KTTerrySmithBillionaire
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ADP Automatic Data Processing, Inc. | Industrials | 10% |
GOOGL Alphabet Inc. | Communication Services | 10% |
IDXX IDEXX Laboratories, Inc. | Healthcare | 10% |
MAR Marriott International, Inc. | Consumer Cyclical | 10% |
META Meta Platforms, Inc. | Communication Services | 10% |
MSFT Microsoft Corporation | Technology | 20% |
SYK Stryker Corporation | Healthcare | 10% |
V Visa Inc. | Financial Services | 10% |
WAT Waters Corporation | Healthcare | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in KTTerrySmithBillionaire, 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
The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META
Returns By Period
As of Nov 15, 2024, the KTTerrySmithBillionaire returned 21.71% Year-To-Date and 21.37% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| KTTerrySmithBillionaire | 21.71% | 3.35% | 8.03% | 31.48% | 20.04% | 21.37% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | 14.14% | 1.95% | 1.58% | 16.11% | 24.47% | 26.07% |
SYK Stryker Corporation | 28.87% | 6.77% | 15.29% | 36.42% | 14.49% | 17.21% |
V Visa Inc. | 19.31% | 10.58% | 10.59% | 25.19% | 12.21% | 18.17% |
WAT Waters Corporation | 14.42% | 4.64% | 4.50% | 41.13% | 11.66% | 12.88% |
MAR Marriott International, Inc. | 26.02% | 8.23% | 18.67% | 41.62% | 16.57% | 15.00% |
GOOGL Alphabet Inc. | 26.00% | 6.12% | 1.05% | 30.75% | 21.48% | 20.52% |
IDXX IDEXX Laboratories, Inc. | -23.67% | -10.61% | -21.68% | -8.01% | 10.30% | 18.99% |
META Meta Platforms, Inc. | 63.55% | -1.55% | 22.20% | 73.99% | 24.36% | 22.85% |
ADP Automatic Data Processing, Inc. | 31.79% | 4.12% | 22.08% | 34.03% | 14.47% | 16.07% |
Monthly Returns
The table below presents the monthly returns of KTTerrySmithBillionaire, 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 | 4.02% | 6.55% | 0.95% | -5.66% | 3.14% | 2.22% | -0.87% | 3.23% | 3.29% | -2.51% | 21.71% | ||
| 2023 | 8.26% | 0.00% | 8.92% | 3.45% | 0.15% | 5.91% | 4.86% | -0.79% | -4.42% | -2.44% | 10.62% | 6.23% | 47.50% |
| 2022 | -8.75% | -3.07% | 3.33% | -8.82% | -1.07% | -8.93% | 9.51% | -6.18% | -9.32% | 3.90% | 10.15% | -4.69% | -23.70% |
| 2021 | -2.95% | 7.29% | 2.52% | 7.40% | 0.48% | 5.10% | 6.56% | 1.95% | -5.69% | 6.78% | -4.59% | 7.11% | 35.38% |
| 2020 | 2.01% | -7.72% | -11.29% | 13.54% | 5.13% | 1.00% | 4.98% | 8.39% | -5.50% | 2.67% | 11.44% | 3.66% | 28.38% |
| 2019 | 10.49% | 4.95% | 4.31% | 4.07% | -4.01% | 7.77% | 2.13% | -0.04% | -1.28% | 2.27% | 2.86% | 3.51% | 42.91% |
| 2018 | 10.06% | -3.04% | -2.90% | 2.34% | 5.71% | 0.57% | 2.86% | 3.42% | 1.11% | -8.09% | 1.70% | -7.73% | 4.58% |
| 2017 | 4.42% | 4.98% | 3.15% | 4.84% | 4.03% | -2.13% | 5.43% | -0.34% | 1.04% | 7.91% | 0.53% | 1.34% | 40.90% |
| 2016 | -1.79% | -1.05% | 7.10% | -1.75% | 2.78% | 0.05% | 6.35% | 2.74% | 0.16% | -0.68% | 1.32% | 2.62% | 18.84% |
| 2015 | -2.67% | 5.57% | -2.14% | 1.53% | 1.31% | -2.70% | 7.66% | -4.33% | -0.18% | 10.12% | 1.53% | -0.01% | 15.66% |
| 2014 | 3.27% | 5.06% | -1.47% | -1.92% | 4.38% | 2.30% | 0.45% | 3.09% | 0.13% | 6.78% | 3.89% | -1.11% | 27.36% |
| 2013 | 6.65% | 0.00% | 2.37% | 4.26% | 1.24% | 0.91% | 5.72% | 0.54% | 6.82% | 5.70% | 2.52% | 3.60% | 48.22% |
Expense Ratio
KTTerrySmithBillionaire 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 KTTerrySmithBillionaire is 57, 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.
