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Funds (13F)

Victory Capital Management Inc

Backtest from 14 Mar 2014 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+12.7%
S&P 500 +13.7%
Last 12 months
+14.3%
S&P 500 +12.1%
Sharpe ratio
0.66
S&P 500 0.74
Biggest drop
−35.7%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2014201620182020202220242026 $50.7k$45.4k
StrategyS&P 500 $10,000 in Victory Capital Management Inc from 14 Mar 2014 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Victory Capital 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.

Victory Capital Management Inc's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+12.7%+13.7%
Total return+354%+407%
Last 12 months+14.3%+12.1%
Last 3 months+0.8%—
Last month−0.3%—
This year so far+11.6%—
Volatility a year17.3%16.2%
Sharpe ratio0.660.74
Biggest drop−35.7%−31.8%
Beta to the S&P 5001.031.00
Alpha a year (t-statistic)−1.0% (−0.75)—
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
NVDA4.2%——
AAPL3.3%——
MSFT2.5%——
GOOGL2.3%——
AMZN2.3%——
LLY1.6%——
AMD1.5%——
AVGO1.3%——
BAC1.1%——
META1.0%——
UPS0.9%——
CSCO0.9%——
V0.9%——
NRG0.8%——
LH0.8%——
TSLA0.8%——
SNPS0.8%——
MU0.8%——
KLAC0.7%——
AMAT0.7%——
APH0.7%——
VRTX0.7%——
RRX0.7%——
MLM0.6%——
FCX0.6%——
UBER0.6%——
ASML0.6%——
MCHP0.5%——
GEV0.5%——
BJ0.5%——
CEG0.5%——
JPM0.5%——
TFC0.5%——
STT0.5%——
BKNG0.5%——
ADBE0.4%——
NOW0.4%——
SNDK0.4%——
NFLX0.4%——
DVN0.4%——
JNJ0.4%——
GS0.4%——
QCOM0.4%——
TJX0.4%——
ACN0.4%——
IBM0.4%——
ES0.4%——
LRCX0.4%——
MA0.4%——
CRM0.4%——
BMY0.4%——
ETN0.3%——
USFD0.3%——
TMUS0.3%——
LOW0.3%——
NEM0.3%——
ROST0.3%——
MRK0.3%——
RF0.3%——
ISRG0.3%——
PWR0.3%——
CAT0.3%——
TSM0.3%——
CMS0.3%——
MTZ0.3%——
EXE0.3%——
LNT0.3%——
KEYS0.3%——
ADI0.3%——
EME0.3%——
HBAN0.3%——
WMB0.3%——
CAH0.3%——
INTC0.3%——
USB0.3%——
ROK0.3%——
TXN0.3%——
MSI0.3%——
PINS0.3%——
MOH0.3%——
BA0.3%——
CRH0.3%——
PKG0.3%——
WMT0.3%——
EXPE0.3%——
CSX0.3%——
SHOP0.3%——
RPM0.3%——
CARR0.3%——
ORLY0.3%——
HUBB0.3%——
RVTY0.3%——
ABBV0.2%——
CPT0.2%——
LNG0.2%——
HLT0.2%——
PANW0.2%——
CNC0.2%——
KNX0.2%——
HIG0.2%——
LECO0.2%——
GLW0.2%——
ADM0.2%——
AWK0.2%——
LAMR0.2%——
ICE0.2%——
RJF0.2%——
TXRH0.2%——
LIN0.2%——
IEX0.2%——
SPOT0.2%——
ELS0.2%——
WSM0.2%——
FFIV0.2%——
TTC0.2%——
PEP0.2%——
HAL0.2%——
DGX0.2%——
CHRW0.2%——
COST0.2%——
ARMK0.2%——
BWA0.2%——
DINO0.2%——
CFG0.2%——
AZO0.2%——
ATR0.2%——
ABNB0.2%——
EOG0.2%——
DD0.2%——
INTU0.2%——
TMO0.2%——
STLD0.2%——
COP0.2%——
KEY0.2%——
BKR0.2%——
CI0.2%——
OKTA0.2%——
CR0.2%——
SARO0.2%——
PAG0.2%——
LHX0.2%——
HD0.2%——
NNN0.2%——
CACI0.2%——
GILD0.2%——
RSG0.2%——
MKSI0.2%——
PAYX0.2%——
VRT0.2%——
CF0.2%——

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

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest14 Mar 2014 to 2 Nov 2026+12.7%+13.7%0.660.74−35.7%1.03−1.0% (−0.75)
2018 onwards5 Jan 2018 to 2 Nov 2026+11.7%+13.9%0.530.66−35.7%1.02−2.0% (−1.14)
Last three years3 Nov 2023 to 2 Nov 2026+18.1%+21.8%0.981.16−18.0%0.89−1.4% (−0.48)
Last year7 Nov 2025 to 2 Nov 2026+15.7%+14.2%1.060.84−7.3%0.80+3.1% (0.70)
DateCompanyAction
14 Aug 2026ZONEBought
14 Aug 2026YSSBought
14 Aug 2026XXIBought
14 Aug 2026XEBought
14 Aug 2026WSBought
14 Aug 2026WOLFBought
14 Aug 2026WHKBought
14 Aug 2026VOYGBought
14 Aug 2026VLGEABought
14 Aug 2026VGNTBought
14 Aug 2026VERXBought
14 Aug 2026USARBought
14 Aug 2026ULCCBought
14 Aug 2026TRVIBought
14 Aug 2026TRSBought
14 Aug 2026TRIBought
14 Aug 2026TRAXBought
14 Aug 2026TNCBought
14 Aug 2026THFFBought
14 Aug 2026TCMDBought
14 Aug 2026STNEBought
14 Aug 2026SSRMBought
14 Aug 2026SPFIBought
14 Aug 2026SPCXBought
14 Aug 2026SPCEBought

Dated at the rebalance that made the change.

DateCompanyAction
14 Aug 2026WWRSold
14 Aug 2026WIXSold
14 Aug 2026WHFSold
14 Aug 2026WCNSold
14 Aug 2026VTOLSold
14 Aug 2026VITLSold
14 Aug 2026UTZSold
14 Aug 2026UPBSold
14 Aug 2026UHTSold
14 Aug 2026UBSSold
14 Aug 2026TRPSold
14 Aug 2026TREESold
14 Aug 2026TPBSold
14 Aug 2026SUNBSold
14 Aug 2026SRADSold
14 Aug 2026SNDSold
14 Aug 2026PSTLSold
14 Aug 2026PRSUSold
14 Aug 2026PROKSold
14 Aug 2026OOMASold
14 Aug 2026NUSSold
14 Aug 2026MRTNSold
14 Aug 2026MBXSold
14 Aug 2026LYTSSold
14 Aug 2026LIFESold

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