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Funds (13F)

Vulcan Value Partners, LLC

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

Watch this strategy
Return a year
+10.9%
S&P 500 +14.1%
Last 12 months
−22.6%
S&P 500 +12.1%
Sharpe ratio
0.49
S&P 500 0.78
Biggest drop
−46.6%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$39.1k
Vulcan Value Partners, LLCS&P 500 $10,000 in Vulcan Value Partners, LLC 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 Vulcan Value Partners, LLC'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.

Vulcan Value Partners, LLC's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+10.9%+14.1%
Total return+291%+470%
Last 12 months−22.6%+12.1%
Last 3 months+6.3%—
Last month+10.8%—
This year so far−24.0%—
Volatility a year21.8%16.0%
Sharpe ratio0.490.78
Biggest drop−46.6%−31.8%
Beta to the S&P 5001.141.00
Alpha a year (t-statistic)−3.5% (−1.06)—
Share of weeks up58%—

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
EG12.2%——
MSFT12.1%——
RYAN9.8%——
MA8.5%——
AMZN7.8%——
TDG7.5%——
ARES7.0%——
TRU6.4%——
V5.2%——
TPG3.1%——
MEDP2.5%——
ELV2.0%——
NOW1.9%——
IQV1.6%——
KMX1.6%——
FISV1.4%——
NICE1.4%——
JLL1.0%——
UNH0.9%——
CRM0.8%——
CIGI0.7%——
ABM0.7%——
MLKN0.6%——
EFX0.5%——
G0.5%——
SARO0.4%——
PRG0.4%——
FBIN0.4%——
BMI0.3%——
LFUS0.3%——
ITRN0.3%——
VEEV0.1%——

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+10.9%+14.1%0.490.78−46.6%1.14−3.5% (−1.06)
2018 onwards5 Jan 2018 to 2 Nov 2026+8.7%+13.9%0.350.66−46.6%1.14−4.8% (−1.01)
Last three years3 Nov 2023 to 2 Nov 2026+6.7%+21.8%0.201.16−37.9%0.89−9.4% (−0.77)
Last year7 Nov 2025 to 2 Nov 2026−21.2%+14.2%−0.640.84−37.9%0.35−25.0% (−0.74)
DateCompanyAction
14 Aug 2026VEEVBought
14 Aug 2026EFXBought
14 Aug 2026BMIBought
15 May 2026VBought
15 May 2026UNHBought
15 May 2026TRUBought
15 May 2026TPGBought
15 May 2026TDGBought
15 May 2026SAROBought
15 May 2026RYANBought
15 May 2026PRGBought
15 May 2026PKBought
15 May 2026NOWBought
15 May 2026MSFTBought
15 May 2026MLKNBought
15 May 2026MEDPBought
15 May 2026MABought
15 May 2026LFUSBought
15 May 2026KMXBought
15 May 2026JLLBought
15 May 2026ITRNBought
15 May 2026IQVBought
15 May 2026GBought
15 May 2026FISVBought
15 May 2026FBINBought

Dated at the rebalance that made the change.

DateCompanyAction
14 Aug 2026PKSold
20 Mar 2026VRTSSold
20 Mar 2026VSold
20 Mar 2026UNHSold
20 Mar 2026TPGSold
20 Mar 2026TKRSold
20 Mar 2026TDGSold
20 Mar 2026SWKSSold
20 Mar 2026SWKSold
20 Mar 2026SSNCSold
20 Mar 2026RYANSold
20 Mar 2026PRGSold
20 Mar 2026PKSold
20 Mar 2026MSFTSold
20 Mar 2026MLKNSold
20 Mar 2026MIDDSold
20 Mar 2026MEDPSold
20 Mar 2026MASold
20 Mar 2026LFUSSold
20 Mar 2026KMXSold
20 Mar 2026JLLSold
20 Mar 2026ITRNSold
20 Mar 2026IQVSold
20 Mar 2026GSold
20 Mar 2026FISVSold

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