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 | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.83 | 1.17 | 1.15 | 1.04 | 2.54 |
SYK Stryker Corporation | 1.96 | 2.73 | 1.35 | 3.13 | 8.52 |
V Visa Inc. | 1.57 | 2.11 | 1.30 | 2.07 | 5.26 |
WAT Waters Corporation | 1.33 | 2.30 | 1.28 | 1.18 | 4.96 |
MAR Marriott International, Inc. | 1.90 | 2.51 | 1.34 | 2.26 | 6.21 |
GOOGL Alphabet Inc. | 1.20 | 1.72 | 1.23 | 1.43 | 3.60 |
IDXX IDEXX Laboratories, Inc. | -0.24 | -0.16 | 0.98 | -0.16 | -0.50 |
META Meta Platforms, Inc. | 2.00 | 2.92 | 1.40 | 3.91 | 12.15 |
ADP Automatic Data Processing, Inc. | 2.30 | 3.19 | 1.42 | 2.55 | 12.68 |
Dividends
Dividend yield
KTTerrySmithBillionaire provided a 0.57% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.57% | 0.63% | 0.65% | 0.45% | 0.58% | 0.71% | 0.89% | 0.84% | 1.03% | 1.06% | 1.00% | 1.08% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.53% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
SYK Stryker Corporation | 0.83% | 1.02% | 1.16% | 0.97% | 0.96% | 1.02% | 1.23% | 1.13% | 1.31% | 1.52% | 1.34% | 1.46% |
V Visa Inc. | 0.70% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
WAT Waters Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MAR Marriott International, Inc. | 0.82% | 0.87% | 0.67% | 0.00% | 0.36% | 1.22% | 1.44% | 0.95% | 1.39% | 1.42% | 0.99% | 1.30% |
GOOGL Alphabet Inc. | 0.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IDXX IDEXX Laboratories, 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% |
META Meta Platforms, Inc. | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ADP Automatic Data Processing, Inc. | 1.85% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% | 2.10% | 2.21% |
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 KTTerrySmithBillionaire. 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 KTTerrySmithBillionaire was 34.97%, occurring on Mar 23, 2020. Recovery took 103 trading sessions.
The current KTTerrySmithBillionaire drawdown is 1.11%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.97% | Feb 20, 2020 | 23 | Mar 23, 2020 | 103 | Aug 18, 2020 | 126 |
| -32.01% | Dec 30, 2021 | 214 | Nov 3, 2022 | 171 | Jul 13, 2023 | 385 |
| -20.19% | Jul 26, 2018 | 105 | Dec 24, 2018 | 45 | Mar 1, 2019 | 150 |
| -11.66% | Sep 3, 2020 | 14 | Sep 23, 2020 | 31 | Nov 5, 2020 | 45 |
| -11.27% | Aug 19, 2015 | 5 | Aug 25, 2015 | 38 | Oct 19, 2015 | 43 |
Volatility
Volatility Chart
The current KTTerrySmithBillionaire 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
| MAR | META | WAT | IDXX | SYK | ADP | V | GOOGL | MSFT | |
|---|---|---|---|---|---|---|---|---|---|
| MAR | 1.00 | 0.32 | 0.40 | 0.35 | 0.40 | 0.44 | 0.47 | 0.40 | 0.40 |
| META | 0.32 | 1.00 | 0.34 | 0.40 | 0.35 | 0.33 | 0.43 | 0.60 | 0.50 |
| WAT | 0.40 | 0.34 | 1.00 | 0.49 | 0.51 | 0.49 | 0.45 | 0.41 | 0.43 |
| IDXX | 0.35 | 0.40 | 0.49 | 1.00 | 0.51 | 0.45 | 0.44 | 0.46 | 0.48 |
| SYK | 0.40 | 0.35 | 0.51 | 0.51 | 1.00 | 0.51 | 0.51 | 0.43 | 0.46 |
| ADP | 0.44 | 0.33 | 0.49 | 0.45 | 0.51 | 1.00 | 0.56 | 0.45 | 0.51 |
| V | 0.47 | 0.43 | 0.45 | 0.44 | 0.51 | 0.56 | 1.00 | 0.53 | 0.54 |
| GOOGL | 0.40 | 0.60 | 0.41 | 0.46 | 0.43 | 0.45 | 0.53 | 1.00 | 0.64 |
| MSFT | 0.40 | 0.50 | 0.43 | 0.48 | 0.46 | 0.51 | 0.54 | 0.64 | 1.00 |