KTAgressiveMotley

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

KTAgressiveMotley

Last updated Nov 12, 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%
AXON Axon Enterprise, Inc.	Industrials	5.67%
BKNG Booking Holdings Inc.	Consumer Cyclical	6%
CRWD CrowdStrike Holdings, Inc.	Technology	7%
GOOGL Alphabet Inc.	Communication Services	7%
HWM Howmet Aerospace Inc.	Industrials	5.67%
LLY Eli Lilly and Company	Healthcare	7%
NVDA NVIDIA Corporation	Technology	10%
SHOP Shopify Inc.	Technology	7%
TDG TransDigm Group Incorporated	Industrials	5.67%
TTD The Trade Desk, Inc.	Technology	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	25.45%	2.91%	14.05%	35.64%	14.13%	11.39%
KTAgressiveMotley	63.04%	8.49%	32.33%	79.30%	44.00%	N/A
Portfolio components:
VTI Vanguard Total Stock Market ETF	26.21%	3.59%	14.99%	38.35%	15.34%	12.90%
AAPL Apple Inc	17.04%	-1.35%	19.90%	21.93%	28.74%	24.38%
AMZN Amazon.com, Inc.	37.50%	10.64%	11.67%	46.51%	19.02%	29.06%
ANET Arista Networks, Inc.	67.95%	-5.13%	26.11%	88.11%	52.91%	35.27%
TTD The Trade Desk, Inc.	82.32%	11.28%	52.24%	106.74%	42.05%	N/A
VRTX Vertex Pharmaceuticals Incorporated	20.43%	1.72%	14.33%	29.31%	19.10%	16.02%
NVDA NVIDIA Corporation	199.51%	10.01%	62.35%	205.09%	95.71%	77.92%
BKNG Booking Holdings Inc.	42.62%	17.23%	33.75%	62.19%	22.16%	15.78%
CRWD CrowdStrike Holdings, Inc.	34.54%	7.27%	4.23%	70.93%	45.64%	N/A
LLY Eli Lilly and Company	41.16%	-12.15%	7.52%	34.54%	51.11%	30.91%
GOOGL Alphabet Inc.	30.34%	11.26%	6.89%	37.84%	22.78%	20.75%
SHOP Shopify Inc.	39.82%	30.85%	87.70%	74.72%	28.47%	N/A
TDG TransDigm Group Incorporated	41.46%	-3.90%	12.17%	49.39%	23.67%	26.63%
HWM Howmet Aerospace Inc.	110.51%	9.48%	40.65%	126.31%	37.89%	N/A
AXON Axon Enterprise, Inc.	130.40%	36.83%	100.76%	172.19%	55.14%	40.38%

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	5.38%	10.38%	3.92%	-3.27%	8.49%	7.27%	-3.71%	6.51%	2.88%	2.03%			63.04%
2023	14.49%	1.04%	10.90%	1.56%	9.40%	6.99%	4.52%	3.24%	-5.89%	-1.88%	14.89%	6.01%	85.05%
2022	-9.37%	-0.11%	5.13%	-14.48%	-3.25%	-8.86%	13.31%	-2.62%	-9.00%	8.47%	7.22%	-8.70%	-23.48%
2021	1.31%	3.26%	-3.01%	7.31%	0.91%	10.08%	2.02%	3.61%	-6.43%	8.11%	3.54%	1.48%	35.87%
2020	5.88%	-3.64%	-10.86%	17.42%	10.43%	10.63%	5.49%	10.00%	-3.04%	-3.33%	18.90%	6.88%	80.32%
2019						3.56%	5.25%	-0.23%	-4.61%	3.35%	8.19%	3.90%	20.50%

Expense Ratio

KTAgressiveMotley 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.

VTI

Vanguard Total Stock Market ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of KTAgressiveMotley is 93, placing it in the top 7% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

Combined Rank

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	3.04	4.05	1.57	4.46	19.72
AAPL Apple Inc	0.93	1.47	1.18	1.26	2.96
AMZN Amazon.com, Inc.	1.69	2.35	1.30	1.93	7.75
ANET Arista Networks, Inc.	2.33	2.84	1.39	4.59	14.09
TTD The Trade Desk, Inc.	2.52	3.18	1.43	2.43	16.69
VRTX Vertex Pharmaceuticals Incorporated	1.25	2.01	1.26	2.61	5.38
NVDA NVIDIA Corporation	4.00	3.97	1.51	7.65	24.12
BKNG Booking Holdings Inc.	2.52	2.82	1.46	3.27	10.19
CRWD CrowdStrike Holdings, Inc.	1.62	2.12	1.30	1.69	4.26
LLY Eli Lilly and Company	1.29	1.90	1.26	1.98	6.53
GOOGL Alphabet Inc.	1.41	1.96	1.26	1.69	4.24
SHOP Shopify Inc.	1.49	2.13	1.31	1.12	3.90
TDG TransDigm Group Incorporated	2.32	2.93	1.37	4.21	13.23
HWM Howmet Aerospace Inc.	3.87	5.37	1.77	13.88	35.53
AXON Axon Enterprise, Inc.	3.99	7.53	1.94	11.03	30.74

