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

-23.3%

Worst 30 days

Performance

  • -2.4%
    30 day
  • -3.5%
    90 day
  • 31.0%
    365 day
    February 02, 2010
Monthly vs S&P500
Crabtree Asset Mgmt - Crabtree Technology Monthly vs S&P500
8.5% 12 months
  • $30,000 subscription min
  • Margin account required
  • 1% fee

Replicability

100.0%
  • Replicable

Top 5 Holdings View all

2.7%
2.5%
2.4%
2.4%
2.4%

Portfolio commentary

  1. Tech stocks pull back: What to do? Nothing.

    16 April 2014

    Tech stocks have simply retreated from all-time highs. Why panic?

  2. Smartphones: Like cigarettes, only better 15 April 2014
  3. Is the Nasdaq signaling another tech wreck? 10 April 2014
  4. Envisioning Bitcoin's future 27 March 2014
  5. When Bad Guidance is Good News 19 March 2014

show more


Performance detail

  • Manager (net of fees)
  • Russell 2000

Performance

Inception February 02, 2010

as of April 23, 2014 Manager (net of fees) Russell 2000 S&P 500
Past 30 days -2.4% -2.5% 1.1%
Past 90 days -3.5% -1.8% 3.1%
Past 365 days 31.0% 25.1% 21.3%
Since Inception (Annualized) 22.8% 17.5% 15.8%
2014 (YTD) -2.3% -1.1% 2.1%
2013 47.5% 38.8% 32.4%
2012 18.9% 16.3% 16.0%
2011 1.9% -4.2% 2.1%

Risk metrics

Last 365 days

as of April 23, 2014 Manager (net of fees) Russell 2000 S&P 500
Best 30 days 10.3% 10.3% 7.9%
Worst 30 days -6.3% -6.6% -4.8%
Volatility 16.2% 15.6% 11.3%
Sharpe Ratio 1.91 1.61 1.88
Sortino Ratio 2.70 2.24 2.63
Maximum Drawdown -7.5% -7.9% -5.7%
Value-at-risk (95%, 1 week) -3.8% -3.6% -2.6%
vs. Russell 2000 vs. S&P 500
Information Ratio 0.94 1.07
Alpha 5.8% 4.4%
Beta 0.96 1.20
R-Squared 0.85 0.70
  • $30,000 subscription min
  • Margin account required
  • 1% fee

Latest transactions View all

Average trades per month 6.5
Executed Symbol Security Replicable Type Price
02/24/14 VZ Verizon Communications Inc Yes Buy $46.89
02/24/14 TKC Turkcell Iletisim Hizmetleri AS Yes Buy $13.34
02/24/14 SZMK Sizmek Inc Yes Buy $9.78
02/24/14 NTLS NTELOS Holdings Corp Yes Buy $15.73
02/24/14 TEL TE Connectivity Ltd Yes Buy $58.20
02/24/14 MXL MaxLinear Inc Yes Sell $9.20
02/24/14 EPAM EPAM Systems Inc Yes Sell $42.52
02/24/14 ENOC EnerNOC Inc Yes Sell $22.15

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 that fail Covestor's trading rules, do not reflect any Covestor suitability or risk score restrictions and are exclusive of Covestor fees. More
  3. Average subscription returns ("Avg Sub" or "Avg Client") are calculated by Covestor and are composed of the average, daily, time weighted returns of all active subscriptions to the underlying portfolio. These daily average returns are then linked together for the timeframe requested. In addition, these returns include cash, dividends and earnings distributions, brokerage commissions, Covestor advisory fees, and reflect individual client suitability and risk score restrictions. More
  4. All graph data is as of the end of day for the referenced period, unless otherwise specified. The subscription minimum is the minimum subscription 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 (Approach, Asset Class) are provided by Covestor, and are intended to serve as a general guide.
  9. These securities are currently held in the portfolio manager's brokerage account. Holdings in the "Replicable Holdings" table currently pass Covestor's trading rules, subject to individual client constraints. Eligibility for replication may change over time. Actual client subscription holdings may vary.
  10. These transactions were executed in the portfolio manager's brokerage account. Those marked as "Replicable Transactions" 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 subscription trade activity may vary.
  11. S&P 500 Index is an unmanaged index compiled by Standard & Poor´s Corp. Index returns do not reflect any management fees, transaction costs or expenses. Individuals cannot invest directly in an Index. S&P 500 index data: S&P/Dow Jones Indices LLC, a subsidiary of The McGraw-Hill Companies Copyright © 2014.
  12. This portfolio was launched on Covestor on September 21, 2011. Trading history prior to launch was audited by Covestor and is consistent with current portfolio strategy. Manager performance incorporates this historical data. This data has not been audited by an independent firm.