KTStocks
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in KTStocks, 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 Jul 30, 2018, corresponding to the inception date of VRT
Returns By Period
| 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% |
| KTStocks | 56.31% | 4.94% | 20.94% | 64.47% | 41.16% | N/A |
| Portfolio components: | ||||||
AVAV AeroVironment, Inc. | 62.05% | -4.61% | 5.98% | 59.05% | 26.72% | 21.59% |
AXON Axon Enterprise, Inc. | 134.03% | 39.26% | 108.15% | 173.46% | 55.26% | 41.06% |
VRT Vertiv Holdings Co. | 152.21% | 12.62% | 24.47% | 178.63% | 64.05% | N/A |
VRTX Vertex Pharmaceuticals Incorporated | 18.94% | -0.07% | 9.83% | 38.54% | 18.24% | 15.84% |
MCK McKesson Corporation | 32.26% | 18.78% | 10.05% | 37.36% | 33.79% | 12.46% |
NVDA NVIDIA Corporation | 196.42% | 11.52% | 55.56% | 200.29% | 96.27% | 77.78% |
MSFT Microsoft Corporation | 14.14% | 1.95% | 1.58% | 16.11% | 24.47% | 26.07% |
AAPL Apple Inc | 19.12% | -2.30% | 20.49% | 21.98% | 28.87% | 24.61% |
AMD Advanced Micro Devices, Inc. | -5.81% | -11.36% | -14.62% | 17.66% | 29.28% | 48.57% |
MA Mastercard Inc | 22.72% | 2.60% | 13.73% | 31.90% | 13.80% | 20.91% |
ORI Old Republic International Corporation | 30.19% | 3.93% | 18.83% | 37.51% | 19.76% | 18.97% |
BRK-B Berkshire Hathaway Inc. | 31.13% | 1.08% | 13.21% | 31.09% | 16.35% | 12.42% |
CI Cigna Corporation | 9.48% | -7.16% | -3.77% | 16.39% | 12.04% | 12.92% |
Monthly Returns
The table below presents the monthly returns of KTStocks, 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 | 7.16% | 10.65% | 5.80% | -3.21% | 9.62% | 2.73% | 0.65% | 4.31% | 1.15% | 0.22% | 56.31% | ||
| 2023 | 10.10% | 3.00% | 9.11% | 2.95% | 8.30% | 8.38% | 2.16% | 3.50% | -3.72% | 0.75% | 9.43% | 4.05% | 74.61% |
| 2022 | -4.59% | -0.77% | 7.15% | -11.98% | 0.41% | -10.35% | 13.17% | -4.71% | -10.00% | 11.49% | 9.41% | -7.12% | -11.61% |
| 2021 | 3.20% | 1.05% | 2.19% | 6.85% | 1.66% | 7.00% | 2.60% | 3.50% | -6.62% | 10.12% | 5.36% | 1.02% | 43.94% |
| 2020 | 3.42% | -3.90% | -5.88% | 9.51% | 8.49% | 5.91% | 6.11% | 12.82% | -4.34% | -3.10% | 12.58% | 2.22% | 50.34% |
| 2019 | 7.79% | 2.39% | 3.55% | 5.16% | -7.44% | 7.92% | 1.54% | -0.89% | 1.23% | 6.44% | 8.56% | 4.68% | 47.94% |
| 2018 | 0.09% | 10.05% | 4.64% | -10.65% | -4.00% | -9.35% | -10.37% |
Expense Ratio
KTStocks 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 KTStocks is 95, placing it in the top 5% 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 | |
|---|---|---|---|---|---|
AVAV AeroVironment, Inc. | 1.16 | 1.96 | 1.27 | 2.31 | 4.42 |
AXON Axon Enterprise, Inc. | 3.98 | 7.52 | 1.94 | 11.01 | 30.68 |
VRT Vertiv Holdings Co. | 3.35 | 3.29 | 1.44 | 4.86 | 13.94 |
VRTX Vertex Pharmaceuticals Incorporated | 1.24 | 1.99 | 1.26 | 2.58 | 5.63 |
MCK McKesson Corporation | 1.34 | 1.73 | 1.31 | 1.47 | 3.80 |
NVDA NVIDIA Corporation | 3.78 | 3.85 | 1.50 | 7.23 | 22.81 |
MSFT Microsoft Corporation | 0.83 | 1.17 | 1.15 | 1.04 | 2.54 |
AAPL Apple Inc | 1.00 | 1.56 | 1.19 | 1.35 | 3.16 |
AMD Advanced Micro Devices, Inc. | 0.33 | 0.78 | 1.10 | 0.40 | 0.73 |
MA Mastercard Inc | 2.01 | 2.67 | 1.37 | 2.67 | 6.66 |
ORI Old Republic International Corporation | 1.96 | 2.39 | 1.38 | 3.82 | 11.02 |
BRK-B Berkshire Hathaway Inc. | 2.23 | 3.13 | 1.40 | 4.22 | 11.05 |
CI Cigna Corporation | 0.48 | 0.97 | 1.14 | 0.60 | 2.24 |
Dividends
Dividend yield
KTStocks provided a 0.40% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.40% | 0.47% | 0.77% | 1.00% | 0.52% | 0.78% | 1.07% | 0.74% | 0.92% | 1.01% | 1.13% | 1.17% |
| Portfolio components: | ||||||||||||
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% |
VRT Vertiv Holdings Co. | 0.08% | 0.05% | 0.07% | 0.04% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
MCK McKesson Corporation | 0.42% | 0.50% | 0.54% | 0.72% | 0.95% | 1.16% | 1.32% | 0.80% | 0.80% | 0.53% | 0.46% | 0.55% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
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% |
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% |
AMD Advanced Micro Devices, 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 | 0.51% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% | 0.25% |
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% |
BRK-B Berkshire Hathaway 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% |
CI Cigna Corporation | 1.68% | 1.64% | 1.35% | 1.74% | 0.02% | 0.02% | 0.02% | 0.02% | 0.03% | 0.03% | 0.04% | 0.05% |
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 KTStocks. 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 KTStocks was 31.66%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.
