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Funds (13F)

T. Rowe Price Investment Management, Inc.

Backtest from 18 Nov 2022 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+11.9%
S&P 500 +19.3%
Last 12 months
+8.8%
S&P 500 +12.1%
Sharpe ratio
0.52
S&P 500 1.00
Biggest drop
−18.7%
S&P 500 −16.9%
$10.0k$20.0k 20222023202420252026 $20.1k$15.6k
StrategyS&P 500 $10,000 in T. Rowe Price Investment Management, Inc. from 18 Nov 2022 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies T. Rowe Price Investment 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.

T. Rowe Price Investment Management, Inc.'s 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+11.9%+19.3%
Total return+56%+101%
Last 12 months+8.8%+12.1%
Last 3 months−0.3%—
Last month−0.7%—
This year so far+6.9%—
Volatility a year14.5%13.9%
Sharpe ratio0.521.00
Biggest drop−18.7%−16.9%
Beta to the S&P 5000.971.00
Alpha a year (t-statistic)−5.9% (−2.05)—
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
AMZN2.7%——
MSFT2.7%——
NVDA2.3%——
GOOGL2.0%——
AVGO2.0%——
CNP2.0%——
META1.8%——
AMD1.5%——
AAPL1.5%——
COR1.4%——
AUR1.4%——
RVTY1.4%——
ASND1.2%——
MA1.2%——
ALNY1.1%——
YUM1.1%——
CYTK1.1%——
PTC1.0%——
WAT1.0%——
NI1.0%——
AEE0.9%——
IR0.9%——
DHR0.9%——
MU0.9%——
KDP0.8%——
VLTO0.8%——
LSCC0.8%——
PPL0.8%——
MSCI0.8%——
V0.8%——
MTSI0.7%——
LLYVK0.7%——
A0.7%——
DASH0.7%——
KEYS0.6%——
MTD0.6%——
ANET0.6%——
TER0.6%——
CNQ0.6%——
BURL0.6%——
DDOG0.6%——
ESAB0.5%——
USFD0.5%——
SBUX0.5%——
KYMR0.5%——
PCVX0.5%——
ELAN0.5%——
ULS0.5%——
LMT0.5%——
DYN0.5%——
ASML0.5%——
AIZ0.4%——
WST0.4%——
DLTR0.4%——
FTI0.4%——
LITE0.4%——
VIK0.4%——
NOC0.4%——
FERG0.4%——
NYT0.4%——
BDX0.4%——
JPM0.4%——
PNFP0.4%——
VEEV0.4%——
TYL0.4%——
COO0.4%——
WWD0.3%——
KKR0.3%——
ODFL0.3%——
COLB0.3%——
TRU0.3%——
VSEC0.3%——
SNOW0.3%——
FN0.3%——
MCHP0.3%——
MANH0.3%——
CGON0.3%——
NET0.3%——
XPO0.3%——
CDNS0.3%——
RDDT0.3%——
HLT0.3%——
MSGS0.3%——
PLNT0.3%——
POOL0.3%——
RJF0.3%——
P0.3%——
BTSG0.3%——
ALAB0.3%——
SCI0.3%——
SNPS0.3%——
IMNM0.3%——
DNLI0.3%——
RBA0.3%——
CTRE0.3%——
CURB0.3%——
TFX0.3%——
TXT0.3%——
ESI0.3%——
BIRK0.3%——
HCA0.3%——
PR0.3%——
ULTA0.3%——
ERAS0.3%——
DPZ0.3%——
DNTH0.3%——
OSCR0.3%——
MLM0.3%——
TSM0.3%——
SNX0.3%——
NRG0.2%——
ITT0.2%——
APG0.2%——
PFSI0.2%——
LOAR0.2%——
PCTY0.2%——
ZM0.2%——
WH0.2%——
COP0.2%——
TEL0.2%——
HOOD0.2%——
EQT0.2%——
CBOE0.2%——
DTM0.2%——
ARES0.2%——
GLNG0.2%——
IONS0.2%——
ALHC0.2%——
IDA0.2%——
BROS0.2%——
CPK0.2%——
NTRA0.2%——
FWONK0.2%——
JBTM0.2%——
MOD0.2%——
UNH0.2%——
EBC0.2%——
SNEX0.2%——
RKLB0.2%——
BANC0.2%——
LOB0.2%——
BAH0.2%——
CRDO0.2%——
SSB0.2%——
AJG0.2%——
MIR0.2%——
BB0.2%——
CASY0.2%——
RYAN0.2%——
MTZ0.2%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest18 Nov 2022 to 2 Nov 2026+11.9%+19.3%0.521.00−18.7%0.97−5.9% (−2.05)
Last three years3 Nov 2023 to 2 Nov 2026+13.7%+21.8%0.671.16−18.7%0.91−5.4% (−1.56)
Last year7 Nov 2025 to 2 Nov 2026+10.3%+14.2%0.540.84−9.9%0.87−2.1% (−0.32)
DateCompanyAction
21 Aug 2026WYFIBought
21 Aug 2026WWDBought
21 Aug 2026WOLFBought
21 Aug 2026WHKBought
21 Aug 2026VSATBought
21 Aug 2026VICRBought
21 Aug 2026VECOBought
21 Aug 2026USARBought
21 Aug 2026UMACBought
21 Aug 2026UCTTBought
21 Aug 2026UBERBought
21 Aug 2026TXNBought
21 Aug 2026TWSTBought
21 Aug 2026TOLBought
21 Aug 2026TMSBought
21 Aug 2026TERBought
21 Aug 2026TEBought
21 Aug 2026TATTBought
21 Aug 2026SYNABought
21 Aug 2026SUJABought
21 Aug 2026SOLSBought
21 Aug 2026SNXBought
21 Aug 2026SNPSBought
21 Aug 2026SNOWBought
21 Aug 2026SJMBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026ZSSold
21 Aug 2026WGSSold
21 Aug 2026USLMSold
21 Aug 2026UNFSold
21 Aug 2026TTMISold
21 Aug 2026TKRSold
21 Aug 2026TECHSold
21 Aug 2026SYYSold
21 Aug 2026STVNSold
21 Aug 2026SBACSold
21 Aug 2026SAPSold
21 Aug 2026ROSTSold
21 Aug 2026ROCKSold
21 Aug 2026RMBSSold
21 Aug 2026REGNSold
21 Aug 2026PSNLSold
21 Aug 2026PRGOSold
21 Aug 2026OTISSold
21 Aug 2026OKLOSold
21 Aug 2026NVCRSold
21 Aug 2026NKESold
21 Aug 2026MRVISold
21 Aug 2026MPWRSold
21 Aug 2026MKLSold
21 Aug 2026MKCSold

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