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KK
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KK

Last updated Jul 25, 2024

Gleichv

Asset Allocation

AZO 7.69%CHD 7.69%CSU.TO 7.69%LLY 7.69%FTNT 7.69%HSY 7.69%NVO 7.69%ODFL 7.69%PANW 7.69%PWR 7.69%TTD 7.69%UFPT 7.69%ZS 7.69%EquityEquity
PositionCategory/SectorWeight
AZO
AutoZone, Inc.		Consumer Cyclical

7.69%

CHD
Church & Dwight Co., Inc.		Consumer Defensive

7.69%

CSU.TO
Constellation Software Inc.		Technology

7.69%

FTNT
Fortinet, Inc.		Technology

7.69%

HSY
The Hershey Company		Consumer Defensive

7.69%

LLY
Eli Lilly and Company		Healthcare

7.69%

NVO
Novo Nordisk A/S		Healthcare

7.69%

ODFL
Old Dominion Freight Line, Inc.		Industrials

7.69%

PANW
Palo Alto Networks, Inc.		Technology

7.69%

PWR
Quanta Services, Inc.		Industrials

7.69%

TTD
The Trade Desk, Inc.		Technology

7.69%

UFPT
UFP Technologies, Inc.		Healthcare

7.69%

ZS
Zscaler, Inc.		Technology

7.69%

S&P 500

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

100.00%200.00%300.00%400.00%500.00%600.00%700.00%FebruaryMarchAprilMayJuneJuly
621.88%
96.19%
KK
Benchmark (^GSPC)
Portfolio components

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

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		13.20%-1.28%10.32%18.23%12.31%10.58%
KK18.21%1.72%13.43%25.56%33.45%N/A
Portfolio components:
AZO
AutoZone, Inc.		17.22%3.46%9.02%23.87%21.08%19.48%
CHD
Church & Dwight Co., Inc.		6.18%-4.43%1.30%5.26%6.79%13.26%
CSU.TO
Constellation Software Inc.		27.05%11.52%14.71%51.73%26.19%33.84%
LLY
Eli Lilly and Company		41.36%-8.88%28.91%81.83%51.12%31.91%
FTNT
Fortinet, Inc.		-2.08%-1.38%-13.32%-25.16%26.90%27.54%
HSY
The Hershey Company		4.78%5.26%2.70%-15.39%6.79%10.18%
NVO
Novo Nordisk A/S		24.23%-11.00%18.92%64.63%40.14%20.47%
ODFL
Old Dominion Freight Line, Inc.		1.77%16.85%5.05%0.28%30.16%26.14%
PANW
Palo Alto Networks, Inc.		8.56%-1.58%-6.52%30.52%32.81%27.94%
PWR
Quanta Services, Inc.		15.38%-6.63%26.84%23.59%45.28%21.95%
TTD
The Trade Desk, Inc.		26.29%-6.99%33.63%6.44%26.19%N/A
UFPT
UFP Technologies, Inc.		82.34%23.82%88.14%64.16%48.32%28.73%
ZS
Zscaler, Inc.		-17.86%1.72%-23.15%17.23%15.31%N/A

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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.66%8.38%1.93%-5.02%3.66%3.48%18.21%
20235.48%4.96%5.56%1.53%5.80%9.75%2.34%-1.10%-3.62%-2.42%8.06%3.88%47.21%
2022-9.65%3.41%3.22%-5.82%-2.87%-0.38%5.31%0.31%-4.83%6.99%4.90%-4.97%-5.78%
2021-0.67%5.23%1.36%6.05%1.36%6.35%6.36%7.48%-2.90%9.47%4.41%4.11%59.96%
20203.59%-4.98%-7.31%13.66%13.07%4.10%6.89%3.78%-1.75%-2.80%15.56%6.84%59.64%
20199.77%9.98%6.20%2.54%-6.14%6.89%5.17%-2.25%-4.33%3.45%8.71%0.08%46.03%
2018-3.44%0.26%8.60%3.74%1.92%13.08%1.71%-8.02%5.59%-4.93%18.07%

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.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of KK is 53, 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.

The Risk-Adjusted Performance Rank of KK is 5353
KK
The Sharpe Ratio Rank of KK is 4444Sharpe Ratio Rank
The Sortino Ratio Rank of KK is 3939Sortino Ratio Rank
The Omega Ratio Rank of KK is 4444Omega Ratio Rank
The Calmar Ratio Rank of KK is 7575Calmar Ratio Rank
The Martin Ratio Rank of KK is 6363Martin 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.

