KTCautiousETF
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in KTCautiousETF, 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 Sep 26, 2019, corresponding to the inception date of AVUV
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| KTCautiousETF | 32.27% | -0.14% | 8.75% | 60.48% | N/A | N/A |
| Portfolio components: | ||||||
SMH VanEck Vectors Semiconductor ETF | 36.04% | -5.08% | 4.51% | 70.03% | 35.07% | 28.40% |
SCHG Schwab U.S. Large-Cap Growth ETF | 24.83% | 0.76% | 10.85% | 42.54% | 20.16% | 16.40% |
VGT Vanguard Information Technology ETF | 19.79% | -0.76% | 9.48% | 40.56% | 22.81% | 20.50% |
AVUV Avantis U.S. Small Cap Value ETF | 7.67% | 2.94% | 5.78% | 26.48% | N/A | N/A |
AVAV AeroVironment, Inc. | 45.00% | -2.92% | 22.73% | 64.13% | 24.47% | 20.05% |
AXON Axon Enterprise, Inc. | 52.24% | 4.85% | 24.33% | 100.53% | 44.07% | 37.99% |
CRWD CrowdStrike Holdings, Inc. | 17.44% | 9.75% | -8.47% | 84.49% | 35.02% | N/A |
MCK McKesson Corporation | 10.11% | -8.88% | -4.39% | 16.49% | 29.20% | 10.96% |
VRT Vertiv Holdings Co. | 97.01% | 21.26% | 14.66% | 160.68% | 56.06% | N/A |
Monthly Returns
The table below presents the monthly returns of KTCautiousETF, 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 | 4.33% | 10.15% | 5.23% | -2.99% | 8.37% | 5.20% | -3.60% | 2.25% | 32.27% | ||||
| 2023 | 10.85% | 0.86% | 7.20% | -1.64% | 10.09% | 7.03% | 3.31% | 2.02% | -4.14% | -1.05% | 13.87% | 6.29% | 68.08% |
| 2022 | -9.06% | -1.97% | 5.76% | -12.63% | 0.06% | -11.08% | 14.38% | -4.32% | -10.78% | 8.34% | 7.77% | -7.71% | -22.90% |
| 2021 | 4.86% | 2.67% | 0.46% | 4.14% | 0.94% | 6.20% | 2.09% | 3.05% | -6.17% | 7.32% | 1.92% | 0.68% | 31.26% |
| 2020 | 2.49% | -6.02% | -10.28% | 13.59% | 9.10% | 7.45% | 5.61% | 7.64% | -2.13% | 0.40% | 15.53% | 5.69% | 56.98% |
| 2019 | -0.73% | 2.60% | 6.70% | 4.86% | 13.95% |
Expense Ratio
KTCautiousETF has an expense ratio of 0.14%, which is considered low compared to other funds. 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 rank of KTCautiousETF is 70, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
SMH VanEck Vectors Semiconductor ETF | 1.96 | 2.48 | 1.33 | 2.69 | 8.25 |
SCHG Schwab U.S. Large-Cap Growth ETF | 2.30 | 2.98 | 1.41 | 2.64 | 12.32 |
VGT Vanguard Information Technology ETF | 1.83 | 2.39 | 1.32 | 2.51 | 9.01 |
AVUV Avantis U.S. Small Cap Value ETF | 1.19 | 1.78 | 1.21 | 2.01 | 6.00 |
AVAV AeroVironment, Inc. | 1.31 | 2.13 | 1.30 | 2.49 | 4.82 |
AXON Axon Enterprise, Inc. | 2.69 | 4.36 | 1.53 | 5.60 | 15.98 |
CRWD CrowdStrike Holdings, Inc. | 1.80 | 2.26 | 1.33 | 1.83 | 5.42 |
MCK McKesson Corporation | 0.71 | 0.92 | 1.17 | 0.81 | 2.83 |
VRT Vertiv Holdings Co. | 2.85 | 2.93 | 1.39 | 4.23 | 12.03 |
Dividends
Dividend yield
KTCautiousETF granted a 0.38% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| KTCautiousETF | 0.38% | 0.49% | 1.08% | 0.60% | 0.76% | 2.24% | 1.70% | 1.30% | 1.03% | 1.81% | 1.16% | 1.39% |
| Portfolio components: | ||||||||||||
SMH VanEck Vectors Semiconductor ETF | 0.44% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.32% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.27% | 1.22% | 1.09% | 1.07% |
VGT Vanguard Information Technology ETF | 0.64% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
AVUV Avantis U.S. Small Cap Value ETF | 1.22% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVAV AeroVironment, 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% |
AXON Axon Enterprise, 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% |
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% |
MCK McKesson Corporation | 0.51% | 0.50% | 0.54% | 0.72% | 0.95% | 1.16% | 1.32% | 0.80% | 0.80% | 0.53% | 0.46% | 0.55% |
VRT Vertiv Holdings Co. | 0.11% | 0.05% | 0.07% | 0.04% | 0.05% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the KTCautiousETF. 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 KTCautiousETF was 33.07%, occurring on Mar 18, 2020. Recovery took 53 trading sessions.
The current KTCautiousETF drawdown is 5.33%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.07% | Feb 20, 2020 | 20 | Mar 18, 2020 | 53 | Jun 3, 2020 | 73 |
| -32.84% | Nov 22, 2021 | 226 | Oct 14, 2022 | 164 | Jun 12, 2023 | 390 |
| -16.33% | Jul 11, 2024 | 18 | Aug 5, 2024 | — | — | — |
| -13.37% | Feb 16, 2021 | 15 | Mar 8, 2021 | 67 | Jun 11, 2021 | 82 |
| -9.38% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
Volatility
Volatility Chart
The current KTCautiousETF volatility is 8.37%, 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
| MCK | AVAV | CRWD | AXON | VRT | AVUV | SMH | SCHG | VGT | |
|---|---|---|---|---|---|---|---|---|---|
| MCK | 1.00 | 0.20 | 0.05 | 0.12 | 0.15 | 0.32 | 0.19 | 0.26 | 0.24 |
| AVAV | 0.20 | 1.00 | 0.28 | 0.39 | 0.31 | 0.52 | 0.42 | 0.44 | 0.44 |
| CRWD | 0.05 | 0.28 | 1.00 | 0.45 | 0.40 | 0.25 | 0.49 | 0.58 | 0.58 |
| AXON | 0.12 | 0.39 | 0.45 | 1.00 | 0.43 | 0.39 | 0.50 | 0.53 | 0.52 |
| VRT | 0.15 | 0.31 | 0.40 | 0.43 | 1.00 | 0.45 | 0.54 | 0.57 | 0.56 |
| AVUV | 0.32 | 0.52 | 0.25 | 0.39 | 0.45 | 1.00 | 0.55 | 0.55 | 0.55 |
| SMH | 0.19 | 0.42 | 0.49 | 0.50 | 0.54 | 0.55 | 1.00 | 0.83 | 0.89 |
| SCHG | 0.26 | 0.44 | 0.58 | 0.53 | 0.57 | 0.55 | 0.83 | 1.00 | 0.97 |
| VGT | 0.24 | 0.44 | 0.58 | 0.52 | 0.56 | 0.55 | 0.89 | 0.97 | 1.00 |