Crockett Growth Fund
Buy and Hold. Equities.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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% |
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
The earliest data available for this chart is Dec 16, 2020, corresponding to the inception date of UPST
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.78% | -0.38% | 11.47% | 18.82% | 12.44% | 10.64% |
| Crockett Growth Fund | 14.83% | -2.11% | 13.16% | 28.86% | N/A | N/A |
| Portfolio components: | ||||||
AAPL Apple Inc | 13.81% | 4.53% | 12.85% | 12.96% | 34.37% | 26.10% |
AVGO Broadcom Inc. | 36.59% | -4.26% | 23.96% | 72.44% | 42.63% | 40.35% |
COST Costco Wholesale Corporation | 26.25% | -2.89% | 22.57% | 51.10% | 26.43% | 24.24% |
CRWD CrowdStrike Holdings, Inc. | 1.10% | -33.26% | -12.04% | 66.94% | 22.76% | N/A |
DFS Discover Financial Services | 26.20% | 10.95% | 36.73% | 35.35% | 11.25% | 10.82% |
LMT Lockheed Martin Corporation | 15.28% | 10.07% | 21.21% | 16.98% | 9.81% | 14.83% |
LULU Lululemon Athletica Inc. | -46.79% | -11.97% | -42.64% | -28.21% | 7.40% | 21.48% |
MA Mastercard Inc | 1.84% | -4.95% | -0.71% | 8.10% | 9.56% | 19.81% |
MAR Marriott International, Inc. | 4.73% | -4.00% | -2.62% | 22.53% | 11.64% | 14.64% |
META Meta Platforms, Inc. | 30.58% | -9.66% | 17.56% | 54.81% | 18.33% | 19.96% |
MSFT Microsoft Corporation | 14.47% | -4.89% | 6.32% | 27.97% | 26.14% | 27.53% |
NET Cloudflare, Inc. | -8.72% | -5.78% | -7.16% | 15.61% | N/A | N/A |
NVDA NVIDIA Corporation | 130.74% | -9.39% | 85.44% | 151.44% | 92.64% | 75.22% |
ORLY O'Reilly Automotive, Inc. | 10.59% | -0.67% | 2.60% | 8.81% | 22.39% | 21.40% |
PGR The Progressive Corporation | 36.07% | 3.49% | 21.14% | 71.82% | 24.30% | 27.65% |
TSLA Tesla, Inc. | -13.08% | 15.29% | 18.27% | -18.29% | 70.31% | 30.72% |
TXRH Texas Roadhouse, Inc. | 36.42% | -3.61% | 35.60% | 49.17% | 26.38% | 22.97% |
UPST Upstart Holdings, Inc. | -38.77% | 10.90% | -24.71% | -61.00% | N/A | N/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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.42% | 9.87% | 0.60% | -4.22% | 2.59% | 7.91% | 14.83% | ||||||
| 2023 | 13.22% | 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% |
| 2020 | 3.67% | 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Crockett Growth Fund is 60, 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.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
AAPL Apple Inc | 0.62 | 1.03 | 1.12 | 0.84 | 1.67 |
AVGO Broadcom Inc. | 1.80 | 2.51 | 1.31 | 4.17 | 11.14 |
COST Costco Wholesale Corporation | 2.78 | 3.34 | 1.51 | 4.46 | 14.12 |