Sharpe Ratio

The current KTAgressiveMotley Sharpe ratio is 4.10. 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 2.20 to 3.15, 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 provided a 0.72% dividend yield over the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
Portfolio	0.72%	0.45%	0.48%	0.25%	0.32%	1.07%	0.59%	0.98%	1.14%	0.62%	1.38%	1.56%
Portfolio components:
VTI Vanguard Total Stock Market ETF	1.26%	1.44%	1.67%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%	1.76%	1.74%
AAPL Apple Inc	0.44%	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%
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%	0.29%	0.45%	1.20%	1.70%	1.94%
BKNG Booking Holdings Inc.	0.52%	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	0.61%	0.78%	1.07%	1.23%	1.75%	1.96%	1.95%	2.46%	2.77%	2.37%	2.84%	3.84%
GOOGL Alphabet Inc.	0.22%	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%
TDG TransDigm Group Incorporated	8.12%	3.46%	2.94%	0.00%	0.00%	11.16%	0.00%	8.01%	9.64%	0.00%	12.73%	13.66%
HWM Howmet Aerospace Inc.	0.23%	0.31%	0.25%	0.13%	0.05%	0.39%	1.42%	0.88%	0.49%	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%

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 34.26%, occurring on Mar 16, 2020. Recovery took 52 trading sessions.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-34.26%	Feb 20, 2020	18	Mar 16, 2020	52	May 29, 2020	70
-33.22%	Nov 22, 2021	143	Jun 16, 2022	225	May 10, 2023	368
-14.62%	Jul 17, 2024	14	Aug 5, 2024	32	Sep 19, 2024	46
-11.62%	Feb 12, 2021	16	Mar 8, 2021	63	Jun 7, 2021	79
-11.27%	Sep 3, 2020	15	Sep 24, 2020	31	Nov 6, 2020	46

Volatility

Volatility Chart

The current KTAgressiveMotley volatility is 5.44%, 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.

	LLY	VRTX	HWM	TDG	AXON	CRWD	BKNG	SHOP	ANET	TTD	AAPL	GOOGL	AMZN	NVDA	VTI
LLY	1.00	0.37	0.14	0.16	0.19	0.18	0.14	0.15	0.27	0.15	0.28	0.26	0.24	0.24	0.35
VRTX	0.37	1.00	0.17	0.20	0.22	0.25	0.23	0.25	0.27	0.24	0.30	0.31	0.28	0.27	0.39
HWM	0.14	0.17	1.00	0.66	0.35	0.18	0.51	0.23	0.36	0.30	0.32	0.32	0.26	0.33	0.60
TDG	0.16	0.20	0.66	1.00	0.37	0.29	0.53	0.29	0.39	0.37	0.37	0.40	0.34	0.38	0.63
AXON	0.19	0.22	0.35	0.37	1.00	0.43	0.35	0.47	0.40	0.48	0.38	0.39	0.40	0.44	0.52
CRWD	0.18	0.25	0.18	0.29	0.43	1.00	0.30	0.56	0.48	0.56	0.38	0.39	0.51	0.49	0.48
BKNG	0.14	0.23	0.51	0.53	0.35	0.30	1.00	0.34	0.38	0.40	0.39	0.46	0.42	0.42	0.62
SHOP	0.15	0.25	0.23	0.29	0.47	0.56	0.34	1.00	0.44	0.66	0.47	0.48	0.59	0.55	0.56
ANET	0.27	0.27	0.36	0.39	0.40	0.48	0.38	0.44	1.00	0.47	0.52	0.52	0.52	0.59	0.64
TTD	0.15	0.24	0.30	0.37	0.48	0.56	0.40	0.66	0.47	1.00	0.48	0.50	0.56	0.56	0.61
AAPL	0.28	0.30	0.32	0.37	0.38	0.38	0.39	0.47	0.52	0.48	1.00	0.63	0.61	0.58	0.71
GOOGL	0.26	0.31	0.32	0.40	0.39	0.39	0.46	0.48	0.52	0.50	0.63	1.00	0.67	0.57	0.71
AMZN	0.24	0.28	0.26	0.34	0.40	0.51	0.42	0.59	0.52	0.56	0.61	0.67	1.00	0.60	0.65
NVDA	0.24	0.27	0.33	0.38	0.44	0.49	0.42	0.55	0.59	0.56	0.58	0.57	0.60	1.00	0.67
VTI	0.35	0.39	0.60	0.63	0.52	0.48	0.62	0.56	0.64	0.61	0.71	0.71	0.65	0.67	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