CR-Equity

Asset Allocation

Position	Category/Sector	Target Weight
RY.TO Royal Bank of Canada	Financial Services	2.78%
SPGI S&P Global Inc.	Financial Services	2.78%
BLK BlackRock, Inc.	Financial Services	2.78%
TD.TO The Toronto-Dominion Bank	Financial Services	2.78%
AON Aon plc	Financial Services	2.78%
V Visa Inc.	Financial Services	2.78%
GOOG Alphabet Inc	Communication Services	2.78%
GOOGL Alphabet Inc. Class A	Communication Services	2.78%
T.TO TELUS Corporation	Communication Services	2.78%
AMZN Amazon.com, Inc	Consumer Cyclical	2.78%
HD The Home Depot, Inc.	Consumer Cyclical	2.78%
DOL.TO Dollarama Inc.	Consumer Defensive	2.78%
ATD.TO Alimentation Couche-Tard Inc.	Consumer Cyclical	2.78%
COST Costco Wholesale Corporation	Consumer Defensive	2.78%
NSRGY Nestlé S.A.	Consumer Defensive	2.78%
MSFT Microsoft Corporation	Technology	2.78%
NOW ServiceNow, Inc	Technology	2.78%
CRWD CrowdStrike Holdings, Inc.	Technology	2.78%
ASML ASML Holding N.V.	Technology	2.78%
APH Amphenol Corporation	Technology	2.78%
CDNS Cadence Design Systems, Inc.	Technology	2.78%
BR Broadridge Financial Solutions, Inc.	Technology	2.78%
BSX Boston Scientific Corporation	Healthcare	2.78%
DHR Danaher Corporation	Healthcare	2.78%
UNH UnitedHealth Group Incorporated	Healthcare	2.78%
TRP.TO TC Energy Corporation	Energy	2.78%
CNQ.TO Canadian Natural Resources Limited	Energy	2.78%
CVX Chevron Corporation	Energy	2.78%
SLB Schlumberger Limited	Energy	2.78%
CP.TO Canadian Pacific Railway Limited	Industrials	2.78%
WSP.TO WSP Global Inc.	Industrials	2.78%
NVT nVent Electric plc	Industrials	2.78%
AME AMETEK, Inc.	Industrials	2.78%
FNV.TO Franco-Nevada Corporation	Basic Materials	2.78%
RIO Rio Tinto Group	Basic Materials	2.78%
GRT-UN.TO Granite Real Estate Investment Trust	Real Estate	2.78%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in CR-Equity, 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 Every 3 months.

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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio CR-Equity	0.12%	1.18%	8.89%	9.91%	22.92%	20.41%	15.06%	—
Portfolio components:
AME AMETEK, Inc.	-0.26%	-2.78%	10.23%	13.57%	27.52%	15.24%	11.46%	17.46%
AMZN Amazon.com, Inc	-0.33%	-10.07%	6.24%	8.08%	14.82%	25.71%	8.37%	21.19%
AON Aon plc	-0.82%	4.18%	-7.22%	-4.65%	-11.39%	2.06%	6.65%	12.58%
APH Amphenol Corporation	3.45%	12.16%	6.47%	2.93%	54.90%	55.57%	34.64%	26.67%
ASML ASML Holding N.V.	6.54%	9.86%	64.06%	56.76%	134.10%	36.05%	21.93%	34.75%
ATD.TO Alimentation Couche-Tard Inc.	-1.47%	0.91%	7.22%	11.37%	12.11%	7.63%	10.51%	11.43%
BLK BlackRock, Inc.	-0.08%	-7.79%	-6.02%	-5.28%	2.69%	15.91%	5.20%	13.89%
BR Broadridge Financial Solutions, Inc.	-1.56%	-0.35%	-32.88%	-33.89%	-38.22%	0.60%	0.39%	10.78%
BSX Boston Scientific Corporation	0.31%	-9.70%	-48.93%	-48.10%	-52.30%	-1.71%	2.84%	7.78%
CDNS Cadence Design Systems, Inc.	4.80%	8.70%	26.12%	16.88%	32.76%	19.80%	25.79%	31.92%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 12, 2019, CR-Equity's average daily return is +0.08%, while the average monthly return is +1.62%. At this rate, an investment would double in approximately 3.6 years.

