KK
Gleichv
Asset Allocation
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 every 3 months.
The earliest data available for this chart is Mar 16, 2018, corresponding to the inception date of ZS
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
S&P 500 | -0.77% | -3.55% | 3.64% | 22.00% | 12.20% | 11.23% |
KK | -0.21% | -7.82% | -0.33% | 26.26% | 29.76% | N/A |
Portfolio components: | ||||||
AutoZone, Inc. | 1.17% | -3.88% | 8.52% | 26.10% | 22.80% | 18.82% |
Church & Dwight Co., Inc. | -1.77% | -2.63% | 1.07% | 6.50% | 8.62% | 11.11% |
Constellation Software Inc. | -3.27% | -8.66% | -2.63% | 11.16% | 23.54% | 30.00% |
Eli Lilly and Company | 3.30% | 1.06% | -15.05% | 24.85% | 42.41% | 29.98% |
Fortinet, Inc. | -0.69% | -4.21% | 57.75% | 50.27% | 31.01% | 31.37% |
The Hershey Company | -7.13% | -14.10% | -15.95% | -15.08% | 3.25% | 6.01% |
Novo Nordisk A/S | -1.63% | -20.88% | -39.70% | -20.16% | 24.08% | 16.71% |
Old Dominion Freight Line, Inc. | 2.42% | -9.98% | -11.14% | -6.59% | 21.14% | 22.80% |
Palo Alto Networks, Inc. | -7.77% | -14.62% | -0.84% | 3.20% | 32.30% | 23.28% |
Quanta Services, Inc. | -0.54% | -6.89% | 21.23% | 55.41% | 49.79% | 28.45% |
The Trade Desk, Inc. | 0.31% | -10.97% | 16.78% | 76.06% | 32.65% | N/A |
UFP Technologies, Inc. | 0.37% | -5.10% | -23.15% | 46.77% | 38.04% | 26.49% |
Zscaler, Inc. | 3.37% | -6.07% | -8.19% | -19.19% | 24.30% | 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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 3.49% | 11.63% | 1.70% | -5.53% | 5.74% | 4.34% | -0.41% | 10.35% | -2.35% | -1.00% | 8.93% | -9.51% | 28.24% |
2023 | 5.61% | 5.14% | 6.04% | 1.88% | 6.76% | 10.28% | 4.77% | -3.32% | -3.69% | -3.25% | 6.71% | 4.09% | 48.07% |
2022 | -14.82% | 6.88% | -1.84% | -9.10% | -5.45% | -3.39% | 5.43% | 3.39% | -3.69% | 4.34% | 2.28% | -6.77% | -22.49% |
2021 | -1.51% | 5.25% | -6.17% | 7.79% | -3.34% | 11.75% | 6.89% | 6.64% | -5.46% | 10.76% | 10.61% | -0.77% | 48.34% |
2020 | 3.48% | -3.41% | -11.07% | 16.99% | 13.19% | 7.64% | 7.93% | 4.15% | -0.18% | -0.16% | 25.90% | 2.69% | 83.50% |
2019 | 10.05% | 11.80% | 6.21% | 3.13% | -6.28% | 7.53% | 6.70% | -3.49% | -8.39% | 3.24% | 11.17% | -0.12% | 46.85% |
2018 | -3.41% | 0.15% | 8.41% | 3.48% | 1.31% | 15.46% | 1.96% | -9.01% | 5.87% | -5.92% | 17.30% |
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 rank of KK is 43, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
---|---|---|---|---|---|
AutoZone, Inc. | 0.93 | 1.42 | 1.17 | 1.23 | 2.92 |
Church & Dwight Co., Inc. | 0.38 | 0.65 | 1.08 | 0.58 | 1.30 |
Constellation Software Inc. | 0.47 | 0.79 | 1.10 | 0.76 | 2.35 |
Eli Lilly and Company | 0.96 | 1.51 | 1.20 | 1.19 | 3.06 |
Fortinet, Inc. | 1.37 | 2.51 | 1.32 | 1.70 | 4.95 |
The Hershey Company | -0.63 | -0.83 | 0.90 | -0.38 | -1.66 |
Novo Nordisk A/S | -0.57 | -0.60 | 0.92 | -0.48 | -1.24 |
Old Dominion Freight Line, Inc. | -0.15 | 0.02 | 1.00 | -0.20 | -0.36 |
Palo Alto Networks, Inc. | -0.00 | 0.29 | 1.05 | -0.00 | -0.00 |
Quanta Services, Inc. | 1.74 | 2.49 | 1.33 | 3.62 | 10.83 |
The Trade Desk, Inc. | 1.93 | 2.62 | 1.35 | 2.02 | 13.55 |
UFP Technologies, Inc. | 1.01 | 1.72 | 1.21 | 1.58 | 4.16 |
Zscaler, Inc. | -0.42 | -0.31 | 0.96 | -0.31 | -0.70 |
Dividends
Dividend yield
KK provided a 0.60% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.60% | 0.57% | 0.46% | 0.47% | 0.45% | 0.59% | 0.83% | 0.75% | 0.72% | 0.88% | 0.68% | 0.74% |
Portfolio components: | ||||||||||||
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% |
Church & Dwight Co., Inc. | 1.10% | 1.08% | 1.15% | 1.31% | 0.99% | 1.10% | 1.30% | 1.33% | 1.51% | 1.61% | 1.58% | 1.57% |
Constellation Software Inc. | 0.13% | 0.12% | 0.16% | 0.25% | 0.21% | 0.32% | 2.54% | 0.60% | 0.68% | 0.86% | 1.12% | 1.29% |
Eli Lilly and Company | 0.65% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% |
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% |
The Hershey Company | 3.48% | 3.24% | 2.39% | 1.67% | 1.76% | 2.07% | 2.03% | 2.57% | 2.24% | 2.32% | 2.50% | 1.96% |
Novo Nordisk A/S | 1.71% | 1.68% | 0.99% | 1.18% | 1.34% | 1.86% | 2.14% | 2.47% | 2.12% | 3.93% | 1.31% | 1.96% |
Old Dominion Freight Line, Inc. | 0.58% | 0.59% | 0.39% | 0.42% | 0.22% | 0.31% | 0.36% | 0.74% | 0.30% | 0.00% | 0.00% | 0.00% |
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% |
Quanta Services, Inc. | 0.12% | 0.09% | 0.15% | 0.25% | 0.16% | 0.29% | 0.42% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
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% |
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. 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 33.31%, occurring on Jun 16, 2022. Recovery took 253 trading sessions.
