Crockett Growth Fund

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Crockett Growth Fund

Currency in USD · Last updated May 11, 2025

Buy and Hold. Equities.

Asset Allocation

Position	Category/Sector	Target 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%

Benchmark

Rebalance

Performance

Performance Chart

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

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-3.77%	7.44%	-5.60%	8.37%	14.12%	10.46%
Crockett Growth Fund	-2.45%	11.64%	1.63%	35.24%	N/A	N/A
Portfolio components:
AAPL Apple Inc	-20.63%	4.26%	-12.43%	8.82%	21.04%	21.59%
AVGO Broadcom Inc.	-9.92%	20.84%	14.02%	58.12%	53.95%	36.26%
COST Costco Wholesale Corporation	10.29%	4.68%	7.07%	28.72%	28.78%	23.77%
CRWD CrowdStrike Holdings, Inc.	19.99%	11.38%	24.40%	28.00%	40.19%	N/A
DFS Discover Financial Services	10.10%	19.83%	9.34%	56.88%	39.59%	14.76%
LMT Lockheed Martin Corporation	-1.84%	2.12%	-14.98%	3.64%	7.58%	12.52%
LULU Lululemon Athletica Inc.	-26.84%	9.02%	-9.32%	-20.74%	2.65%	15.87%
MA Mastercard Inc	8.32%	13.88%	8.70%	25.17%	15.83%	20.71%
MAR Marriott International, Inc.	-7.31%	15.72%	-7.72%	8.36%	26.49%	13.76%
META Meta Platforms, Inc.	1.28%	8.46%	0.71%	24.87%	22.88%	22.54%
MSFT Microsoft Corporation	4.30%	15.05%	4.25%	6.59%	19.74%	26.80%
NET Cloudflare, Inc.	22.90%	25.44%	45.03%	84.01%	36.45%	N/A
NVDA NVIDIA Corporation	-13.13%	8.44%	-20.97%	29.82%	71.04%	72.60%
ORLY O'Reilly Automotive, Inc.	14.63%	-1.02%	11.63%	33.36%	27.89%	20.06%
PGR The Progressive Corporation	21.15%	4.15%	11.00%	34.65%	34.00%	29.77%
TSLA Tesla, Inc.	-26.14%	18.17%	-7.15%	77.04%	40.86%	33.91%
TXRH Texas Roadhouse, Inc.	0.61%	11.81%	-7.92%	9.70%	32.14%	20.12%
UPST Upstart Holdings, Inc.	-23.39%	22.36%	-41.77%	85.71%	N/A	N/A

*Annualized

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
2025	4.97%	-1.57%	-11.31%	3.26%	3.08%								-2.45%
2024	0.42%	9.87%	0.60%	-4.22%	2.59%	7.91%	-0.06%	4.75%	3.74%	2.19%	12.17%	2.28%	49.85%
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%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 86, Crockett Growth Fund is among the top 14% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	0.25	0.63	1.09	0.28	0.95
AVGO Broadcom Inc.	0.99	1.73	1.23	1.50	4.15
COST Costco Wholesale Corporation	1.39	1.96	1.27	1.81	5.32
CRWD CrowdStrike Holdings, Inc.	0.56	1.14	1.15	0.71	1.60
DFS Discover Financial Services	1.27	2.07	1.27	2.07	6.51
LMT Lockheed Martin Corporation	0.16	0.38	1.06	0.13	0.26
LULU Lululemon Athletica Inc.	-0.48	-0.41	0.95	-0.37	-0.97
MA Mastercard Inc	1.23	1.75	1.26	1.57	6.55
MAR Marriott International, Inc.	0.35	0.71	1.09	0.34	0.96
META Meta Platforms, Inc.	0.70	1.26	1.16	0.79	2.47
MSFT Microsoft Corporation	0.28	0.63	1.08	0.34	0.75
NET Cloudflare, Inc.	1.57	2.21	1.29	1.14	4.90
NVDA NVIDIA Corporation	0.53	1.05	1.13	0.78	1.94
ORLY O'Reilly Automotive, Inc.	1.56	2.34	1.28	1.84	10.31
PGR The Progressive Corporation	1.47	1.92	1.27	2.83	7.04
TSLA Tesla, Inc.	1.03	1.74	1.21	1.15	2.83
TXRH Texas Roadhouse, Inc.	0.38	0.78	1.09	0.42	1.06
UPST Upstart Holdings, Inc.	0.77	2.06	1.24	0.98	3.71

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Crockett Growth Fund Sharpe ratios as of May 11, 2025 (values are recalculated daily):

1-Year: 1.32
All Time: 1.06

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.41 to 0.94, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Crockett Growth Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Crockett Growth Fund provided a 0.57% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.57%	0.51%	0.70%	0.70%	0.80%	0.81%	0.94%	1.02%	0.95%	0.95%	1.14%	1.11%
Portfolio components:
AAPL Apple Inc	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%
AVGO Broadcom Inc.	1.07%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%	1.22%
COST Costco Wholesale Corporation	0.47%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%	0.97%
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	1.47%	1.62%	2.40%	2.35%	1.63%	1.94%	1.98%	2.54%	1.69%	1.61%	2.01%	1.40%
LMT Lockheed Martin Corporation	2.72%	2.62%	2.68%	2.34%	2.98%	2.76%	2.31%	3.13%	2.32%	2.71%	2.83%	2.85%
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	0.50%	0.50%	0.53%	0.56%	0.49%	0.45%	0.44%	0.53%	0.58%	0.74%	0.66%	0.51%
MAR Marriott International, Inc.	0.98%	0.86%	0.87%	0.67%	0.00%	0.36%	1.22%	1.44%	0.95%	1.39%	1.42%	0.99%
META Meta Platforms, Inc.	0.34%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MSFT Microsoft Corporation	0.72%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%
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	0.03%	0.02%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
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	1.72%	0.48%	0.25%	0.31%	6.23%	2.68%	3.89%	1.86%	1.21%	2.50%	2.16%	5.53%
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.	1.39%	1.35%	1.80%	2.02%	1.34%	0.46%	2.13%	1.68%	1.59%	1.58%	1.90%	1.78%
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. Drawdowns are calculated considering price movements and all distributions paid, if any.

