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Crockett Growth Fund

Last updated Sep 21, 2023

Buy and Hold. Equities.

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.
Technology11.5%
TSLA
Tesla, Inc.
Consumer Cyclical8%
NET
Cloudflare, Inc.
Technology7.4%
LULU
Lululemon Athletica Inc.
Consumer Cyclical7%
NVDA
NVIDIA Corporation
Technology6.6%
CRWD
CrowdStrike Holdings, Inc.
Technology5.4%
MA
Mastercard Inc
Financial Services5.3%
DFS
Discover Financial Services
Financial Services5%
ORLY
O'Reilly Automotive, Inc.
Consumer Cyclical5%
TXRH
Texas Roadhouse, Inc.
Consumer Cyclical4.9%
AVGO
Broadcom Inc.
Technology4.6%
LMT
Lockheed Martin Corporation
Industrials4.6%
META
Meta Platforms, Inc.
Communication Services4.6%
MSFT
Microsoft Corporation
Technology4.5%
PGR
The Progressive Corporation
Financial Services4.4%
COST
Costco Wholesale Corporation
Consumer Defensive4.3%
MAR
Marriott International, Inc.
Consumer Cyclical3.7%
UPST
Upstart Holdings, Inc.
Financial Services3.2%

Performance

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%10.00%20.00%30.00%AprilMayJuneJulyAugustSeptember
22.91%
10.86%
Crockett Growth Fund
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%6.76%N/A
Crockett Growth Fund1.05%22.44%49.39%36.44%22.81%N/A
AAPL
Apple Inc.
-0.98%10.72%35.64%14.84%14.77%N/A
AVGO
Broadcom Inc.
-2.42%31.34%51.23%76.85%32.44%N/A
COST
Costco Wholesale Corporation
4.93%16.06%24.22%15.21%16.78%N/A
CRWD
CrowdStrike Holdings, Inc.
7.59%21.82%55.66%-3.17%-0.50%N/A
DFS
Discover Financial Services
0.40%-3.84%-7.51%-7.04%4.49%N/A
LMT
Lockheed Martin Corporation
-5.11%-7.52%-10.50%4.27%9.14%N/A
LULU
Lululemon Athletica Inc.
3.28%27.14%22.32%23.19%2.75%N/A
MA
Mastercard Inc
3.19%16.19%18.61%35.66%8.00%N/A
MAR
Marriott International, Inc.
-2.01%25.63%35.31%36.30%17.24%N/A
META
Meta Platforms, Inc.
4.20%46.70%149.02%110.86%2.76%N/A
MSFT
Microsoft Corporation
-0.52%16.02%34.67%35.54%17.20%N/A
NET
Cloudflare, Inc.
0.35%3.15%32.74%-2.58%-8.74%N/A
NVDA
NVIDIA Corporation
-7.50%55.37%189.13%218.72%53.44%N/A
ORLY
O'Reilly Automotive, Inc.
1.26%18.03%12.06%36.01%31.39%N/A
PGR
The Progressive Corporation
9.32%3.68%10.25%17.93%19.48%N/A
TSLA
Tesla, Inc.
12.61%36.61%113.18%-12.70%10.03%N/A
TXRH
Texas Roadhouse, Inc.
-4.32%-4.00%11.33%13.74%11.47%N/A
UPST
Upstart Holdings, Inc.
-14.52%105.01%110.59%21.73%12.68%N/A

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

LMTPGRORLYTXRHUPSTDFSMARCRWDTSLACOSTMANETMETALULUAVGONVDAAAPLMSFT
LMT1.000.380.250.130.060.210.18-0.010.070.230.220.020.110.080.150.050.190.13
PGR0.381.000.290.170.090.320.190.040.080.290.300.070.160.190.200.110.230.19
ORLY0.250.291.000.320.140.270.270.170.130.440.320.180.240.350.300.250.310.32
TXRH0.130.170.321.000.320.460.530.310.270.230.360.310.330.370.330.330.310.29
UPST0.060.090.140.321.000.360.320.470.460.270.290.540.400.380.390.470.380.37
DFS0.210.320.270.460.361.000.600.260.320.280.490.310.370.330.420.390.400.33
MAR0.180.190.270.530.320.601.000.290.370.280.510.320.350.370.440.390.390.37
CRWD-0.010.040.170.310.470.260.291.000.450.300.330.720.440.500.470.560.460.51
TSLA0.070.080.130.270.460.320.370.451.000.390.350.530.420.420.500.560.540.47
COST0.230.290.440.230.270.280.280.300.391.000.410.380.420.480.470.450.550.55
MA0.220.300.320.360.290.490.510.330.350.411.000.360.470.460.510.460.530.54
NET0.020.070.180.310.540.310.320.720.530.380.361.000.490.550.490.610.520.57
META0.110.160.240.330.400.370.350.440.420.420.470.491.000.500.550.600.580.62
LULU0.080.190.350.370.380.330.370.500.420.480.460.550.501.000.540.570.520.55
AVGO0.150.200.300.330.390.420.440.470.500.470.510.490.550.541.000.710.630.65
NVDA0.050.110.250.330.470.390.390.560.560.450.460.610.600.570.711.000.620.69
AAPL0.190.230.310.310.380.400.390.460.540.550.530.520.580.520.630.621.000.73
MSFT0.130.190.320.290.370.330.370.510.470.550.540.570.620.550.650.690.731.00

