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Crockett Growth Fund
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AAPL 11.5%TSLA 8%NET 7.4%LULU 7%NVDA 6.6%CRWD 5.4%MA 5.3%DFS 5%ORLY 5%TXRH 4.9%AVGO 4.6%LMT 4.6%META 4.6%MSFT 4.5%PGR 4.4%COST 4.3%MAR 3.7%UPST 3.2%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

11.50%

AVGO
Broadcom Inc.
Technology

4.60%

COST
Costco Wholesale Corporation
Consumer Defensive

4.30%

CRWD
CrowdStrike Holdings, Inc.
Technology

5.40%

DFS
Discover Financial Services
Financial Services

5%

LMT
Lockheed Martin Corporation
Industrials

4.60%

LULU
Lululemon Athletica Inc.
Consumer Cyclical

7%

MA
Mastercard Inc
Financial Services

5.30%

MAR
Marriott International, Inc.
Consumer Cyclical

3.70%

META
Meta Platforms, Inc.
Communication Services

4.60%

MSFT
Microsoft Corporation
Technology

4.50%

NET
Cloudflare, Inc.
Technology

7.40%

NVDA
NVIDIA Corporation
Technology

6.60%

ORLY
O'Reilly Automotive, Inc.
Consumer Cyclical

5%

PGR
The Progressive Corporation
Financial Services

4.40%

TSLA
Tesla, Inc.
Consumer Cyclical

8%

TXRH
Texas Roadhouse, Inc.
Consumer Cyclical

4.90%

UPST
Upstart Holdings, Inc.
Financial Services

3.20%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Crockett Growth Fund, 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%2024FebruaryMarchAprilMayJune
17.71%
15.75%
Crockett Growth Fund
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 16, 2020, corresponding to the inception date of UPST

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
12.69%2.92%15.76%23.89%13.23%10.77%
Crockett Growth Fund13.82%5.32%17.71%36.90%N/AN/A
AAPL
Apple Inc.
7.88%13.17%6.67%13.31%34.72%26.28%
AVGO
Broadcom Inc.
31.44%9.62%37.46%74.19%43.67%38.93%
COST
Costco Wholesale Corporation
29.06%7.89%38.41%67.87%29.02%24.79%
CRWD
CrowdStrike Holdings, Inc.
50.65%19.91%54.75%154.54%41.72%N/A
DFS
Discover Financial Services
9.53%-0.79%19.83%8.95%12.14%9.54%
LMT
Lockheed Martin Corporation
3.55%-0.63%3.92%3.47%8.69%14.02%
LULU
Lululemon Athletica Inc.
-37.80%-9.89%-36.85%-13.62%12.79%23.85%
MA
Mastercard Inc
5.59%-1.74%7.04%20.35%12.09%20.23%
MAR
Marriott International, Inc.
3.66%-2.99%7.79%29.85%12.49%15.42%
META
Meta Platforms, Inc.
43.52%6.57%52.00%87.42%23.47%22.97%
MSFT
Microsoft Corporation
15.48%4.51%15.99%31.40%28.02%28.62%
NET
Cloudflare, Inc.
-12.77%0.99%-7.11%11.31%N/AN/A
NVDA
NVIDIA Corporation
144.19%34.54%153.74%206.33%101.34%74.57%
ORLY
O'Reilly Automotive, Inc.
5.26%-1.89%2.80%9.68%20.93%20.97%
PGR
The Progressive Corporation
31.62%-3.37%26.95%60.65%23.50%26.66%
TSLA
Tesla, Inc.
-31.32%1.30%-27.99%-31.69%64.48%28.70%
TXRH
Texas Roadhouse, Inc.
39.28%1.39%47.74%56.36%27.69%22.82%
UPST
Upstart Holdings, Inc.
-40.48%-4.25%-31.49%-27.88%N/AN/A