Historically, 71% of months were positive and 29% were negative. The best month was Apr 2020 with a return of +15.1%, while the worst month was Mar 2020 at -9.4%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 2 months.

On a daily basis, CR-Equity closed higher 57% of trading days. The best single day was Mar 24, 2020 with a return of +10.0%, while the worst single day was Mar 16, 2020 at -10.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.12%	1.01%	-5.55%	8.29%	3.79%	-1.51%							8.89%
2025	3.92%	-1.55%	-2.25%	1.96%	5.06%	2.68%	0.36%	4.27%	2.82%	1.79%	0.40%	1.26%	22.49%
2024	1.49%	3.32%	2.94%	-3.40%	3.58%	1.65%	1.67%	1.41%	1.88%	-1.58%	4.80%	-3.95%	14.25%
2023	7.92%	-3.80%	3.79%	1.12%	0.18%	5.65%	2.41%	0.15%	-2.76%	-2.96%	9.55%	4.78%	28.12%
2022	-3.35%	-0.01%	6.25%	-7.98%	0.10%	-7.62%	8.92%	-3.86%	-8.42%	7.95%	5.78%	-5.04%	-9.15%
2021	-1.52%	4.14%	4.52%	6.94%	2.49%	2.29%	3.36%	2.45%	-4.49%	9.45%	-3.22%	4.81%	34.94%

Benchmark Metrics

CR-Equity has an annualized alpha of 6.33%, beta of 0.86, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since June 12, 2019.

This portfolio captured 103.49% of S&P 500 Index gains but only 83.37% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 6.33% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 0.86 and R2 of 0.91, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha: 6.33%

Beta: 0.86

R²: 0.91

Upside Capture: 103.49%

Downside Capture: 83.37%

Expense Ratio

CR-Equity has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

CR-Equity ranks 48 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for CR-Equity and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.13	1.94	+0.19
Sortino ratioReturn per unit of downside risk	2.91	2.63	+0.29
Omega ratioGain probability vs. loss probability	1.37	1.35	+0.02
Calmar ratioReturn relative to maximum drawdown	2.75	2.59	+0.17
Martin ratioReturn relative to average drawdown	11.24	11.84	-0.61
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AME AMETEK, Inc.	77	1.27	2.09	1.23	2.04	6.57
AMZN Amazon.com, Inc	56	0.49	0.89	1.11	0.68	1.64
AON Aon plc	19	-0.48	-0.51	0.93	-0.66	-1.24
APH Amphenol Corporation	76	1.35	1.79	1.25	1.96	5.07
ASML ASML Holding N.V.	95	3.24	3.63	1.45	7.56	20.33
ATD.TO Alimentation Couche-Tard Inc.	57	0.47	0.94	1.11	0.91	1.77
BLK BlackRock, Inc.	42	0.10	0.32	1.04	0.12	0.27
BR Broadridge Financial Solutions, Inc.	4	-1.51	-2.25	0.73	-0.84	-1.58
BSX Boston Scientific Corporation	2	-1.51	-2.27	0.67	-0.94	-2.07
CDNS Cadence Design Systems, Inc.	65	0.85	1.42	1.18	1.14	2.42

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

CR-Equity Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 2.13
5-Year: 1.00
All Time: 1.10

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.59 to 2.46, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of CR-Equity compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

CR-Equity provided a 1.68% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.68%	1.78%	1.96%	2.28%	2.10%	1.76%	2.16%	2.19%	2.40%	2.07%	2.96%	2.19%
Portfolio components:
AME AMETEK, Inc.	0.56%	0.60%	0.62%	0.61%	0.63%	0.54%	0.60%	0.56%	0.83%	0.50%	0.74%	0.67%
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%
AON Aon plc	0.94%	0.82%	0.74%	0.83%	0.73%	0.66%	0.84%	0.83%	1.35%	1.05%	1.16%	1.25%
APH Amphenol Corporation	0.58%	0.55%	0.79%	1.07%	1.06%	0.89%	0.80%	0.89%	1.09%	0.80%	0.86%	1.01%
ASML ASML Holding N.V.	0.50%	0.97%	0.97%	0.86%	1.27%	0.50%	0.50%	1.40%	0.94%	0.64%	0.92%	0.73%
ATD.TO Alimentation Couche-Tard Inc.	1.00%	1.07%	0.90%	0.76%	0.79%	0.70%	0.69%	1.06%	1.15%	1.09%	1.00%	0.72%
BLK BlackRock, Inc.	2.20%	1.95%	1.99%	2.46%	2.75%	1.80%	2.01%	2.63%	3.08%	1.95%	2.41%	2.56%
BR Broadridge Financial Solutions, Inc.	2.55%	1.66%	1.49%	1.48%	2.04%	1.33%	1.46%	1.66%	1.77%	1.53%	1.90%	2.12%
BSX Boston Scientific 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%
CDNS Cadence Design Systems, 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%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the CR-Equity. 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 CR-Equity was 32.08%, occurring on Mar 23, 2020. Recovery took 51 trading sessions.

