KTIRA
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 7.69% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 7.69% |
COST Costco Wholesale Corporation | Consumer Defensive | 7.69% |
ISRG Intuitive Surgical, Inc. | Healthcare | 7.69% |
LOW Lowe's Companies, Inc. | Consumer Cyclical | 7.69% |
MELI MercadoLibre, Inc. | Consumer Cyclical | 7.69% |
META Meta Platforms, Inc. | Communication Services | 7.69% |
MSFT Microsoft Corporation | Technology | 7.69% |
NFLX Netflix, Inc. | Communication Services | 7.69% |
NOW ServiceNow, Inc. | Technology | 7.69% |
ORI Old Republic International Corporation | Financial Services | 7.69% |
UNH UnitedHealth Group Incorporated | Healthcare | 7.69% |
VRTX Vertex Pharmaceuticals Incorporated | Healthcare | 7.69% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in KTIRA, 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 Jun 29, 2012, corresponding to the inception date of NOW
Returns By Period
As of Nov 15, 2024, the KTIRA returned 36.42% Year-To-Date and 28.25% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| KTIRA | 36.42% | 4.29% | 20.11% | 46.33% | 27.83% | 28.25% |
| Portfolio components: | ||||||
AAPL Apple Inc | 19.12% | -2.30% | 20.49% | 21.98% | 28.87% | 24.61% |
AMZN Amazon.com, Inc. | 39.19% | 12.68% | 15.17% | 47.68% | 19.50% | 29.40% |
ISRG Intuitive Surgical, Inc. | 59.41% | 12.40% | 35.66% | 83.41% | 23.21% | 25.26% |
LOW Lowe's Companies, Inc. | 23.79% | -3.67% | 17.46% | 34.49% | 20.74% | 18.61% |
MELI MercadoLibre, Inc. | 19.39% | -7.74% | 7.88% | 30.06% | 27.89% | 30.45% |
META Meta Platforms, Inc. | 63.55% | -1.55% | 22.20% | 73.99% | 24.36% | 22.85% |
MSFT Microsoft Corporation | 14.14% | 1.95% | 1.58% | 16.11% | 24.47% | 26.07% |
NFLX Netflix, Inc. | 71.96% | 18.60% | 37.14% | 81.25% | 23.26% | 31.50% |
NOW ServiceNow, Inc. | 47.18% | 12.05% | 37.17% | 59.75% | 32.04% | 31.96% |
ORI Old Republic International Corporation | 30.19% | 3.93% | 18.83% | 37.51% | 19.76% | 18.97% |
VRTX Vertex Pharmaceuticals Incorporated | 18.94% | -0.07% | 9.83% | 38.54% | 18.24% | 15.83% |
COST Costco Wholesale Corporation | 40.78% | 3.41% | 16.82% | 59.26% | 27.12% | 23.52% |
UNH UnitedHealth Group Incorporated | 13.99% | 6.63% | 14.68% | 11.84% | 18.88% | 21.80% |
Monthly Returns
The table below presents the monthly returns of KTIRA, 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 | 4.57% | 4.80% | 0.59% | -5.68% | 7.81% | 5.57% | 2.22% | 5.66% | 1.83% | -0.27% | 36.42% | ||
| 2023 | 12.50% | -1.83% | 7.78% | 4.07% | 4.79% | 6.28% | 3.05% | -1.13% | -4.04% | 1.14% | 11.04% | 4.37% | 58.10% |
| 2022 | -8.59% | -3.98% | 3.47% | -13.45% | -3.66% | -6.52% | 11.56% | -1.92% | -6.46% | 6.53% | 4.66% | -6.32% | -24.33% |
| 2021 | -1.28% | -2.46% | 4.14% | 7.01% | -2.30% | 5.26% | 2.67% | 6.45% | -4.93% | 7.70% | -1.78% | 5.22% | 27.60% |
| 2020 | 4.30% | -5.46% | -7.00% | 14.79% | 10.46% | 5.99% | 8.23% | 8.56% | -4.67% | -2.14% | 8.71% | 5.75% | 55.29% |
| 2019 | 12.74% | 4.19% | 4.65% | 2.87% | -4.39% | 7.69% | -0.15% | -0.52% | -1.16% | 4.45% | 7.32% | 1.90% | 46.04% |
| 2018 | 14.21% | -0.40% | -2.41% | 1.80% | 5.16% | 2.90% | 2.74% | 8.00% | 0.70% | -8.67% | 0.75% | -9.08% | 14.30% |