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.42%9.87%0.60%-4.22%2.65%13.82%
202313.22%6.17%6.47%-2.38%12.52%9.04%5.05%-4.40%-4.05%-1.72%13.57%8.19%78.34%
2022-7.94%1.00%4.55%-11.21%-6.90%-9.85%12.13%-1.39%-9.43%6.87%2.34%-9.97%-28.57%
2021-0.36%1.09%6.85%8.48%-0.66%8.04%3.71%5.68%-1.07%14.30%0.22%-1.68%53.01%
20203.67%3.67%

Expense Ratio

Crockett Growth Fund 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 Crockett Growth Fund is 64, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of Crockett Growth Fund is 6464
Crockett Growth Fund
The Sharpe Ratio Rank of Crockett Growth Fund is 6464Sharpe Ratio Rank
The Sortino Ratio Rank of Crockett Growth Fund is 5959Sortino Ratio Rank
The Omega Ratio Rank of Crockett Growth Fund is 6060Omega Ratio Rank
The Calmar Ratio Rank of Crockett Growth Fund is 8080Calmar Ratio Rank
The Martin Ratio Rank of Crockett Growth Fund is 5959Martin 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.


Crockett Growth Fund
Sharpe ratio
The chart of Sharpe ratio for Crockett Growth Fund, currently valued at 2.04, compared to the broader market0.002.004.006.002.04
Sortino ratio
The chart of Sortino ratio for Crockett Growth Fund, currently valued at 2.77, compared to the broader market-2.000.002.004.006.002.77
Omega ratio
The chart of Omega ratio for Crockett Growth Fund, currently valued at 1.34, compared to the broader market0.801.001.201.401.601.801.34
Calmar ratio
The chart of Calmar ratio for Crockett Growth Fund, currently valued at 2.90, compared to the broader market0.002.004.006.008.0010.002.90
Martin ratio
The chart of Martin ratio for Crockett Growth Fund, currently valued at 7.43, compared to the broader market0.0010.0020.0030.0040.0050.007.43
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.21, compared to the broader market0.002.004.006.002.21
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market-2.000.002.004.006.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.002.004.006.008.0010.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.30, compared to the broader market0.0010.0020.0030.0040.0050.008.30

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc.
0.621.051.130.801.60
AVGO
Broadcom Inc.
2.152.961.355.2913.22
COST
Costco Wholesale Corporation
3.824.421.704.9319.24
CRWD
CrowdStrike Holdings, Inc.
3.613.901.542.9926.76
DFS
Discover Financial Services
0.260.551.090.240.54
LMT
Lockheed Martin Corporation
0.200.441.060.180.67
LULU
Lululemon Athletica Inc.
-0.42-0.380.94-0.32-0.83
MA
Mastercard Inc
1.361.791.251.624.89
MAR
Marriott International, Inc.
1.442.021.252.616.17
META
Meta Platforms, Inc.
2.433.361.443.0114.39
MSFT
Microsoft Corporation
1.522.081.262.425.88
NET
Cloudflare, Inc.
0.210.711.090.150.73
NVDA
NVIDIA Corporation
4.674.881.6110.4330.06
ORLY
O'Reilly Automotive, Inc.
0.500.781.110.541.52
PGR
The Progressive Corporation
2.332.901.492.6520.98
TSLA
Tesla, Inc.
-0.63-0.730.92-0.48-1.13
TXRH
Texas Roadhouse, Inc.
2.563.861.452.627.17
UPST
Upstart Holdings, Inc.
-0.290.211.03-0.29-0.50

