KK
Gleichv
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AZO AutoZone, Inc. | Consumer Cyclical | 7.60% |
CHD Church & Dwight Co., Inc. | Consumer Defensive | 7.80% |
CSU.TO Constellation Software Inc. | Technology | 7.90% |
FTNT Fortinet, Inc. | Technology | 7.90% |
HSY The Hershey Company | Consumer Defensive | 7.80% |
LLY Eli Lilly and Company | Healthcare | 7.80% |
NVO Novo Nordisk A/S | Healthcare | 4.40% |
ODFL Old Dominion Freight Line, Inc. | Industrials | 7.80% |
PANW Palo Alto Networks, Inc. | Technology | 7.90% |
PWR Quanta Services, Inc. | Industrials | 7.80% |
TTD The Trade Desk, Inc. | Technology | 7.90% |
UFPT UFP Technologies, Inc. | Healthcare | 7.60% |
UNH UnitedHealth Group Incorporated | Healthcare | 1.80% |
ZS Zscaler, Inc. | Technology | 8% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in KK, 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 Mar 16, 2018, corresponding to the inception date of ZS
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| KK | 34.76% | 3.61% | 18.07% | 43.92% | 36.82% | N/A |
| Portfolio components: | ||||||
AZO AutoZone, Inc. | 22.29% | 0.28% | 7.91% | 17.78% | 21.58% | 18.79% |
CHD Church & Dwight Co., Inc. | 14.39% | 3.97% | 0.36% | 17.85% | 10.80% | 12.80% |
CSU.TO Constellation Software Inc. | 31.88% | 1.82% | 21.70% | 46.72% | 28.53% | 32.86% |
LLY Eli Lilly and Company | 39.94% | -12.66% | 3.29% | 33.55% | 49.22% | 30.78% |
FTNT Fortinet, Inc. | 67.23% | 18.17% | 61.17% | 90.72% | 36.29% | 33.61% |
HSY The Hershey Company | 1.01% | -0.83% | -8.97% | -4.22% | 6.94% | 9.22% |
NVO Novo Nordisk A/S | 4.48% | -10.74% | -20.31% | 8.96% | 31.65% | 19.50% |
ODFL Old Dominion Freight Line, Inc. | 11.76% | 11.43% | 23.01% | 12.01% | 28.54% | 24.77% |
PANW Palo Alto Networks, Inc. | 36.45% | 7.61% | 28.83% | 54.06% | 36.66% | 27.04% |
PWR Quanta Services, Inc. | 51.62% | 5.11% | 20.79% | 79.02% | 49.88% | 25.99% |
TTD The Trade Desk, Inc. | 76.83% | 7.87% | 41.00% | 88.16% | 40.15% | N/A |
UFPT UFP Technologies, Inc. | 83.03% | 0.28% | 20.33% | 106.05% | 48.30% | 30.77% |
ZS Zscaler, Inc. | -5.29% | 6.66% | 15.86% | 12.17% | 34.92% | N/A |
UNH UnitedHealth Group Incorporated | 16.44% | 0.08% | 17.98% | 13.81% | 19.01% | 22.23% |
Monthly Returns
The table below presents the monthly returns of KK, 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 | 4.34% | 8.27% | 1.61% | -5.12% | 3.55% | 3.43% | 2.16% | 7.52% | -1.96% | -1.87% | 34.76% | ||
| 2023 | 5.44% | 5.11% | 5.21% | 1.38% | 6.12% | 9.81% | 2.53% | -1.78% | -3.50% | -2.54% | 8.11% | 3.84% | 46.46% |
| 2022 | -9.61% | 3.41% | 3.10% | -6.08% | -2.94% | -0.40% | 5.38% | 0.53% | -4.74% | 6.90% | 4.35% | -5.50% | -6.92% |
