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kccs
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


UTMD 19.19%ATRI 18.33%ZYXI 15.55%ENSG 14.65%SLP 11.11%HCA 7.2%HSTM 5.51%LMAT 4.51%THC 1.87%PBH 1.72%EquityEquity
PositionCategory/SectorWeight
AMN
AMN Healthcare Services, Inc.
Healthcare
0.39%
ATRI
Atrion Corporation
Healthcare
18.33%
ENSG
The Ensign Group, Inc.
Healthcare
14.65%
HCA
HCA Healthcare, Inc.
Healthcare
7.20%
HSTM
HealthStream, Inc.
Healthcare
5.51%
LMAT
LeMaitre Vascular, Inc.
Healthcare
4.51%
PBH
Prestige Consumer Healthcare Inc.
Healthcare
1.72%
SLP
Simulations Plus, Inc.
Healthcare
11.11%
THC
Tenet Healthcare Corporation
Healthcare
1.87%
UTMD
Utah Medical Products, Inc.
Healthcare
19.19%
ZYXI
Zynex Inc
Healthcare
15.55%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in kccs, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
3.92%
15.83%
kccs
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 10, 2011, corresponding to the inception date of HCA

Returns By Period

As of Oct 30, 2024, the kccs returned 6.23% Year-To-Date and 24.92% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.29%1.65%15.83%39.98%13.99%11.23%
kccs6.23%0.33%1.56%22.67%9.37%24.92%
ZYXI
Zynex Inc
-18.09%9.31%-24.21%0.45%1.34%52.61%
HCA
HCA Healthcare, Inc.
34.00%-11.26%16.98%60.76%23.10%18.60%
THC
Tenet Healthcare Corporation
115.38%-2.07%40.37%203.09%44.66%11.28%
ENSG
The Ensign Group, Inc.
40.03%9.10%31.48%62.75%30.02%24.75%
AMN
AMN Healthcare Services, Inc.
-45.89%-4.41%-32.35%-46.59%-7.17%9.00%
SLP
Simulations Plus, Inc.
-33.23%-7.09%-35.68%-15.28%-2.99%18.21%
HSTM
HealthStream, Inc.
8.84%1.70%12.73%15.94%1.11%-0.05%
UTMD
Utah Medical Products, Inc.
-22.82%-4.12%-4.64%-17.97%-7.91%2.83%
LMAT
LeMaitre Vascular, Inc.
60.31%-2.67%35.93%87.81%22.32%30.02%
ATRI
Atrion Corporation
22.64%0.00%8.26%36.85%-10.11%4.51%
PBH
Prestige Consumer Healthcare Inc.
20.11%1.98%3.39%23.87%14.83%7.73%

Monthly Returns

The table below presents the monthly returns of kccs, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.03%5.97%3.61%-4.97%4.52%-1.02%2.64%-1.15%-1.32%6.23%
20234.55%-6.22%5.70%-0.61%-6.86%5.15%1.61%-9.29%-5.68%-4.47%4.45%10.56%-3.27%
2022-10.11%0.52%3.70%-7.29%3.67%-0.18%11.81%-2.65%-6.20%7.82%5.97%0.17%5.05%
20219.89%-4.13%3.28%-0.18%-1.19%2.43%-0.82%1.06%-4.04%6.91%-0.25%-1.95%10.57%
2020-0.03%0.97%-6.24%10.22%11.18%4.12%1.23%1.05%2.24%-5.90%7.64%5.24%34.61%
201911.67%8.73%0.98%2.48%5.58%12.04%2.54%-2.64%0.21%3.57%0.78%-2.78%50.88%
201811.44%-0.50%-0.73%0.39%9.34%2.92%-0.10%2.74%0.60%-4.49%8.23%-8.35%21.63%
2017-4.16%1.02%1.46%3.11%7.22%17.02%5.18%13.21%14.65%8.04%2.10%1.27%93.84%
2016-4.94%-1.90%4.65%1.46%-5.68%-0.34%0.66%2.40%2.99%-3.85%11.78%2.34%8.68%
2015-2.51%-1.24%1.69%6.68%5.61%3.23%-1.17%-3.18%0.67%-1.45%8.53%18.86%39.44%
2014-2.74%1.37%8.04%-4.88%0.06%10.99%-2.12%4.62%-6.00%7.21%2.71%3.47%23.40%
20133.94%-1.82%9.04%-3.34%5.20%1.16%6.25%-6.06%6.61%0.09%6.13%4.88%35.67%

