KTSwan
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ABBV AbbVie Inc. | Healthcare | 7.69% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 7.69% |
AVAV AeroVironment, Inc. | Industrials | 7.69% |
AVGO Broadcom Inc. | Technology | 7.69% |
AXON Axon Enterprise, Inc. | Industrials | 7.69% |
BLK BlackRock, Inc. | Financial Services | 7.69% |
BMY Bristol-Myers Squibb Company | Healthcare | 7.69% |
COST Costco Wholesale Corporation | Consumer Defensive | 7.69% |
HD The Home Depot, Inc. | Consumer Cyclical | 7.69% |
HWM Howmet Aerospace Inc. | Industrials | 7.69% |
NVDA NVIDIA Corporation | Technology | 7.69% |
TDG TransDigm Group Incorporated | Industrials | 7.69% |
WMT Walmart Inc. | Consumer Defensive | 7.69% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in KTSwan, 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 Jan 2, 2013, corresponding to the inception date of ABBV
Returns By Period
| 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% |
| KTSwan | 61.45% | 5.11% | 29.84% | 73.30% | 34.50% | N/A |
| Portfolio components: | ||||||
ABBV AbbVie Inc. | 13.47% | -11.59% | 5.00% | 27.79% | 18.90% | 14.74% |
AMZN Amazon.com, Inc. | 39.19% | 12.68% | 15.17% | 47.68% | 19.50% | 29.40% |
BLK BlackRock, Inc. | 31.41% | 3.98% | 31.26% | 51.50% | 19.39% | 14.59% |
NVDA NVIDIA Corporation | 196.42% | 11.52% | 55.56% | 200.29% | 96.27% | 77.78% |
AVGO Broadcom Inc. | 54.28% | -3.18% | 21.44% | 77.37% | 44.71% | 38.02% |
BMY Bristol-Myers Squibb Company | 19.78% | 10.88% | 36.15% | 19.17% | 3.57% | 3.18% |
TDG TransDigm Group Incorporated | 32.73% | -8.54% | 4.38% | 40.02% | 22.07% | 25.82% |
HWM Howmet Aerospace Inc. | 109.84% | 9.04% | 37.40% | 120.30% | 37.19% | N/A |
AXON Axon Enterprise, Inc. | 134.03% | 39.26% | 108.15% | 173.46% | 55.26% | 41.06% |
AVAV AeroVironment, Inc. | 62.05% | -4.61% | 5.98% | 59.05% | 26.72% | 21.59% |
COST Costco Wholesale Corporation | 40.78% | 3.41% | 16.82% | 59.26% | 27.12% | 23.52% |
HD The Home Depot, Inc. | 19.31% | -2.37% | 19.93% | 35.06% | 14.10% | 18.02% |
WMT Walmart Inc. | 62.31% | 3.45% | 32.34% | 51.27% | 18.20% | 14.06% |
Monthly Returns
The table below presents the monthly returns of KTSwan, 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 | 3.62% | 11.41% | 5.15% | -4.52% | 8.07% | 3.09% | 4.44% | 5.90% | 3.97% | 2.34% | 61.45% | ||
| 2023 | 9.04% | -0.22% | 5.76% | 0.77% | 3.16% | 7.53% | 3.05% | 1.23% | -4.24% | -2.06% | 10.84% | 6.88% | 49.09% |
| 2022 | -7.12% | 3.38% | 7.39% | -10.99% | -0.66% | -7.63% | 11.22% | -3.69% | -7.98% | 9.93% | 10.29% | -5.42% | -4.80% |
| 2021 | 2.10% | 0.37% | 3.25% | 4.26% | 2.22% | 4.12% | 1.15% | 2.51% | -5.49% | 6.61% | 1.18% | 3.20% | 28.08% |
| 2020 | 2.43% | -5.65% | -9.34% | 10.57% | 7.58% | 7.61% | 1.90% | 8.90% | -3.18% | 1.74% | 14.91% | 2.91% | 44.96% |
| 2019 | 6.90% | 3.10% | 2.71% | 5.78% | -6.89% | 6.96% | 0.23% | 0.56% | 1.95% | 4.39% | 7.32% | 2.35% | 40.49% |
| 2018 | 8.64% | -1.50% | -2.58% | 0.08% | 7.34% | 2.05% | 4.98% | 4.85% | 3.70% | -12.49% | -0.48% | -6.91% | 5.76% |
| 2017 | 1.40% | 7.17% | -1.29% | 3.79% | 6.21% | 0.49% | 2.65% | 3.01% | 4.25% | 4.70% | 4.53% | 2.12% | 46.39% |
| 2016 | 0.42% | 6.43% | 1.64% | 8.63% |
Expense Ratio
KTSwan 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 risk-adjusted rank of KTSwan is 98, placing it in the top 2% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
ABBV AbbVie Inc. | 1.19 | 1.52 | 1.26 | 1.63 | 5.21 |
AMZN Amazon.com, Inc. | 1.67 | 2.33 | 1.30 | 1.92 | 7.67 |
BLK BlackRock, Inc. | 2.96 | 3.86 | 1.48 | 2.35 | 12.55 |
NVDA NVIDIA Corporation | 3.78 | 3.85 | 1.50 | 7.23 | 22.81 |
AVGO Broadcom Inc. | 1.70 | 2.35 | 1.30 | 3.08 | 9.38 |
BMY Bristol-Myers Squibb Company | 0.76 | 1.39 | 1.17 | 0.45 | 1.88 |
