Crabtree Asset Mgmt Profile Picture Investment Adviser

Crabtree Asset Mgmt

Crabtree Asset Mgmt

  • EducationUniversity of Texas at Austin, McCombs School Of Business; U Mass Amherst
  • QualificationsMBA
  • Investment Experience20 years
  • Founded2009

Crabtree Technology

Crabtree Technology is a science and technology, long-only investment strategy. It seeks to outperform the Merrill Lynch Technology 100 Index.  

The strategy seeks companies that consistently meet three criteria that Barry calls the Crabtree Attributes:

Potential investments must a) consistently generate cash, b) hold on to or increase their market share, and c) do so while executing on their operational and financial plans.

Risk score

Risk Score 4
4
18.3%

Best 30 days

-13.2%

Worst 30 days

Performance

  • 1.0%
    30 day
  • 1.8%
    90 day
  • 13.8%
    365 day
    September 21, 2011
Monthly vs S&P500
Crabtree Asset Mgmt - Crabtree Technology Monthly vs S&P500
-3.7% 12 months
  • $30,000 investment min
  • Margin account required
  • 1% fee

Replicability

100.0%
  • Replicable

Top 5 Holdings View all

2.7%
2.6%
2.5%
2.5%
2.4%

Portfolio commentary

  1. Alibaba IPO: 3 risks investors should know

    18 September 2014

    Alibaba is prepping its massive IPO and the hype has building for months. But what are risks for investors?

  2. This can make a technology stock attractive to investors 10 September 2014
  3. High stakes for the Apple iPhone 6 reveal 8 September 2014
  4. The hemp renaissance and how not to write a press release 8 September 2014
  5. The iPhone 6 launch: Hot-or-not for Apple's stock? 26 August 2014

show more


Performance detail

Pre-Covestor performance history

  • Manager (net of fees)
  • Russell 2000

Performance

Covestor inception September 21, 2011

as of September 18, 2014 Manager (net of fees) Russell 2000 S&P 500
Past 30 days 1.0% -0.2% 1.7%
Past 90 days 1.8% -2.2% 3.0%
Past 365 days 13.8% 9.0% 19.0%
Since Covestor inception (Annualized) 27.1% 22.1% 22.6%
2014 (YTD) 2.1% 0.5% 10.4%
2013 47.5% 38.8% 32.4%
2012 18.9% 16.3% 16.0%

Risk metrics

Last 365 days

as of September 18, 2014 Manager (net of fees) Russell 2000 S&P 500
Best 30 days 8.5% 10.3% 7.9%
Worst 30 days -6.4% -7.7% -4.8%
Volatility 15.7% 14.9% 10.1%
Sharpe Ratio 0.88 0.60 1.88
Sortino Ratio 1.27 0.88 2.55
Maximum Drawdown -9.2% -9.1% -5.7%
Value-at-risk (95%, 1 week) -3.6% -3.5% -2.3%
vs. Russell 2000 vs. S&P 500
Information Ratio 0.85 - 0.55
Alpha 4.6% -8.5%
Beta 0.98 1.27
R-Squared 0.87 0.67
  • $30,000 investment min
  • Margin account required
  • 1% fee

Latest transactions View all

Average trades per month 6.7
Executed Symbol Security Replicable Type Price
09/02/14 ZBRA Zebra Technologies Corp Yes Buy $78.21
09/02/14 VPRT Vistaprint NV Yes Buy $48.41
09/02/14 RRD RR Donnelley & Sons Co Yes Buy $17.79
09/02/14 QLGC QLogic Corp Yes Sell $8.98
09/02/14 RTN Raytheon Co Yes Sell $96.10
09/02/14 PRFT Perficient Inc Yes Sell $17.42
09/02/14 MKSI MKS Instruments Inc Yes Buy $34.37
09/02/14 ECHO Echo Global Logistics Inc Yes Sell $26.17

Important Information

  1. Past performance is no guarantee of future results.
  2. Performance of the portfolio manager's account is calculated by Covestor on a daily time-weighted basis, including cash, dividends and earnings distributions and broker commissions. Manager returns include trades and positions that fail Covestor's trading rules, as a result, actual client returns will differ. Covestor advisory fees are simulated and applied retro-actively to present the portfolio return "net-of-fees".
  3. Average client returns are calculated by Covestor and are composed of the average, time-weighted returns of all active client investments (some of which may contain investment restrictions) to the underlying portfolio. These daily average returns are then linked together for the timeframe presented. These returns include cash, dividends, earnings distributions, brokerage commissions and Covestor advisory fees.
  4. All graph data is as of the end of day for the referenced period, unless otherwise specified. The investment minimum is the minimum investment required to follow a particular portfolio. The minimum amount is determined by Covestor, based on the characteristics of the underlying portfolio. It should not be considered as specific investment advice for your investment situation.
  5. The performance charts are provided for informational purposes only, and should not be used as the basis for making an investment decision. Variables such as corporate actions or foreign exchange may affect daily performance displays. We rely on mathematical formulas, computer programs, and pricing information from third-party vendors to provide these returns. Neither Covestor nor any of its data or content providers shall be liable for any errors in this information or any actions taken by you in reliance upon this information.
  6. Benchmark returns have been calculated by Covestor using a time-weighted calculation of daily index valuations. Benchmarks presented are total return and therefore inclusive of cash, dividends and earnings distributions but not transaction costs. More
  7. Leverage indicates the level of margin utilized and is calculated by dividing gross exposure by portfolio net liquidation value.
  8. All Portfolio Manager information including personal data, profiles, strategies, monthly investment reports, and historical results outside of Covestor has been provided by the Portfolio Manager. Covestor makes no representation or warranty of its accuracy, completeness or relevance and it does not represent the opinions of Covestor. Transaction history is available upon request. Portfolio classifications are provided by Covestor, and are intended to serve as a general guide.
  9. Transactions that are marked as "Replicable" passed Covestor's trading rules and were eligible for replication at the time of execution, subject to individual client constraints. Eligibility for replication may change over time. Actual client investment trade activity may vary.
  10. Index returns do not reflect any management fees, transaction costs or expenses. Individuals cannot invest directly in an Index.
  11. This portfolio was launched on Covestor on September 21, 2011. Trading history prior to launch was reviewed and deemed consistent with current portfolio strategy. This data is included in the main performance chart (displayed as dotted line) but not in the performance metrics below. This data has not been audited by an independent firm.