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KK

Last updated Mar 2, 2024

Gleichv

Asset Allocation


ZS 8%CSU.TO 7.9%FTNT 7.9%PANW 7.9%TTD 7.9%CHD 7.8%LLY 7.8%HSY 7.8%ODFL 7.8%PWR 7.8%AZO 7.6%UFPT 7.6%NVO 4.4%UNH 1.8%EquityEquity
PositionCategory/SectorWeight
ZS
Zscaler, Inc.
Technology

8%

CSU.TO
Constellation Software Inc.
Technology

7.90%

FTNT
Fortinet, Inc.
Technology

7.90%

PANW
Palo Alto Networks, Inc.
Technology

7.90%

TTD
The Trade Desk, Inc.
Technology

7.90%

CHD
Church & Dwight Co., Inc.
Consumer Defensive

7.80%

LLY
Eli Lilly and Company
Healthcare

7.80%

HSY
The Hershey Company
Consumer Defensive

7.80%

ODFL
Old Dominion Freight Line, Inc.
Industrials

7.80%

PWR
Quanta Services, Inc.
Industrials

7.80%

AZO
AutoZone, Inc.
Consumer Cyclical

7.60%

UFPT
UFP Technologies, Inc.
Healthcare

7.60%

NVO
Novo Nordisk A/S
Healthcare

4.40%

UNH
UnitedHealth Group Incorporated
Healthcare

1.80%

S&P 500

Performance

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


0.00%100.00%200.00%300.00%400.00%500.00%600.00%OctoberNovemberDecember2024FebruaryMarch
591.60%
86.67%
KK
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 16, 2018, corresponding to the inception date of ZS

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
KK13.07%5.67%18.54%48.22%36.38%N/A
AZO
AutoZone, Inc.
17.42%7.59%19.41%21.57%26.11%18.91%
CHD
Church & Dwight Co., Inc.
6.36%1.21%4.79%20.46%10.08%12.90%
CSU.TO
Constellation Software Inc.
14.56%0.92%35.79%68.55%29.80%34.54%
LLY
Eli Lilly and Company
34.41%17.35%40.89%147.67%45.32%32.10%
FTNT
Fortinet, Inc.
20.35%6.02%15.72%15.78%32.98%31.15%
HSY
The Hershey Company
1.59%-4.18%-10.89%-19.32%13.06%8.21%
NVO
Novo Nordisk A/S
20.09%9.26%31.24%73.03%39.40%19.73%
ODFL
Old Dominion Freight Line, Inc.
9.61%8.71%2.13%25.53%35.65%29.02%
PANW
Palo Alto Networks, Inc.
2.55%-12.36%24.59%57.84%30.55%29.14%
PWR
Quanta Services, Inc.
11.63%17.79%13.53%47.94%46.28%21.22%
TTD
The Trade Desk, Inc.
16.58%19.84%4.95%46.43%34.50%N/A
UFPT
UFP Technologies, Inc.
26.02%23.27%23.60%76.33%44.96%24.02%
ZS
Zscaler, Inc.
-1.05%-10.15%38.42%83.86%29.83%N/A
UNH
UnitedHealth Group Incorporated
-7.02%-4.06%3.54%3.83%16.87%22.03%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20244.34%8.30%
2023-1.78%-3.50%-2.54%8.11%3.84%

Sharpe Ratio

The current KK Sharpe ratio is 3.00. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.00

The Sharpe ratio of KK 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
3.00
2.44
KK
Benchmark (^GSPC)
Portfolio components

Dividend yield

KK granted a 0.40% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
KK0.40%0.42%0.41%0.38%0.47%0.67%0.54%0.56%0.62%0.62%0.62%0.75%
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.
1.10%1.15%1.30%0.99%1.10%1.29%1.32%1.51%1.61%1.58%1.57%1.69%
CSU.TO
Constellation Software Inc.
0.14%0.16%0.25%0.29%0.30%2.53%0.60%0.68%0.86%1.09%1.29%1.84%
LLY
Eli Lilly and Company
0.60%0.78%1.07%1.23%1.75%1.96%1.94%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
2.55%2.39%1.67%1.78%2.07%2.03%2.57%2.24%2.32%2.50%1.96%1.86%
NVO
Novo Nordisk A/S
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ODFL
Old Dominion Freight Line, Inc.
0.27%0.39%0.42%0.22%0.23%0.00%0.00%0.00%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.
0.14%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
1.49%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%

Expense Ratio

The 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.


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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
KK
3.00
AZO
AutoZone, Inc.
1.08
CHD
Church & Dwight Co., Inc.
1.20
CSU.TO
Constellation Software Inc.
3.06
LLY
Eli Lilly and Company
5.25
FTNT
Fortinet, Inc.
0.36
HSY
The Hershey Company
-1.10
NVO
Novo Nordisk A/S
2.48
ODFL
Old Dominion Freight Line, Inc.
0.91
PANW
Palo Alto Networks, Inc.
1.28
PWR
Quanta Services, Inc.
1.70
TTD
The Trade Desk, Inc.
0.95
UFPT
UFP Technologies, Inc.
2.04
ZS
Zscaler, Inc.
1.81
UNH
UnitedHealth Group Incorporated
0.27

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

CHDUFPTHSYLLYNVOAZOUNHCSU.TOPWRZSTTDODFLPANWFTNT
CHD1.000.070.490.250.200.250.240.110.110.090.050.170.100.13
UFPT0.071.000.150.150.150.170.200.210.300.190.220.250.210.26
HSY0.490.151.000.290.170.310.350.160.180.050.040.160.100.15
LLY0.250.150.291.000.430.210.380.180.200.160.150.190.190.27
NVO0.200.150.170.431.000.220.260.250.200.240.220.240.240.31
AZO0.250.170.310.210.221.000.340.220.330.130.200.320.210.27
UNH0.240.200.350.380.260.341.000.200.310.150.190.280.210.29
CSU.TO0.110.210.160.180.250.220.201.000.350.390.430.360.380.45
PWR0.110.300.180.200.200.330.310.351.000.250.330.490.320.36
ZS0.090.190.050.160.240.130.150.390.251.000.600.350.560.60
TTD0.050.220.040.150.220.200.190.430.330.601.000.380.520.55
ODFL0.170.250.160.190.240.320.280.360.490.350.381.000.380.45
PANW0.100.210.100.190.240.210.210.380.320.560.520.381.000.65
FTNT0.130.260.150.270.310.270.290.450.360.600.550.450.651.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.06%
0
KK
Benchmark (^GSPC)
Portfolio components

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.

The current KK drawdown is 0.06%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.86%Feb 21, 202017Mar 16, 202046May 20, 202063
-19.21%Dec 28, 2021121Jun 16, 2022162Feb 2, 2023283
-13.78%Sep 14, 201872Dec 24, 201826Jan 31, 201998
-10.2%Jul 29, 201947Oct 2, 201933Nov 18, 201980
-10.01%Sep 12, 202334Oct 27, 202331Dec 11, 202365

Volatility Chart

The current KK volatility is 6.04%, 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.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2024FebruaryMarch
6.04%
3.47%
KK
Benchmark (^GSPC)
Portfolio components
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