CRWD CrowdStrike Holdings, Inc. | 1.58 | 2.08 | 1.30 | 1.42 | 10.98 |
DFS Discover Financial Services | 1.02 | 1.53 | 1.22 | 0.86 | 3.00 |
LMT Lockheed Martin Corporation | 0.92 | 1.60 | 1.21 | 0.81 | 3.98 |
LULU Lululemon Athletica Inc. | -0.87 | -1.11 | 0.85 | -0.61 | -1.32 |
MA Mastercard Inc | 0.48 | 0.71 | 1.10 | 0.59 | 1.48 |
MAR Marriott International, Inc. | 1.07 | 1.57 | 1.19 | 1.94 | 4.28 |
META Meta Platforms, Inc. | 1.58 | 2.40 | 1.31 | 2.26 | 9.09 |
MSFT Microsoft Corporation | 1.25 | 1.72 | 1.22 | 1.94 | 5.78 |
NET Cloudflare, Inc. | 0.31 | 0.84 | 1.10 | 0.22 | 0.98 |
NVDA NVIDIA Corporation | 3.35 | 3.74 | 1.47 | 7.89 | 21.82 |
ORLY O'Reilly Automotive, Inc. | 0.48 | 0.76 | 1.10 | 0.54 | 1.33 |
PGR The Progressive Corporation | 3.25 | 4.75 | 1.60 | 4.30 | 32.30 |
TSLA Tesla, Inc. | -0.37 | -0.22 | 0.97 | -0.30 | -0.78 |
TXRH Texas Roadhouse, Inc. | 2.11 | 3.20 | 1.37 | 2.25 | 7.82 |
UPST Upstart Holdings, Inc. | -0.57 | -0.45 | 0.94 | -0.56 | -0.89 |
Dividends
Dividend yield
Crockett Growth Fund granted a 0.62% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Crockett Growth Fund | 0.62% | 0.70% | 0.70% | 0.80% | 0.81% | 0.94% | 1.08% | 0.98% | 1.00% | 1.18% | 1.16% | 1.10% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.44% | 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. | 1.34% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 4.48% | 2.57% | 2.33% | 2.09% | 2.42% | 3.74% |
COST Costco Wholesale Corporation | 2.31% | 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 | 2.00% | 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 | 2.42% | 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 | 0.59% | 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. | 0.93% | 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. | 0.22% | 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 | 0.53% | 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. | 1.40% | 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.
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.
The current Crockett Growth Fund drawdown is 7.64%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.61% | Nov 9, 2021 | 291 | Jan 5, 2023 | 109 | Jun 13, 2023 | 400 |
| -13.61% | Feb 16, 2021 | 15 | Mar 8, 2021 | 10 | Mar 22, 2021 | 25 |
| -12.73% | Jul 20, 2023 | 70 | Oct 26, 2023 | 22 | Nov 28, 2023 | 92 |
| -8.9% | Mar 22, 2024 | 20 | Apr 19, 2024 | 36 | Jun 11, 2024 | 56 |
| -8.09% | Apr 30, 2021 | 9 | May 12, 2021 | 16 | Jun 4, 2021 | 25 |
Volatility
Volatility Chart
The current Crockett Growth Fund volatility is 6.32%, 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.