TDG TransDigm Group Incorporated | 1.77 | 2.25 | 1.30 | 3.37 | 10.44 |
HWM Howmet Aerospace Inc. | 3.58 | 5.07 | 1.72 | 12.87 | 32.92 |
AXON Axon Enterprise, Inc. | 3.98 | 7.52 | 1.94 | 11.01 | 30.68 |
AVAV AeroVironment, Inc. | 1.16 | 1.96 | 1.27 | 2.31 | 4.42 |
COST Costco Wholesale Corporation | 3.11 | 3.74 | 1.55 | 5.92 | 15.31 |
HD The Home Depot, Inc. | 1.87 | 2.54 | 1.31 | 1.60 | 4.54 |
WMT Walmart Inc. | 2.82 | 3.72 | 1.57 | 4.92 | 14.78 |
Dividends
Dividend yield
KTSwan provided a 1.93% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.93% | 1.77% | 1.56% | 1.08% | 1.58% | 2.35% | 1.60% | 2.07% | 2.00% | 1.50% | 2.14% | 2.39% |
| Portfolio components: | ||||||||||||
ABBV AbbVie Inc. | 3.66% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
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% |
BLK BlackRock, Inc. | 1.94% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% | 2.12% |
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% |
AVGO Broadcom Inc. | 1.24% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
BMY Bristol-Myers Squibb Company | 4.10% | 4.44% | 3.00% | 2.36% | 3.69% | 2.55% | 3.08% | 2.55% | 1.95% | 2.17% | 2.46% | 3.31% |
TDG TransDigm Group Incorporated | 8.65% | 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% |
AVAV AeroVironment, 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% |
COST Costco Wholesale Corporation | 2.11% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
HD The Home Depot, Inc. | 2.18% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
WMT Walmart Inc. | 0.96% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
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 KTSwan. 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 KTSwan was 30.79%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.
The current KTSwan drawdown is 2.47%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.79% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
| -25.45% | Sep 17, 2018 | 69 | Dec 24, 2018 | 179 | Sep 11, 2019 | 248 |
| -22.32% | Mar 30, 2022 | 55 | Jun 16, 2022 | 157 | Feb 1, 2023 | 212 |
| -11.85% | Nov 19, 2021 | 47 | Jan 27, 2022 | 34 | Mar 17, 2022 | 81 |
| -11.12% | Feb 12, 2021 | 16 | Mar 8, 2021 | 24 | Apr 12, 2021 | 40 |
Volatility
Volatility Chart
The current KTSwan volatility is 4.82%, 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
| BMY | ABBV | WMT | AVAV | AXON | HWM | AMZN | COST | TDG | NVDA | HD | AVGO | BLK | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BMY | 1.00 | 0.45 | 0.23 | 0.17 | 0.13 | 0.20 | 0.13 | 0.18 | 0.16 | 0.11 | 0.24 | 0.14 | 0.29 |
| ABBV | 0.45 | 1.00 | 0.23 | 0.17 | 0.13 | 0.19 | 0.17 | 0.23 | 0.19 | 0.17 | 0.29 | 0.21 | 0.31 |
| WMT | 0.23 | 0.23 | 1.00 | 0.19 | 0.14 | 0.19 | 0.24 | 0.55 | 0.21 | 0.20 | 0.38 | 0.19 | 0.30 |
| AVAV | 0.17 | 0.17 | 0.19 | 1.00 | 0.37 | 0.40 | 0.26 | 0.27 | 0.41 | 0.30 | 0.33 | 0.33 | 0.38 |
| AXON | 0.13 | 0.13 | 0.14 | 0.37 | 1.00 | 0.33 | 0.37 | 0.28 | 0.36 | 0.40 | 0.34 | 0.37 | 0.37 |
| HWM | 0.20 | 0.19 | 0.19 | 0.40 | 0.33 | 1.00 | 0.28 | 0.27 | 0.59 | 0.32 | 0.33 | 0.38 | 0.47 |
| AMZN | 0.13 | 0.17 | 0.24 | 0.26 | 0.37 | 0.28 | 1.00 | 0.41 | 0.36 | 0.57 | 0.36 | 0.50 | 0.42 |
| COST | 0.18 | 0.23 | 0.55 | 0.27 | 0.28 | 0.27 | 0.41 | 1.00 | 0.30 | 0.39 | 0.48 | 0.39 | 0.41 |
| TDG | 0.16 | 0.19 | 0.21 | 0.41 | 0.36 | 0.59 | 0.36 | 0.30 | 1.00 | 0.38 | 0.37 | 0.40 | 0.48 |
| NVDA | 0.11 | 0.17 | 0.20 | 0.30 | 0.40 | 0.32 | 0.57 | 0.39 | 0.38 | 1.00 | 0.36 | 0.63 | 0.44 |
| HD | 0.24 | 0.29 | 0.38 | 0.33 | 0.34 | 0.33 | 0.36 | 0.48 | 0.37 | 0.36 | 1.00 | 0.38 | 0.52 |
| AVGO | 0.14 | 0.21 | 0.19 | 0.33 | 0.37 | 0.38 | 0.50 | 0.39 | 0.40 | 0.63 | 0.38 | 1.00 | 0.47 |
| BLK | 0.29 | 0.31 | 0.30 | 0.38 | 0.37 | 0.47 | 0.42 | 0.41 | 0.48 | 0.44 | 0.52 | 0.47 | 1.00 |