| 2021 | -0.76% | 5.23% | 1.68% | 5.98% | 1.19% | 6.23% | 6.17% | 7.37% | -2.93% | 9.48% | 4.56% | 4.18% | 59.64% |
| 2020 | 3.43% | -5.06% | -7.54% | 14.02% | 13.29% | 4.19% | 7.10% | 3.87% | -1.94% | -2.60% | 15.88% | 7.53% | 61.78% |
| 2019 | 10.07% | 9.85% | 6.16% | 2.71% | -6.09% | 6.75% | 5.53% | -2.70% | -4.53% | 3.55% | 9.06% | 0.05% | 46.40% |
| 2018 | -3.60% | 0.62% | 8.78% | 3.95% | 1.69% | 13.57% | 1.86% | -7.93% | 5.53% | -5.17% | 18.88% |
Expense Ratio
KK 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 KK is 78, placing it in the top 22% 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 | |
|---|---|---|---|---|---|
AZO AutoZone, Inc. | 0.94 | 1.42 | 1.18 | 1.25 | 2.94 |
CHD Church & Dwight Co., Inc. | 1.09 | 1.58 | 1.20 | 1.69 | 4.08 |
CSU.TO Constellation Software Inc. | 1.78 | 2.36 | 1.31 | 3.78 | 10.27 |
LLY Eli Lilly and Company | 1.26 | 1.88 | 1.25 | 1.91 | 6.34 |
FTNT Fortinet, Inc. | 2.30 | 3.70 | 1.49 | 2.45 | 8.38 |
HSY The Hershey Company | -0.12 | -0.03 | 1.00 | -0.07 | -0.36 |
NVO Novo Nordisk A/S | 0.15 | 0.44 | 1.05 | 0.16 | 0.44 |
ODFL Old Dominion Freight Line, Inc. | 0.38 | 0.73 | 1.10 | 0.51 | 1.02 |
PANW Palo Alto Networks, Inc. | 1.26 | 1.57 | 1.29 | 1.78 | 3.73 |
PWR Quanta Services, Inc. | 2.46 | 3.25 | 1.44 | 5.04 | 14.60 |
TTD The Trade Desk, Inc. | 2.16 | 2.85 | 1.39 | 2.08 | 14.04 |
UFPT UFP Technologies, Inc. | 1.71 | 2.51 | 1.31 | 3.42 | 10.48 |
ZS Zscaler, Inc. | 0.22 | 0.55 | 1.08 | 0.16 | 0.39 |
UNH UnitedHealth Group Incorporated | 0.62 | 1.00 | 1.14 | 0.75 | 1.95 |
Dividends
Dividend yield
KK provided a 0.46% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.46% | 0.46% | 0.46% | 0.44% | 0.56% | 0.81% | 0.71% | 0.68% | 0.80% | 0.67% | 0.72% | 0.84% |
| Portfolio components: | ||||||||||||
AZO AutoZone, 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% |
CHD Church & Dwight Co., Inc. | 0.79% | 1.15% | 1.31% | 0.99% | 1.10% | 1.30% | 1.33% | 1.51% | 1.61% | 1.58% | 1.57% | 1.69% |
CSU.TO Constellation Software Inc. | 0.12% | 0.16% | 0.25% | 0.22% | 0.33% | 2.78% | 0.66% | 0.74% | 0.94% | 0.99% | 1.42% | 2.01% |
LLY Eli Lilly and Company | 0.48% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
FTNT Fortinet, 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% |
HSY The Hershey Company | 2.87% | 2.39% | 1.67% | 1.76% | 2.07% | 2.03% | 2.57% | 2.24% | 2.32% | 2.50% | 1.96% | 1.86% |
NVO Novo Nordisk A/S | 1.35% | 1.00% | 1.20% | 1.34% | 1.86% | 2.14% | 2.47% | 2.12% | 3.93% | 1.31% | 1.96% | 1.72% |
ODFL Old Dominion Freight Line, Inc. | 0.43% | 0.39% | 0.42% | 0.22% | 0.31% | 0.36% | 0.74% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% |
PANW Palo Alto Networks, 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% |
