KTRoth
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AVAV AeroVironment, Inc. | Industrials | 10% |
AXON Axon Enterprise, Inc. | Industrials | 10% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 20% |
GOOGL Alphabet Inc. | Communication Services | 10% |
PPA Invesco Aerospace & Defense ETF | Industrials Equities, Aerospace & Defense | 10% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in KTRoth, 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 23, 2007, corresponding to the inception date of AVAV
Returns By Period
As of Sep 21, 2024, the KTRoth returned 35.28% Year-To-Date and 25.53% 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 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| KTRoth | 35.28% | -1.04% | 11.89% | 57.13% | 29.84% | 25.53% |
| Portfolio components: | ||||||
BRK-B Berkshire Hathaway Inc. | 27.66% | 1.95% | 10.62% | 25.33% | 16.98% | 12.64% |
SMH VanEck Vectors Semiconductor ETF | 36.04% | -5.08% | 4.51% | 70.03% | 35.07% | 28.40% |
PPA Invesco Aerospace & Defense ETF | 23.64% | 2.58% | 13.37% | 42.56% | 11.65% | 14.57% |
AXON Axon Enterprise, Inc. | 52.24% | 4.85% | 24.33% | 100.53% | 44.07% | 37.99% |
AVAV AeroVironment, Inc. | 45.00% | -2.92% | 22.73% | 64.13% | 24.47% | 20.05% |
GOOGL Alphabet Inc. | 17.40% | -1.23% | 8.77% | 25.72% | 21.71% | 18.73% |
Monthly Returns
The table below presents the monthly returns of KTRoth, 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 | 3.15% | 10.45% | 6.35% | -1.86% | 8.51% | 2.51% | -0.50% | 4.86% | 35.28% | ||||
| 2023 | 10.51% | -0.94% | 7.91% | -0.46% | 5.42% | 4.98% | 2.87% | 1.05% | -3.66% | -1.92% | 12.08% | 5.10% | 50.58% |
| 2022 | -6.22% | 3.06% | 6.45% | -13.46% | 2.49% | -12.13% | 12.14% | -5.37% | -9.18% | 8.25% | 13.52% | -7.19% | -11.87% |
| 2021 | 7.61% | 4.46% | 1.55% | 3.29% | 1.45% | 3.02% | 1.78% | 2.22% | -5.92% | 5.62% | 1.36% | 0.61% | 29.96% |
| 2020 | 1.02% | -7.21% | -9.59% | 8.66% | 5.40% | 6.42% | 3.93% | 6.47% | -3.69% | 3.39% | 17.11% | 3.06% | 37.35% |
| 2019 | 9.49% | 4.04% | -0.05% | 7.89% | -8.97% | 5.23% | 3.77% | -3.17% | 2.29% | 3.38% | 7.51% | 5.96% | 42.43% |
| 2018 | 6.33% | 1.27% | -1.55% | -1.05% | 11.10% | 0.47% | 5.09% | 4.34% | 3.04% | -10.81% | -1.33% | -6.54% | 8.82% |
| 2017 | 2.15% | 3.39% | 0.30% | 1.98% | 4.79% | 0.59% | 2.85% | 4.35% | 4.57% | 4.39% | 0.14% | 3.44% | 38.18% |
| 2016 | -6.32% | 3.00% | 7.28% | -2.31% | 5.42% | 1.15% | 7.89% | 0.66% | 1.98% | -3.05% | 7.75% | 0.16% | 24.95% |
| 2015 | -2.64% | 4.27% | -1.89% | 1.44% | 4.09% | -4.19% | -0.54% | -5.74% | -2.94% | 8.91% | 0.66% | 0.76% | 1.30% |
| 2014 | -1.48% | 6.44% | 4.68% | -3.50% | 0.23% | 2.65% | -2.24% | 7.63% | -0.89% | 3.00% | 5.05% | 3.08% | 26.76% |
| 2013 | 4.18% | 2.19% | 0.19% | 4.29% | 5.15% | -1.87% | 4.14% | -0.11% | 8.17% | 7.47% | 1.94% | 2.44% | 44.95% |
Expense Ratio
KTRoth has an expense ratio of 0.20%, which is considered low compared to other funds. 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 KTRoth is 83, placing it in the top 17% 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 | |
|---|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | 1.80 | 2.45 | 1.31 | 2.31 | 7.89 |
SMH VanEck Vectors Semiconductor ETF | 1.96 | 2.48 | 1.33 | 2.69 | 8.25 |
PPA Invesco Aerospace & Defense ETF | 2.89 | 3.98 | 1.52 | 4.62 | 24.02 |
AXON Axon Enterprise, Inc. | 2.69 | 4.36 | 1.53 | 5.60 | 15.98 |
AVAV AeroVironment, Inc. | 1.31 | 2.13 | 1.30 | 2.49 | 4.82 |
GOOGL Alphabet Inc. | 0.80 | 1.19 | 1.17 | 1.02 | 2.93 |
Dividends
Dividend yield
KTRoth granted a 0.25% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| KTRoth | 0.25% | 0.31% | 1.03% | 0.47% | 0.64% | 2.50% | 1.59% | 1.21% | 0.81% | 1.85% | 0.99% | 1.37% |
| Portfolio components: | ||||||||||||
BRK-B Berkshire Hathaway 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% |
SMH VanEck Vectors Semiconductor ETF | 0.44% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
PPA Invesco Aerospace & Defense ETF | 0.46% | 0.67% | 0.83% | 0.59% | 0.88% | 0.95% | 0.90% | 0.67% | 1.70% | 1.41% | 0.62% | 1.26% |
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% |
GOOGL Alphabet Inc. | 0.24% | 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 KTRoth. 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 KTRoth was 51.40%, occurring on Nov 20, 2008. Recovery took 563 trading sessions.
The current KTRoth drawdown is 2.23%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.4% | Oct 10, 2007 | 283 | Nov 20, 2008 | 563 | Feb 14, 2011 | 846 |
| -31.33% | Feb 14, 2020 | 23 | Mar 18, 2020 | 95 | Aug 3, 2020 | 118 |
| -28.21% | Mar 30, 2022 | 138 | Oct 14, 2022 | 120 | Apr 10, 2023 | 258 |
| -24.55% | Sep 17, 2018 | 69 | Dec 24, 2018 | 81 | Apr 23, 2019 | 150 |
| -20.13% | Feb 22, 2011 | 126 | Aug 19, 2011 | 48 | Oct 27, 2011 | 174 |
Volatility
Volatility Chart
The current KTRoth volatility is 7.31%, 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
| AXON | AVAV | BRK-B | GOOGL | SMH | PPA | |
|---|---|---|---|---|---|---|
| AXON | 1.00 | 0.33 | 0.30 | 0.36 | 0.43 | 0.47 |
| AVAV | 0.33 | 1.00 | 0.33 | 0.32 | 0.39 | 0.54 |
| BRK-B | 0.30 | 0.33 | 1.00 | 0.43 | 0.45 | 0.59 |
| GOOGL | 0.36 | 0.32 | 0.43 | 1.00 | 0.56 | 0.50 |
| SMH | 0.43 | 0.39 | 0.45 | 0.56 | 1.00 | 0.60 |
| PPA | 0.47 | 0.54 | 0.59 | 0.50 | 0.60 | 1.00 |