KTAgressiveMotley

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

KTAgressiveMotley

Last updated Sep 21, 2024

20 ETFs/80 Stocks

Asset Allocation

Position	Category/Sector	Weight
AAPL Apple Inc	Technology	7%
AMZN Amazon.com, Inc.	Consumer Cyclical	7%
ANET Arista Networks, Inc.	Technology	5%
BKNG Booking Holdings Inc.	Consumer Cyclical	6%
CRWD CrowdStrike Holdings, Inc.	Technology	7%
FIW First Trust Water ETF	Water Equities	5%
GOOGL Alphabet Inc.	Communication Services	7%
LLY Eli Lilly and Company	Healthcare	7%
NVDA NVIDIA Corporation	Technology	10%
SHOP Shopify Inc.	Technology	7%
TSLA Tesla, Inc.	Consumer Cyclical	7%
TTD The Trade Desk, Inc.	Technology	5%
VMFXX Vanguard Federal Money Market Fund	Money Market	5%
VRTX Vertex Pharmaceuticals Incorporated	Healthcare	5%
VTI Vanguard Total Stock Market ETF	Large Cap Growth Equities	10%

Benchmark

Rebalance portfolio

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in KTAgressiveMotley, 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

KTAgressiveMotley

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Jun 12, 2019, corresponding to the inception date of CRWD

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%
KTAgressiveMotley	33.72%	1.64%	14.94%	56.50%	41.26%	N/A
Portfolio components:
VTI Vanguard Total Stock Market ETF	19.49%	1.81%	9.27%	32.97%	14.77%	12.63%
VMFXX Vanguard Federal Money Market Fund	3.59%	0.45%	2.70%	5.45%	2.24%	1.49%
FIW First Trust Water ETF	13.77%	1.12%	6.26%	30.05%	14.53%	13.57%
AAPL Apple Inc	18.98%	0.80%	32.79%	31.87%	33.95%	25.97%
AMZN Amazon.com, Inc.	26.10%	6.38%	7.12%	48.15%	16.33%	28.10%
TSLA Tesla, Inc.	-4.12%	6.71%	39.47%	-6.82%	71.24%	30.52%
ANET Arista Networks, Inc.	63.25%	8.03%	25.47%	116.16%	44.81%	33.74%
TTD The Trade Desk, Inc.	52.18%	4.93%	28.74%	44.62%	39.39%	N/A
VRTX Vertex Pharmaceuticals Incorporated	14.26%	-4.36%	11.85%	31.23%	21.08%	16.10%
NVDA NVIDIA Corporation	134.29%	-9.72%	23.05%	182.90%	92.91%	74.43%
BKNG Booking Holdings Inc.	15.39%	8.97%	12.64%	34.81%	14.99%	13.41%
CRWD CrowdStrike Holdings, Inc.	17.44%	9.75%	-8.47%	84.49%	34.83%	N/A
LLY Eli Lilly and Company	58.85%	-3.20%	19.95%	68.63%	53.20%	32.82%
GOOGL Alphabet Inc.	17.40%	-1.23%	8.77%	25.72%	21.60%	18.73%
SHOP Shopify Inc.	1.05%	3.39%	-0.00%	46.59%	19.75%	N/A

Monthly Returns

The table below presents the monthly returns of KTAgressiveMotley, 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	3.07%	8.59%	3.05%	-3.06%	7.08%	8.65%	-3.58%	4.14%					33.72%
2023	15.74%	2.04%	10.03%	-0.14%	11.51%	7.52%	4.89%	2.33%	-5.36%	-3.31%	13.86%	5.54%	83.59%
2022	-9.87%	-2.21%	7.28%	-14.42%	-3.98%	-7.97%	13.24%	-3.41%	-8.18%	5.15%	4.12%	-10.64%	-29.73%
2021	1.65%	1.39%	-2.79%	7.40%	-0.35%	9.58%	2.37%	4.88%	-6.10%	11.56%	4.57%	0.30%	38.59%
2020	8.88%	-2.79%	-8.27%	20.20%	9.94%	10.27%	9.48%	14.52%	-4.50%	-4.56%	17.67%	7.54%	104.57%
2019						3.81%	5.50%	-1.00%	-3.60%	5.75%	5.27%	6.15%	23.51%

Expense Ratio

KTAgressiveMotley has an expense ratio of 0.03%, 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.

FIW

First Trust Water ETF

VTI

Vanguard Total Stock Market ETF

VMFXX

Vanguard Federal Money Market Fund

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of KTAgressiveMotley is 73, 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.

KTAgressiveMotley

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

KTAgressiveMotley

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VTI Vanguard Total Stock Market ETF	2.53	3.38	1.46	2.33	15.45
VMFXX Vanguard Federal Money Market Fund	3.63	—	—	—	—
FIW First Trust Water ETF	1.81	2.54	1.31	1.69	9.40
AAPL Apple Inc	1.36	2.03	1.25	1.82	4.30
AMZN Amazon.com, Inc.	1.63	2.23	1.29	1.28	8.25
TSLA Tesla, Inc.	-0.07	0.30	1.04	-0.05	-0.15
ANET Arista Networks, Inc.	2.68	3.26	1.45	5.64	17.33
TTD The Trade Desk, Inc.	0.97	1.52	1.22	1.06	4.05
VRTX Vertex Pharmaceuticals Incorporated	1.37	2.14	1.28	2.73	5.97
NVDA NVIDIA Corporation	3.38	3.59	1.46	6.46	20.30
BKNG Booking Holdings Inc.	1.23	1.57	1.24	1.63	4.76
CRWD CrowdStrike Holdings, Inc.	1.91	2.34	1.35	1.93	5.72
LLY Eli Lilly and Company	2.26	3.05	1.40	3.62	13.48
GOOGL Alphabet Inc.	0.89	1.30	1.18	1.13	3.25
SHOP Shopify Inc.	0.87	1.50	1.21	0.65	2.39

Sharpe Ratio

The current KTAgressiveMotley Sharpe ratio is 2.70. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.91 to 2.59, this portfolio's current Sharpe ratio 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.