PWR Quanta Services, Inc. | 0.11% | 0.15% | 0.25% | 0.16% | 0.29% | 0.42% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TTD The Trade Desk, 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% |
UFPT UFP Technologies, 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% |
ZS Zscaler, 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% |
UNH UnitedHealth Group Incorporated | 1.31% | 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 KK. 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 KK was 28.86%, occurring on Mar 16, 2020. Recovery took 46 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.86% | Feb 21, 2020 | 17 | Mar 16, 2020 | 46 | May 20, 2020 | 63 |
| -19.21% | Dec 28, 2021 | 121 | Jun 16, 2022 | 162 | Feb 2, 2023 | 283 |
| -13.76% | Sep 14, 2018 | 72 | Dec 24, 2018 | 26 | Jan 31, 2019 | 98 |
| -10.19% | Jul 29, 2019 | 47 | Oct 2, 2019 | 33 | Nov 18, 2019 | 80 |
| -10.01% | Sep 12, 2023 | 34 | Oct 27, 2023 | 31 | Dec 11, 2023 | 65 |
Volatility
Volatility Chart
The current KK volatility is 5.09%, 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
| CHD | HSY | UFPT | LLY | AZO | NVO | UNH | CSU.TO | PWR | ZS | TTD | ODFL | PANW | FTNT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CHD | 1.00 | 0.47 | 0.07 | 0.24 | 0.24 | 0.19 | 0.23 | 0.10 | 0.10 | 0.08 | 0.04 | 0.17 | 0.10 | 0.13 |
| HSY | 0.47 | 1.00 | 0.13 | 0.24 | 0.29 | 0.14 | 0.34 | 0.15 | 0.15 | 0.06 | 0.03 | 0.15 | 0.10 | 0.14 |
| UFPT | 0.07 | 0.13 | 1.00 | 0.16 | 0.16 | 0.15 | 0.18 | 0.22 | 0.31 | 0.21 | 0.23 | 0.25 | 0.21 | 0.25 |
| LLY | 0.24 | 0.24 | 0.16 | 1.00 | 0.19 | 0.45 | 0.33 | 0.18 | 0.22 | 0.17 | 0.15 | 0.18 | 0.20 | 0.26 |
| AZO | 0.24 | 0.29 | 0.16 | 0.19 | 1.00 | 0.19 | 0.33 | 0.21 | 0.31 | 0.12 | 0.18 | 0.31 | 0.20 | 0.25 |
| NVO | 0.19 | 0.14 | 0.15 | 0.45 | 0.19 | 1.00 | 0.23 | 0.25 | 0.21 | 0.24 | 0.21 | 0.23 | 0.24 | 0.30 |
| UNH | 0.23 | 0.34 | 0.18 | 0.33 | 0.33 | 0.23 | 1.00 | 0.19 | 0.27 | 0.14 | 0.16 | 0.27 | 0.20 | 0.28 |
| CSU.TO | 0.10 | 0.15 | 0.22 | 0.18 | 0.21 | 0.25 | 0.19 | 1.00 | 0.35 | 0.39 | 0.42 | 0.35 | 0.38 | 0.43 |
| PWR | 0.10 | 0.15 | 0.31 | 0.22 | 0.31 | 0.21 | 0.27 | 0.35 | 1.00 | 0.25 | 0.33 | 0.47 | 0.32 | 0.34 |
| ZS | 0.08 | 0.06 | 0.21 | 0.17 | 0.12 | 0.24 | 0.14 | 0.39 | 0.25 | 1.00 | 0.59 | 0.34 | 0.57 | 0.59 |
| TTD | 0.04 | 0.03 | 0.23 | 0.15 | 0.18 | 0.21 | 0.16 | 0.42 | 0.33 | 0.59 | 1.00 | 0.37 | 0.50 | 0.53 |
| ODFL | 0.17 | 0.15 | 0.25 | 0.18 | 0.31 | 0.23 | 0.27 | 0.35 | 0.47 | 0.34 | 0.37 | 1.00 | 0.36 | 0.43 |
| PANW | 0.10 | 0.10 | 0.21 | 0.20 | 0.20 | 0.24 | 0.20 | 0.38 | 0.32 | 0.57 | 0.50 | 0.36 | 1.00 | 0.63 |
| FTNT | 0.13 | 0.14 | 0.25 | 0.26 | 0.25 | 0.30 | 0.28 | 0.43 | 0.34 | 0.59 | 0.53 | 0.43 | 0.63 | 1.00 |