The current KK drawdown is 11.02%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-33.31% | Nov 17, 2021 | 150 | Jun 16, 2022 | 253 | Jun 13, 2023 | 403 |
-31.53% | Feb 20, 2020 | 20 | Mar 18, 2020 | 46 | May 22, 2020 | 66 |
-15.44% | Sep 26, 2018 | 64 | Dec 24, 2018 | 27 | Feb 1, 2019 | 91 |
-15.23% | Jul 29, 2019 | 47 | Oct 2, 2019 | 57 | Dec 20, 2019 | 104 |
-14.59% | Feb 22, 2021 | 58 | May 13, 2021 | 30 | Jun 24, 2021 | 88 |
Volatility
Volatility Chart
The current KK volatility is 5.68%, 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 | AZO | LLY | NVO | PWR | CSU.TO | ODFL | ZS | TTD | PANW | FTNT | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHD | 1.00 | 0.46 | 0.07 | 0.23 | 0.23 | 0.18 | 0.10 | 0.10 | 0.17 | 0.08 | 0.04 | 0.10 | 0.13 |
HSY | 0.46 | 1.00 | 0.13 | 0.29 | 0.23 | 0.14 | 0.15 | 0.15 | 0.16 | 0.06 | 0.04 | 0.10 | 0.14 |
UFPT | 0.07 | 0.13 | 1.00 | 0.15 | 0.16 | 0.15 | 0.30 | 0.22 | 0.25 | 0.20 | 0.23 | 0.20 | 0.24 |
AZO | 0.23 | 0.29 | 0.15 | 1.00 | 0.19 | 0.19 | 0.31 | 0.21 | 0.30 | 0.12 | 0.18 | 0.19 | 0.25 |
LLY | 0.23 | 0.23 | 0.16 | 0.19 | 1.00 | 0.45 | 0.21 | 0.19 | 0.17 | 0.17 | 0.15 | 0.20 | 0.26 |
NVO | 0.18 | 0.14 | 0.15 | 0.19 | 0.45 | 1.00 | 0.21 | 0.25 | 0.23 | 0.25 | 0.22 | 0.24 | 0.29 |
PWR | 0.10 | 0.15 | 0.30 | 0.31 | 0.21 | 0.21 | 1.00 | 0.35 | 0.47 | 0.26 | 0.33 | 0.32 | 0.35 |
CSU.TO | 0.10 | 0.15 | 0.22 | 0.21 | 0.19 | 0.25 | 0.35 | 1.00 | 0.35 | 0.39 | 0.42 | 0.38 | 0.43 |
ODFL | 0.17 | 0.16 | 0.25 | 0.30 | 0.17 | 0.23 | 0.47 | 0.35 | 1.00 | 0.34 | 0.37 | 0.36 | 0.42 |
ZS | 0.08 | 0.06 | 0.20 | 0.12 | 0.17 | 0.25 | 0.26 | 0.39 | 0.34 | 1.00 | 0.59 | 0.57 | 0.58 |
TTD | 0.04 | 0.04 | 0.23 | 0.18 | 0.15 | 0.22 | 0.33 | 0.42 | 0.37 | 0.59 | 1.00 | 0.50 | 0.53 |
PANW | 0.10 | 0.10 | 0.20 | 0.19 | 0.20 | 0.24 | 0.32 | 0.38 | 0.36 | 0.57 | 0.50 | 1.00 | 0.63 |
FTNT | 0.13 | 0.14 | 0.24 | 0.25 | 0.26 | 0.29 | 0.35 | 0.43 | 0.42 | 0.58 | 0.53 | 0.63 | 1.00 |