Use the chart below to compare the Sharpe ratio of KTAgressiveMotley with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

KTAgressiveMotley

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

KTAgressiveMotley granted a 0.52% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
KTAgressiveMotley	0.52%	0.52%	0.41%	0.27%	0.37%	0.55%	0.63%	0.56%	0.59%	0.66%	0.70%	0.82%
Portfolio components:
VTI Vanguard Total Stock Market ETF	1.02%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%	1.76%	1.74%
VMFXX Vanguard Federal Money Market Fund	5.30%	4.97%	1.54%	0.01%	0.45%	2.12%	1.61%	0.50%	0.00%	0.00%	0.00%	0.01%
FIW First Trust Water ETF	0.59%	0.68%	0.67%	0.37%	0.56%	0.55%	0.73%	1.13%	0.51%	0.76%	0.75%	0.62%
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%
TSLA Tesla, 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%
ANET Arista 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%
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%
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%
NVDA NVIDIA Corporation	0.02%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.30%	0.46%	1.19%	1.68%	1.95%
BKNG Booking Holdings Inc.	0.65%	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%
LLY Eli Lilly and Company	0.55%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%	2.84%	3.84%
GOOGL Alphabet Inc.	0.24%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SHOP Shopify 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%

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.

KTAgressiveMotley

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the KTAgressiveMotley. 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 KTAgressiveMotley was 34.24%, occurring on Dec 28, 2022. Recovery took 108 trading sessions.

The current KTAgressiveMotley drawdown is 2.54%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-34.24%	Nov 22, 2021	277	Dec 28, 2022	108	Jun 2, 2023	385
-33.15%	Feb 20, 2020	18	Mar 16, 2020	44	May 18, 2020	62
-16.28%	Jul 11, 2024	18	Aug 5, 2024	—	—	—
-12.31%	Feb 17, 2021	14	Mar 8, 2021	66	Jun 10, 2021	80
-12.22%	Sep 3, 2020	3	Sep 8, 2020	43	Nov 6, 2020	46

Volatility

Volatility Chart

The current KTAgressiveMotley volatility is 6.98%, 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.

KTAgressiveMotley

Benchmark (^GSPC)

Portfolio components

Diversification

Asset Correlations Table

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

	VMFXX	LLY	VRTX	TSLA	BKNG	CRWD	SHOP	FIW	ANET	TTD	AAPL	GOOGL	NVDA	AMZN	VTI
VMFXX	1.00	-0.01	-0.00	0.02	-0.03	-0.01	0.00	-0.01	0.00	-0.02	-0.01	-0.03	-0.02	0.01	-0.02
LLY	-0.01	1.00	0.38	0.12	0.14	0.18	0.15	0.30	0.27	0.15	0.28	0.27	0.24	0.24	0.35
VRTX	-0.00	0.38	1.00	0.20	0.23	0.25	0.26	0.34	0.27	0.24	0.30	0.32	0.28	0.28	0.40
TSLA	0.02	0.12	0.20	1.00	0.32	0.37	0.45	0.37	0.39	0.46	0.48	0.40	0.47	0.44	0.53
BKNG	-0.03	0.14	0.23	0.32	1.00	0.30	0.34	0.54	0.39	0.41	0.40	0.47	0.43	0.43	0.63
CRWD	-0.01	0.18	0.25	0.37	0.30	1.00	0.56	0.32	0.48	0.56	0.39	0.39	0.50	0.50	0.48
SHOP	0.00	0.15	0.26	0.45	0.34	0.56	1.00	0.40	0.44	0.67	0.48	0.49	0.55	0.59	0.55
FIW	-0.01	0.30	0.34	0.37	0.54	0.32	0.40	1.00	0.50	0.46	0.51	0.50	0.47	0.43	0.84
ANET	0.00	0.27	0.27	0.39	0.39	0.48	0.44	0.50	1.00	0.47	0.53	0.53	0.59	0.52	0.64
TTD	-0.02	0.15	0.24	0.46	0.41	0.56	0.67	0.46	0.47	1.00	0.49	0.50	0.57	0.56	0.61
AAPL	-0.01	0.28	0.30	0.48	0.40	0.39	0.48	0.51	0.53	0.49	1.00	0.64	0.59	0.62	0.71
GOOGL	-0.03	0.27	0.32	0.40	0.47	0.39	0.49	0.50	0.53	0.50	0.64	1.00	0.58	0.67	0.71
NVDA	-0.02	0.24	0.28	0.47	0.43	0.50	0.55	0.47	0.59	0.57	0.59	0.58	1.00	0.61	0.67
AMZN	0.01	0.24	0.28	0.44	0.43	0.50	0.59	0.43	0.52	0.56	0.62	0.67	0.61	1.00	0.66
VTI	-0.02	0.35	0.40	0.53	0.63	0.48	0.55	0.84	0.64	0.61	0.71	0.71	0.67	0.66	1.00

The correlation results are calculated based on daily price changes starting from Jun 13, 2019

Performance Analysis

Risk Analysis

Optimization

Factor Model

KTAgressiveMotley

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community