Crockett Growth Fund
Buy and Hold. Equities.
Asset Allocation
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
Returns
1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 6.76% | N/A |
Crockett Growth Fund | 1.05% | 22.44% | 49.39% | 36.44% | 22.81% | N/A |
Portfolio components: | ||||||
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 |
Returns over 1 year are annualized |
Asset Correlations Table
LMT | PGR | ORLY | TXRH | UPST | DFS | MAR | CRWD | TSLA | COST | MA | NET | META | LULU | AVGO | NVDA | AAPL | MSFT | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LMT | 1.00 | 0.38 | 0.25 | 0.13 | 0.06 | 0.21 | 0.18 | -0.01 | 0.07 | 0.23 | 0.22 | 0.02 | 0.11 | 0.08 | 0.15 | 0.05 | 0.19 | 0.13 |
PGR | 0.38 | 1.00 | 0.29 | 0.17 | 0.09 | 0.32 | 0.19 | 0.04 | 0.08 | 0.29 | 0.30 | 0.07 | 0.16 | 0.19 | 0.20 | 0.11 | 0.23 | 0.19 |
ORLY | 0.25 | 0.29 | 1.00 | 0.32 | 0.14 | 0.27 | 0.27 | 0.17 | 0.13 | 0.44 | 0.32 | 0.18 | 0.24 | 0.35 | 0.30 | 0.25 | 0.31 | 0.32 |
TXRH | 0.13 | 0.17 | 0.32 | 1.00 | 0.32 | 0.46 | 0.53 | 0.31 | 0.27 | 0.23 | 0.36 | 0.31 | 0.33 | 0.37 | 0.33 | 0.33 | 0.31 | 0.29 |
UPST | 0.06 | 0.09 | 0.14 | 0.32 | 1.00 | 0.36 | 0.32 | 0.47 | 0.46 | 0.27 | 0.29 | 0.54 | 0.40 | 0.38 | 0.39 | 0.47 | 0.38 | 0.37 |
DFS | 0.21 | 0.32 | 0.27 | 0.46 | 0.36 | 1.00 | 0.60 | 0.26 | 0.32 | 0.28 | 0.49 | 0.31 | 0.37 | 0.33 | 0.42 | 0.39 | 0.40 | 0.33 |
MAR | 0.18 | 0.19 | 0.27 | 0.53 | 0.32 | 0.60 | 1.00 | 0.29 | 0.37 | 0.28 | 0.51 | 0.32 | 0.35 | 0.37 | 0.44 | 0.39 | 0.39 | 0.37 |
CRWD | -0.01 | 0.04 | 0.17 | 0.31 | 0.47 | 0.26 | 0.29 | 1.00 | 0.45 | 0.30 | 0.33 | 0.72 | 0.44 | 0.50 | 0.47 | 0.56 | 0.46 | 0.51 |
TSLA | 0.07 | 0.08 | 0.13 | 0.27 | 0.46 | 0.32 | 0.37 | 0.45 | 1.00 | 0.39 | 0.35 | 0.53 | 0.42 | 0.42 | 0.50 | 0.56 | 0.54 | 0.47 |
COST | 0.23 | 0.29 | 0.44 | 0.23 | 0.27 | 0.28 | 0.28 | 0.30 | 0.39 | 1.00 | 0.41 | 0.38 | 0.42 | 0.48 | 0.47 | 0.45 | 0.55 | 0.55 |
MA | 0.22 | 0.30 | 0.32 | 0.36 | 0.29 | 0.49 | 0.51 | 0.33 | 0.35 | 0.41 | 1.00 | 0.36 | 0.47 | 0.46 | 0.51 | 0.46 | 0.53 | 0.54 |
NET | 0.02 | 0.07 | 0.18 | 0.31 | 0.54 | 0.31 | 0.32 | 0.72 | 0.53 | 0.38 | 0.36 | 1.00 | 0.49 | 0.55 | 0.49 | 0.61 | 0.52 | 0.57 |
META | 0.11 | 0.16 | 0.24 | 0.33 | 0.40 | 0.37 | 0.35 | 0.44 | 0.42 | 0.42 | 0.47 | 0.49 | 1.00 | 0.50 | 0.55 | 0.60 | 0.58 | 0.62 |
LULU | 0.08 | 0.19 | 0.35 | 0.37 | 0.38 | 0.33 | 0.37 | 0.50 | 0.42 | 0.48 | 0.46 | 0.55 | 0.50 | 1.00 | 0.54 | 0.57 | 0.52 | 0.55 |
AVGO | 0.15 | 0.20 | 0.30 | 0.33 | 0.39 | 0.42 | 0.44 | 0.47 | 0.50 | 0.47 | 0.51 | 0.49 | 0.55 | 0.54 | 1.00 | 0.71 | 0.63 | 0.65 |
NVDA | 0.05 | 0.11 | 0.25 | 0.33 | 0.47 | 0.39 | 0.39 | 0.56 | 0.56 | 0.45 | 0.46 | 0.61 | 0.60 | 0.57 | 0.71 | 1.00 | 0.62 | 0.69 |
AAPL | 0.19 | 0.23 | 0.31 | 0.31 | 0.38 | 0.40 | 0.39 | 0.46 | 0.54 | 0.55 | 0.53 | 0.52 | 0.58 | 0.52 | 0.63 | 0.62 | 1.00 | 0.73 |
MSFT | 0.13 | 0.19 | 0.32 | 0.29 | 0.37 | 0.33 | 0.37 | 0.51 | 0.47 | 0.55 | 0.54 | 0.57 | 0.62 | 0.55 | 0.65 | 0.69 | 0.73 | 1.00 |
Dividend yield
Crockett Growth Fund granted a 0.69% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Crockett Growth Fund | 0.69% | 0.71% | 0.82% | 0.85% | 1.02% | 1.12% | 1.05% | 1.08% | 1.31% | 1.32% | 1.20% | 1.88% |
Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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.
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, 2021 | 291 | Jan 5, 2023 | 109 | Jun 13, 2023 | 400 |
-13.61% | Feb 16, 2021 | 15 | Mar 8, 2021 | 10 | Mar 22, 2021 | 25 |
-10.83% | Jul 20, 2023 | 21 | Aug 17, 2023 | — | — | — |
-8.09% | Apr 30, 2021 | 9 | May 12, 2021 | 16 | Jun 4, 2021 | 25 |
-6.4% | Mar 23, 2021 | 2 | Mar 24, 2021 | 7 | Apr 5, 2021 | 9 |
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.