The current CR-Equity drawdown is 2.07%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-32.08%Mar 2020	1mo 2d	2mo 12d	3mo 14dFeb 2020 - Jun 2020
Bear market2022	-19.70%Oct 2022	6mo 17d	8mo 4d	1y 2moMar 2022 - Jun 2023
2025 selloff2025	-13.62%Apr 2025	2mo 14d	1mo 4d	3mo 18dJan 2025 - May 2025
2020 pullback2020	-8.50%Oct 2020	1mo 25d	14d	2mo 9dSep 2020 - Nov 2020
2023 pullback2023	-8.30%Oct 2023	1mo 12d	20d	2mo 2dSep 2023 - Nov 2023

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 36 assets, with an effective number of assets of 36.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	2.66	2.08	1.84	1.69

The portfolio has a diversification ratio of 1.69, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

CR-Equity correlation to the S&P 500 Index

CR-Equity has a 0.81 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (All Time) Calculated using the full available price history since Jun 12, 2019	0.91

Benchmark Correlations

Correlation vs. S&P 500 Index. MSFT has the highest benchmark correlation at 0.73, while FNV.TO has the lowest at 0.16.

0.16

0.25

0.26

0.28

0.29

0.30

0.30

0.33

0.35

0.36

0.39

0.43

0.44

0.45

0.46

0.46

0.46

0.49

0.50

0.51

0.52

0.57

NOW

0.59

SPGI

0.62

0.63

0.64

0.66

0.68

0.69

0.70

0.70

0.70

0.73

0.73

0.73

Portfolio Correlations

Correlation vs. CR-Equity. BLK has the highest portfolio correlation at 0.72, while FNV.TO has the lowest at 0.27.