KK
Sharpe ratio
The chart of Sharpe ratio for KK, currently valued at 1.47, compared to the broader market-1.000.001.002.003.004.001.47
Sortino ratio
The chart of Sortino ratio for KK, currently valued at 2.02, compared to the broader market-2.000.002.004.006.002.02
Omega ratio
The chart of Omega ratio for KK, currently valued at 1.26, compared to the broader market0.801.001.201.401.601.801.26
Calmar ratio
The chart of Calmar ratio for KK, currently valued at 2.32, compared to the broader market0.002.004.006.008.002.32
Martin ratio
The chart of Martin ratio for KK, currently valued at 7.46, compared to the broader market0.0010.0020.0030.0040.007.46
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.001.58
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.22, compared to the broader market-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.002.004.006.008.001.29
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 5.98, compared to the broader market0.0010.0020.0030.0040.005.98
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AZO
AutoZone, Inc.		1.051.521.201.443.41
CHD
Church & Dwight Co., Inc.		0.280.471.060.301.24
CSU.TO
Constellation Software Inc.		2.343.071.405.1614.81
LLY
Eli Lilly and Company		2.693.701.516.0719.37
FTNT
Fortinet, Inc.		-0.67-0.650.89-0.69-1.28
HSY
The Hershey Company		-0.71-0.940.90-0.42-0.91
NVO
Novo Nordisk A/S		1.833.061.364.5913.01
ODFL
Old Dominion Freight Line, Inc.		0.010.211.030.010.01
PANW
Palo Alto Networks, Inc.		0.570.971.170.871.88
PWR
Quanta Services, Inc.		0.741.271.160.942.60
TTD
The Trade Desk, Inc.		0.020.351.050.020.07
UFPT
UFP Technologies, Inc.		1.362.071.251.956.19
ZS
Zscaler, Inc.		0.300.651.090.190.65

Sharpe Ratio

The current KK Sharpe ratio is 1.43. 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 1.23 to 1.94, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of KK 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.

Rolling 12-month Sharpe Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.47
1.58
KK
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

KK granted a 0.45% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
KK0.45%0.44%0.45%0.42%0.55%0.78%0.71%0.67%0.80%0.64%0.70%0.80%
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.		1.11%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.		0.12%0.16%0.25%0.21%0.32%2.54%0.60%0.68%0.86%0.90%1.29%1.83%
LLY
Eli Lilly and Company		0.59%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		2.66%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		0.76%0.71%0.84%0.94%1.33%1.51%1.97%1.52%2.87%0.92%1.43%1.23%
ODFL
Old Dominion Freight Line, Inc.		0.45%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.		0.14%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%

Drawdowns

Drawdowns Chart

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

-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-4.01%
-4.73%
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 28.47%, occurring on Mar 16, 2020. Recovery took 46 trading sessions.

The current KK drawdown is 4.24%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.47%Feb 21, 202017Mar 16, 202046May 20, 202063
-18.72%Dec 28, 2021121Jun 16, 2022119Dec 1, 2022240
-13.59%Sep 14, 201872Dec 24, 201826Jan 31, 201998
-10.2%Sep 12, 202334Oct 27, 202331Dec 11, 202365
-9.65%Jul 29, 201947Oct 2, 201932Nov 15, 201979

Volatility

Volatility Chart

The current KK volatility is 4.50%, 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%FebruaryMarchAprilMayJuneJuly
4.50%
3.80%
KK
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.
CHDHSYUFPTLLYAZONVOPWRCSU.TOZSTTDODFLPANWFTNT
CHD1.000.480.060.240.250.200.100.100.090.040.170.090.13
HSY0.481.000.130.250.300.150.160.150.060.040.160.090.14
UFPT0.060.131.000.150.160.140.300.210.190.230.250.200.25
LLY0.240.250.151.000.200.440.210.180.170.150.180.190.27
AZO0.250.300.160.201.000.200.330.220.130.190.320.200.26
NVO0.200.150.140.440.201.000.200.250.240.210.230.240.31
PWR0.100.160.300.210.330.201.000.340.240.330.480.310.35
CSU.TO0.100.150.210.180.220.250.341.000.380.420.350.380.44
ZS0.090.060.190.170.130.240.240.381.000.590.340.570.59
TTD0.040.040.230.150.190.210.330.420.591.000.370.510.55
ODFL0.170.160.250.180.320.230.480.350.340.371.000.370.44
PANW0.090.090.200.190.200.240.310.380.570.510.371.000.64
FTNT0.130.140.250.270.260.310.350.440.590.550.440.641.00
The correlation results are calculated based on daily price changes starting from Mar 19, 2018