The current KTStocks drawdown is 1.26%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.66% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
| -27.56% | Oct 2, 2018 | 58 | Dec 24, 2018 | 211 | Oct 25, 2019 | 269 |
| -25.24% | Mar 30, 2022 | 136 | Oct 12, 2022 | 106 | Mar 16, 2023 | 242 |
| -12.43% | Dec 28, 2021 | 40 | Feb 23, 2022 | 21 | Mar 24, 2022 | 61 |
| -11.78% | Sep 3, 2020 | 14 | Sep 23, 2020 | 35 | Nov 11, 2020 | 49 |
Volatility
Volatility Chart
The current KTStocks volatility is 5.42%, 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 | CI | VRTX | VRT | AVAV | ORI | AXON | AMD | BRK-B | NVDA | AAPL | MA | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MCK | 1.00 | 0.49 | 0.33 | 0.13 | 0.22 | 0.35 | 0.15 | 0.14 | 0.39 | 0.16 | 0.21 | 0.29 | 0.24 |
| CI | 0.49 | 1.00 | 0.32 | 0.14 | 0.21 | 0.39 | 0.10 | 0.13 | 0.45 | 0.16 | 0.23 | 0.31 | 0.22 |
| VRTX | 0.33 | 0.32 | 1.00 | 0.16 | 0.21 | 0.21 | 0.24 | 0.26 | 0.26 | 0.29 | 0.33 | 0.35 | 0.39 |
| VRT | 0.13 | 0.14 | 0.16 | 1.00 | 0.27 | 0.24 | 0.38 | 0.38 | 0.28 | 0.44 | 0.32 | 0.32 | 0.37 |
| AVAV | 0.22 | 0.21 | 0.21 | 0.27 | 1.00 | 0.33 | 0.39 | 0.30 | 0.35 | 0.30 | 0.30 | 0.33 | 0.32 |
| ORI | 0.35 | 0.39 | 0.21 | 0.24 | 0.33 | 1.00 | 0.24 | 0.19 | 0.62 | 0.18 | 0.27 | 0.42 | 0.26 |
| AXON | 0.15 | 0.10 | 0.24 | 0.38 | 0.39 | 0.24 | 1.00 | 0.40 | 0.25 | 0.43 | 0.38 | 0.36 | 0.41 |
| AMD | 0.14 | 0.13 | 0.26 | 0.38 | 0.30 | 0.19 | 0.40 | 1.00 | 0.29 | 0.72 | 0.50 | 0.42 | 0.56 |
| BRK-B | 0.39 | 0.45 | 0.26 | 0.28 | 0.35 | 0.62 | 0.25 | 0.29 | 1.00 | 0.32 | 0.42 | 0.54 | 0.40 |
| NVDA | 0.16 | 0.16 | 0.29 | 0.44 | 0.30 | 0.18 | 0.43 | 0.72 | 0.32 | 1.00 | 0.58 | 0.46 | 0.64 |
| AAPL | 0.21 | 0.23 | 0.33 | 0.32 | 0.30 | 0.27 | 0.38 | 0.50 | 0.42 | 0.58 | 1.00 | 0.51 | 0.68 |
| MA | 0.29 | 0.31 | 0.35 | 0.32 | 0.33 | 0.42 | 0.36 | 0.42 | 0.54 | 0.46 | 0.51 | 1.00 | 0.59 |
| MSFT | 0.24 | 0.22 | 0.39 | 0.37 | 0.32 | 0.26 | 0.41 | 0.56 | 0.40 | 0.64 | 0.68 | 0.59 | 1.00 |