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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 11.14%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-34.61%	Nov 9, 2021	291	Jan 5, 2023	109	Jun 13, 2023	400
-26.25%	Feb 14, 2025	37	Apr 8, 2025	—	—	—
-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
-11.91%	Jul 17, 2024	14	Aug 5, 2024	32	Sep 19, 2024	46

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 18 assets, with an effective number of assets of 16.12, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	^GSPC	LMT	PGR	ORLY	TXRH	DFS	UPST	TSLA	COST	MAR	LULU	CRWD	MA	NET	META	AAPL	NVDA	AVGO	MSFT	Portfolio
^GSPC	1.00	0.22	0.29	0.38	0.47	0.58	0.51	0.57	0.61	0.60	0.58	0.55	0.64	0.59	0.66	0.72	0.70	0.72	0.77	0.88
LMT	0.22	1.00	0.34	0.24	0.10	0.15	0.03	0.04	0.17	0.16	0.06	-0.05	0.23	-0.00	0.02	0.12	-0.03	0.06	0.05	0.12
PGR	0.29	0.34	1.00	0.30	0.16	0.22	0.05	0.03	0.27	0.17	0.13	0.05	0.30	0.02	0.12	0.15	0.06	0.12	0.14	0.18
ORLY	0.38	0.24	0.30	1.00	0.29	0.21	0.11	0.09	0.40	0.26	0.30	0.14	0.35	0.15	0.20	0.26	0.16	0.20	0.26	0.31
TXRH	0.47	0.10	0.16	0.29	1.00	0.40	0.32	0.29	0.26	0.50	0.34	0.29	0.36	0.30	0.32	0.28	0.29	0.29	0.30	0.46
DFS	0.58	0.15	0.22	0.21	0.40	1.00	0.38	0.32	0.25	0.53	0.32	0.28	0.45	0.30	0.33	0.32	0.34	0.36	0.30	0.51
UPST	0.51	0.03	0.05	0.11	0.32	0.38	1.00	0.45	0.28	0.36	0.37	0.45	0.29	0.52	0.38	0.37	0.41	0.38	0.35	0.67
TSLA	0.57	0.04	0.03	0.09	0.29	0.32	0.45	1.00	0.37	0.36	0.36	0.42	0.32	0.49	0.40	0.49	0.47	0.47	0.45	0.69
COST	0.61	0.17	0.27	0.40	0.26	0.25	0.28	0.37	1.00	0.31	0.40	0.32	0.42	0.37	0.43	0.47	0.41	0.45	0.50	0.56
MAR	0.60	0.16	0.17	0.26	0.50	0.53	0.36	0.36	0.31	1.00	0.38	0.33	0.49	0.35	0.37	0.37	0.37	0.42	0.38	0.55
LULU	0.58	0.06	0.13	0.30	0.34	0.32	0.37	0.36	0.40	0.38	1.00	0.43	0.42	0.46	0.42	0.43	0.45	0.43	0.47	0.62
CRWD	0.55	-0.05	0.05	0.14	0.29	0.28	0.45	0.42	0.32	0.33	0.43	1.00	0.32	0.69	0.45	0.41	0.55	0.50	0.53	0.70
MA	0.64	0.23	0.30	0.35	0.36	0.45	0.29	0.32	0.42	0.49	0.42	0.32	1.00	0.33	0.42	0.45	0.37	0.41	0.48	0.56
NET	0.59	-0.00	0.02	0.15	0.30	0.30	0.52	0.49	0.37	0.35	0.46	0.69	0.33	1.00	0.47	0.47	0.54	0.48	0.54	0.76
META	0.66	0.02	0.12	0.20	0.32	0.33	0.38	0.40	0.43	0.37	0.42	0.45	0.42	0.47	1.00	0.50	0.58	0.55	0.62	0.65
AAPL	0.72	0.12	0.15	0.26	0.28	0.32	0.37	0.49	0.47	0.37	0.43	0.41	0.45	0.47	0.50	1.00	0.52	0.52	0.67	0.69
NVDA	0.70	-0.03	0.06	0.16	0.29	0.34	0.41	0.47	0.41	0.37	0.45	0.55	0.37	0.54	0.58	0.52	1.00	0.70	0.64	0.74
AVGO	0.72	0.06	0.12	0.20	0.29	0.36	0.38	0.47	0.45	0.42	0.43	0.50	0.41	0.48	0.55	0.52	0.70	1.00	0.62	0.71
MSFT	0.77	0.05	0.14	0.26	0.30	0.30	0.35	0.45	0.50	0.38	0.47	0.53	0.48	0.54	0.62	0.67	0.64	0.62	1.00	0.72
Portfolio	0.88	0.12	0.18	0.31	0.46	0.51	0.67	0.69	0.56	0.55	0.62	0.70	0.56	0.76	0.65	0.69	0.74	0.71	0.72	1.00

The correlation results are calculated based on daily price changes starting from Dec 17, 2020

Performance Analysis

Risk Analysis

Optimization

Factor Model

Crockett Growth Fund

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community