0.27

0.32

0.35

0.37

0.38

0.38

0.38

0.40

0.42

0.42

0.45

0.47

0.49

0.51

0.51

0.53

0.53

0.54

0.55

0.56

0.57

0.59

AMZN

0.60

NOW

0.61

NVT

0.62

0.63

0.66

0.66

0.66

0.67

0.68

0.68

0.70

0.70

0.72

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	FNV.TO	NSRGY	CNQ.TO	T.TO	UNH	DOL.TO	TRP.TO	ATD.TO	CVX	SLB	CRWD	GRT-UN.TO	RIO	AON	COST	BSX	WSP.TO	TD.TO	CP.TO	DHR	NOW	AMZN	RY.TO	NVT	HD	BR	GOOGL	ASML	GOOG	V	CDNS	MSFT	SPGI	APH	AME	BLK
FNV.TO	1.00	0.21	0.12	0.16	0.10	0.18	0.20	0.16	0.09	0.09	0.09	0.20	0.25	0.06	0.13	0.11	0.19	0.15	0.17	0.16	0.08	0.12	0.17	0.07	0.12	0.09	0.13	0.17	0.14	0.09	0.13	0.12	0.15	0.12	0.10	0.15
NSRGY	0.21	1.00	0.03	0.23	0.23	0.18	0.17	0.21	0.09	0.07	0.07	0.20	0.22	0.25	0.25	0.25	0.17	0.16	0.24	0.29	0.14	0.15	0.20	0.13	0.28	0.30	0.19	0.23	0.19	0.30	0.18	0.22	0.28	0.18	0.22	0.26
CNQ.TO	0.12	0.03	1.00	0.21	0.14	0.13	0.41	0.14	0.67	0.63	0.10	0.15	0.36	0.12	0.08	0.15	0.21	0.39	0.30	0.08	0.08	0.10	0.36	0.33	0.15	0.15	0.16	0.19	0.16	0.18	0.13	0.10	0.14	0.26	0.26	0.25
T.TO	0.16	0.23	0.21	1.00	0.18	0.34	0.34	0.29	0.17	0.11	0.03	0.35	0.18	0.23	0.18	0.22	0.30	0.39	0.36	0.22	0.09	0.12	0.43	0.13	0.24	0.27	0.16	0.13	0.16	0.23	0.12	0.15	0.24	0.15	0.21	0.24
UNH	0.10	0.23	0.14	0.18	1.00	0.15	0.17	0.17	0.23	0.18	0.07	0.11	0.19	0.32	0.26	0.30	0.18	0.23	0.22	0.28	0.16	0.14	0.21	0.21	0.28	0.30	0.22	0.17	0.22	0.32	0.20	0.23	0.32	0.20	0.30	0.31
DOL.TO	0.18	0.18	0.13	0.34	0.15	1.00	0.25	0.38	0.05	0.05	0.14	0.25	0.14	0.19	0.21	0.26	0.35	0.28	0.32	0.19	0.19	0.17	0.35	0.17	0.24	0.25	0.19	0.15	0.20	0.27	0.21	0.23	0.28	0.23	0.24	0.23
TRP.TO	0.20	0.17	0.41	0.34	0.17	0.25	1.00	0.24	0.35	0.34	0.03	0.29	0.24	0.19	0.14	0.24	0.30	0.41	0.34	0.14	0.08	0.08	0.43	0.23	0.22	0.20	0.13	0.15	0.14	0.21	0.09	0.10	0.20	0.21	0.23	0.26
ATD.TO	0.16	0.21	0.14	0.29	0.17	0.38	0.24	1.00	0.11	0.11	0.11	0.25	0.15	0.22	0.24	0.20	0.27	0.29	0.30	0.21	0.18	0.20	0.35	0.19	0.26	0.23	0.20	0.20	0.21	0.25	0.22	0.22	0.25	0.22	0.24	0.25
CVX	0.09	0.09	0.67	0.17	0.23	0.05	0.35	0.11	1.00	0.71	0.07	0.11	0.40	0.21	0.13	0.22	0.15	0.35	0.23	0.16	0.09	0.09	0.29	0.35	0.23	0.24	0.18	0.19	0.18	0.26	0.13	0.13	0.19	0.28	0.31	0.32
SLB	0.09	0.07	0.63	0.11	0.18	0.05	0.34	0.11	0.71	1.00	0.09	0.10	0.42	0.14	0.07	0.21	0.19	0.36	0.28	0.13	0.08	0.13	0.31	0.44	0.22	0.19	0.21	0.25	0.21	0.23	0.16	0.10	0.15	0.32	0.36	0.35
CRWD	0.09	0.07	0.10	0.03	0.07	0.14	0.03	0.11	0.07	0.09	1.00	0.16	0.16	0.17	0.25	0.20	0.24	0.10	0.14	0.28	0.60	0.48	0.14	0.26	0.20	0.25	0.37	0.40	0.37	0.26	0.55	0.50	0.34	0.36	0.24	0.29