| 2017 | 9.86% | 4.12% | 4.04% | 5.21% | 5.04% | -2.08% | 6.55% | 1.12% | 0.57% | 4.87% | 3.88% | 2.02% | 55.06% |
| 2016 | -9.39% | -2.14% | 8.02% | 0.77% | 5.36% | -1.48% | 6.64% | 0.42% | 1.44% | -0.34% | -0.50% | 0.47% | 8.42% |
| 2015 | 1.96% | 6.83% | -1.42% | 4.69% | 2.67% | -0.66% | 7.37% | -5.45% | -3.97% | 11.93% | 5.65% | -1.35% | 30.41% |
| 2014 | -0.32% | 5.81% | -5.21% | -4.68% | 4.99% | 7.15% | -0.64% | 7.66% | 0.15% | 4.76% | 3.76% | -0.93% | 23.68% |
| 2013 | 10.69% | 1.12% | 4.19% | 8.16% | 2.59% | -0.94% | 8.54% | 2.98% | 7.20% | 3.54% | 1.88% | 2.20% | 65.60% |
Expense Ratio
KTIRA 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 risk-adjusted rank of KTIRA is 93, placing it in the top 7% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | 1.00 | 1.56 | 1.19 | 1.35 | 3.16 |
AMZN Amazon.com, Inc. | 1.67 | 2.33 | 1.30 | 1.92 | 7.67 |
ISRG Intuitive Surgical, Inc. | 3.14 | 4.78 | 1.60 | 4.27 | 32.03 |
LOW Lowe's Companies, Inc. | 1.65 | 2.35 | 1.29 | 1.71 | 4.61 |
MELI MercadoLibre, Inc. | 0.85 | 1.29 | 1.19 | 0.98 | 3.24 |
META Meta Platforms, Inc. | 2.00 | 2.92 | 1.40 | 3.91 | 12.15 |
MSFT Microsoft Corporation | 0.83 | 1.17 | 1.15 | 1.04 | 2.54 |
NFLX Netflix, Inc. | 2.94 | 3.88 | 1.52 | 2.45 | 20.59 |
NOW ServiceNow, Inc. | 1.78 | 2.32 | 1.34 | 2.82 | 9.53 |
ORI Old Republic International Corporation | 1.96 | 2.39 | 1.38 | 3.82 | 11.02 |
VRTX Vertex Pharmaceuticals Incorporated | 1.24 | 1.99 | 1.26 | 2.58 | 5.63 |
COST Costco Wholesale Corporation | 3.11 | 3.74 | 1.55 | 5.92 | 15.31 |
UNH UnitedHealth Group Incorporated | 0.47 | 0.81 | 1.11 | 0.57 | 1.50 |
Dividends
Dividend yield
KTIRA provided a 0.70% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.70% | 0.83% | 1.04% | 1.36% | 0.94% | 1.06% | 1.34% | 1.18% | 1.04% | 1.25% | 1.08% | 1.06% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
AMZN Amazon.com, 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% |
ISRG Intuitive Surgical, 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% |
LOW Lowe's Companies, Inc. | 1.66% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% | 1.37% |
MELI MercadoLibre, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.19% | 0.38% | 0.36% | 0.52% | 0.53% |
META Meta Platforms, Inc. | 0.26% | 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 | 0.53% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
NFLX Netflix, 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% |
NOW ServiceNow, 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% |
ORI Old Republic International Corporation | 2.83% | 3.40% | 7.95% | 13.75% | 4.49% | 7.53% | 9.52% | 4.11% | 4.56% | 4.59% | 5.77% | 4.82% |
VRTX Vertex Pharmaceuticals Incorporated | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COST Costco Wholesale Corporation | 2.11% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
UNH UnitedHealth Group Incorporated | 1.34% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the KTIRA. 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 KTIRA was 33.68%, occurring on Jun 16, 2022. Recovery took 247 trading sessions.
