2025CMGBought
9 May 2025GRABBought
9 May 2025BABABought
9 May 2025ARMBought
14 Feb 2025TMEBought
8 Nov 2024YUMBought
8 Nov 2024XPBought
8 Nov 2024WMBought
8 Nov 2024WDAYBought
8 Nov 2024WCNBought
8 Nov 2024VBought
8 Nov 2024TSMBought
8 Nov 2024TMOBought

Dated at the rebalance that made the change.

DateCompanyAction
14 Aug 2026TMESold
14 Aug 2026MMYTSold
14 Aug 2026INTUSold
15 May 2026WDAYSold
15 May 2026ITSold
15 May 2026GOOGLSold
13 Feb 2026TMOSold
13 Feb 2026TEAMSold
13 Feb 2026SHWSold
13 Feb 2026SBUXSold
13 Feb 2026NVOSold
13 Feb 2026MSCISold
13 Feb 2026ADSKSold
15 Aug 2025ICLRSold
14 Feb 2025CPAYSold

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