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Funds (13F)

Yacktman Asset Management LP

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

Watch this strategy
Return a year
+13.3%
S&P 500 +13.8%
Last 12 months
+23.6%
S&P 500 +12.1%
Sharpe ratio
0.76
S&P 500 0.76
Biggest drop
−34.2%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $55.3k$52.5k
Yacktman Asset Management LPS&P 500 $10,000 in Yacktman Asset Management LP from 2 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 Yacktman Asset Management 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.

Yacktman Asset Management LP's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+13.3%+13.8%
Total return+425%+453%
Last 12 months+23.6%+12.1%
Last 3 months+6.1%—
Last month+8.8%—
This year so far+19.6%—
Volatility a year15.4%16.0%
Sharpe ratio0.760.76
Biggest drop−34.2%−31.8%
Beta to the S&P 5000.821.00
Alpha a year (t-statistic)+1.7% (0.77)—
Share of weeks up60%—

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
CNQ10.2%——
SCHW6.0%——
MSFT5.9%——
JNJ5.0%——
PG4.5%——
PEP4.4%——
RS4.1%——
NWSA3.0%——
FANG2.8%——
KO2.7%——
COP2.6%——
EOG2.5%——
STT2.5%——
KVUE2.4%——
TSN2.3%——
EBAY2.2%——
INGR2.2%——
TLN2.2%——
DIS2.1%——
ELV2.1%——
INTU2.0%——
CTSH1.9%——
AWI1.9%——
BR1.9%——
LHX1.9%——
LMT1.7%——
SYY1.7%——
NOC1.6%——
PYPL1.6%——
OLN1.3%——
DAR1.2%——
CL1.1%——
UNH1.1%——
BRBR1.1%——
FOXA1.0%——
FDS0.8%——
AVTR0.7%——
CMCSA0.5%——
MAS0.4%——
UHAL0.3%——
DVN0.3%——
LEGH0.3%——
UL0.2%——
EMBC0.2%——
BNY0.1%——
WFC0.1%——
FICO0.1%——
EAF0.1%——
MSCI0.1%——
MA0.1%——
MCO0.1%——
GS0.1%——
CLX0.1%——
AON0.1%——
CPRT0.1%——
VRSK0.1%——
TDY0.0%——
NTRS0.0%——
PM0.0%——
VZ0.0%——
AMPY0.0%——
CRMT0.0%——
CATO0.0%——
RDI0.0%——
MO0.0%——
V0.0%——

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

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest2 Aug 2013 to 2 Nov 2026+13.3%+13.8%0.760.76−34.2%0.82+1.7% (0.77)
2018 onwards5 Jan 2018 to 2 Nov 2026+13.2%+13.9%0.640.66−34.2%0.82+1.4% (0.45)
Last three years3 Nov 2023 to 2 Nov 2026+15.7%+21.8%0.951.16−14.1%0.46+3.3% (0.61)
Last year7 Nov 2025 to 2 Nov 2026+24.9%+14.2%1.890.84−6.4%0.05+18.1% (1.81)
DateCompanyAction
14 Aug 2026BRBought
8 May 2026PYPLBought
8 May 2026INTUBought
8 May 2026FDSBought
8 May 2026BRBRBought
8 May 2026AVTRBought
6 Feb 2026ULBought
7 Nov 2025VRSKBought
7 Nov 2025MRSHBought
7 Nov 2025GOLDBought
7 Nov 2025FICOBought
7 Nov 2025EAFBought
7 Nov 2025CPRTBought
8 Aug 2025UNHBought
1 Nov 2024WFCBought
1 Nov 2024VZBought
1 Nov 2024VBought
1 Nov 2024UHALBought
1 Nov 2024TSNBought
1 Nov 2024TLNBought
1 Nov 2024TDYBought
1 Nov 2024SYYBought
1 Nov 2024STTBought
1 Nov 2024SCHWBought
1 Nov 2024RSBought

Dated at the rebalance that made the change.

DateCompanyAction
14 Aug 2026MRSHSold
14 Aug 2026GOLDSold
14 Aug 2026CSCOSold
7 Nov 2025ORCLSold
7 Nov 2025HSYSold
7 Nov 2025BKNGSold
8 Aug 2025GOLDSold
2 May 2025GLWSold

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