Diversification
Asset Correlations Table
| LMT | PGR | ORLY | TXRH | UPST | DFS | TSLA | MAR | COST | CRWD | MA | NET | LULU | META | NVDA | AVGO | AAPL | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LMT | 1.00 | 0.34 | 0.23 | 0.12 | 0.05 | 0.19 | 0.05 | 0.17 | 0.19 | -0.03 | 0.21 | 0.01 | 0.09 | 0.06 | -0.02 | 0.08 | 0.15 | 0.08 |
| PGR | 0.34 | 1.00 | 0.28 | 0.15 | 0.05 | 0.24 | 0.05 | 0.16 | 0.26 | 0.04 | 0.28 | 0.03 | 0.18 | 0.14 | 0.08 | 0.15 | 0.16 | 0.17 |
| ORLY | 0.23 | 0.28 | 1.00 | 0.29 | 0.13 | 0.23 | 0.09 | 0.27 | 0.41 | 0.17 | 0.33 | 0.18 | 0.35 | 0.22 | 0.20 | 0.26 | 0.27 | 0.30 |
| TXRH | 0.12 | 0.15 | 0.29 | 1.00 | 0.33 | 0.42 | 0.27 | 0.51 | 0.25 | 0.30 | 0.35 | 0.30 | 0.36 | 0.32 | 0.30 | 0.29 | 0.28 | 0.29 |
| UPST | 0.05 | 0.05 | 0.13 | 0.33 | 1.00 | 0.36 | 0.45 | 0.33 | 0.27 | 0.44 | 0.28 | 0.53 | 0.38 | 0.37 | 0.40 | 0.35 | 0.37 | 0.33 |
| DFS | 0.19 | 0.24 | 0.23 | 0.42 | 0.36 | 1.00 | 0.31 | 0.54 | 0.27 | 0.25 | 0.45 | 0.30 | 0.33 | 0.33 | 0.34 | 0.36 | 0.34 | 0.29 |
| TSLA | 0.05 | 0.05 | 0.09 | 0.27 | 0.45 | 0.31 | 1.00 | 0.35 | 0.36 | 0.41 | 0.33 | 0.50 | 0.38 | 0.38 | 0.48 | 0.46 | 0.52 | 0.43 |
| MAR | 0.17 | 0.16 | 0.27 | 0.51 | 0.33 | 0.54 | 0.35 | 1.00 | 0.30 | 0.29 | 0.49 | 0.33 | 0.36 | 0.36 | 0.36 | 0.42 | 0.37 | 0.37 |
| COST | 0.19 | 0.26 | 0.41 | 0.25 | 0.27 | 0.27 | 0.36 | 0.30 | 1.00 | 0.32 | 0.41 | 0.38 | 0.45 | 0.43 | 0.43 | 0.46 | 0.49 | 0.52 |
| CRWD | -0.03 | 0.04 | 0.17 | 0.30 | 0.44 | 0.25 | 0.41 | 0.29 | 0.32 | 1.00 | 0.33 | 0.70 | 0.47 | 0.44 | 0.55 | 0.49 | 0.44 | 0.52 |
| MA | 0.21 | 0.28 | 0.33 | 0.35 | 0.28 | 0.45 | 0.33 | 0.49 | 0.41 | 0.33 | 1.00 | 0.35 | 0.45 | 0.44 | 0.41 | 0.46 | 0.48 | 0.51 |
| NET | 0.01 | 0.03 | 0.18 | 0.30 | 0.53 | 0.30 | 0.50 | 0.33 | 0.38 | 0.70 | 0.35 | 1.00 | 0.51 | 0.47 | 0.56 | 0.48 | 0.48 | 0.55 |
| LULU | 0.09 | 0.18 | 0.35 | 0.36 | 0.38 | 0.33 | 0.38 | 0.36 | 0.45 | 0.47 | 0.45 | 0.51 | 1.00 | 0.44 | 0.48 | 0.47 | 0.45 | 0.50 |
| META | 0.06 | 0.14 | 0.22 | 0.32 | 0.37 | 0.33 | 0.38 | 0.36 | 0.43 | 0.44 | 0.44 | 0.47 | 0.44 | 1.00 | 0.58 | 0.54 | 0.54 | 0.62 |
| NVDA | -0.02 | 0.08 | 0.20 | 0.30 | 0.40 | 0.34 | 0.48 | 0.36 | 0.43 | 0.55 | 0.41 | 0.56 | 0.48 | 0.58 | 1.00 | 0.70 | 0.56 | 0.65 |
| AVGO | 0.08 | 0.15 | 0.26 | 0.29 | 0.35 | 0.36 | 0.46 | 0.42 | 0.46 | 0.49 | 0.46 | 0.48 | 0.47 | 0.54 | 0.70 | 1.00 | 0.57 | 0.62 |
| AAPL | 0.15 | 0.16 | 0.27 | 0.28 | 0.37 | 0.34 | 0.52 | 0.37 | 0.49 | 0.44 | 0.48 | 0.48 | 0.45 | 0.54 | 0.56 | 0.57 | 1.00 | 0.70 |
| MSFT | 0.08 | 0.17 | 0.30 | 0.29 | 0.33 | 0.29 | 0.43 | 0.37 | 0.52 | 0.52 | 0.51 | 0.55 | 0.50 | 0.62 | 0.65 | 0.62 | 0.70 | 1.00 |