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Funds (13F)

Wasatch Advisors LP

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

Watch this strategy
Return a year
+13.2%
S&P 500 +14.1%
Last 12 months
+3.6%
S&P 500 +12.1%
Sharpe ratio
0.59
S&P 500 0.78
Biggest drop
−44.0%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$51.2k
Wasatch Advisors LPS&P 500 $10,000 in Wasatch Advisors 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 Wasatch Advisors 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.

Wasatch Advisors LP's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+13.2%+14.1%
Total return+412%+470%
Last 12 months+3.6%+12.1%
Last 3 months−1.5%—
Last month+0.9%—
This year so far+1.7%—
Volatility a year21.5%16.0%
Sharpe ratio0.590.78
Biggest drop−44.0%−31.8%
Beta to the S&P 5001.181.00
Alpha a year (t-statistic)−2.0% (−0.70)—
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
HQY5.0%——
ENSG2.5%——
CAMT2.4%——
CWST2.4%——
MEDP2.3%——
OLLI2.3%——
SXI2.1%——
AAON2.0%——
GLBE2.0%——
NVMI1.9%——
KAI1.9%——
LOAR1.8%——
FROG1.8%——
SKY1.7%——
VVV1.7%——
CTS1.6%——
PJT1.5%——
RGEN1.5%——
RLI1.5%——
MC1.5%——
MELI1.4%——
ECG1.4%——
CSW1.3%——
TREX1.3%——
UFPT1.3%——
XPEL1.3%——
BCPC1.2%——
TBBB1.2%——
FSS1.2%——
ALSN1.2%——
NPO1.2%——
ESE1.2%——
FRPT1.1%——
PLPC1.1%——
PAY1.0%——
COCO1.0%——
SITE1.0%——
SAIA1.0%——
SE1.0%——
SNEX1.0%——
FND0.9%——
FN0.9%——
MMYT0.9%——
UFPI0.9%——
NU0.9%——
NOVT0.8%——
ROAD0.8%——
GWRE0.7%——
FOUR0.7%——
AGYS0.7%——
PDFS0.7%——
GSHD0.6%——
HLNE0.6%——
CNS0.6%——
CCC0.6%——
FTDR0.6%——
ARLO0.6%——
PTRN0.6%——
PCOR0.5%——
DXPE0.5%——
BROS0.5%——
HMN0.5%——
PNTG0.5%——
ADUS0.5%——
SAIL0.5%——
WING0.5%——
GVA0.4%——
MD0.4%——
BLLN0.4%——
AXGN0.4%——
HLIO0.4%——
APAM0.4%——
FIVE0.4%——
LOPE0.4%——
SCSC0.4%——
SKWD0.4%——
UTI0.4%——
RMIX0.4%——
HWKN0.4%——
EPR0.4%——
ADT0.4%——
WHD0.4%——
AX0.3%——
ALG0.3%——
CMPR0.3%——
SBH0.3%——
SFBS0.3%——
OSK0.3%——
NPKI0.3%——
FLYW0.3%——
ICFI0.3%——
RAL0.3%——
HWC0.3%——
STEP0.3%——
TATT0.3%——
ESQ0.2%——
ORN0.2%——
EEFT0.2%——
CDNL0.2%——
MAMA0.2%——
DMC0.2%——
AESI0.2%——
LMB0.2%——
CERT0.2%——
LINC0.2%——
DGII0.2%——
NTSK0.2%——
ELMT0.2%——
AII0.2%——
TARS0.2%——
WLDN0.2%——
TMDX0.1%——
DERM0.1%——
EZPW0.1%——
SHAK0.1%——
VECO0.1%——
INDI0.1%——
CCCC0.1%——
SWIM0.1%——
CLMB0.1%——
ATEN0.1%——
PHAT0.1%——
LGIH0.1%——
SUJA0.1%——
HLLY0.1%——
ADPT0.1%——
CHEF0.1%——
VKTX0.1%——
SNOW0.1%——
MLAB0.1%——
PCTY0.1%——
GHM0.1%——
BOW0.1%——
AIOT0.1%——
CERS0.1%——
KIDS0.1%——
DYN0.1%——
MGNX0.1%——
NSSC0.1%——
OPXS0.1%——
WST0.1%——
LPTH0.1%——
LSCC0.1%——
SDHC0.1%——
UMAC0.1%——
IIIV0.1%——
KRUS0.1%——
BOBS0.1%——
FINW0.1%——
AMBQ0.1%——

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+13.2%+14.1%0.590.78−44.0%1.18−2.0% (−0.70)
2018 onwards5 Jan 2018 to 2 Nov 2026+11.5%+13.9%0.450.66−44.0%1.20−3.1% (−0.75)
Last three years3 Nov 2023 to 2 Nov 2026+9.3%+21.8%0.331.16−25.9%1.07−11.0% (−1.62)
Last year7 Nov 2025 to 2 Nov 2026+5.5%+14.2%0.170.84−12.8%0.90−6.1% (−0.47)
DateCompanyAction
17 Jul 2026WSTBought
17 Jul 2026UMACBought
17 Jul 2026TARSBought
17 Jul 2026SUJABought
17 Jul 2026SNOWBought
17 Jul 2026SNEXBought
17 Jul 2026SAILBought
17 Jul 2026RPCBought
17 Jul 2026RMIXBought
17 Jul 2026RALBought
17 Jul 2026PDDBought
17 Jul 2026NTSKBought
17 Jul 2026MSFTBought
17 Jul 2026LSCCBought
17 Jul 2026LPTHBought
17 Jul 2026HMNBought
17 Jul 2026FLYWBought
17 Jul 2026ETONBought
17 Jul 2026ELMTBought
17 Jul 2026CRCLBought
17 Jul 2026CMPRBought
17 Jul 2026BOBSBought
17 Jul 2026ATENBought
17 Jul 2026AESIBought
17 Jul 2026ADPTBought

Dated at the rebalance that made the change.

DateCompanyAction
17 Jul 2026WEAVSold
17 Jul 2026VSECSold
17 Jul 2026VITLSold
17 Jul 2026TLSISold
17 Jul 2026SUNSSold
17 Jul 2026QTWOSold
17 Jul 2026PRCTSold
17 Jul 2026NVDASold
17 Jul 2026MTDRSold
17 Jul 2026INTRSold
17 Jul 2026INSPSold
17 Jul 2026FWRGSold
17 Jul 2026FLOSold
17 Jul 2026BRBRSold
17 Jul 2026ARVNSold
17 Jul 2026ARCBSold
17 Jul 2026AORTSold
24 Apr 2026YETISold
24 Apr 2026SSTISold
24 Apr 2026RPCSold
24 Apr 2026POOLSold
24 Apr 2026PAXSold
24 Apr 2026NCNOSold
24 Apr 2026MORNSold
24 Apr 2026MODSold

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