Sharpe Ratio

The current Crockett Growth Fund Sharpe ratio is 1.25. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.25

The Sharpe ratio of Crockett Growth Fund is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00AprilMayJuneJulyAugustSeptember
1.25
0.74
Crockett Growth Fund
Benchmark (^GSPC)
Portfolio components

Dividend yield

Crockett Growth Fund granted a 0.69% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Crockett Growth Fund0.69%0.71%0.82%0.85%1.02%1.12%1.05%1.08%1.31%1.32%1.20%1.88%
AAPL
Apple Inc.
0.54%0.70%0.49%0.62%1.06%1.86%1.54%2.07%2.12%1.87%2.40%1.16%
AVGO
Broadcom Inc.
2.22%3.08%2.35%3.30%4.01%3.65%2.36%1.88%1.54%1.71%2.43%2.56%
COST
Costco Wholesale Corporation
0.68%0.77%0.55%3.45%0.91%1.16%5.18%1.24%4.66%1.16%1.23%10.00%
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
2.93%2.40%1.70%2.06%2.17%2.84%1.93%1.87%2.39%1.70%1.32%1.42%
LMT
Lockheed Martin Corporation
2.81%2.39%3.14%2.98%2.56%3.55%2.70%3.23%3.48%3.61%4.20%6.13%
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
0.54%0.57%0.49%0.46%0.45%0.54%0.60%0.77%0.69%0.54%0.27%0.23%
MAR
Marriott International, Inc.
0.92%0.68%0.00%0.37%1.24%1.48%0.99%1.47%1.52%1.08%1.43%1.47%
META
Meta Platforms, 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%
MSFT
Microsoft Corporation
0.85%1.07%0.69%0.96%1.24%1.78%1.99%2.59%2.61%2.86%3.07%3.79%
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
0.04%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.23%1.77%2.06%0.66%
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
0.28%0.31%6.27%2.88%4.31%2.16%1.43%3.02%2.68%7.06%1.42%9.16%
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.
2.12%2.05%1.38%0.48%2.26%1.81%1.75%1.76%2.17%2.06%2.05%3.30%
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%

Expense Ratio

The 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

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AAPL
Apple Inc.
0.51
AVGO
Broadcom Inc.
2.14
COST
Costco Wholesale Corporation
0.57
CRWD
CrowdStrike Holdings, Inc.
-0.08
DFS
Discover Financial Services
-0.31
LMT
Lockheed Martin Corporation
0.25
LULU
Lululemon Athletica Inc.
0.46
MA
Mastercard Inc
1.45
MAR
Marriott International, Inc.
1.10
META
Meta Platforms, Inc.
2.00
MSFT
Microsoft Corporation
1.05
NET
Cloudflare, Inc.
-0.03
NVDA
NVIDIA Corporation
3.98
ORLY
O'Reilly Automotive, Inc.
1.79
PGR
The Progressive Corporation
0.41
TSLA
Tesla, Inc.
-0.25
TXRH
Texas Roadhouse, Inc.
0.53
UPST
Upstart Holdings, Inc.
0.12

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-8.29%
-8.22%
Crockett Growth Fund
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Crockett Growth Fund. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Crockett Growth Fund is 34.61%, recorded on Jan 5, 2023. It took 109 trading sessions for the portfolio to recover.


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
-10.83%Jul 20, 202321Aug 17, 2023
-8.09%Apr 30, 20219May 12, 202116Jun 4, 202125
-6.4%Mar 23, 20212Mar 24, 20217Apr 5, 20219

Volatility Chart

The current Crockett Growth Fund volatility is 5.23%, 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%AprilMayJuneJulyAugustSeptember
5.23%
3.47%
Crockett Growth Fund
Benchmark (^GSPC)
Portfolio components