Crockett Growth Fund

Last updated Sep 21, 2023

Buy and Hold. Equities.

Asset Allocation

Position	Category/Sector	Weight
AAPL Apple Inc.	Technology	11.5%
TSLA Tesla, Inc.	Consumer Cyclical	8%
NET Cloudflare, Inc.	Technology	7.4%
LULU Lululemon Athletica Inc.	Consumer Cyclical	7%
NVDA NVIDIA Corporation	Technology	6.6%
CRWD CrowdStrike Holdings, Inc.	Technology	5.4%
MA Mastercard Inc	Financial Services	5.3%
DFS Discover Financial Services	Financial Services	5%
ORLY O'Reilly Automotive, Inc.	Consumer Cyclical	5%
TXRH Texas Roadhouse, Inc.	Consumer Cyclical	4.9%
AVGO Broadcom Inc.	Technology	4.6%
LMT Lockheed Martin Corporation	Industrials	4.6%
META Meta Platforms, Inc.	Communication Services	4.6%
MSFT Microsoft Corporation	Technology	4.5%
PGR The Progressive Corporation	Financial Services	4.4%
COST Costco Wholesale Corporation	Consumer Defensive	4.3%
MAR Marriott International, Inc.	Consumer Cyclical	3.7%
UPST Upstart Holdings, Inc.	Financial Services	3.2%

Benchmark

Rebalance portfolio

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

Crockett Growth Fund

Benchmark (^GSPC)

Portfolio components

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

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

	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

Sharpe Ratio

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

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.

Crockett Growth Fund

Benchmark (^GSPC)

Portfolio components

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.

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 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.

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, 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.

Crockett Growth Fund

Benchmark (^GSPC)

Portfolio components