GRT-UN.TO	0.20	0.20	0.15	0.35	0.11	0.25	0.29	0.25	0.11	0.10	0.16	1.00	0.17	0.21	0.20	0.23	0.36	0.35	0.33	0.27	0.20	0.21	0.39	0.22	0.33	0.27	0.22	0.23	0.23	0.26	0.22	0.21	0.33	0.25	0.27	0.30
RIO	0.25	0.22	0.36	0.18	0.19	0.14	0.24	0.15	0.40	0.42	0.16	0.17	1.00	0.17	0.15	0.23	0.23	0.33	0.29	0.24	0.19	0.25	0.35	0.39	0.27	0.24	0.31	0.40	0.31	0.28	0.28	0.25	0.24	0.36	0.37	0.42
AON	0.06	0.25	0.12	0.23	0.32	0.19	0.19	0.22	0.21	0.14	0.17	0.21	0.17	1.00	0.37	0.39	0.27	0.23	0.26	0.33	0.32	0.23	0.26	0.26	0.37	0.50	0.26	0.22	0.26	0.46	0.31	0.35	0.48	0.31	0.38	0.39
COST	0.13	0.25	0.08	0.18	0.26	0.21	0.14	0.24	0.13	0.07	0.25	0.20	0.15	0.37	1.00	0.32	0.25	0.15	0.24	0.33	0.35	0.39	0.21	0.25	0.46	0.40	0.36	0.36	0.36	0.39	0.42	0.44	0.45	0.37	0.36	0.37
BSX	0.11	0.25	0.15	0.22	0.30	0.26	0.24	0.20	0.22	0.21	0.20	0.23	0.23	0.39	0.32	1.00	0.26	0.27	0.30	0.34	0.33	0.27	0.30	0.34	0.32	0.42	0.34	0.32	0.34	0.46	0.34	0.36	0.43	0.37	0.42	0.40
WSP.TO	0.19	0.17	0.21	0.30	0.18	0.35	0.30	0.27	0.15	0.19	0.24	0.36	0.23	0.27	0.25	0.26	1.00	0.40	0.42	0.29	0.32	0.31	0.46	0.38	0.33	0.33	0.28	0.31	0.29	0.31	0.33	0.34	0.38	0.37	0.39	0.39
TD.TO	0.15	0.16	0.39	0.39	0.23	0.28	0.41	0.29	0.35	0.36	0.10	0.35	0.33	0.23	0.15	0.27	0.40	1.00	0.47	0.26	0.17	0.19	0.72	0.41	0.32	0.28	0.24	0.29	0.25	0.34	0.21	0.21	0.29	0.37	0.40	0.44
CP.TO	0.17	0.24	0.30	0.36	0.22	0.32	0.34	0.30	0.23	0.28	0.14	0.33	0.29	0.26	0.24	0.30	0.42	0.47	1.00	0.31	0.22	0.21	0.50	0.35	0.38	0.33	0.26	0.32	0.26	0.33	0.29	0.26	0.33	0.36	0.43	0.40
DHR	0.16	0.29	0.08	0.22	0.28	0.19	0.14	0.21	0.16	0.13	0.28	0.27	0.24	0.33	0.33	0.34	0.29	0.26	0.31	1.00	0.39	0.31	0.28	0.30	0.44	0.45	0.37	0.40	0.36	0.38	0.43	0.41	0.49	0.39	0.45	0.46
NOW	0.08	0.14	0.08	0.09	0.16	0.19	0.08	0.18	0.09	0.08	0.60	0.20	0.19	0.32	0.35	0.33	0.32	0.17	0.22	0.39	1.00	0.56	0.20	0.30	0.35	0.46	0.48	0.46	0.48	0.44	0.64	0.64	0.52	0.42	0.33	0.40
AMZN	0.12	0.15	0.10	0.12	0.14	0.17	0.08	0.20	0.09	0.13	0.48	0.21	0.25	0.23	0.39	0.27	0.31	0.19	0.21	0.31	0.56	1.00	0.24	0.32	0.37	0.35	0.65	0.52	0.65	0.39	0.57	0.65	0.40	0.44	0.34	0.43
RY.TO	0.17	0.20	0.36	0.43	0.21	0.35	0.43	0.35	0.29	0.31	0.14	0.39	0.35	0.26	0.21	0.30	0.46	0.72	0.50	0.28	0.20	0.24	1.00	0.41	0.34	0.31	0.28	0.31	0.28	0.37	0.25	0.25	0.31	0.39	0.42	0.48
NVT	0.07	0.13	0.33	0.13	0.21	0.17	0.23	0.19	0.35	0.44	0.26	0.22	0.39	0.26	0.25	0.34	0.38	0.41	0.35	0.30	0.30	0.32	0.41	1.00	0.40	0.30	0.36	0.47	0.36	0.35	0.41	0.34	0.33	0.62	0.64	0.52