The current KTIRA drawdown is 0.65%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.68% | Dec 30, 2021 | 117 | Jun 16, 2022 | 247 | Jun 12, 2023 | 364 |
| -28.36% | Feb 20, 2020 | 23 | Mar 23, 2020 | 41 | May 20, 2020 | 64 |
| -23.29% | Sep 28, 2018 | 60 | Dec 24, 2018 | 53 | Mar 13, 2019 | 113 |
| -20.04% | Dec 7, 2015 | 43 | Feb 8, 2016 | 105 | Jul 8, 2016 | 148 |
| -13.48% | Mar 6, 2014 | 45 | May 8, 2014 | 36 | Jun 30, 2014 | 81 |
Volatility
Volatility Chart
The current KTIRA volatility is 3.67%, 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
| ORI | UNH | VRTX | COST | LOW | NFLX | MELI | META | AAPL | ISRG | NOW | AMZN | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ORI | 1.00 | 0.32 | 0.24 | 0.31 | 0.38 | 0.18 | 0.26 | 0.24 | 0.26 | 0.28 | 0.25 | 0.25 | 0.30 |
| UNH | 0.32 | 1.00 | 0.34 | 0.31 | 0.33 | 0.21 | 0.22 | 0.22 | 0.28 | 0.34 | 0.24 | 0.26 | 0.33 |
| VRTX | 0.24 | 0.34 | 1.00 | 0.25 | 0.26 | 0.28 | 0.30 | 0.34 | 0.30 | 0.36 | 0.35 | 0.34 | 0.35 |
| COST | 0.31 | 0.31 | 0.25 | 1.00 | 0.41 | 0.28 | 0.31 | 0.31 | 0.38 | 0.38 | 0.31 | 0.40 | 0.45 |
| LOW | 0.38 | 0.33 | 0.26 | 0.41 | 1.00 | 0.29 | 0.35 | 0.30 | 0.35 | 0.36 | 0.35 | 0.36 | 0.39 |
| NFLX | 0.18 | 0.21 | 0.28 | 0.28 | 0.29 | 1.00 | 0.41 | 0.46 | 0.39 | 0.35 | 0.44 | 0.52 | 0.43 |
| MELI | 0.26 | 0.22 | 0.30 | 0.31 | 0.35 | 0.41 | 1.00 | 0.42 | 0.39 | 0.40 | 0.46 | 0.49 | 0.44 |
| META | 0.24 | 0.22 | 0.34 | 0.31 | 0.30 | 0.46 | 0.42 | 1.00 | 0.45 | 0.40 | 0.47 | 0.56 | 0.50 |
| AAPL | 0.26 | 0.28 | 0.30 | 0.38 | 0.35 | 0.39 | 0.39 | 0.45 | 1.00 | 0.45 | 0.42 | 0.50 | 0.56 |
| ISRG | 0.28 | 0.34 | 0.36 | 0.38 | 0.36 | 0.35 | 0.40 | 0.40 | 0.45 | 1.00 | 0.45 | 0.45 | 0.52 |
| NOW | 0.25 | 0.24 | 0.35 | 0.31 | 0.35 | 0.44 | 0.46 | 0.47 | 0.42 | 0.45 | 1.00 | 0.53 | 0.54 |
| AMZN | 0.25 | 0.26 | 0.34 | 0.40 | 0.36 | 0.52 | 0.49 | 0.56 | 0.50 | 0.45 | 0.53 | 1.00 | 0.60 |
| MSFT | 0.30 | 0.33 | 0.35 | 0.45 | 0.39 | 0.43 | 0.44 | 0.50 | 0.56 | 0.52 | 0.54 | 0.60 | 1.00 |