Sharpe Ratio

The current Crockett Growth Fund Sharpe ratio is 2.04. 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 1.42 to 2.37, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Crockett Growth Fund 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 Ratio1.502.002.503.003.504.002024FebruaryMarchAprilMayJune
2.04
2.21
Crockett Growth Fund
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Crockett Growth Fund granted a 0.64% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Crockett Growth Fund0.64%0.70%0.70%0.80%0.81%0.94%1.02%0.96%0.96%1.14%1.11%1.01%
AAPL
Apple Inc.
0.47%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
AVGO
Broadcom Inc.
1.35%1.71%3.02%2.24%3.05%3.54%3.11%1.94%1.52%1.23%1.34%1.87%
COST
Costco Wholesale Corporation
2.26%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%
CRWD
CrowdStrike Holdings, 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%
DFS
Discover Financial Services
2.30%2.40%2.35%1.63%1.94%1.98%2.54%1.69%1.61%2.01%1.40%1.07%
LMT
Lockheed Martin Corporation
2.69%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%3.22%
LULU
Lululemon Athletica 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%
MA
Mastercard Inc
0.55%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%
MAR
Marriott International, Inc.
0.94%0.87%0.67%0.00%0.36%1.22%1.44%0.95%1.39%1.42%0.99%1.30%
META
Meta Platforms, Inc.
0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation
0.68%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
NET
Cloudflare, 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%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
ORLY
O'Reilly Automotive, 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%
PGR
The Progressive Corporation
0.55%0.25%0.31%6.23%2.68%3.87%1.86%1.21%2.50%2.16%5.53%1.05%
TSLA
Tesla, 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%
TXRH
Texas Roadhouse, Inc.
1.37%1.80%2.02%1.34%0.46%2.13%1.68%1.59%1.58%1.90%1.78%1.73%
UPST
Upstart Holdings, 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%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune00
Crockett Growth Fund
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Crockett Growth Fund. 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 Crockett Growth Fund was 34.61%, occurring on Jan 5, 2023. Recovery took 109 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.61%Nov 9, 2021291Jan 5, 2023109Jun 13, 2023400
-13.61%Feb 16, 202115Mar 8, 202110Mar 22, 202125
-12.73%Jul 20, 202370Oct 26, 202322Nov 28, 202392
-8.9%Mar 22, 202420Apr 19, 202436Jun 11, 202456
-8.09%Apr 30, 20219May 12, 202116Jun 4, 202125

Volatility

Volatility Chart

The current Crockett Growth Fund volatility is 3.69%, 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%2024FebruaryMarchAprilMayJune
3.69%
2.41%
Crockett Growth Fund
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.

LMTPGRORLYTXRHUPSTDFSTSLAMARCOSTCRWDNETMALULUMETANVDAAAPLAVGOMSFT
LMT1.000.350.240.130.050.200.060.170.20-0.020.010.220.090.07-0.000.170.090.09
PGR0.351.000.280.160.050.250.050.170.270.040.030.280.180.150.090.160.160.17
ORLY0.240.281.000.290.120.230.100.270.410.180.170.340.350.230.220.280.280.31
TXRH0.130.160.291.000.320.430.270.510.250.310.300.360.360.320.310.270.310.28
UPST0.050.050.120.321.000.360.460.330.270.450.540.280.380.380.420.370.370.34
DFS0.200.250.230.430.361.000.320.550.280.260.300.460.330.350.350.360.370.30
TSLA0.060.050.100.270.460.321.000.350.360.420.510.330.390.380.480.510.450.43
MAR0.170.170.270.510.330.550.351.000.300.290.330.500.360.360.370.360.430.37
COST0.200.270.410.250.270.280.360.301.000.330.370.410.460.420.440.490.460.53
CRWD-0.020.040.180.310.450.260.420.290.331.000.700.340.470.450.560.440.500.52
NET0.010.030.170.300.540.300.510.330.370.701.000.350.520.480.570.490.490.55
MA0.220.280.340.360.280.460.330.500.410.340.351.000.450.450.430.500.480.53
LULU0.090.180.350.360.380.330.390.360.460.470.520.451.000.450.500.470.490.51
META0.070.150.230.320.380.350.380.360.420.450.480.450.451.000.590.540.550.62
NVDA-0.000.090.220.310.420.350.480.370.440.560.570.430.500.591.000.570.700.66
AAPL0.170.160.280.270.370.360.510.360.490.440.490.500.470.540.571.000.580.70
AVGO0.090.160.280.310.370.370.450.430.460.500.490.480.490.550.700.581.000.63
MSFT0.090.170.310.280.340.300.430.370.530.520.550.530.510.620.660.700.631.00
The correlation results are calculated based on daily price changes starting from Dec 17, 2020