HD	0.12	0.28	0.15	0.24	0.28	0.24	0.22	0.26	0.23	0.22	0.20	0.33	0.27	0.37	0.46	0.32	0.33	0.32	0.38	0.44	0.35	0.37	0.34	0.40	1.00	0.48	0.35	0.40	0.36	0.43	0.39	0.39	0.48	0.45	0.50	0.53
BR	0.09	0.30	0.15	0.27	0.30	0.25	0.20	0.23	0.24	0.19	0.25	0.27	0.24	0.50	0.40	0.42	0.33	0.28	0.33	0.45	0.46	0.35	0.31	0.30	0.48	1.00	0.34	0.34	0.35	0.52	0.45	0.46	0.60	0.44	0.50	0.48
GOOGL	0.13	0.19	0.16	0.16	0.22	0.19	0.13	0.20	0.18	0.21	0.37	0.22	0.31	0.26	0.36	0.34	0.28	0.24	0.26	0.37	0.48	0.65	0.28	0.36	0.35	0.34	1.00	0.52	0.99	0.45	0.54	0.65	0.43	0.47	0.39	0.49
ASML	0.17	0.23	0.19	0.13	0.17	0.15	0.15	0.20	0.19	0.25	0.40	0.23	0.40	0.22	0.36	0.32	0.31	0.29	0.32	0.40	0.46	0.52	0.31	0.47	0.40	0.34	0.52	1.00	0.52	0.40	0.63	0.55	0.41	0.61	0.49	0.52
GOOG	0.14	0.19	0.16	0.16	0.22	0.20	0.14	0.21	0.18	0.21	0.37	0.23	0.31	0.26	0.36	0.34	0.29	0.25	0.26	0.36	0.48	0.65	0.28	0.36	0.36	0.35	0.99	0.52	1.00	0.46	0.54	0.65	0.43	0.47	0.39	0.49
V	0.09	0.30	0.18	0.23	0.32	0.27	0.21	0.25	0.26	0.23	0.26	0.26	0.28	0.46	0.39	0.46	0.31	0.34	0.33	0.38	0.44	0.39	0.37	0.35	0.43	0.52	0.45	0.40	0.46	1.00	0.44	0.50	0.57	0.43	0.49	0.52
CDNS	0.13	0.18	0.13	0.12	0.20	0.21	0.09	0.22	0.13	0.16	0.55	0.22	0.28	0.31	0.42	0.34	0.33	0.21	0.29	0.43	0.64	0.57	0.25	0.41	0.39	0.45	0.54	0.63	0.54	0.44	1.00	0.66	0.52	0.55	0.46	0.49
MSFT	0.12	0.22	0.10	0.15	0.23	0.23	0.10	0.22	0.13	0.10	0.50	0.21	0.25	0.35	0.44	0.36	0.34	0.21	0.26	0.41	0.64	0.65	0.25	0.34	0.39	0.46	0.65	0.55	0.65	0.50	0.66	1.00	0.53	0.51	0.40	0.48
SPGI	0.15	0.28	0.14	0.24	0.32	0.28	0.20	0.25	0.19	0.15	0.34	0.33	0.24	0.48	0.45	0.43	0.38	0.29	0.33	0.49	0.52	0.40	0.31	0.33	0.48	0.60	0.43	0.41	0.43	0.57	0.52	0.53	1.00	0.47	0.51	0.55
APH	0.12	0.18	0.26	0.15	0.20	0.23	0.21	0.22	0.28	0.32	0.36	0.25	0.36	0.31	0.37	0.37	0.37	0.37	0.36	0.39	0.42	0.44	0.39	0.62	0.45	0.44	0.47	0.61	0.47	0.43	0.55	0.51	0.47	1.00	0.64	0.56
AME	0.10	0.22	0.26	0.21	0.30	0.24	0.23	0.24	0.31	0.36	0.24	0.27	0.37	0.38	0.36	0.42	0.39	0.40	0.43	0.45	0.33	0.34	0.42	0.64	0.50	0.50	0.39	0.49	0.39	0.49	0.46	0.40	0.51	0.64	1.00	0.60
BLK	0.15	0.26	0.25	0.24	0.31	0.23	0.26	0.25	0.32	0.35	0.29	0.30	0.42	0.39	0.37	0.40	0.39	0.44	0.40	0.46	0.40	0.43	0.48	0.52	0.53	0.48	0.49	0.52	0.49	0.52	0.49	0.48	0.55	0.56	0.60	1.00

The correlation results are calculated based on daily price changes starting from Jun 12, 2019

Diversification Analysis

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