Expense Ratio

kccs has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of kccs is 8, indicating that it is in the bottom 8% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of kccs is 88
Combined Rank
The Sharpe Ratio Rank of kccs is 77Sharpe Ratio Rank
The Sortino Ratio Rank of kccs is 77Sortino Ratio Rank
The Omega Ratio Rank of kccs is 77Omega Ratio Rank
The Calmar Ratio Rank of kccs is 1111Calmar Ratio Rank
The Martin Ratio Rank of kccs is 1010Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


kccs
Sharpe ratio
The chart of Sharpe ratio for kccs, currently valued at 1.32, compared to the broader market0.002.004.006.001.32
Sortino ratio
The chart of Sortino ratio for kccs, currently valued at 1.89, compared to the broader market-2.000.002.004.006.001.89
Omega ratio
The chart of Omega ratio for kccs, currently valued at 1.23, compared to the broader market0.801.001.201.401.601.802.001.23
Calmar ratio
The chart of Calmar ratio for kccs, currently valued at 1.08, compared to the broader market0.005.0010.0015.001.08
Martin ratio
The chart of Martin ratio for kccs, currently valued at 6.50, compared to the broader market0.0010.0020.0030.0040.0050.0060.006.50
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.0015.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ZYXI
Zynex Inc
0.160.531.070.100.27
HCA
HCA Healthcare, Inc.
2.502.971.442.3418.28
THC
Tenet Healthcare Corporation
5.316.051.784.8853.96
ENSG
The Ensign Group, Inc.
2.944.041.487.8518.28
AMN
AMN Healthcare Services, Inc.
-0.95-1.290.83-0.67-1.63
SLP
Simulations Plus, Inc.
-0.26-0.080.99-0.18-0.62
HSTM
HealthStream, Inc.
0.851.451.170.543.96
UTMD
Utah Medical Products, Inc.
-0.65-0.870.90-0.34-0.87
LMAT
LeMaitre Vascular, Inc.
2.813.871.492.9421.18
ATRI
Atrion Corporation
0.791.281.210.544.09
PBH
Prestige Consumer Healthcare Inc.
1.101.711.221.503.77

Sharpe Ratio

The current kccs Sharpe ratio is 1.32. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.49 to 3.44, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of kccs with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00MayJuneJulyAugustSeptemberOctober
1.32
3.43
kccs
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

kccs provided a 0.81% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
kccs0.81%0.91%0.83%0.92%0.59%0.60%1.33%0.66%0.77%0.89%15.09%0.85%
ZYXI
Zynex Inc
0.00%0.00%0.72%0.00%0.00%0.00%2.38%0.00%0.00%0.00%90.91%0.00%
HCA
HCA Healthcare, Inc.
0.72%0.89%0.93%0.75%0.47%1.08%1.12%0.00%0.00%0.00%0.00%0.00%
THC
Tenet Healthcare Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ENSG
The Ensign Group, Inc.
0.15%0.21%0.24%0.25%0.28%0.37%0.42%0.70%0.66%0.90%0.51%0.54%
AMN
AMN Healthcare Services, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SLP
Simulations Plus, Inc.
0.61%0.54%0.66%0.51%0.33%0.83%1.21%1.30%2.07%2.02%2.99%1.98%
HSTM
HealthStream, Inc.
0.37%0.37%0.00%0.00%0.00%0.00%4.14%0.00%0.00%0.00%0.00%0.00%
UTMD
Utah Medical Products, Inc.
1.87%1.41%1.16%2.84%1.31%1.01%1.28%1.28%1.41%1.72%1.64%1.69%
LMAT
LeMaitre Vascular, Inc.
0.69%0.99%1.09%0.88%0.94%0.95%1.18%0.69%0.71%0.93%1.83%1.50%
ATRI
Atrion Corporation
1.44%2.30%1.47%1.05%1.03%0.77%0.69%0.71%0.77%0.87%0.82%0.81%
PBH
Prestige Consumer Healthcare Inc.
0.00%0.00%0.00%0.00%0.00%0.00%1.54%0.00%0.00%0.00%0.00%0.87%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-4.39%
-0.54%
kccs
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the kccs. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the kccs was 26.97%, occurring on Mar 16, 2020. Recovery took 39 trading sessions.

The current kccs drawdown is 4.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.97%Feb 25, 202015Mar 16, 202039May 11, 202054
-26.59%Nov 23, 2021484Oct 26, 2023184Jul 23, 2024668
-16.65%Nov 29, 201817Dec 24, 201824Jan 30, 201941
-13.49%Mar 25, 201437May 15, 201422Jun 17, 201459
-13.41%Feb 10, 2021169Oct 11, 202118Nov 4, 2021187

Volatility

Volatility Chart

The current kccs volatility is 3.27%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%MayJuneJulyAugustSeptemberOctober
3.27%
2.71%
kccs
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

ZYXISLPUTMDATRILMATPBHAMNHSTMHCATHCENSG
ZYXI1.000.150.070.060.090.090.070.090.080.060.12
SLP0.151.000.170.150.230.150.170.200.150.170.25
UTMD0.070.171.000.210.200.200.180.220.170.210.24
ATRI0.060.150.211.000.190.230.240.260.200.210.26
LMAT0.090.230.200.191.000.230.240.220.240.230.30
PBH0.090.150.200.230.231.000.340.340.300.310.35
AMN0.070.170.180.240.240.341.000.330.350.360.37
HSTM0.090.200.220.260.220.340.331.000.310.330.37
HCA0.080.150.170.200.240.300.350.311.000.660.41
THC0.060.170.210.210.230.310.360.330.661.000.42
ENSG0.120.250.240.260.300.350.370.370.410.421.00
The correlation results are calculated based on daily price changes starting from Mar 11, 2011